窗口期

CAR

t

p

(−1, 1)

−0.067233

−14.299691

0.000000***

(−2, 2)

−0.030060

−5.285960

0.000001***

(−5, 5)

−0.023731

−3.343158

0.001178***

(−10, 10)

−0.069076

−8.862457

0.000000***

(1, 5)

−0.034064

−7.433492

0.000000***

(−5, −1)

0.032165

6.584976

0.000000***

(1, 10)

−0.049364

−7.180007

0.000000***

(−10, −1)

0.002120

0.390330

0.697149