Stat Lecture - Scenario Analysis GDP prob Rate Prob*Rate...

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Unformatted text preview: Scenario Analysis GDP prob Rate Prob*Rate Deviation Deviation^2 prob*Dev^2 poor 0.3-0.025-0.0075-0.0675 0.0046 0.0014 avg 0.4 0.05 0.0200 0.0075 0.0001 0.0000 high 0.3 0.1 0.0300 0.0575 0.0033 0.0010 Total 1 0.0425 0.0000 0.0079 0.0024 Variance 0.0488 Standard Deviation 0.0425 Expected value Unemployment prob Rate Prob*Rate Deviation Deviation^2 prob*Dev^2 poor 0.3 0.1 0.0300 0.0340 0.0012 0.0003 avg 0.4 0.06 0.0240-0.0060 0.0000 0.0000 high 0.3 0.04 0.0120-0.0260 0.0007 0.0002 Total 1 0.0660 0.0000 0.0019 0.0006 Variance 0.0237 Standard Deviation 0.0660 Expected value Covariation between GDP and Unemployment GDP Unemp prob Rate Rate GDP Dev Unemp Devb*dev(GDP)*dev(Unemp) low 0.3-0.025 0.1000-0.0675 0.0340-0.0007 avg 0.4 0.05 0.0600 0.0075-0.0060 0.0000 high avg 0.1 0.0400 0.0575-0.0260 #VALUE! high #VALUE! Covariance #VALUE! Correlation Cov/(SD(cost)*SD(Snow)) Bin Frequency-0.2-0.175-0.15-0.125-0.1-0.075 1-0.05 3-0.025 9 14 0.025 50 0.05 71 0.075 32 0.1 17 0.125 5 0.15 0.175 1 0.2 More-0.2-0.15-0.1-0.05 0.05 0.1 0.15 0.2 10 20 30 40 50 60 70 80 Frequency Frequency Bin Frequency 0.03 0.035 4 0.04 16 0.045 15 0.05 22 0.055 33 0.06 39 0.065 9 0.07 18 0.075 19 0.08 8 0.085 6 0.09 2 0.095 3 0.1 6 0.105 2 0.11 1 More 0.03 0.04 0.05 0.06 0.07 0.08 0.09 0.1 0.11 10 20 30 40 50 Frequency Frequency Date GDP UN M2 INFL Date GDP UN_1 M2_1 INFL_1 UN_2 M2_2 INFL_2 UN_3 M2_3 INFL_3 UN_4 M2_4 INFL_4 Date GDP M2_1 INFL_1 M2_2 INFL_2 M2_3 INFL_3 M2_4 INFL_4 1961-01-01 0.024 0.058671 0.025933 0.07369 0.002301 0.032529 0.024164 0.021716 0.003682 1961-04-01 0.077 0.071307 0.008084 0.058671 0.025933 0.07369 0.002301 0.032529 0.024164 1961-07-01 0.066 0.07539-0.00134 0.071307 0.008084 0.058671 0.025933 0.07369 0.002301 1961-10-01 0.084 0.070071 0.015781 0.07539-0.00134 0.071307 0.008084 0.058671 0.025933 1962-01-01 0.074 0.071435 0.005756 0.070071 0.015781 0.07539-0.00134 0.071307 0.008084 1962-04-01 0.045 0.085415 0.015697 0.071435 0.005756 0.070071 0.015781 0.07539-0.00134 1962-07-01 0.037 0.087382 0.015098 0.085415 0.015697 0.071435 0.005756 0.070071 0.015781 1962-10-01 0.010 0.063641 0.011565 0.087382 0.015098 0.085415 0.015697 0.071435 0.005756 1963-01-01 0.053 0.082962 0.00967 0.063641 0.011565 0.087382 0.015098 0.085415 0.015697 1963-04-01 0.051 0.091922 0.012833 0.082962 0.00967 0.063641 0.011565 0.087382 0.015098 1963-07-01 0.077 0.089859 0.00737 0.091922 0.012833 0.082962 0.00967 0.063641 0.011565 1963-10-01 0.031 0.084489 0.024724 0.089859 0.00737 0.091922 0.012833 0.082962 0.00967 1964-01-01 0.093 0.079425 0.010851 0.084489 0.024724 0.089859 0.00737 0.091922 0.012833 1964-04-01 0.047 0.068173 0.016594 0.079425 0.010851 0.084489 0.024724 0.089859 0.00737 1964-07-01 0.055 0.070204 0.006482 0.068173 0.016594 0.079425 0.010851 0.084489 0.024724 1964-10-01 0.011 0.094176 0.009069 0.070204 0.006482 0.068173 0.016594 0.079425 0.010851 1965-01-01 0.102 0.084795 0.01855 0.094176 0.009069 0.070204 0.006482 0.068173 0.016594 1965-04-01 0.055 0.08203 0.012497 0.0847950....
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Stat Lecture - Scenario Analysis GDP prob Rate Prob*Rate...

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