Table A1 Q -stat for Model 1 Q... | Emerald Publishing

Table A1

Q-stat for Model 1

Q-statistic probabilities adjusted for 1 dynamic regressor
Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob*
\| .…\|	\| .…\|	1	0.013	0.013	0.0064	0.936
\| .…\|	\| .…\|	2	0.015	0.015	0.0150	0.993
\|* .…\|	\|* .…\|	3	0.091	0.090	0.3309	0.954
\| .…\|	\| .…\|	4	−0.018	−0.021	0.3436	0.987
*\| .…\|	*\| .…\|	5	−0.153	−0.157	1.3130	0.934
*\| .…\|	*\| .…\|	6	−0.118	−0.126	1.9123	0.928
**\| .…\|	**\| .…\|	7	−0.294	−0.298	5.7483	0.569
*\| .…\|	*\| .…\|	8	−0.149	−0.151	6.7759	0.561
**\| .…\|	**\| .…\|	9	−0.268	−0.313	10.222	0.333
\| .…\|	\| .…\|	10	0.060	0.032	10.402	0.406

Q-statistic probabilities adjusted for 1 dynamic regressor
Autocorrelation	Partial correlation		AC	PAC	Q-stat	Prob*
\| .…\|	\| .…\|	1	0.013	0.013	0.0064	0.936
\| .…\|	\| .…\|	2	0.015	0.015	0.0150	0.993
\|* .…\|	\|* .…\|	3	0.091	0.090	0.3309	0.954
\| .…\|	\| .…\|	4	−0.018	−0.021	0.3436	0.987
*\| .…\|	*\| .…\|	5	−0.153	−0.157	1.3130	0.934
*\| .…\|	*\| .…\|	6	−0.118	−0.126	1.9123	0.928
**\| .…\|	**\| .…\|	7	−0.294	−0.298	5.7483	0.569
*\| .…\|	*\| .…\|	8	−0.149	−0.151	6.7759	0.561
**\| .…\|	**\| .…\|	9	−0.268	−0.313	10.222	0.333
\| .…\|	\| .…\|	10	0.060	0.032	10.402	0.406

Note(s): *Probabilities may not be valid for this equation specification