Scribd Logo
Upload

Welcome to Scribd!

  • Dated Regular Frequency Data Corp1

    Uploaded by

    matt
    16 views3 pages
    The document contains time series data on monthly values for 5 corporations (CORP1, CORP2, etc.) from 2004-2014. It includes tables showing the raw data over time for each corporation, as well as summary statistics, correlation coefficients, and a note about the relationship between best fit R^2 and the intercept alpha.

    Original Description:

    ans

    Original Title

    Ans

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    The document contains time series data on monthly values for 5 corporations (CORP1, CORP2, etc.) from 2004-2014. It includes tables showing the raw data over time for each corporation, as well as summary statistics, correlation coefficients, and a note about the relationship between best fit R^2 and the intercept alpha.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    16 views3 pages

    Dated Regular Frequency Data Corp1

    Uploaded by

    matt
    The document contains time series data on monthly values for 5 corporations (CORP1, CORP2, etc.) from 2004-2014. It includes tables showing the raw data over time for each corporation, as well as summary statistics, correlation coefficients, and a note about the relationship between best fit R^2 and the intercept alpha.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 3

    1.

    Dated regular frequency data

    CORP1
    12
    10
    8
    6
    4
    2

    2.

    0
    2004 2005

    2006

    2007

    2008

    2009

    2010

    2011

    2012

    2013

    2011

    2012

    2013

    2014

    CORP2
    2.4
    2.0
    1.6
    1.2
    0.8
    0.4
    0.0
    2004 2005

    2006

    2007

    2008

    2009

    2010

    2014

    CORP1
    12
    10
    8
    6
    4
    2
    0
    2004 2005

    2006

    2007

    CORP1
    CORP1

    CORP2

    0.767455903
    5542664

    CORP4

    0.430703711
    7283414
    0.274928552
    0117621

    CORP5

    0.118031224
    64536

    CORP3

    2008

    2009

    CORP2

    2010

    2011

    2012

    2013

    2014

    CORP3

    CORP4
    CORP5
    0.767455903 0.430703711 0.274928552 0.1180312246
    5542664
    7283414
    0117621
    4536
    0.193966293 0.247966314 0.218575841
    1
    4547157
    4524744
    3348577
    0.193966293
    0.114352713 0.3469721174
    4547157
    1
    6570419
    574387
    0.247966314 0.114352713
    0.392220935
    4524744
    6570419
    1
    0485216
    0.218575841 0.346972117 0.392220935
    3348577
    4574387
    0485216
    1

    Mean
    Median
    Maximum
    Minimum
    Std. Dev.
    Skewness
    Kurtosis

    CORP1
    5.307686
    5.630000
    10.45000
    1.180000
    2.451004
    -0.035110
    1.691108

    CORP2
    0.613058
    0.520000
    2.250000
    0.210000
    0.395337
    1.734209
    6.636331

    CORP3
    1.748843
    1.610000
    4.920000
    0.390000
    1.061811
    1.040213
    3.513136

    CORP4
    1.473636
    1.270000
    3.300000
    0.490000
    0.601714
    1.185206
    3.825372

    CORP5
    1.593967
    1.470000
    2.740000
    0.680000
    0.480211
    0.549535
    2.827465

    CORP6
    9.134711
    8.980000
    13.75000
    3.850000
    2.063286
    -0.021551
    2.381878

    Jarque-Bera
    Probability

    8.662238
    0.013153

    127.3163
    0.000000

    23.14871
    0.000009

    31.76298
    0.000000

    6.240189
    0.044153

    1.935663
    0.379906

    Sum
    Sum Sq. Dev.

    642.2300
    720.8904

    74.18000
    18.75497

    211.6100
    135.2932

    178.3100
    43.44720

    192.8700
    27.67230

    1105.300
    510.8578

    Observations

    121

    121

    121

    121

    121

    Covariance Analysis: Ordinary


    Date: 09/08/15 Time: 14:00
    Sample: 2004M09 2014M09
    Included observations: 121
    Correlation
    t-Statistic
    Probability
    CORP1

    CORP1
    1.000000
    ---------

    CORP2

    CORP2

    0.767456
    13.05870
    0.0000

    1.000000
    ---------

    CORP3

    0.430704
    5.206047
    0.0000

    0.193966
    2.156886
    0.0330

    1.000000
    ---------

    CORP4

    -0.274929
    -3.119321
    0.0023

    -0.247966
    -2.792197
    0.0061

    -0.114353
    -1.255678
    0.2117

    1.000000
    ---------

    CORP5

    0.118031
    1.296632
    0.1973

    -0.218576
    -2.443464
    0.0160

    0.346972
    4.035737
    0.0001

    0.392221
    4.651332
    0.0000

    best fit R^2


    9. depends on the intercept alpha
    10.

    CORP3

    CORP4

    CORP5

    1.000000
    ---------

    121

    You might also like