Time | AR | Statistics | P-value | Significant (Under the 5% level) |
−10 | 0.00469 | 0.827754 | 0.203905 |
|
−9 | −0.00458 | −0.764378 | 0.222321 |
|
−8 | 0.00250 | 0.807052 | 0.209818 |
|
−7 | −0.00406 | −0.742049 | 0.229029 |
|
−6 | 0.01251 | 2.380389 | 0.008647 | Significant |
−5 | −0.00214 | −0.240471 | 0.404982 |
|
−4 | −0.00932 | −1.344614 | 0.089375 |
|
−3 | −0.00531 | −0.852092 | 0.197082 |
|
−2 | −0.00825 | −1.561950 | 0.059150 |
|
−1 | 0.00057 | 0.126271 | 0.449759 |
|
0 | −0.00118 | −0.330994 | 0.370325 |
|
1 | −0.00143 | −0.220795 | 0.412626 |
|
2 | 0.00560 | 0.787823 | 0.215400 |
|
3 | −0.00421 | −0.699894 | 0.241997 |
|
4 | −0.00368 | −0.632393 | 0.263565 |
|
5 | −0.00127 | −0.273136 | 0.392375 |
|
6 | −0.00290 | −0.199845 | 0.420801 |
|
7 | −0.00388 | −0.306952 | 0.379440 |
|
8 | −0.00081 | −0.132878 | 0.447145 |
|
9 | −0.00441 | −0.789922 | 0.214787 |
|
10 | −0.00225 | −0.514020 | 0.303619 |
|
11 | −0.00309 | −0.558226 | 0.288345 |
|
12 | 0.00352 | 0.700198 | 0.241902 |
|
13 | −0.00881 | −1.364312 | 0.086235 |
|
14 | 0.00096 | 0.111570 | 0.455582 |
|
15 | −0.00445 | −1.010870 | 0.156039 |
|
16 | 0.00401 | 0.788805 | 0.215113 |
|
17 | 0.00171 | 0.525697 | 0.299549 |
|
18 | −0.00118 | −0.154403 | 0.438646 |
|
19 | −0.00671 | −1.492157 | 0.067829 |
|
20 | 0.00272 | 0.361665 | 0.358801 |
|