Table A2 Q -stat for Model 2 Q... | Emerald Publishing

Table A2

Q-stat for Model 2

Q-statistic probabilities adjusted for 1 dynamic regressor
Autocorrelation	Partial correlation		AC	PAC	Q-Stat	Prob*
*\| .…\|	*\| .…\|	1	−0.107	−0.107	0.4016	0.526
**\| .…\|	**\| .…\|	2	−0.228	−0.242	2.2873	0.319
*\| .…\|	*\| .…\|	3	−0.080	−0.147	2.5283	0.470
*\| .…\|	**\| .…\|	4	−0.191	−0.308	3.9500	0.413
\|* .…\|	\| .…\|	5	0.106	−0.050	4.3987	0.494
\| .…\|	**\| .…\|	6	−0.060	−0.241	4.5484	0.603
\| .…\|	\| .…\|	7	0.058	−0.057	4.6964	0.697
\| .…\|	**\| .…\|	8	−0.028	−0.211	4.7309	0.786
\|* .…\|	\|* .…\|	9	0.185	0.175	6.3581	0.704
*\| .…\|	*\| .…\|	10	−0.069	−0.165	6.5938	0.763
**\| .…\|	**\| .…\|	11	−0.278	−0.235	10.608	0.477
\| .…\|	.**\| .…\|	12	0.000	−0.268	10.608	0.563
\| .…\|	**\| .…\|	13	−0.005	−0.226	10.610	0.643
\|**. \|	*\| .…\|	14	0.263	−0.068	14.783	0.393
\|* .…\|	\| .…\|	15	0.134	0.011	15.931	0.387
*\| .…\|	**\| .…\|	16	−0.192	−0.248	18.442	0.299

Q-statistic probabilities adjusted for 1 dynamic regressor
Autocorrelation	Partial correlation		AC	PAC	Q-Stat	Prob*
*\| .…\|	*\| .…\|	1	−0.107	−0.107	0.4016	0.526
**\| .…\|	**\| .…\|	2	−0.228	−0.242	2.2873	0.319
*\| .…\|	*\| .…\|	3	−0.080	−0.147	2.5283	0.470
*\| .…\|	**\| .…\|	4	−0.191	−0.308	3.9500	0.413
\|* .…\|	\| .…\|	5	0.106	−0.050	4.3987	0.494
\| .…\|	**\| .…\|	6	−0.060	−0.241	4.5484	0.603
\| .…\|	\| .…\|	7	0.058	−0.057	4.6964	0.697
\| .…\|	**\| .…\|	8	−0.028	−0.211	4.7309	0.786
\|* .…\|	\|* .…\|	9	0.185	0.175	6.3581	0.704
*\| .…\|	*\| .…\|	10	−0.069	−0.165	6.5938	0.763
**\| .…\|	**\| .…\|	11	−0.278	−0.235	10.608	0.477
\| .…\|	.**\| .…\|	12	0.000	−0.268	10.608	0.563
\| .…\|	**\| .…\|	13	−0.005	−0.226	10.610	0.643
\|**. \|	*\| .…\|	14	0.263	−0.068	14.783	0.393
\|* .…\|	\| .…\|	15	0.134	0.011	15.931	0.387
*\| .…\|	**\| .…\|	16	−0.192	−0.248	18.442	0.299

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