| Parameters | January | Non-January | ||||
| Parameter estimate | N | R2 (Adj R2) | Parameter estimate | N | R2 (Adj R2) | |
| Intercept | −3.2763 | 8110 | 0.0379 | −2.4487** | 89,238 | 0.0209 |
| Size | 0.1061 |
| (0.0363) | 0.0357 |
| (0.0193) |