Is there a January and Halloween effect on this data? Please explain.

Year Mktif SMB HML RMW CMA RF MOM MNOC Months Jan - 200501 [1] 2 . 76 1 . 111 . 96 3 . 05 - 1 . 37 0 . 163 . 20 - 0 . 009017188 2005021.89 -0.30 1.64 1.20 -0.06 0.163.16 -0.039004244 200503 -1.97 -1.40 1.59 0.47 1.11 0.21 0.54 -0.039789288 200504 -2.61 -4.02 -0.35 0.96 -0.90 0.21 -0.87 0.218768998 200505 3.6 2.72 -0.81 -1.31 0.28 0.24 0.44 0.260318247 2005060,573.26 2.63 0.98 -0.53 0.23 2.05 0.060879241 HALOF infl UNEMPIP JOBS 0 -0.1 5.3 0.5 0.1 0 0.4 5.4 0.7 0.2 0 0.4 5.2 -0.2 0.1 0 0.3 5.2 0.2 0.3 1 -0.1 5.1 0.1 0.1 10.1 5.0 0.4 0.2 _ _ _ _ Call: Im(formula = y ~ Mkt + SMB + HML + Jan) Coefficients: (Intercept 0.008390 HML -0.727374 SMB -0.520286 Mkt 1.262188 Jan -0.006247 Call: Im(formula = y ~ Mkt + SMB + HML + Jan) Residuals: Min 10 Median -0.174045 -0.043021 -0.003129 0.032125 Max .222668 Coefficients: Estimate Std. Error t value Pret (Intercept) 0.008390 0.005555 1.510 0.13284 Mkt 1.262188 0.140443 8.987 5.46e-16 SMB -0.520286 0.242084 -2.149 0.03307 HML -0.727374 0.215735 -3.372 0.00093 Jan -0.006247 0.018514 -0.337 0.73623 (Intercept) Mkt *** SMB HML Jan - - - Signif. codes: 0 ***: 0.001 "**' 0.01 '*' 0.05'.' 0.1 '_'1 Residual standard error: 0.06822 on 166 degrees of freedom Multiple R-squared: 0.3413, Adjusted R-squared: 0.3255 F-statistic: 21.51 on 4 and 166 DE_p-value: 2.613e-14 Call: Im(formula = y ~ Mkt + SMB + HML + HALO) Coefficients: (Intercept -0.005552 HML -0.707031 SMB -0.506191 Mkt 1.284379 HALO 0.026988 Call: Im(formula = y Mkt + SMB + HML + HALO) Residuals: Min 10 Median 3Q -0.159923 -0.044089 -0.002707 0.031897 Max 0.235944 Coefficients: Estimate Std. Error t value Pct ) (Intercept) -0.005552 0.007282 -0.762 0.446907 Mkt 1.284379 0.137811 9.320