Lag |
| LM -test | ||||
1 | 5 | 10 | 1 | 5 | 10 | |
| 348.786 | 677.980 | 821.867 | 431.691 | 564.068 | 608.241 |
| (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) |
| 383.810 | 696.811 | 800.000 | 287.646 | 346.920 | 358.553 |
| (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) |
| 39.142 | 101.436 | 157.990 | 3.614 | 4.324 | 5.329 |
| (<0.001) | (<0.001) | (<0.001) | (0.0573) | (0.5038) | (0.8681) |
| 317.298 | 858.416 | 962.298 | 311.786 | 792.509 | 866.792 |
| (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) |
| 45.923 | 180.863 | 271.397 | 1.344 | 5.341 | 5.720 |
| (<0.001) | (<0.001) | (<0.001) | (0.2463) | (0.3758) | (0.8382) |
| 79.112 | 251.739 | 379.028 | 23.281 | 38.898 | 46.177 |
| (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) | (<0.001) |