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(45) Funzione di autocorrelazione dei residui LAG. ACF. 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18. 0,8932 0,7827 0,6982 0,5808 0,4590 0,3590 0,2811 0,1821 0,0893 -0,0015 -0,0704 -0,1174 -0,1710 -0,2042 -0,2243 -0,2455 -0,2489 -0,2493. PACF *** *** *** *** *** ** *. 0,8932 *** -0,0751 0,0680 -0,2208 -0,0715 -0,0097 0,0584 -0,1592 -0,0405 -0,1415 0,0752 0,0279 -0,0720 -0,0052 -0,0304 -0,0347 0,0724 -0,0653. Q-stat. [p-value] 33,5735 60,0482 81,7025 97,1122 107,0193 113,2641 117,2138 118,9236 119,3481 119,3483 119,6312 120,4479 122,2467 124,9135 128,2667 132,4580 136,9613 141,6919. [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000] [0,000]. ,UHVLGXLVHPEUHUHEEHURDXWRFRUUHODWLDQFKHQHOVRWWRFDPSLRQHPDLQ PDQLHUDPHQRQHWWDULVSHWWRDOPRGHOORLQL]LDOH. 3URFHGRFRPXQTXHFRQLOWHVWGL%UHXVFK±*RGIUH\ Test di Breusch-Godfrey per l'autocorrelazione fino all'ordine 4 OLS, usando le osservazioni 2000:1-2009:3 (T = 39) Variabile dipendente: uhat coefficiente errore std. rapporto t p-value ------------------------------------------------------------pil 0,0151469 0,0141454 1,071 0,2923 moneta -0,184960 0,140302 -1,318 0,1968 interest -0,166171 0,315759 -0,5263 0,6023 uhat_1 1,05539 0,174060 6,063 9,04e-07 *** uhat_2 -0,320702 0,254826 -1,259 0,2173 uhat_3 0,224731 0,274659 0,8182 0,4193 uhat_4 0,0786245 0,218170 0,3604 0,7209 R-quadro = 0,896252 Statistica test: LMF = 69,109609, con p-value = P(F(4,32) > 69,1096) = 2,76e-015 Statistica alternativa: TR^2 = 34,953812, con p-value = P(Chi-quadro(4) > 34,9538) = 4,75e-007.

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