t | manufacturing | service | wholesale and retail | natural resources | ||||||||
mean | t-statistics | p-statistics | mean | t-statistics | p-statistics | mean | t-statistics | p-statistics | mean | t-statistics | p-statistics | |
−30 | 0.0025 | (1.2156) | (0.2250) | 0.0014 | (0.3728) | (0.7097) | 0.0063 | (0.5711) | (0.5721) | 0.0035 | (0.4690) | (0.6420) |
−29 | −0.0003 | (−0.1543) | (0.8775) | −0.0010 | (−0.3090) | (0.7577) | −0.0046 | (−0.4901) | (0.6275) | 0.0040 | (0.6300) | (0.5328) |
−28 | 0.0013 | (0.5417) | (0.5884) | 0.0023 | (0.5842) | (0.5598) | −0.0063 | (−0.9163) | (0.3666) | −0.0034 | (−0.5891) | (0.5596) |
−27 | 0.0009 | (0.2933) | (0.7695) | −0.0009 | (−0.3192) | (0.7499) | 0.0037 | (0.3956) | (0.6951) | 0.0088 | (1.3681) | (0.1800) |
−26 | −0.0018 | (−0.8736) | (0.3830) | 0.0017 | (0.7691) | (0.4427) | −0.0112** | (−2.3547) | (0.0250) | −0.0084** | (−2.2644) | (0.0298) |
−25 | 0.0045 | (1.4429) | (0.1501) | −0.0020 | (−0.4842) | (0.6288) | −0.0005 | (−0.1052) | (0.9169) | −0.0047 | (−0.7405) | (0.4640) |
−24 | 0.0008 | (0.3160) | (0.7522) | −0.0019 | (−0.7527) | (0.4525) | −0.0057 | (−0.8787) | (0.3864) | 0.0151** | (2.2822) | (0.0287) |
−23 | −0.0013 | (−0.5992) | (0.5495) | −0.0006 | (−0.1925) | (0.8475) | 0.0056 | (0.8893) | (0.3807) | −0.0033 | (−0.4842) | (0.6312) |
−22 | −0.0051** | (−2.1857) | (0.0296) | −0.0007 | (−0.2471) | (0.8051) | −0.0011 | (−0.1902) | (0.8504) | −0.0002 | (−0.0316) | (0.9750) |
−21 | 0.0007 | (0.3003) | (0.7641) | 0.0067** | (2.3692) | (0.0188) | −0.0034 | (−0.6013) | (0.5520) | −0.0034 | (−0.7496) | (0.4585) |
−20 | −0.0009 | (−0.3782) | (0.7055) | 0.0012 | (0.4024) | (0.6878) | −0.0085 | (−1.2399) | (0.2243) | 0.0033 | (0.5191) | (0.6070) |
−19 | 0.0042 | (1.6266) | (0.1048) | −0.0053 | (−1.3181) | (0.1890) | −0.0084 | (−1.0141) | (0.3184) | −0.0047 | (−0.9604) | (0.3435) |
−18 | 0.0018 | (0.7662) | (0.4442) | −0.0022 | (−0.7041) | (0.4822) | −0.0055 | (−1.1575) | (0.2559) | −0.0084 | (−1.4640) | (0.1521) |
−17 | −0.0001 | (−0.0520) | (0.9586) | 0.0010 | (0.2810) | (0.7790) | −0.0024 | (−0.4880) | (0.6290) | −0.0037 | (−0.9182) | (0.3648) |
−16 | −0.0031 | (−1.2494) | (0.2124) | 0.0053* | (1.7349) | (0.0843) | −0.0013 | (−0.2327) | (0.8175) | 0.0125** | (2.3072) | (0.0271) |
−15 | 0.0002 | (0.0774) | (0.9384) | −0.0008 | (−0.3111) | (0.7560) | −0.0081 | (−1.5668) | (0.1273) | −0.0101 | (−1.5045) | (0.1414) |
−14 | 0.0039 | (1.4469) | (0.1489) | 0.0006 | (0.1994) | (0.8421) | −0.0043 | (−0.9076) | (0.3711) | −0.0019 | (−0.3739) | (0.7107) |
−13 | 0.0005 | (0.2115) | (0.8326) | −0.0011 | (−0.4877) | (0.6263) | −0.0070 | (−1.3172) | (0.1974) | 0.0126** | (2.6651) | (0.0116) |
−12 | −0.0044* | (−1.7886) | (0.0746) | 0.0001 | (0.0401) | (0.9680) | −0.0064 | (−1.2633) | (0.2159) | 0.0024 | (0.4515) | (0.6544) |
−11 | −0.0006 | (−0.2413) | (0.8095) | −0.0027 | (−1.0655) | (0.2879) | −0.0079 | (−1.3485) | (0.1873) | 0.0013 | (0.2575) | (0.7983) |
−10 | −0.0010 | (−0.4250) | (0.6711) | 0.0002 | (0.0669) | (0.9467) | −0.0104 | (−1.6377) | (0.1116) | 0.0037 | (1.0010) | (0.3237) |
−9 | 0.0005 | (0.1803) | (0.8570) | −0.0010 | (−0.4719) | (0.6375) | −0.0018 | (−0.2761) | (0.7843) | −0.0043 | (−0.8547) | (0.3985) |
−8 | −0.0005 | (−0.2295) | (0.8186) | 0.0018 | (0.5670) | (0.5714) | −0.0010 | (−0.1950) | (0.8467) | 0.0031 | (0.5229) | (0.6043) |
−7 | −0.0022 | (−1.0080) | (0.3142) | 0.0058 | (1.3837) | (0.1680) | 0.0102* | (1.8926) | (0.0678) | −0.0054 | (−1.0964) | (0.2804) |
−6 | 0.0027 | (1.0183) | (0.3093) | −0.0021 | (−0.7822) | (0.4350) | −0.0105 | (−1.5032) | (0.1429) | 0.0017 | (0.2932) | (0.7711) |
−5 | −0.0007 | (−0.3256) | (0.7450) | −0.0013 | (−0.5186) | (0.6046) | −0.0029 | (−0.5740) | (0.5701) | 0.0040 | (0.7850) | (0.4377) |
−4 | 0.0037 | (1.3630) | (0.1739) | −0.0028 | (−0.8387) | (0.4026) | 0.0140 | (1.2209) | (0.2313) | 0.0054 | (0.7903) | (0.4347) |
−3 | −0.0009 | (−0.3611) | (0.7183) | −0.0031 | (−0.7791) | (0.4368) | 0.0016 | (0.2518) | (0.8028) | 0.0052 | (0.5243) | (0.6034) |
−2 | 0.0030 | (1.0392) | (0.2995) | −0.0029 | (−1.2103) | (0.2276) | −0.0022 | (−0.3391) | (0.7369) | −0.0065 | (−0.6947) | (0.4918) |
−1 | −0.0006 | (−0.3298) | (0.7418) | 0.0057** | (1.9749) | (0.0496) | 0.0027 | (0.4548) | (0.6524) | −0.0101* | (−1.8004) | (0.0804) |
0 | −0.0094** | (−2.5470) | (0.0113) | −0.0096** | (−2.4738) | (0.0142) | −0.0104 | (−1.3098) | (0.1999) | −0.0118 | (−1.4695) | (0.1506) |
1 | −0.0040 | (−1.5550) | (0.1210) | 0.0039 | (1.6472) | (0.1011) | 0.0076 | (1.3867) | (0.1754) | −0.0053 | (−0.8818) | (0.3839) |
2 | −0.0015 | (−0.5914) | (0.5547) | −0.0002 | (−0.0590) | (0.9530) | −0.0062 | (−0.6666) | (0.5099) | 0.0133 | (1.6651) | (0.1048) |
3 | 0.0004 | (0.1421) | (0.8871) | −0.0003 | (−0.1004) | (0.9202) | 0.0058 | (1.3776) | (0.1782) | −0.0015 | (−0.3809) | (0.7056) |
4 | −0.0025 | (−1.0073) | (0.3146) | 0.0018 | (0.5690) | (0.5700) | 0.0015 | (0.2533) | (0.8017) | 0.0021 | (0.4722) | (0.6397) |