Date: 02/12/16 Time: 01:20

Sample: 1973M01 2008M12

Included observations: 432

Autocorrelation Partial Correlation AC

1 0.019
2 0.026
3 0.079
4 -0.055
5 -0.019
6 0.031
7 -0.122
8 -0.084
9 -0.012
10 0.031
11 -0.067
12 0.046
13 -0.051
14 -0.121
15 0.021
16 0.006
17 -0.018
18 -0.007
19 0.057
20 -0.013
PAC Q-Stat Prob

0.019 0.1490 0.699

0.026 0.4421 0.802
0.078 3.1501 0.369
-0.059 4.4809 0.345
-0.021 4.6407 0.461
0.029 5.0678 0.535
-0.115 11.650 0.113
-0.083 14.794 0.063
-0.010 14.860 0.095
0.059 15.297 0.122
-0.070 17.302 0.099
0.035 18.263 0.108
-0.053 19.450 0.110
-0.120 26.003 0.026
-0.003 26.209 0.036
0.011 26.224 0.051
0.007 26.364 0.068
-0.038 26.389 0.091
0.063 27.875 0.086
-0.016 27.948 0.111