ARi | t − 0 | t + 1 | t + 2 | t + 3 | t + 4 | t + 5 |
mean | −0.00307 | −0.00126 | 0.003957 | 0.003239 | 0.004189 | −0.008 |
t | −0.6073 | −0.3128 | 0.9122 | 0.6194 | 0.9338 | −1.4798 |
p | 0.2731 | 0.3778 | 0.1828 | 0.2691 | 0.1772 | 0.0723* |
CARi | t − 0 | t + 1 | t + 2 | t + 3 | t + 4 | t + 5 |
mean | −0.00307 | −0.00432 | −0.00037 | 0.002873 | 0.007062 | −0.00093 |
t | −0.6073 | −0.5716 | −0.0388 | 0.3669 | 1.1713 | −0.1584 |
p | 0.2731 | 0.285 | 0.4846 | 0.3576 | 0.1233 | 0.4374 |