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