7 157 12 378 04 26 82 276 07 91 260 122 96 47 113 235

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Unformatted text preview: 7% -11.3% 23.5% -11.4% -20.7% -4.9% 0.6% 33.5% -7.8% 2.1% -28.3% 24.4% -21.0% 23.1% 9.6% -17.5% 1.1% 15.8% 17.3% 7.4% -17.3% 6.6% -32.4% 3.6% 7.0% -16.9% 21.7% -21.1% 50.0% 7.8% -26.3% 0.6% 6.3% 1.6% -2.7% 6.0% -26.2% -11.3% 3.6% 8.8% 4.0% 6.2% 5.8% -3.5% -4.3% -4.5% -3.1% -15.3% 11.4% 11.1% 10.0% 14.7% 4.9% -8.1% -1.9% 1.3% -12.1% 5.1% -1.4% -14.0% -5.7% 8.6% 1.6% 10.8% -2.3% 7.7% -16.4% 2.6% 10.8% 5.3% 19.3% -4.8% 0.0% -2.7% -12.9% -5.5% 3.3% 0.0% -18.8% 19.0% 0.0% 6.2% 3.3% -6.1% -4.2% 9.6% 0.9% -2.6% 9.8% 8.1% 7.5% 6.7% 0.0% 11.1% -3.1% 0.0% 16.3% 28.7% -13.2% 3.7% 7.6% -3.3% 18.0% 3.7% -0.8% -8.8% 18.9% -10.7% 1.3% -8.9% 1.9% -5.0% -6.7% -11.3% -13.3% 17.3% -9.1% 5.0% 6.0% -21.2% -9.0% 4.1% 0.8% 5.5% 26.7% -8.8% 7.1% 13.2% 3.2% 1.5% 18.7% -4.9% -3.7% -1.0% -8.7% 0.5% 2.7% 6.7% -23.2% 8.8% 1.7% 6.8% 10.6% -14.5% -9.9% -1.3% 0.7% -0.7% 11.2% 6.5% 2.2% 5.1% 9.7% 8.4% 0.0% 18.9% -6.4% -5.1% 19.6% 6.7% -5.6% 5.6% 6.3% 14.3% 2.4% 22.6% -6.6% 2.4% -6.5% -12.5% 19.0% 0.3% 2.7% 0.8% -6.2% 2.3% 8.7% -0.5% 3.6% -4.3% 3.7% 10.4% 0.4% 2.4% -2.4% 9.4% -0.7% 8.4% 16.2% 1.9% -6.0% -4.9% 1.2% -5.0% -2.5% 0.6% 8.9% 11.1% 3.2% 3.2% 9.4% 13.8% 33.9% 2.9% 3.1% 5.7% 23.4% 10.2% 2.8% 0.0% 9.6% 14.1% 5.6% 8.8% -8.3% -14.3% 1.0% -8.7% -4.4% 12.8% -2.9% 2.2% 9.0% 16.2% -9.7% 5.7% 6.0% 6.4% -3.5% 10.2% 6.3% 19.0% -7.8% 5.5% 6.9% 7.7% -8.9% -15.9% 1.6% -2.4% 0.3% -6.5% -8.9% 4.1% -11.6% -5.2% 22.2% -5.3% 0.7% -3.3% 0.0% 11.6% 1.5% 6.4% 7.5% -4.0% 5.6% 20.7% -7.9% -7.2% -9.4% -3.0% 0.9% -4.9% -3.9% 0.7% -4.3% -11.9% -2.0% -2.9% 19.9% -11.8% -4.1% -5.1% -13.5% 4.7% 9.0% -5.1% 13.1% 14.6% -7.9% 7.4% 11.5% 1.7% 4.4% 9.5% 9.6% -1.6% 6.2% 3.2% 8.2% 2.4% -1.2% -9.2% -1.6% 6.9% 12.0% -3.6% -6.5% -10.2% -2.8% -5.8% 2.2% -1.5% -6.2% 0.7% 2.9% -4.5% 5.4% -1.0% -5.2% 2.1% 0.7% -3.7% -7.1% 8.0% -4.3% 1.5% 14.0% -6.2% 10.8% 7.2% 4.2% -2.3% 15.7% 8.1% 5.2% 8.7% 11.4% -8.9% 8.4% 4.8% -4.0% 3.4% -7.6% 18.5% -1.2% -8.4% 15.3% 7.9% 20.9% 23.6% 14.0% -6.5% 27.5% 0.6% -8.2% 0.9% -12.1% 8.8% -16.0% -9.6% -5.6% -4.9% 32.6% 2.5% 6.9% 5.2% 12.2% 15.9% -3.5% 13.6% -0.2% -7.6% -9.6% -1.9% 8.1% -1.4% -15.9% -0.4% -9.3% 13.3% -10.1% -8.6% -4.5% -5.1% 0.4% -4.7% 8.9% -4.2% 3.7% -10.3% -3.3% -7.1% -6.2% -3.1% -19.7% 10.0% -15.1% 0.9% -2.0% -9.6% -17.9% 8.7% -9.0% -13.2% -7.1% -31.5% 8.8% 19.4% 5.4% -14.1% 0.9% -2.6% 37.5% 9.0% -2.4% 13.1% -1.6% -12.0% -19.9% -2.3% -4.8% 3.2% -1.6% 23.1% 36.2% -4.0% -1.6% -5.9% 1.1% -7.7% 1.2% 8.2% 1.1% -4.9% 15.3% -0.5% -6.5% -7.1% -4.6% -12.7% 5.4% -9.3% 13.1% -14.3% 16.7% -0.7% -24.3% -13.9% 15.2% 8.1% -7.4% 3.5% 15.6% 5.2% -2.7% 2.2% -7.2% 11.6% 7.9% -17.7% 7.9% 10.0% 11.5% 22.4% 16.6% 2.6% -9.2% 3.9% -5.8% 3.8% -10.4% 0.5% 13.3% -5.0% 3.4% 12.6% 21.1% 12.0% -2.5% 2.2% 13.6% -10.6% 8.8% 1.4% -14.5% 10.7% 4.5% 10.0% 5.7% 14.3% -2.4% -2.4% -9.4% 6.1% 8.6% -0.4% -6.2% 21.5% 7.9% 18.0% 22.9% 7.9% 22.0% 10.0% -9.6% -8.4% 18.5% 4.2% DuPont (DD) Ser. Corr. 0.096 St. Error 0.031 0 lag 1m lag -2.1% -3.6% -5.8% 6.8% -0.7% 15.9% 14.4% 9.3% 11.8% -5.8% 6.0% 9.1% -2.3% 12.7% 13.0% 10.5% 2.2% -3.8% 23.0% 6.3% 10.4% -9.2% 9.5% -1.4% -2.2% 3.8% 18.2% -1.7% 5.4% -4.0% -1.1% 5.8% 2.3% 6.3% 17.5% 1.6% 34.1% -1.9% -2.7% -1.0% -11.4% 17.1% 1.9% 13.5% -11.5% -25.7% -19.5% 5.4% 6.8...
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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 The University of British Columbia.

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