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