Table 4.

P-values of the GCT for different number of lags related to time series $\mathcal{T}{\mathcal{S}}_{TWT}^{s,g}$ and $\mathcal{T}{\mathcal{S}}_{TWT}^{s,g}$. The values in bold are below the significance level 0.05, and therefore the null hypothesis can be rejected

Level	x	y	Number of lags (in days)
			1	2	3	4	5	6	7
MA	INE	TWT	0.0345	0.1473	0.2219	0.299	0.0512	0.0015	0.0001
	TWT	INE	0.0171	0.0035	0.0001	0.0000	0.0000	0.0014	0.0000
PROV	INE	TWT	0.0001	0.0063	0.0360	0.1077	0.3406	0.1499	0.4816
	TWT	INE	0.0001	0.0010	0.0008	0.0001	0.0035	0.0011	0.0255
CPROV	INE	TWT	0.0001	0.0014	0.004	0.0335	0.1350	0.2253	0.2627
	TWT	INE	0.1535	0.1178	0.1689	0.1059	0.0768	0.0740	0.0516