滞后阶数 | 独立变量:PGR/PLR | |
回归值 | T检验值 | |
PGR/PLR滞后项 | ||
1 | 0.554 | 3.28*** |
2 | 0.251 | 1.02 |
3 | 0.092 | 0.65 |
4 | −0.007 | −0.09 |
5 | −0.003 | −0.03 |
市场周收益滞后项 | ||
1 | −8.357 | −4.12*** |
2 | −4.46 | −1.84*** |
3 | 1.42 | 0.61 |
4 | −0.733 | −0.49 |
5 | −0.905 | −0.56 |
截距 | 0.331 | 2.62** |
调整 (%) | 58.3 |