Copy of Case 1 - data - solution

Copy of Case 1 - data - solution - There are two sheets in...

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Unformatted text preview: There are two sheets in the file relevant for part 1 1 raw macro data provides the time series of the 4 relevant macroeconomic variables 2 Data for Analysis includes the raw macroeconomic data along with lags of the variables constructed to allow across time relationship analysis Date 1960-01-01 0.0928269 0.0217162 0.0036823 0.051 1960-04-01-0.0185513 0.0325287 0.0241639 0.052 1960-07-01 0.0065075 0.07369 0.0023014 0.055 1960-10-01-0.0503077 0.0586709 0.0259328 0.063 1961-01-01 0.0240489 0.0713068 0.0080835 0.068 1961-04-01 0.0768931 0.0753903-0.0013398 0.07 1961-07-01 0.066207 0.0700712 0.0157814 0.068 1961-10-01 0.083934 0.0714346 0.0057559 0.062 1962-01-01 0.0736835 0.0854154 0.0156968 0.056 1962-04-01 0.0449452 0.0873817 0.0150979 0.055 1962-07-01 0.0374515 0.063641 0.0115654 0.056 1962-10-01 0.0098649 0.0829617 0.0096696 0.055 1963-01-01 0.0532806 0.0919224 0.0128329 0.058 1963-04-01 0.0509933 0.0898586 0.0073701 0.057 1963-07-01 0.0774916 0.0844888 0.0247241 0.055 1963-10-01 0.0308414 0.0794254 0.0108512 0.056 1964-01-01 0.0927396 0.0681728 0.0165942 0.055 1964-04-01 0.0468129 0.0702037 0.0064819 0.052 1964-07-01 0.055493 0.0941758 0.0090688 0.05 1964-10-01 0.0111493 0.0847952 0.0185496 0.05 1965-01-01 0.1019314 0.0820299 0.0124968 0.049 1965-04-01 0.0553757 0.0676359 0.0258135 0.047 1965-07-01 0.0836475 0.0809775 0.0118657 0.044 1965-10-01 0.1000182 0.0898542 0.021319 0.041 1966-01-01 0.1018478 0.0794923 0.0379456 0.039 1966-04-01 0.0133811 0.0490922 0.0366911 0.038 1966-07-01 0.0265928 0.0240333 0.0350877 0.038 1966-10-01 0.0327833 0.0403426 0.0330222 0.037 1967-01-01 0.0356847 0.0669301 0.0102573 0.038 1967-04-01 0.000919 0.0990517 0.0244884 0.038 1967-07-01 0.0322222 0.1131359 0.0407693 0.038 1967-10-01 0.0309285 0.0873287 0.0445463 0.039 1968-01-01 0.0849721 0.0700459 0.0399142 0.037 1968-04-01 0.0696802 0.0680481 0.0395199 0.036 1968-07-01 0.0276787 0.0794275 0.0552004 0.035 1968-10-01 0.0174191 0.0964821 0.0504116 0.034 1969-01-01 0.0644958 0.0700598 0.0499014 0.034 1969-04-01 0.0117381 0.0354324 0.064632 0.034 1969-07-01 0.0255196 0.0259022 0.0560357 0.036 1969-10-01-0.0186384 0.0348947 0.0628372 0.036 1970-01-01-0.0062714 0.0144216 0.0655524 0.042 1970-04-01 0.0072555 0.027504 0.0571432 0.048 1970-07-01 0.0361241 0.0937104 0.042063 0.052 1970-10-01-0.0418167 0.1114676 0.059383 0.058 1971-01-01 0.1149715 0.1351142 0.034063 0.059 1971-04-01 0.0228731 0.1631935 0.0372715 0.059 1971-07-01 0.0323019 0.1249839 0.0402973 0.06 1971-10-01 0.0112336 0.1123314 0.0298116 0.059 1972-01-01 0.0734613 0.1259308 0.0328857 0.058 1972-04-01 0.0982602 0.1041691 0.0260904 0.057 1972-07-01 0.0388874 0.1413762 0.0324057 0.056 1972-10-01 0.067491 0.1399963 0.0420465 0.054 1973-01-01 0.1063859 0.0980763 0.0643774 0.049 1973-04-01 0.0470744 0.0675596 0.0863179 0.049 1973-07-01-0.0211575 0.0573263 0.081306 0.048 1973-10-01 0.0387044 0.0525437 0.1050634 0.048 1974-01-01-0.0346694 0.0760466 0.1244634 0.051 1974-04-01 0.0103052 0.0489841 0.1115284 0.052 1974-07-01...
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Copy of Case 1 - data - solution - There are two sheets in...

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