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Event ID AR(-2) AR(-1) AR(0) AR(1) AR(2) t-value(-2) t-value(-1) t-value(0) t-value(1)

23473 0.0019 -0.03 0.0262 0.1981 -0.0405 0.1462 -2.3077 2.0154 15.2385
49680 0.0016 0.0149 0.0113 0.0653 0.0379 0.0238 0.2217 0.1682 0.9717
57904 -0.0056 -0.0127 -0.0187 0.0631 -0.008 -0.2044 -0.4635 -0.6825 2.3029
64390 0.0234 -0.0022 -0.0039 0.0246 0.011 1.6138 -0.1517 -0.269 1.6966
70500 0.0068 -0.0035 -0.0757 0.0723 0.0537 0.3134 -0.1613 -3.4885 3.3318
70519 -0.0308 0.0016 -0.0027 0.0556 -0.0891 -1.2675 0.0658 -0.1111 2.2881
75154 0.0622 -0.0059 0.0089 0.0178 -0.0142 0.8532 -0.0809 0.1221 0.2442
75510 0.0091 -0.0299 0.0063 0.0672 0.0344 0.3238 -1.0641 0.2242 2.3915
75573 0.0345 0.0142 -0.0016 0.0491 -0.003 0.6485 0.2669 -0.0301 0.9229
76149 0.0057 0.0054 -0.0408 0.0521 0.0041 0.2864 0.2714 -2.0503 2.6181
77178 -0.0158 -0.038 0.0157 0.025 -0.0091 -0.2003 -0.4816 0.199 0.3169
77659 -0.0335 -0.0164 0.0188 0.0886 0.0368 -1.0568 -0.5174 0.5931 2.795
82643 -0.0124 0.0262 -0.0065 0.0685 -0.014 -0.1715 0.3624 -0.0899 0.9474
82686 -0.0559 -0.0448 -0.0012 0.0171 0.0747 -1.8091 -1.4498 -0.0388 0.5534
83435 -0.0198 0.0058 -0.0384 0.059 0.0541 -0.5156 0.151 -1 1.5365
85914 0.007 -0.0182 0.0452 0.0475 0.0415 0.0902 -0.2345 0.5825 0.6121
t-value(2)
-3.1154
0.564
-0.292
0.7586
2.4747
-3.6667
-0.1948
1.2242
-0.0564
0.206
-0.1153
1.1609
-0.1936
2.4175
1.4089
0.5348

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