Lag Order | 0 (Current) | 1 | 3 | 5 | 7 |
DR007 | −0.1057 | −0.1280 | −0.2153 | −0.2888 | −0.3170 |
SHIBOR | −0.0788 | −0.135 | −0.22679 | −0.2963 | −0.33157 |