Month

Lags

Tau

5% Sig.

Jan.

1

−2.7865

6/17

Feb.

1

−2.9029

7/17

Mar.

1

−2.7380

5/15

Apr.

1

−3.1376

8/17

May

1

−1.9400

0/17

Jun.

1

−2.8518

7/17

Jul.

1

−2.0763

5/16

Aug.

1

−2.5582

7/17

Sep.

1

−2.6453

6/17

Oct.

1

−2.4419

5/16

Nov.

1

−2.4975

4/16

Dec.

1

−2.6235

6/17

−2.6000

66/199