Lag

J [x, |x|]

P-value

1

33.351

0.000

2

19.840

0.000

3

11.447

0.003

4

5.169

0.075

5

1.336

0.513

6

0.622

0.733

7

0.398

0.820

8

0.439

0.803

9

0.776

0.678

10

3.498

0.174