Lag | Statistic | P-value |
Model 1 | ||
lag (1) | 0.0355 | 0.8506 |
lag (5) | 0.1195 | 0.9973 |
lag (9) | 0.2377 | 0.9999 |
Model 2 | ||
lag (1) | 0.0330 | 0.8560 |
lag (5) | 0.1171 | 0.9974 |
lag (9) | 0.2400 | 0.9999 |
Model 3 | ||
lag (1) | 0.0038 | 0.9510 |
lag (5) | 0.0264 | 0.9991 |
lag (9) | 0.0693 | 1.0000 |
Model 4 | ||
lag (1) | 0.0223 | 0.8813 |
lag (5) | 0.0652 | 0.9992 |
lag (9) | 0.1171 | 1.0000 |