Table 4 Autocorrelations for Bulgarian... | Emerald Publishing

Table 4

Autocorrelations for Bulgarian data and the model economy

		k
Method	Statistic	0	1	2	3
Data	$corr (u_{t}, u_{t - k})$	1.000	0.765	0.552	0.553
Model	$corr (u_{t}, u_{t - k})$	1.000	0.955	0.900	0.835
	(s.e.)	(0.000)	(0.028)	(0.054)	(0.078)
Data	$corr (n_{t}, n_{t - k})$	1.000	0.484	0.009	0.352
Model	$corr (n_{t}, n_{t - k})$	1.000	0.955	0.900	0.835
	(s.e.)	(0.000)	(0.028)	(0.054)	(0.078)
Data	$corr (y_{t}, y_{t - k})$	1.000	0.810	0.663	0.479
Model	$corr (y_{t}, y_{t - k})$	1.000	0.958	0.907	0.848
	(s.e.)	(0.000)	(0.026)	(0.050)	(0.073)
Data	$corr (a_{t}, a_{t - k})$	1.000	0.702	0.449	0.277
Model	$corr (a_{t}, a_{t - k})$	1.000	0.956	0.902	0.840
	(s.e.)	(0.000)	(0.027)	(0.052)	(0.077)
Data	$corr (c_{t}, c_{t - k})$	1.000	0.971	0.952	0.913
Model	$corr (c_{t}, c_{t - k})$	1.000	0.959	0.910	0.855
	(s.e.)	(0.000)	(0.025)	(0.048)	(0.071)
Data	$corr (i_{t}, i_{t - k})$	1.000	0.810	0.722	0.594
Model	$corr (i_{t}, i_{t - k})$	1.000	0.953	0.895	0.826
	(s.e.)	(0.000)	(0.029)	(0.055)	(0.080)
Data	$corr (w_{t}, w_{t - k})$	1.000	0.760	0.783	0.554
Model	$corr (w_{t}, w_{t - k})$	1.000	0.959	0.909	0.853
	(s.e.)	(0.000)	(0.025)	(0.048)	(0.071)

		k
Method	Statistic	0	1	2	3
Data	$corr (u_{t}, u_{t - k})$	1.000	0.765	0.552	0.553
Model	$corr (u_{t}, u_{t - k})$	1.000	0.955	0.900	0.835
	(s.e.)	(0.000)	(0.028)	(0.054)	(0.078)
Data	$corr (n_{t}, n_{t - k})$	1.000	0.484	0.009	0.352
Model	$corr (n_{t}, n_{t - k})$	1.000	0.955	0.900	0.835
	(s.e.)	(0.000)	(0.028)	(0.054)	(0.078)
Data	$corr (y_{t}, y_{t - k})$	1.000	0.810	0.663	0.479
Model	$corr (y_{t}, y_{t - k})$	1.000	0.958	0.907	0.848
	(s.e.)	(0.000)	(0.026)	(0.050)	(0.073)
Data	$corr (a_{t}, a_{t - k})$	1.000	0.702	0.449	0.277
Model	$corr (a_{t}, a_{t - k})$	1.000	0.956	0.902	0.840
	(s.e.)	(0.000)	(0.027)	(0.052)	(0.077)
Data	$corr (c_{t}, c_{t - k})$	1.000	0.971	0.952	0.913
Model	$corr (c_{t}, c_{t - k})$	1.000	0.959	0.910	0.855
	(s.e.)	(0.000)	(0.025)	(0.048)	(0.071)
Data	$corr (i_{t}, i_{t - k})$	1.000	0.810	0.722	0.594
Model	$corr (i_{t}, i_{t - k})$	1.000	0.953	0.895	0.826
	(s.e.)	(0.000)	(0.029)	(0.055)	(0.080)
Data	$corr (w_{t}, w_{t - k})$	1.000	0.760	0.783	0.554
Model	$corr (w_{t}, w_{t - k})$	1.000	0.959	0.909	0.853
	(s.e.)	(0.000)	(0.025)	(0.048)	(0.071)