Table 4 Autocorrelations for Bulgarian... | Emerald Publishing

Table 4

Autocorrelations for Bulgarian data and the model economy

Method	Statistic	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	0.818	0.629	0.442
	(s.e.)	(0.000)	(0.035)	(0.063)	(0.084)
Data	$corr (h_{t}, h_{t - k})$	1.000	0.484	0.009	0.352
Model	$corr (h_{t}, h_{t - k})$	1.000	0.818	0.629	0.442
	(s.e.)	(0.000)	(0.035)	(0.063)	(0.084)
Data	$corr (y_{t}, y_{t - k})$	1.000	0.810	0.663	0.479
Model	$corr (y_{t}, y_{t - k})$	1.000	0.815	0.625	0.438
	(s.e.)	(0.000)	(0.037)	(0.067)	(0.091)
Data	$corr (a_{t}, a_{t - k})$	1.000	0.702	0.449	0.277
Model	$corr (a_{t}, a_{t - k})$	1.000	0.814	0.624	0.437
	(s.e.)	(0.000)	(0.038)	(0.070)	(0.096)
Data	$corr (c_{t}, c_{t - k})$	1.000	0.971	0.952	0.913
Model	$corr (c_{t}, c_{t - k})$	1.000	0.815	0.625	0.438
	(s.e.)	(0.000)	(0.037)	(0.067)	(0.091)
Data	$corr (i_{t}, i_{t - k})$	1.000	0.810	0.722	0.594
Model	$corr (i_{t}, i_{t - k})$	1.000	0.816	0.624	0.434
	(s.e.)	(0.000)	(0.038)	(0.069)	(0.095)
Data	$corr (w_{t}, w_{t - k})$	1.000	0.760	0.783	0.554
Model	$corr (w_{t}, w_{t - k})$	1.000	0.816	0.627	0.441
	(s.e.)	(0.000)	(0.036)	(0.065)	(0.087)

Method	Statistic	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	0.818	0.629	0.442
	(s.e.)	(0.000)	(0.035)	(0.063)	(0.084)
Data	$corr (h_{t}, h_{t - k})$	1.000	0.484	0.009	0.352
Model	$corr (h_{t}, h_{t - k})$	1.000	0.818	0.629	0.442
	(s.e.)	(0.000)	(0.035)	(0.063)	(0.084)
Data	$corr (y_{t}, y_{t - k})$	1.000	0.810	0.663	0.479
Model	$corr (y_{t}, y_{t - k})$	1.000	0.815	0.625	0.438
	(s.e.)	(0.000)	(0.037)	(0.067)	(0.091)
Data	$corr (a_{t}, a_{t - k})$	1.000	0.702	0.449	0.277
Model	$corr (a_{t}, a_{t - k})$	1.000	0.814	0.624	0.437
	(s.e.)	(0.000)	(0.038)	(0.070)	(0.096)
Data	$corr (c_{t}, c_{t - k})$	1.000	0.971	0.952	0.913
Model	$corr (c_{t}, c_{t - k})$	1.000	0.815	0.625	0.438
	(s.e.)	(0.000)	(0.037)	(0.067)	(0.091)
Data	$corr (i_{t}, i_{t - k})$	1.000	0.810	0.722	0.594
Model	$corr (i_{t}, i_{t - k})$	1.000	0.816	0.624	0.434
	(s.e.)	(0.000)	(0.038)	(0.069)	(0.095)
Data	$corr (w_{t}, w_{t - k})$	1.000	0.760	0.783	0.554
Model	$corr (w_{t}, w_{t - k})$	1.000	0.816	0.627	0.441
	(s.e.)	(0.000)	(0.036)	(0.065)	(0.087)