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Copy of Case 1 - data - solution

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

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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
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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 -0.0389923 0.0436638 0.1173405 0.056 1974-10-01 -0.0156658 0.0624634 0.1286643 0.066 1975-01-01 -0.0477375 0.0783727 0.0882717 0.083 1975-04-01 0.0308812 0.155158 0.0490441 0.089 1975-07-01 0.0691075 0.153591 0.0826716 0.085 1975-10-01 0.0532997 0.1003995 0.0757722 0.083 1976-01-01 0.09412 0.1332985 0.0466071 0.077 1976-04-01 0.0303551 0.125635 0.0362611 0.076 1976-07-01 0.0197987 0.1104489 0.0653739 0.077 1976-10-01 0.0293429 0.1529784 0.0594305 0.078 1977-01-01 0.0472763 0.1430728 0.075464 0.075 1977-04-01 0.0818374 0.1121526 0.0716455 0.071 1977-07-01 0.0734871 0.0952144 0.0565459 0.069 1977-10-01 -0.0008068 0.0854148 0.0602677 0.067 1978-01-01 0.0137194 0.0769139 0.0706069 0.063 1978-04-01 0.1669195 0.0767782 0.0941527 0.06 1978-07-01 0.0397734 0.0766234 0.0963699 0.06 1978-10-01 0.0539475 0.0767674 0.0962463 0.059 1979-01-01 0.0066877 0.0601746 0.1046108 0.059 1979-04-01 0.0037816 0.0982714 0.1333615 0.057 1979-07-01 0.0290522 0.0980424 0.1352123 0.059 1979-10-01 0.0110787 0.0608485 0.1327617 0.06 1980-01-01 0.0129669 0.0719531 0.1674153 0.063 1980-04-01 -0.0794974 0.0608423 0.1419691 0.073 1980-07-01 -0.0074436 0.1262651 0.0771941 0.077 1980-10-01 0.076103 0.0878671 0.1169739 0.074 1981-01-01 0.0857042 0.0700455 0.115276 0.074 1981-04-01 -0.0315234 0.1128305 0.0860737 0.074 1981-07-01 0.0495018 0.0727947 0.1161402 0.074 1981-10-01 -0.048893 0.1072431 0.0666317 0.082 1982-01-01 -0.064091 0.0935743 0.0360112 0.088 1982-04-01 0.021894 0.0883154 0.0590663 0.094 1982-07-01 -0.0153294 0.0749633 0.0712698 0.099 1982-10-01 0.0031402 0.0938135 0.0123477 0.107 1983-01-01 0.0506713 0.2369483 0.0027394 0.104 1983-04-01 0.0929826 0.1059052 0.0470531 0.101 1983-07-01 0.0812788 0.0643101 0.0395929 0.094 1983-10-01 0.0852774 0.0746351 0.0405628 0.085 1984-01-01 0.0798764 0.0891184 0.0579132 0.079 1984-04-01 0.0708496 0.0887557 0.0382615 0.074 1984-07-01 0.0394133 0.0536324 0.0352389 0.074 1984-10-01 0.0330131 0.0917728 0.0349312 0.073 1985-01-01 0.0382773 0.1260159 0.0372422 0.072 1985-04-01 0.0342579 0.0727855 0.0368601 0.073 1985-07-01 0.0639753 0.0875812 0.0251135 0.072 1985-10-01 0.0307088 0.0601892 0.0414063 0.07 1986-01-01 0.0390295 0.0606441 0.0209703 0.07 1986-04-01 0.016159 0.1103865 -0.0193529 0.072 1986-07-01 0.0391377 0.1040878 0.0246951 0.07 1986-10-01 0.0194691 0.092068 0.0282619 0.068 1987-01-01 0.0223279 0.0643959 0.0491485 0.066 1987-04-01 0.0432248 0.0347487 0.0461074 0.063 1987-07-01 0.0351751 0.0250206 0.0431333 0.06 1987-10-01 0.0701817 0.0463329 0.0378416 0.058 1988-01-01 0.0208639 0.0722664 0.0315812 0.057 1988-04-01 0.0523819 0.0795079 0.0467042 0.055 1988-07-01 0.0208113 0.0387821 0.0496538 0.055 1988-10-01 0.0544851 0.0356301 0.0444188 0.053 1989-01-01 0.0380805 0.0221688 0.0462337 0.052 1989-04-01 0.0302609 0.0277509 0.066219 0.052 1989-07-01 0.0321152 0.0794672 0.0316551 0.052 1989-10-01 0.0087578 0.080809 0.0412988 0.054 1990-01-01 0.0424483 0.0583164 0.0706319 0.053 1990-04-01 0.01599 0.0337083 0.040175 0.053 1990-07-01 -0.0000496 0.0434231 0.0708899 0.057 1990-10-01 -0.0345817 0.0301668 0.0696878 0.061 1991-01-01 -0.0192365 0.0498488 0.0302397 0.066 1991-04-01 0.0272418 0.0467312 0.023957 0.068 1991-07-01 0.0169487 0.0146597 0.0308295 0.069 1991-10-01 0.0157689 0.012922 0.0335922 0.071 1992-01-01 0.0446499 0.0345019 0.0274021 0.074 1992-04-01 0.0431951 0.0025917 0.0311063 0.076 1992-07-01 0.0419328 0.0040048 0.0308956 0.076 1992-10-01 0.0427362 0.0290985 0.0354912 0.074 1993-01-01 0.0073864 -0.0109206 0.0294395 0.071 1993-04-01 0.0258139 0.0176622 0.0291959 0.071 1993-07-01 0.0212361 0.0192375 0.0186439 0.068 1993-10-01 0.0538983 0.0243285 0.0335713 0.066 1994-01-01 0.0394897 0.0120366 0.0202385 0.066 1994-04-01 0.0558542 0.0109577 0.0229072 0.062 1994-07-01 0.0260207 0.0024079 0.0375812 0.06 1994-10-01 0.0451737 -0.0004579 0.023495 0.056 1995-01-01 0.0098549 0.0048179 0.0297042 0.055 1995-04-01 0.0086258 0.0382788 0.033094 0.057 1995-07-01 0.0340369 0.072953 0.020324 0.057 1995-10-01 0.0281857 0.0398793 0.0219755 0.056 1996-01-01 0.0276773 0.050309 0.0360532 0.055 1996-04-01 0.0709817 0.0492326 0.0348311 0.055 1996-07-01 0.0352386 0.0379715 0.0232174 0.053 1996-10-01 0.0443925 0.0478439 0.0352174 0.053 1997-01-01 0.0310883 0.0502265 0.0245762 0.052 1997-04-01 0.0606744 0.0463698 0.0092279 0.05 1997-07-01 0.0511485 0.0649103 0.0201505 0.049 1997-10-01 0.0310415 0.0636618 0.0217422 0.047 1998-01-01 0.0383046 0.075248 0.0082646 0.046 1998-04-01 0.0364765 0.0745826 0.0132256 0.044 1998-07-01 0.0538282 0.0696719 0.0206836 0.045 1998-10-01 0.0710621 0.1084989 0.0188876 0.044 1999-01-01 0.0361103 0.0736807 0.0147027 0.043 1999-04-01 0.0316097 0.0589543 0.030302 0.043 1999-07-01 0.0518589 0.0594029 0.0300496 0.042 1999-10-01 0.0738277 0.056148 0.0298255 0.041 2000-01-01 0.0104636 0.0637116 0.04018 0.04 2000-04-01 0.0803733 0.0666552 0.0317167 0.039 2000-07-01 0.0033439 0.0472451 0.0370668 0.04 2000-10-01 0.0238528 0.0608763 0.0288149 0.039 2001-01-01 -0.0130985 0.1116352 0.0388233 0.042 2001-04-01 0.0264959 0.1067975 0.0283349 0.044 2001-07-01 -0.0109299 0.0956677 0.0113388 0.048 2001-10-01 0.0141841 0.0960385 -0.0029916 0.055 2002-01-01 0.0348215 0.0755438 0.0128388 0.057 2002-04-01 0.0213929 0.0305536 0.0318217 0.058 2002-07-01 0.0201174 0.0773977 0.0217049 0.057 2002-10-01 0.0008281 0.0873136 0.0238649 0.059 2003-01-01 0.0163074 0.063119 0.0417852 0.059 2003-04-01 0.0322923 0.0817834 -0.0065282 0.061 2003-07-01 0.0687656 0.0843538 0.0301827 0.061 2003-10-01 0.0364478 -0.006309 0.0152683 0.058 2004-01-01 0.0284651 0.0307652 0.034289 0.057 2004-04-01 0.0287356 0.087115 0.0318025 0.056 2004-07-01 0.0297018 0.0425379 0.0257543 0.054 2004-10-01 0.0351766 0.0549132 0.0436396 0.054 2005-01-01 0.0405034 0.0231809 0.0203627 0.053 2005-04-01 0.0171507 0.027933 0.0273069 0.051 2005-07-01 0.0307597 0.0563093 0.0619683 0.05 2005-10-01 0.0208178 0.0571803 0.0378188 0.05 2006-01-01 0.0535013 0.0547459 0.0203108 0.047 2006-04-01 0.0145101 0.0405496 0.0379753 0.046 2006-07-01 0.0010496 0.0557865 0.0376182 0.046 2006-10-01 0.0295683 0.0769152 -0.0169607 0.044 2007-01-01 0.0087879 0.060279 0.0404207 0.045 2007-04-01 0.0324128 0.064195 0.0469291 0.045 2007-07-01 0.022747 0.0645696 0.0248472 0.047 2007-10-01 0.0289483 0.0610981 0.0484463 0.048 2008-01-01 -0.0072537 0.0814355 0.0465678 0.05 2008-04-01 0.0059506 0.0618418 0.0523643 0.053
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