Table 1.
Month | Number of observations | Statistic | ASE | Tau |
---|---|---|---|---|
January | 10 | −5 | 11.091 | −0.111 |
February | 10 | 9 | 10.970 | 0.200 |
March | 10 | 20 | 11.136 | 0.444 |
April | 10 | 13 | 10.970 | 0.289 |
May | 10 | −4 | 11.136 | −0.089 |
June | 10 | 3 | 11.180 | 0.067 |
July | 10 | 9 | 11.180 | 0.200 |
August | 10 | 13 | 11.180 | 0.289 |
September | 10 | 13 | 11.180 | 0.289 |
October | 10 | −7 | 11.180 | −0.156 |
November | 10 | 12 | 11.136 | 0.267 |
December | 10 | 15 | 11.180 | 0.333 |
ASE, asymptotic standard error; Tau, the Kendall correlation coefficient; measures the strength of association.