Country | UK | GER | FRN | CN | JP |
Lag(p) | p-value | p-value | p-value | p-value | p-value |
5 | 0.6060 | 0.9623 | 0.8564 | 0.9983 | 0.5730 |
10 | 0.6638 | 0.9725 | 0.9546 | 0.9998 | 0.6698 |
15 | 0.2360 | 0.9332 | 0.4099 | 0.9221 | 0.8612 |