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| P-Value | ||
| Term | True value | Estimated Coeff | SE | t-stat | HAC | Kern-HAC | Newey-West |
| (Intercept) | 5000 | 5052.46 | 524.70 | 9.63 | 0.00 | 0.00 | 0.00 |
| t | 20 | 22.69 | 6.48 | 3.50 | 0.00 | 0.13 | 0.06 |
| DFeb | 0 | 782.41 | 673.07 | 1.16 | 0.25 | 0.17 | 0.18 |
| DMar | 0 | −210.10 | 799.27 | −0.26 | 0.79 | 0.77 | 0.75 |
| DApr | 0 | −418.36 | 554.21 | −0.75 | 0.45 | 0.40 | 0.36 |
| DMay | 0 | −202.43 | 504.41 | −0.40 | 0.69 | 0.76 | 0.74 |
| DJun | 3000 | 3325.94 | 595.24 | 5.59 | 0.00 | 0.00 | 0.00 |
| DJul | 3200 | 3690.96 | 542.29 | 6.81 | 0.00 | 0.00 | 0.00 |
| DAug | 2500 | 3304.80 | 641.68 | 5.15 | 0.00 | 0.00 | 0.00 |
| DSep | 1000 | 1466.00 | 474.09 | 3.09 | 0.00 | 0.01 | 0.01 |
| DOct | 0 | 302.53 | 516.78 | 0.59 | 0.56 | 0.57 | 0.53 |
| DNov | 0 | −300.60 | 404.99 | −0.74 | 0.46 | 0.19 | 0.26 |
| DDec | 0 | −734.41 | 389.84 | −1.88 | 0.06 | 0.00 | 0.00 |
| DE | 4500 | 4054.31 | 239.75 | 16.91 | 0.00 | 0.00 | 0.00 |