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 | 0.0028 | (1.1310) | (0.2588) | 0.0063** | (2.1788) | (0.0302) | −0.0186*** | (−2.7762) | (0.0086) | 0.0004 | (0.0551) | (0.9564) |
−29 | −0.0038 | (−1.5727) | (0.1166) | −0.0042 | (−1.6029) | (0.1102) | −0.0082** | (−2.0374) | (0.0488) | −0.0055 | (−0.5942) | (0.5559) |
−28 | −0.0024 | (−0.8491) | (0.3964) | 0.0002 | (0.0652) | (0.9480) | −0.0110 | (−1.3604) | (0.1819) | −0.0186 | (−1.3814) | (0.1752) |
−27 | 0.0073*** | (2.6028) | (0.0096) | −0.0002 | (−0.0922) | (0.9266) | −0.0048 | (−0.5399) | (0.5925) | −0.0200** | (−2.1095) | (0.0415) |
−26 | 0.0030 | (0.8813) | (0.3787) | 0.0015 | (0.6586) | (0.5108) | 0.0043 | (0.5049) | (0.6166) | 0.0080 | (0.8202) | (0.4172) |
−25 | 0.0000 | (0.0168) | (0.9866) | 0.0043 | (1.5212) | (0.1294) | 0.0035 | (0.3473) | (0.7304) | 0.0046 | (0.5188) | (0.6069) |
−24 | −0.0002 | (−0.0918) | (0.9269) | 0.0025 | (0.9355) | (0.3504) | −0.0010 | (−0.0892) | (0.9294) | −0.0118 | (−1.3479) | (0.1857) |
−23 | 0.0021 | (0.7800) | (0.4359) | −0.0005 | (−0.2294) | (0.8187) | 0.0174 | (1.2750) | (0.2103) | −0.0071 | (−0.7756) | (0.4428) |
−22 | 0.0029 | (1.1105) | (0.2675) | −0.0034 | (−1.4219) | (0.1563) | 0.0040 | (0.7991) | (0.4293) | −0.0042 | (−0.7497) | (0.4580) |
−21 | 0.0000 | (0.0091) | (0.9927) | 0.0001 | (0.0222) | (0.9823) | −0.0055 | (−0.9466) | (0.3500) | 0.0110* | (1.8804) | (0.0677) |
−20 | −0.0025 | (−0.8474) | (0.3973) | −0.0015 | (−0.5915) | (0.5547) | 0.0129 | (1.3766) | (0.1769) | −0.0049 | (−0.7938) | (0.4322) |
−19 | 0.0043 | (1.5266) | (0.1277) | 0.0009 | (0.2649) | (0.7913) | −0.0049 | (−0.6249) | (0.5359) | 0.0111 | (1.6566) | (0.1058) |
−18 | −0.0001 | (−0.0182) | (0.9855) | 0.0044* | (1.7683) | (0.0782) | −0.0007 | (−0.0930) | (0.9264) | −0.0028 | (−0.2821) | (0.7794) |
−17 | −0.0020 | (−0.7900) | (0.4300) | −0.0043* | (−1.6972) | (0.0909) | −0.0043 | (−0.6581) | (0.5145) | −0.0028 | (−0.2411) | (0.8108) |
−16 | 0.0071*** | (2.8536) | (0.0046) | 0.0023 | (0.7828) | (0.4344) | 0.0020 | (0.3501) | (0.7283) | 0.0046 | (0.8002) | (0.4286) |
−15 | −0.0021 | (−0.8954) | (0.3711) | 0.0043* | (1.6714) | (0.0958) | 0.0002 | (0.0414) | (0.9672) | 0.0125 | (0.9531) | (0.3466) |
−14 | 0.0040 | (0.9495) | (0.3429) | 0.0030 | (0.9731) | (0.3314) | 0.0118 | (1.5352) | (0.1332) | −0.0030 | (−0.5609) | (0.5782) |
−13 | −0.0015 | (−0.6061) | (0.5448) | 0.0055 | (1.3559) | (0.1763) | 0.0108 | (1.0918) | (0.2820) | 0.0022 | (0.3842) | (0.7030) |
−12 | 0.0046* | (1.8785) | (0.0611) | 0.0016 | (0.6164) | (0.5382) | 0.0023 | (0.3457) | (0.7316) | 0.0048 | (1.1614) | (0.2527) |
−11 | 0.0069* | (1.9652) | (0.0501) | 0.0030 | (1.1902) | (0.2351) | 0.0116* | (1.8380) | (0.0741) | 0.0016 | (0.2952) | (0.7694) |
−10 | 0.0029 | (0.9929) | (0.3214) | 0.0015 | (0.6620) | (0.5086) | 0.0153 | (1.0909) | (0.2824) | −0.0016 | (−0.3871) | (0.7009) |
−9 | 0.0036 | (1.1893) | (0.2351) | 0.0002 | (0.0604) | (0.9519) | −0.0080 | (−1.1540) | (0.2559) | 0.0000 | (0.0028) | (0.9978) |
−8 | 0.0080*** | (2.6514) | (0.0083) | 0.0033 | (1.2606) | (0.2086) | 0.0058 | (1.0970) | (0.2797) | 0.0002 | (0.0398) | (0.9685) |
−7 | 0.0038 | (1.4788) | (0.1400) | 0.0031 | (1.1630) | (0.2459) | 0.0110 | (1.4749) | (0.1487) | −0.0039 | (−0.5708) | (0.5715) |
−6 | 0.0047 | (1.6287) | (0.1042) | 0.0014 | (0.5102) | (0.6104) | −0.0036 | (−0.4907) | (0.6265) | 0.0090 | (1.3025) | (0.2006) |
−5 | 0.0114*** | (4.0819) | (0.0001) | 0.0066* | (1.8834) | (0.0608) | 0.0006 | (0.0807) | (0.9361) | 0.0000 | (0.0048) | (0.9962) |
−4 | 0.0069** | (2.5134) | (0.0124) | 0.0083*** | (3.1128) | (0.0021) | 0.0084 | (1.5665) | (0.1258) | 0.0016 | (0.2785) | (0.7821) |
−3 | 0.0086*** | (2.9864) | (0.0030) | 0.0078** | (2.4775) | (0.0139) | 0.0096 | (1.0778) | (0.2881) | −0.0021 | (−0.3056) | (0.7616) |
−2 | 0.0122*** | (3.9241) | (0.0001) | 0.0069** | (2.1961) | (0.0290) | 0.0197** | (2.3544) | (0.0240) | 0.0066 | (1.0033) | (0.3221) |
−1 | 0.0235*** | (6.3705) | (0.0000) | 0.0149*** | (4.1262) | (0.0000) | 0.0266** | (2.2648) | (0.0295) | −0.0063 | (−0.6239) | (0.5364) |
0 | 0.1643*** | (12.9540) | (0.0000) | 0.1093*** | (10.7572) | (0.0000) | 0.1409*** | (4.1239) | (0.0002) | 0.0820*** | (3.6075) | (0.0009) |
1 | 0.0370*** | (4.7043) | (0.0000) | 0.0174*** | (3.2828) | (0.0012) | 0.0119 | (0.7287) | (0.4708) | 0.0209 | (1.1041) | (0.2765) |
2 | −0.0039** | (−2.1151) | (0.0350) | −0.0000 | (−0.0200) | (0.9840) | −0.0032 | (−0.8685) | (0.3907) | 0.0118 | (1.4018) | (0.1691) |
3 | 0.0001 | (0.0379) | (0.9698) | 0.0021 | (1.0258) | (0.3059) | −0.0001 | (−0.0375) | (0.9703) | −0.0008 | (−0.0911) | (0.9279) |
4 | −0.0025 | (−1.2866) | (0.1990) | −0.0023 | (−1.2812) | (0.2013) | 0.0008 | (0.2004) | (0.8423) | −0.0101** | (−2.3482) | (0.0242) |