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SerialCorrelations

36 02 15 09 43 53 23 26 57 48 27 44 46 07 67 87 33

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Unformatted text preview: % 4.3% -0.7% 5.4% 5.5% -1.6% 3.7% -7.7% 1.1% 1.0% 3.5% -12.2% 0.6% 5.0% -1.2% -4.6% -3.3% 0.5% 3.5% -0.6% -1.7% -0.2% -14.7% -4.7% -20.9% 31.3% 3.8% -2.6% -4.3% 18.1% 1.5% 3.5% 5.6% 3.1% -11.6% -6.0% -3.0% 9.9% 5.5% -11.9% 4.7% -6.9% 10.9% -3.2% -3.0% 3.4% -2.8% 4.8% 7.4% -3.8% -14.6% 6.5% -15.1% -3.0% -1.1% -7.0% -0.5% 10.1% -4.3% 10.8% -0.4% -7.7% 5.0% -1.3% -1.1% -4.1% -6.8% 14.9% 5.0% -4.7% 8.8% 1.3% -1.2% -6.3% 6.2% 14.0% 0.6 -2.6% -3.1% 4.3% -10.6% -0.9% 6.4% 6.4% -7.5% -5.2% -2.9% -7.3% -9.3% 10.8% 7.6% -5.0% -5.1% -3.1% 4.2% 7.3% -3.4% -6.0% 13.4% 6.6% 9.1% 0.2% -4.7% 5.4% -5.7% 6.6% -4.9% 3.2% 3.0% -2.1% 3.4% -8.7% 6.4% 9.4% 7.1% 0.4% 8.1% 4.5% 6.3% 6.8% -1.2% 1.2% -4.4% 26.5% 2.0% 4.6% -13.8% 11.0% 3.9% -1.9% 6.2% 16.6% -1.6% 2.4% 9.5% 23.4% -5.9% 5.1% 28.2% -6.2% 2.3% -6.6% 0.8% 0.9% 4.3% -8.2% -1.4% -8.3% 8.1% -8.5% -1.4% -5.1% -4.1% 2.6% 11.6% -7.8% -6.9% -1.1% -2.4% -11.1% -0.6% -1.5% 0.6% -6.4% 3.8% 1.3% 13.7% -7.7% 8.2% -4.1% 1.0% 0.6% -3.0% -9.6% 16.7% -6.0% -2.2% -5.2% 11.0% 17.8% -1.6% -1.1% 17.8% -9.4% -0.5% -5.9% 0.6% 0.6% -1.3% 3.9% 8.7% 10.8% -7.7% 7.4% 4.4% -0.4% 12.4% 6.1% 1.1% 0.0% -15.7% 3.5% 1.7% 6.1% 2.8% -2.0% 8.3% 7.4% -5.8% 9.5% 4.7% 0.0% -1.9% 5.6% 10.0% -3.1% -3.3% 4.9% 11.5% 4.5% 7.1% 6.7% 4.7% 9.1% 11.9% -3.8% 10.1% 2.0% -3.3% 1.7% 4.3% 7.5% -0.6% 0.7% -1.9% -7.4% 2.8% -5.0% 13.6% -4.0% -7.5% 7.9% 0.7% 5.6% 12.4% -10.8% 0.9% 2.9% -7.5% -4.3% -0.3% 10.4% -3.7% 8.3% -2.4% 1.5% -3.7% 1.5% 0.7% -0.4% -3.5% -7.0% 16.5% 1.0% -6.7% 7.5% 6.1% -10.5% -12.4% -11.5% 14.8% -15.2% 3.6% 6.0% 13.4% 0.0% 10.8% -6.4% 3.8% 8.0% 0.1% 0.8% 5.8% 13.1% -9.0% 7.9% -2.5% 7.1% 3.9% 3.7% -0.6% -3.5% -6.4% 6.6% 11.1% -2.1% 6.9% 4.4% 4.4% 6.7% 4.3% -0.2% 1.0% 9.4% -3.5% -0.2% 3.7% 8.9% 0.2% 13.7% -1.6% 3.7% 0.2% 3.7% 5.9% -2.6% -1.8% 5.1% -3.6% -7.5% 4.2% 2.6% 8.2% -2.9% -0.7% 3.3% 3.9% 4.0% -9.1% 7.0% 7.6% -0.3% -0.7% -4.9% 3.8% -1.1% -7.0% -1.3% 2.1% 10.5% 1.7% -0.1% -2.4% 3.5% -5.1% 4.0% 3.6% 0.2% 3.3% -10.2% 5.0% 2.9% 3.3% 0.4% -1.9% 5.6% -0.7% 10.7% 1.9% 6.3% -10.6% 7.9% -6.0% -7.6% -10.9% 4.3% -7.0% -1.2% 11.3% -1.1% 1.1% 12.5% -3.8% 1.1% 4.6% 3.6% 0.2% -1.5% 0.9% 4.3% 5.3% 2.3% 2.6% 5.7% 4.8% 2.7% 4.4% 4.6% 0.7% 6.7% 8.7% -3.3% 0.6% 4.3% -0.7% 5.4% 5.5% -1.6% 3.7% -7.7% 1.1% 1.0% 3.5% -12.2% 0.6% 5.0% -1.2% -4.6% -3.3% 0.5% 3.5% -0.6% -1.7% -0.2% -14.7% -4.7% -20.9% 31.3% 3.8% -2.6% -4.3% 18.1% 1.5% 3.5% 5.6% 3.1% -11.6% -6.0% -3.0% 9.9% 5.5% -11.9% 4.7% -6.9% 10.9% -3.2% -3.0% 3.4% -2.8% 4.8% 7.4% -3.8% -14.6% 6.5% -15.1% -3.0% -1.1% -7.0% -0.5% 10.1% -4.3% 10.8% -0.4% -7.7% 5.0% -1.3% -1.1% -4.1% -6.8% 14.9% 5.0% -4.7% 8.8% 1.3% -1.2% -6.3% 6.2% Exxon (XON) Xerox (XRX) Ser. Corr. -0.037 Ser. Corr. 0.015 St. Error 0.031 St. Error 0.041 0 lag 1m lag 0 lag 1m lag -1.6% -6.6% 1.2% 5.9% 0.3% -0.6% -0.6% -1.4% -2.6% -0.6% -3.4% 1.3% -0.7% 2.3% -5.1% -4.4% 5.7% -2.0% 2.8% 3.0% 5.6% -2.8% 3.2% -0.3% -1.6% 0.3% 5.8% 16.1% -4.7% -2.8% 2.6% 0.8% 1.4% 3.0% 27.1% -7.4% -8.6% -1.0% 18.2% 0.9% -2.3% 0.7% 0.9% 24.8% 2.8% -4.8% -8.2% 3.3% -1.3% -9.2% 26.0% 12.8% -3.1% -18.5% 9.9% -1.9% -18.4% -7.9% 1.0% -10.7% 0.8% 5.8% -15.8% -10.8% -10.4% 17.4% -3.9% 10.1% -26.9% 16.5% -5.1% -13.6% -8.5% 12.8% 0.4% -20.3% 0.6% 5.6% 28.7% 16.5% -10.4% -3.2%...
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