SerialCorrelations

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Unformatted text preview: 8% -5.0% 8.2% -1.3% -1.4% -6.0% 11.6% 5.4% -4.1% -4.1% -0.6% -2.1% -8.3% 1.0% 3.9% -2.5% -2.7% 7.0% 2.7% 0.4% -1.3% -0.6% 6.8% -1.4% 3.7% 0.2% 7.2% 4.3% -5.2% -6.9% 3.4% -5.5% 0.1% 5.1% 5.5% -4.9% 5.5% -4.6% -0.2% -1.8% 0.3% 7.2% 1.1% 2.0% -0.2% 5.3% -2.6% 2.7% -0.4% 0.3% 2.4% -0.4% 0.5% -0.8% 1.7% 0.9% -0.9% 0.4% 4.9% 2.0% 4.5% 5.4% 3.2% -3.2% 2.9% 0.8% 1.6% 4.3% 1.1% 4.4% -1.9% 8.4% -4.0% 0.2% 3.5% 4.6% 6.7% 5.1% 0.0% -3.9% 1.3% -2.2% -7.5% -2.3% 5.9% 4.3% 2.9% -1.2% 2.0% 2.9% 3.7% -5.7% 0.1% 1.3% -0.6% -1.8% 2.7% 1.0% 5.5% -9.3% -3.4% 7.2% -4.4% -3.6% 0.7% 0.5% 0.9% -2.9% 0.5% -6.1% 6.6% -1.7% -6.9% -5.0% 6.1% -3.5% -3.5% 0.1% -1.4% -6.8% 1.8% 2.0% 2.3% -4.3% -0.9% 4.1% 0.2% -1.9% -4.4% -6.9% -1.6% -10.5% 7.7% 2.8% -2.3% -7.1% -2.1% -0.8% 10.0% 5.8% 0.7% 0.5% -1.4% 3.3% 6.7% 2.6% 7.4% -0.3% 4.3% -3.1% -0.9% 1.9% -0.2% -1.1% -0.1% 3.0% 2.4% 6.1% 3.1% -0.8% 4.4% -3.3% -1.2% -1.3% 1.3% 1.2% 2.3% 1.6% -3.1% 0.0% 2.8% 5.9% -1.0% 2.1% 5.7% -2.3% 0.7% 2.2% 1.7% -0.6% 4.9% 2.0% 2.5% -0.2% -0.4% 2.6% 4.2% 1.3% 1.0% -2.5% -1.5% 3.5% 5.8% -5.7% -2.8% -9.0% 0.0% -3.0% 6.1% -1.0% -6.6% -4.2% -3.9% -15.0% -19.1% -7.1% -3.0% -6.3% -8.9% 3.2% 12.2% 13.2% -1.7% 9.1% 4.9% 2.6% 1.2% 2.3% 2.6% -4.9% -2.0% 5.5% -1.4% -11.3% -2.5% 12.0% -2.5% 8.8% 3.8% -5.2% 7.2% 1.9% 3.9% -2.9% 6.8% -2.6% -3.2% 0.0% -7.9% -9.0% 11.9% Canada Ser. Corr. 0.064 St. Error 0.045 0 lag 1m lag 2.2% 4.2% 0.8% -11.7% -9.8% 4.7% 6.9% 4.3% 6.2% -1.7% 4.5% 2.4% 3.0% -0.4% 4.2% -0.5% -3.0% -0.8% 0.0% 3.7% -1.1% -5.1% -0.6% 11.3% 4.4% 3.2% 0.0% 0.3% 5.2% 1.8% -0.5% 6.7% -0.8% -2.3% 4.5% 3.9% -0.4% -2.3% 0.0% -4.5% -4.1% 1.8% 5.3% -0.5% 3.1% 7.2% -9.9% -1.0% 2.9% 3.6% -2.6% -7.4% -8.0% -3.8% 1.3% -10.1% -10.5% 10.5% -9.0% 0.3% 15.2% 2.4% -3.2% 1.2% 1.8% 2.2% -1.1% -1.2% -5.2% -4.7% 7.7% -3.7% 10.5% 5.1% -1.5% 1.5% 0.4% -0.9% -1.7% -1.2% -1.5% -3.9% -12.8% 13.5% -3.3% -1.1% 0.5% -2.6% -2.1% 3.9% -0.7% -4.5% 0.2% -7.2% 5.5% 5.6% -7.6% -0.6% 4.2% 1.5% 5.3% -0.9% 5.3% 1.7% 3.2% -4.8% 5.5% 2.5% 2.0% 2.1% 9.8% 2.5% 2.4% 6.7% -5.0% 9.9% 6.2% -10.6% 8.6% 6.2% 14.3% 13.1% -22.3% 3.0% 8.4% 7.0% 3.8% 1.4% -0.9% -3.2% 3.7% -6.1% -1.2% -2.5% 7.4% -2.4% 3.3% -0.3% -7.0% -0.1% -14.8% -2.8% 12.8% -5.2% -9.1% -8.1% -6.3% -1.2% -2.4% -13.9% 6.1% 17.5% -1.6% 11.0% 1.2% 8.8% 2.8% 3.4% 2.3% 10.2% 2.2% 1.9% 0.3% 0.3% 1.2% -6.0% 8.5% -0.2% -5.0% -1.3% -3.3% -2.9% -4.5% -2.2% -3.2% 14.3% -1.2% -2.1% -0.2% 1.4% 7.7% -4.4% 2.3% 0.3% 2.9% -0.8% 4.5% -1.3% -6.5% 1.5% 6.2% 0.1% -4.6% 0.9% 8.7% 1.6% 1.0% -2.1% -4.9% 3.9% -0.9% 1.9% 0.8% 1.5% 13.9% 4.6% 9.2% -2.8% -0.7% 2.9% 8.3% -0.2% -1.6% -22.2% -2.7% 7.3% -1.6% 6.4% 4.3% 1.4% -3.9% 8.2% -2.1% -5.4% 1.9% 3.1% -0.7% 2.6% 8.0% -3.4% 0.9% 2.4% 0.5% 2.2% 7.5% 1.4% -1.8% -0.2% 0.8% 1.8% -9.4% 0.0% 0.6% -7.7% 7.1% -0.6% 1.8% -5.3% -4.7% -3.4% 2.4% 4.0% -0.3% 6.4% -0.4% 0.9% 3.3% -2.7% 1.4% 0.9% -2.8% 4.2% -2.7% 0.1% 1.1% -1.0% -5.7% -1.6% 0.3% 0.1% 2.1% -2.4% -7.6% 2.3% -4.7% 2.4% -2.1% 5.4% 2.5% 3.3% 1.3% -0.9% -0.9% 0.6% -5.1% 9.2% -2.5% 4.4% 6.1% -5.0% -4.5% -1.3% 1.0% -6.6% 4.4% 5.5% 2.1% -1.4% -5.7% 1.5% -5.3% 5.3% 4.1% 1.6% 4.0% 1.6% 1.6% -0.1% -0.6% -1.0% 3.6% 0.8% 5.0% -1.0% 1.8% 4.0% 1.4% -2.9% -3.2% 4.3% 3.8% 7.7% 7.1% -3.6% 4.8% -0.9% -5.1% 2.2% 8.2% 1.6% 6.4% -5.4...
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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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