Restatement of the I-O Coefficient Stability Problem

Journal of Economic Structures

The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 11 Correlogram of residuals squared—SyS1scr

Lag	Dependent variable: $d ({sca}_{1})$				Dependent variable: $d ({sca}_{8})$				Dependent variable: $d ({sra}_{5} HP)$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	−0.272	−0.272	1.7151	0.19	−0.257	−0.257	1.46	0.227	0.276	0.276	1.6847	0.194
2	−0.096	−0.184	1.9425	0.379	0.066	0	1.5608	0.458	−0.11	−0.201	1.9688	0.374
3	−0.035	−0.13	1.9746	0.578	−0.064	−0.051	1.6631	0.645	0.016	0.122	1.9751	0.578
4	0.164	0.107	2.7103	0.607	−0.091	−0.128	1.8818	0.757	−0.052	−0.134	2.046	0.727
5	−0.196	−0.148	3.8388	0.573	0.12	0.074	2.2944	0.807	−0.167	−0.102	2.8394	0.725

Lag	Dependent variable: $d ({sca}_{2})$				Dependent variable: $d ({sca}_{9})$				Dependent variable: $d ({sra}_{5} HPd)$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	−0.092	−0.092	0.1874	0.665	−0.087	−0.087	0.1621	0.687	0.033	0.033	0.0247	0.875
2	0.174	0.167	0.9021	0.637	−0.144	−0.152	0.6266	0.731	−0.106	−0.107	0.2871	0.866
3	−0.118	−0.093	1.2507	0.741	−0.101	−0.133	0.871	0.832	0.117	0.126	0.6284	0.89
4	0.047	0.004	1.31	0.86	−0.169	−0.228	1.6068	0.808	−0.143	−0.17	1.1734	0.882
5	−0.056	−0.018	1.3989	0.924	0.086	−0.003	1.8114	0.875	−0.259	−0.226	3.0863	0.687

Lag	Dependent variable: $d ({sca}_{3})$				Dependent variable: $d ({sca}_{10})$				Dependent variable: $d ({sra}_{6})$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	−0.168	−0.168	0.5983	0.439	0.127	0.127	0.3738	0.541	−0.033	−0.033	0.0248	0.875
2	0.038	0.01	0.6304	0.73	0.004	−0.012	0.3743	0.829	0.286	0.285	1.9394	0.379
3	−0.044	−0.037	0.6771	0.879	0.171	0.175	1.1293	0.77	−0.238	−0.242	3.3536	0.34
4	−0.009	−0.023	0.6789	0.954	0.259	0.225	2.9779	0.562	−0.097	−0.202	3.6057	0.462
5	−0.198	−0.208	1.7687	0.88	−0.308	−0.394	5.763	0.33	0.004	0.173	3.6061	0.607

Lag	Dependent variable: $d ({sca}_{4})$				Dependent variable: $d ({sra}_{1})$				Dependent variable: $d ({sra}_{7})$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	−0.022	−0.022	0.0109	0.917	−0.034	−0.034	0.0249	0.875	−0.109	−0.109	0.2637	0.608
2	−0.036	−0.037	0.0421	0.979	−0.147	−0.148	0.5104	0.775	0.081	0.07	0.4167	0.812
3	0.267	0.266	1.821	0.61	−0.224	−0.241	1.7165	0.633	−0.043	−0.027	0.4618	0.927
4	−0.151	−0.154	2.4276	0.658	0.172	0.135	2.4809	0.648	−0.178	−0.194	1.3069	0.86
5	−0.11	−0.1	2.7737	0.735	−0.206	−0.286	3.6588	0.6	0.008	−0.026	1.3088	0.934

Lag	Dependent variable: $d ({sca}_{5})$				Dependent variable: $d ({sra}_{2})$				Dependent variable: $d ({sra}_{8} HP)$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	0.083	0.083	0.1544	0.694	−0.05	−0.05	0.0559	0.813	−0.228	−0.228	1.1477	0.284
2	−0.177	−0.186	0.8918	0.64	−0.287	−0.29	1.9901	0.37	−0.085	−0.145	1.3186	0.517
3	−0.066	−0.035	1.0011	0.801	−0.03	−0.069	2.012	0.57	0.282	0.245	3.3084	0.346
4	−0.187	−0.22	1.9314	0.748	−0.192	−0.311	2.997	0.558	−0.224	−0.128	4.6405	0.326
5	0.222	0.262	3.3306	0.649	−0.182	−0.313	3.9447	0.557	0.061	0.039	4.7479	0.447

Lag	Dependent variable: $d ({sca}_{6})$				Dependent variable: $d ({sra}_{3})$				Dependent variable: $d ({sra}_{8} HPd)$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	−0.141	−0.141	0.4389	0.508	−0.024	−0.024	0.0131	0.909	−0.224	−0.224	1.1139	0.291
2	−0.159	−0.182	1.0301	0.597	−0.188	−0.189	0.8438	0.656	−0.194	−0.257	1.9937	0.369
3	−0.103	−0.164	1.2972	0.73	−0.394	−0.419	4.709	0.194	0.145	0.037	2.5173	0.472
4	0.066	−0.012	1.4131	0.842	0.051	−0.05	4.7777	0.311	0.068	0.077	2.6402	0.62
5	0.149	0.122	2.0468	0.843	0.017	−0.178	4.7854	0.443	−0.23	−0.17	4.1494	0.528

Lag	Dependent variable: $d ({sca}_{7})$				Dependent variable: $d ({sra}_{4})$				Dependent variable: $d ({sra}_{9})$
Lag	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.	AC	PAC	Q-statistic	Prob.
1	0.072	0.072	0.1057	0.745	−0.001	−0.001	4.00E-05	0.995	−0.056	−0.056	0.0733	0.787
2	−0.102	−0.108	0.3299	0.848	0.119	0.119	0.3466	0.841	0.161	0.158	0.7045	0.703
3	−0.221	−0.208	1.4564	0.692	−0.005	−0.004	0.3472	0.951	−0.284	−0.276	2.7994	0.424
4	−0.312	−0.312	3.8731	0.423	−0.017	−0.032	0.3555	0.986	0.37	0.367	6.5593	0.161
5	−0.298	−0.381	6.2633	0.281	0.141	0.144	0.9389	0.967	−0.084	−0.038	6.7672	0.239