Lag

Statistic

P-value

Model 1

lag (1)

0.0355

0.8506

lag (5)

0.1195

0.9973

lag (9)

0.2377

0.9999

Model 2

lag (1)

0.0330

0.8560

lag (5)

0.1171

0.9974

lag (9)

0.2400

0.9999

Model 3

lag (1)

0.0038

0.9510

lag (5)

0.0264

0.9991

lag (9)

0.0693

1.0000

Model 4

lag (1)

0.0223

0.8813

lag (5)

0.0652

0.9992

lag (9)

0.1171

1.0000