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exchange - cutoff 36.86 Japan MR 51 Date Jap Rates Lagged...

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Unformatted text preview: cutoff 36.86 Japan MR 51 Date Jap Rates Lagged Prediction Error Sign Change 3/1/1987 0.04 1 4/1/1987 0.04 0.04 0.04 2 5/1/1987 0.04 0.04 0.04 3 6/1/1987 0.04 0.04 0.04 1 4 7/1/1987 0.04 0.04 0.04 5 8/1/1987 0.04 0.04 0.04 1 6 9/1/1987 0.04 0.04 0.04 7 10/1/1987 0.04 0.04 0.04 1 8 11/1/1987 0.04 0.04 0.04 0.01 1 9 12/1/1987 0.04 0.04 0.04-0.01 1 10 1/1/1988 0.04 0.04 0.04 1 11 2/1/1988 0.04 0.04 0.04 SUMMARY OUTPUT 12 3/1/1988 0.04 0.04 0.04 1 13 4/1/1988 0.04 0.04 0.04 Regression Statistics 14 5/1/1988 0.04 0.04 0.04 1 Multiple R 0.98 15 6/1/1988 0.04 0.04 0.04 0.01 R Square 0.97 16 7/1/1988 0.05 0.04 0.04 Adjusted R Sq 0.97 17 8/1/1988 0.05 0.05 0.05 Standard Error 18 9/1/1988 0.05 0.05 0.05 1 Observations 94 19 10/1/1988 0.05 0.05 0.05 1 20 11/1/1988 0.06 0.05 0.05 0.01 ANOVA 21 12/1/1988 0.06 0.06 0.06 1 df SS MS F ignificance F 22 1/1/1989 0.07 0.06 0.06 0.01 1 Regression 1 0.04 0.04 2607.04 23 2/1/1989 0.07 0.07 0.06 Residual 92 24 3/1/1989 0.06 0.07 0.07 1 Total 93 0.04 25 4/1/1989...
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exchange - cutoff 36.86 Japan MR 51 Date Jap Rates Lagged...

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