SerialCorrelations

53 63 90 42 89 33 08 105 59 04 193 07 15 107 12 57

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Unformatted text preview: 1.2% 5.7% -12.6% -0.5% -2.7% -3.4% -7.0% 13.3% -12.7% -7.8% -8.6% 0.7% -7.9% 14.5% 0.7% 8.8% -2.1% -8.2% 17.9% -4.8% -17.2% -2.3% 0.3% 19.3% 7.1% -3.1% 5.6% 1.8% -0.7% -15.3% 5.2% 5.9% Duke (DUK) Ser. Corr. -0.033 St. Error 0.041 0 lag 1m lag 3.4% 6.4% 5.9% -2.3% -1.5% -7.3% 7.4% 3.5% -2.5% -8.9% -11.1% 7.7% 8.5% -7.8% 6.5% 9.7% -3.4% 2.9% -0.3% -1.8% 5.6% 3.5% -0.4% 1.9% 6.6% -4.6% 5.6% -2.4% -1.2% 2.8% 3.0% -2.6% 1.5% -1.4% 0.4% 9.7% 1.9% 1.4% -1.0% 1.0% 1.0% 1.4% 2.4% -0.7% 4.4% 1.0% -3.8% 0.7% 4.3% 6.7% 0.6% 2.4% 0.0% -9.0% -4.5% 0.3% 8.8% 2.2% -7.6% 3.0% -2.1% -0.3% 8.6% -1.7% 2.2% 4.0% -5.2% 0.3% 0.3% -5.2% -3.6% 1.0% -0.2% -6.9% -7.4% 11.7% 6.1% 0.7% -0.2% -9.2% 9.0% -2.3% 9.2% -1.9% -3.7% 2.8% 1.0% 15.6% -11.1% 6.2% -3.1% -5.1% 4.1% -3.3% -9.2% -2.6% -0.8% -8.2% 7.7% 2.3% -7.8% -11.0% 0.4% 2.4% -9.4% -2.7% -11.4% 9.8% -1.8% -0.6% 0.6% 8.5% 6.5% 3.0% -0.6% -3.0% -0.5% -1.1% -2.7% -1.6% 2.7% -5.0% 5.8% -5.0% 11.1% 2.6% -3.7% 3.2% -3.1% -2.8% -1.7% -2.3% 4.6% -2.9% 5.3% 11.1% -5.1% -1.6% -2.3% -4.6% 0.6% 1.1% -3.0% -4.9% 1.2% 3.3% -3.8% -12.6% 5.3% 10.9% 0.5% -9.9% -11.0% -5.1% -7.1% -9.6% -3.4% -4.6% 15.2% 2.1% -11.5% 35.3% -0.2% -3.6% -3.7% 9.4% 13.5% 0.0% 4.6% 0.0% 9.3% 9.1% 3.3% 3.9% -5.6% 0.7% 0.0% -6.0% 9.4% 5.3% 5.0% 4.2% -1.7% 6.0% 0.0% -1.1% -4.5% -1.2% 4.4% 6.7% 1.7% 1.1% -3.8% 2.3% -3.4% 5.6% 0.6% -4.6% -2.7% 1.9% -3.7% 4.1% -0.6% 7.6% -5.6% 0.0% -0.6% -0.3% 1.3% 5.8% 3.4% 6.4% 5.9% -2.3% -1.5% -7.3% 7.4% 3.5% -2.5% -8.9% -11.1% 7.7% 8.5% -7.8% 6.5% 9.7% -3.4% 2.9% -0.3% -1.8% 5.6% 3.5% -0.4% 1.9% 6.6% -4.6% 5.6% -2.4% -1.2% 2.8% 3.0% -2.6% 1.5% -1.4% 0.4% 9.7% 1.9% 1.4% -1.0% 1.0% 1.0% 1.4% 2.4% -0.7% 4.4% 1.0% -3.8% 0.7% 4.3% 6.7% 0.6% 2.4% 0.0% -9.0% -4.5% 0.3% 8.8% 2.2% -7.6% 3.0% -2.1% -0.3% 8.6% -1.7% 2.2% 4.0% -5.2% 0.3% 0.3% -5.2% -3.6% 1.0% -0.2% -6.9% -7.4% 11.7% 6.1% 0.7% -0.2% -9.2% 9.0% -2.3% 9.2% -1.9% -3.7% 2.8% 1.0% 15.6% -11.1% 6.2% -3.1% -5.1% 4.1% -3.3% -9.2% -2.6% -0.8% -8.2% 7.7% 2.3% -7.8% -11.0% 0.4% 2.4% -9.4% -2.7% -11.4% 9.8% -1.8% -0.6% 0.6% 8.5% 6.5% 3.0% -0.6% -3.0% -0.5% -1.1% -2.7% -1.6% 2.7% -5.0% 5.8% -5.0% 11.1% 2.6% -3.7% 3.2% -3.1% -2.8% -1.7% -2.3% 4.6% -2.9% 5.3% 11.1% -5.1% -1.6% -2.3% -4.6% 0.6% 1.1% -3.0% -4.9% 1.2% 3.3% -3.8% -12.6% 5.3% 10.9% 0.5% -9.9% -11.0% -5.1% -7.1% -9.6% -3.4% -4.6% 15.2% 2.1% -11.5% 35.3% -0.2% -3.6% -3.7% 9.4% 13.5% 0.0% 4.6% 0.0% 9.3% 9.1% 3.3% 3.9% -5.6% 0.7% 0.0% -6.0% 9.4% 5.3% 5.0% 4.2% -1.7% 6.0% 0.0% -1.1% -4.5% -1.2% 4.4% 6.7% 1.7% 1.1% -3.8% 2.3% -3.4% 5.6% 0.6% -4.6% -2.7% 1.9% -3.7% 4.1% -0.6% 7.6% -5.6% 0.0% -0.6% -0.3% 1.3% Goodyear (GT) Ser. Corr. 0.154 St. Error 0.031 0 lag 1m lag 25.0% -14.3% 11.2% 11.3% 3.0% -11.0% -8.7% -0.2% -5.8% -9.4% 6.7% 21.8% 14.5% 24.1% 24.3% 32.3% -2.0% 6.0% 10.9% -8.1% -11.2% 11.6% -4.7% -6.3% -11.2% -24.3% -11.3% -5.6% 20.5% 10.0% 18.4% -14.8% 6.2% -30.2% 5.4% -11.9% -14.4% -8.6% 23.5% -11.2% -9.3% 24.7% -15.3% -7.4% -12.7% 23.1% -3.0% 4.5% -41.5% 1.0% -11.7% -8.4% -19.7% 4.2% -24.8% -12.8% -43.9% 15.2% 84.9% 128.6% -23.2% -32.6% -6.0% 8.3% 1.7% -33.3% 36.3% 109.2% 24.1% 4.2% -3.7% 8.1% -10.1% -13.4% 23.0% -2.7% 9.8% -7.0% -2.7% -2.8% -20.3% -0.9% -26.6% 14.4% -4.9% -5.8% 21.3% 1.0% -10.0% -9.9% -14.1% -0.7% -2.2%...
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This note was uploaded on 09/16/2013 for the course COMM 374 taught by Professor Lazrak during the Fall '08 term at UBC.

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