first commit

This commit is contained in:
2021-11-15 21:14:51 +01:00
commit 5a31fc8f33
63 changed files with 57408 additions and 0 deletions

View File

@@ -0,0 +1,3 @@
X,Y,Z
1.1,1.2,1.3
2.1,2.2,2.3
1 X Y Z
2 1.1 1.2 1.3
3 2.1 2.2 2.3

View File

@@ -0,0 +1,16 @@
,GSPC,DTB3
02/01/1979,96.730003,
03/01/1979, ,9.31
04/01/1979,98.580002,9.31
05/01/1979,99.129997,9.34
08/01/1979,98.800003,9.36
09/01/1979,99.330002,9.27
10/01/1979,98.769997,9.25
11/01/1979,99.099998,9.28
12/01/1979,99.93,9.35
15/01/1979,100.690002,9.44
16/01/1979,99.459999,9.44
17/01/1979,99.480003,9.44
18/01/1979,99.720001,9.46
19/01/1979,99.75,9.4
22/01/1979,99.900002,9.34
1 GSPC DTB3
2 02/01/1979 96.730003
3 03/01/1979 9.31
4 04/01/1979 98.580002 9.31
5 05/01/1979 99.129997 9.34
6 08/01/1979 98.800003 9.36
7 09/01/1979 99.330002 9.27
8 10/01/1979 98.769997 9.25
9 11/01/1979 99.099998 9.28
10 12/01/1979 99.93 9.35
11 15/01/1979 100.690002 9.44
12 16/01/1979 99.459999 9.44
13 17/01/1979 99.480003 9.44
14 18/01/1979 99.720001 9.46
15 19/01/1979 99.75 9.4
16 22/01/1979 99.900002 9.34

View File

@@ -0,0 +1,6 @@
Dogs are nicer
than cats.
This
is a
fairly short file.

Binary file not shown.

Binary file not shown.

Binary file not shown.

Binary file not shown.

View File

@@ -0,0 +1,389 @@
date,Mkt_RF,RF,SmallGrowth
197901,4.18,0.77,10.96
197902,-3.41,0.73,-2.09
197903,5.75,0.81,11.71
197904,0.05,0.8,3.27
197905,-2.18,0.82,-1.89
197906,3.88,0.81,7.4
197907,0.73,0.77,1.77
197908,5.7,0.77,9.32
197909,-0.69,0.83,-0.04
197910,-8.14,0.87,-10.56
197911,5.37,0.99,9.25
197912,1.87,0.95,12.14
198001,5.76,0.8,15.28
198002,-0.79,0.89,1.77
198003,-13.23,1.21,-21.65
198004,3.97,1.26,5.24
198005,5.2,0.81,6.93
198006,3.16,0.61,4.77
198007,6.41,0.53,11.3
198008,1.72,0.64,11.74
198009,2.2,0.75,8.51
198010,1.06,0.95,8.42
198011,9.54,0.96,14.84
198012,-4.75,1.31,-4.95
198101,-5.05,1.04,-2.1
198102,0.48,1.07,-3.01
198103,3.41,1.21,6.89
198104,-2.21,1.08,3.04
198105,0.21,1.15,3.83
198106,-2.37,1.35,-4.98
198107,-1.55,1.24,-4.08
198108,-6.91,1.28,-11.91
198109,-7.62,1.24,-13.64
198110,4.81,1.21,9.93
198111,3.51,1.07,-2.94
198112,-3.68,0.87,-4.44
198201,-3.42,0.8,-2.05
198202,-6.03,0.92,-8.04
198203,-1.99,0.98,-2.25
198204,3.2,1.13,6.35
198205,-3.88,1.06,-3.22
198206,-3.35,0.96,-6.33
198207,-3.1,1.05,-3.22
198208,11.14,0.76,3.55
198209,1.17,0.51,1.04
198210,11.27,0.59,16.05
198211,4.56,0.63,8.65
198212,0.78,0.67,2.9
198301,3.5,0.69,20.39
198302,2.4,0.62,3.1
198303,2.84,0.63,3.63
198304,6.71,0.71,7.86
198305,0.63,0.69,14.91
198306,3.11,0.67,5.41
198307,-3.9,0.74,-4.87
198308,-0.41,0.76,-6.13
198309,0.85,0.76,-3.79
198310,-3.56,0.76,-10.18
198311,2.26,0.7,2.79
198312,-1.78,0.73,-5.86
198401,-2.06,0.76,0.34
198402,-4.62,0.71,-7.31
198403,0.61,0.73,-1.55
198404,-0.56,0.81,-4.57
198405,-6.01,0.78,-6.38
198406,1.59,0.75,0.68
198407,-2.88,0.82,-7.62
198408,10.44,0.83,9.25
198409,-0.82,0.86,-2.21
198410,-1.01,1,-3.99
198411,-1.8,0.73,-6.55
198412,1.73,0.64,-0.84
198501,7.92,0.65,15.82
198502,1.11,0.58,6.58
198503,-0.79,0.62,-1.59
198504,-0.94,0.72,-2.76
198505,4.92,0.66,0.92
198506,1.16,0.55,-1.22
198507,-0.65,0.62,1.43
198508,-1.03,0.55,-1.45
198509,-4.58,0.6,-8.36
198510,3.79,0.65,-0.37
198511,6.31,0.61,3.64
198512,3.66,0.65,1.59
198601,0.42,0.56,5.7
198602,6.72,0.53,5.85
198603,4.79,0.6,3.88
198604,-1.31,0.52,1.36
198605,4.59,0.49,2.51
198606,0.9,0.52,0.47
198607,-6.49,0.52,-9.62
198608,6.16,0.46,-0.72
198609,-8.35,0.45,-8.18
198610,4.47,0.46,1.88
198611,1.12,0.39,-2.68
198612,-3.13,0.49,-6.11
198701,12.43,0.42,11.38
198702,4.36,0.43,10.95
198703,1.9,0.47,3.73
198704,-2.14,0.44,-2.64
198705,0.13,0.38,0.12
198706,3.89,0.48,1.5
198707,3.96,0.46,1.77
198708,3.24,0.47,-0.11
198709,-2.53,0.45,-2.48
198710,-23.14,0.6,-32.71
198711,-7.58,0.35,-7.88
198712,6.64,0.39,-0.16
198801,4.2,0.29,10.53
198802,4.71,0.46,5.53
198803,-2.1,0.44,4.32
198804,0.64,0.46,0.74
198805,-0.47,0.51,-3.35
198806,4.66,0.49,4.37
198807,-1.24,0.51,0.14
198808,-3.39,0.59,-3.39
198809,3.1,0.62,1.52
198810,1.15,0.61,-4.14
198811,-2.21,0.57,-6.02
198812,1.48,0.63,0.7
198901,6.06,0.55,6.76
198902,-2.25,0.61,0.4
198903,1.48,0.67,0.05
198904,4.15,0.67,1.77
198905,3.14,0.79,1.6
198906,-1.2,0.71,-3.23
198907,7.01,0.7,0.88
198908,1.47,0.74,1.18
198909,-0.8,0.65,1.01
198910,-3.61,0.68,-3.53
198911,1.09,0.69,-2.45
198912,1.22,0.61,-2.84
199001,-7.58,0.57,-5.16
199002,0.92,0.57,1.55
199003,1.77,0.64,3.45
199004,-3.52,0.69,-0.26
199005,8.21,0.68,6.31
199006,-1.05,0.63,2.15
199007,-1.62,0.68,-2.87
199008,-9.85,0.66,-15.37
199009,-5.98,0.6,-9.26
199010,-1.93,0.68,-7.11
199011,6,0.57,1.37
199012,2.35,0.6,-2.15
199101,4.39,0.52,8.26
199102,7.1,0.48,17.89
199103,2.45,0.44,10.37
199104,-0.2,0.53,6.44
199105,3.6,0.47,2.27
199106,-4.82,0.42,-4.93
199107,4.19,0.49,2.54
199108,2.22,0.46,3.28
199109,-1.56,0.46,2.62
199110,1.36,0.42,5.27
199111,-4.12,0.39,-0.02
199112,10.3,0.38,1.35
199201,-0.46,0.34,24.13
199202,1.06,0.28,5.13
199203,-2.71,0.34,-2.41
199204,1.02,0.32,-8.38
199205,0.36,0.28,-1.84
199206,-2.25,0.32,-8.98
199207,3.68,0.31,0.05
199208,-2.34,0.26,-4.14
199209,0.98,0.26,0.11
199210,0.87,0.23,0.99
199211,3.79,0.23,8.56
199212,1.5,0.28,2.63
199301,1.03,0.23,7.67
199302,0.32,0.22,-4.83
199303,2.26,0.25,1.16
199304,-2.78,0.24,-2.73
199305,2.74,0.22,4.79
199306,0.29,0.25,1.71
199307,-0.32,0.24,-1.04
199308,3.7,0.25,5.02
199309,-0.2,0.26,2.27
199310,1.59,0.22,4.86
199311,-2.01,0.25,-3.79
199312,1.72,0.23,-1.01
199401,2.9,0.25,4.7
199402,-2.63,0.21,-2.93
199403,-4.85,0.27,-7.07
199404,0.68,0.27,-5.05
199405,0.62,0.32,-2.12
199406,-3.1,0.31,-6.03
199407,2.78,0.28,0.26
199408,3.89,0.37,1.93
199409,-2.21,0.37,1.23
199410,1.07,0.38,-1.82
199411,-4.09,0.37,-5.21
199412,0.82,0.44,-6.13
199501,1.62,0.42,5.08
199502,3.56,0.4,1.72
199503,2.24,0.46,1.14
199504,2.06,0.44,0.97
199505,2.86,0.54,1.16
199506,2.65,0.47,8.19
199507,3.63,0.45,6.12
199508,0.46,0.47,5.21
199509,3.21,0.43,3.62
199510,-1.6,0.47,-6.47
199511,3.85,0.42,-0.83
199512,1.03,0.49,-1.04
199601,2.38,0.43,4.46
199602,1.24,0.39,4.21
199603,0.7,0.39,4
199604,2.09,0.46,6.18
199605,2.26,0.42,10
199606,-1.23,0.4,-6.21
199607,-5.83,0.45,-14.21
199608,2.84,0.41,3.57
199609,4.86,0.44,0.89
199610,0.95,0.42,-7.58
199611,6.15,0.41,-1.55
199612,-1.6,0.46,-4.86
199701,4.9,0.45,11.33
199702,-0.5,0.39,-4.96
199703,-4.92,0.43,-9.53
199704,3.81,0.43,-5.34
199705,6.67,0.49,7.18
199706,4.04,0.37,2.07
199707,7.22,0.43,1.93
199708,-4.04,0.41,5.64
199709,5.41,0.44,10.41
199710,-3.86,0.42,-3.69
199711,2.65,0.39,-6.1
199712,1.3,0.48,-10.85
199801,0.02,0.43,3.87
199802,6.94,0.39,4.12
199803,4.74,0.39,4.6
199804,0.66,0.43,2.95
199805,-2.97,0.4,-5.74
199806,2.78,0.41,-5.16
199807,-2.74,0.4,-6.56
199808,-16.21,0.43,-25.96
199809,5.92,0.46,3.98
199810,7.12,0.32,3.3
199811,5.89,0.31,14.11
199812,5.93,0.38,0.16
199901,3.5,0.35,15.62
199902,-4.16,0.35,-5.7
199903,3.36,0.43,-4.13
199904,4.54,0.37,6.33
199905,-2.41,0.34,3.42
199906,4.68,0.4,3.84
199907,-3.45,0.38,1.82
199908,-1.39,0.39,-4.63
199909,-2.67,0.39,0.38
199910,5.82,0.39,-1.21
199911,3.32,0.36,25.55
199912,7.94,0.44,19.41
200001,-4.37,0.41,17.77
200002,2.75,0.43,31.04
200003,4.88,0.47,-5.17
200004,-6.41,0.46,-23.16
200005,-4.4,0.5,-13.89
200006,4.76,0.4,15.12
200007,-2.19,0.48,-8.29
200008,7.09,0.5,7
200009,-5.62,0.51,-10.64
200010,-3.02,0.56,-12.85
200011,-10.76,0.51,-24.64
200012,1.54,0.5,-15.92
200101,3.41,0.54,56.97
200102,-10.32,0.39,-13.15
200103,-7.47,0.44,-13.66
200104,7.99,0.39,11.53
200105,0.74,0.32,11.42
200106,-2.03,0.28,-1.22
200107,-2.13,0.3,-8.02
200108,-6.21,0.31,-7.89
200109,-9.43,0.28,-17.49
200110,2.56,0.22,13.33
200111,7.71,0.17,6.9
200112,1.64,0.15,11.46
200201,-1.74,0.14,-1.89
200202,-2.3,0.13,-9.83
200203,4.34,0.13,5.53
200204,-5.11,0.15,-8.88
200205,-1.19,0.14,-8.85
200206,-7.16,0.13,-12.09
200207,-8.26,0.15,-15.27
200208,0.66,0.14,-0.26
200209,-10.14,0.14,-11.59
200210,7.35,0.14,8.14
200211,6.01,0.12,18.54
200212,-5.44,0.11,-10.71
200301,-2.44,0.1,2.69
200302,-1.63,0.09,-5.17
200303,0.93,0.1,2.85
200304,8.18,0.1,13.77
200305,6.26,0.09,26.36
200306,1.53,0.1,9.48
200307,2.24,0.07,8.67
200308,2.43,0.07,4.24
200309,-0.99,0.08,6.57
200310,5.96,0.07,6.42
200311,1.59,0.07,1.97
200312,4.47,0.08,1.61
200401,2.23,0.07,10.88
200402,1.49,0.06,-0.35
200403,-1.16,0.09,-1.77
200404,-2.5,0.08,-3.38
200405,1.35,0.06,-3.35
200406,2.08,0.08,-0.19
200407,-3.87,0.1,-12.07
200408,0.16,0.11,-2.4
200409,1.94,0.11,4.41
200410,1.67,0.11,1.77
200411,4.67,0.15,10.92
200412,3.36,0.16,9.33
200501,-2.82,0.16,-5.86
200502,2.11,0.16,-0.91
200503,-1.9,0.21,-6.84
200504,-2.73,0.21,-7.42
200505,3.56,0.24,6.6
200506,0.92,0.23,2.59
200507,4.09,0.24,8.25
200508,-0.89,0.3,-2.82
200509,0.77,0.29,0.97
200510,-2.35,0.27,-5.12
200511,3.73,0.31,2.87
200512,0.03,0.32,1.32
200601,3.65,0.35,11.12
200602,-0.5,0.34,1.07
200603,1.54,0.37,4.43
200604,0.94,0.36,-1.39
200605,-3.53,0.43,-8.87
200606,-0.44,0.4,-1.87
200607,-0.59,0.4,-5.61
200608,2.09,0.42,3.23
200609,1.53,0.41,-1.32
200610,3.3,0.41,6.61
200611,1.95,0.42,2.06
200612,0.68,0.4,0.58
200701,1.5,0.44,3.4
200702,-1.78,0.38,0.49
200703,0.87,0.43,0.4
200704,3.55,0.44,3.91
200705,3.48,0.41,0.23
200706,-1.87,0.4,-0.37
200707,-3.57,0.4,-5.09
200708,0.75,0.42,-1.83
200709,3.77,0.32,2.26
200710,2.26,0.32,3.21
200711,-5.27,0.34,-10.34
200712,-0.7,0.27,-2.42
200801,-6.44,0.21,-7.22
200802,-2.33,0.13,-3.91
200803,-1.21,0.17,-4.41
200804,4.94,0.18,1.59
200805,2.21,0.18,4.83
200806,-8.03,0.17,-7.84
200807,-1.47,0.15,1.6
200808,0.99,0.13,-0.35
200809,-9.97,0.15,-15.3
200810,-18.55,0.08,-23.95
200811,-8.56,0.03,-14.79
200812,2.06,0.09,3.55
200901,-7.75,0,2.39
200902,-10.12,0.01,-10.44
200903,8.75,0.02,14.23
200904,11.04,0.01,21.72
200905,6.73,0,9.4
200906,-0.28,0.01,9.87
200907,8.23,0.01,8.54
200908,3.18,0.01,6.06
200909,4.52,0.01,7.69
200910,-2.84,0,-9.31
200911,5.74,0,-0.77
200912,2.91,0.01,6.06
201001,-3.71,0,-2.72
201002,3.53,0,3.13
201003,6.44,0.01,5.68
201004,2.02,0,8.44
201005,-8,0.01,-9.64
201006,-5.21,0.01,-7.77
201007,7.1,0.01,5.54
201008,-4.4,0.01,-7.37
201009,9.24,0.01,12.01
201010,3.88,0.01,5.69
201011,0.56,0.01,0.47
201012,6.77,0.01,11.28
201101,2.01,0.01,-0.38
201102,3.85,0.01,1.43
201103,0.28,0.01,1.92
201104,2.82,0,1.03
1 date Mkt_RF RF SmallGrowth
2 197901 4.18 0.77 10.96
3 197902 -3.41 0.73 -2.09
4 197903 5.75 0.81 11.71
5 197904 0.05 0.8 3.27
6 197905 -2.18 0.82 -1.89
7 197906 3.88 0.81 7.4
8 197907 0.73 0.77 1.77
9 197908 5.7 0.77 9.32
10 197909 -0.69 0.83 -0.04
11 197910 -8.14 0.87 -10.56
12 197911 5.37 0.99 9.25
13 197912 1.87 0.95 12.14
14 198001 5.76 0.8 15.28
15 198002 -0.79 0.89 1.77
16 198003 -13.23 1.21 -21.65
17 198004 3.97 1.26 5.24
18 198005 5.2 0.81 6.93
19 198006 3.16 0.61 4.77
20 198007 6.41 0.53 11.3
21 198008 1.72 0.64 11.74
22 198009 2.2 0.75 8.51
23 198010 1.06 0.95 8.42
24 198011 9.54 0.96 14.84
25 198012 -4.75 1.31 -4.95
26 198101 -5.05 1.04 -2.1
27 198102 0.48 1.07 -3.01
28 198103 3.41 1.21 6.89
29 198104 -2.21 1.08 3.04
30 198105 0.21 1.15 3.83
31 198106 -2.37 1.35 -4.98
32 198107 -1.55 1.24 -4.08
33 198108 -6.91 1.28 -11.91
34 198109 -7.62 1.24 -13.64
35 198110 4.81 1.21 9.93
36 198111 3.51 1.07 -2.94
37 198112 -3.68 0.87 -4.44
38 198201 -3.42 0.8 -2.05
39 198202 -6.03 0.92 -8.04
40 198203 -1.99 0.98 -2.25
41 198204 3.2 1.13 6.35
42 198205 -3.88 1.06 -3.22
43 198206 -3.35 0.96 -6.33
44 198207 -3.1 1.05 -3.22
45 198208 11.14 0.76 3.55
46 198209 1.17 0.51 1.04
47 198210 11.27 0.59 16.05
48 198211 4.56 0.63 8.65
49 198212 0.78 0.67 2.9
50 198301 3.5 0.69 20.39
51 198302 2.4 0.62 3.1
52 198303 2.84 0.63 3.63
53 198304 6.71 0.71 7.86
54 198305 0.63 0.69 14.91
55 198306 3.11 0.67 5.41
56 198307 -3.9 0.74 -4.87
57 198308 -0.41 0.76 -6.13
58 198309 0.85 0.76 -3.79
59 198310 -3.56 0.76 -10.18
60 198311 2.26 0.7 2.79
61 198312 -1.78 0.73 -5.86
62 198401 -2.06 0.76 0.34
63 198402 -4.62 0.71 -7.31
64 198403 0.61 0.73 -1.55
65 198404 -0.56 0.81 -4.57
66 198405 -6.01 0.78 -6.38
67 198406 1.59 0.75 0.68
68 198407 -2.88 0.82 -7.62
69 198408 10.44 0.83 9.25
70 198409 -0.82 0.86 -2.21
71 198410 -1.01 1 -3.99
72 198411 -1.8 0.73 -6.55
73 198412 1.73 0.64 -0.84
74 198501 7.92 0.65 15.82
75 198502 1.11 0.58 6.58
76 198503 -0.79 0.62 -1.59
77 198504 -0.94 0.72 -2.76
78 198505 4.92 0.66 0.92
79 198506 1.16 0.55 -1.22
80 198507 -0.65 0.62 1.43
81 198508 -1.03 0.55 -1.45
82 198509 -4.58 0.6 -8.36
83 198510 3.79 0.65 -0.37
84 198511 6.31 0.61 3.64
85 198512 3.66 0.65 1.59
86 198601 0.42 0.56 5.7
87 198602 6.72 0.53 5.85
88 198603 4.79 0.6 3.88
89 198604 -1.31 0.52 1.36
90 198605 4.59 0.49 2.51
91 198606 0.9 0.52 0.47
92 198607 -6.49 0.52 -9.62
93 198608 6.16 0.46 -0.72
94 198609 -8.35 0.45 -8.18
95 198610 4.47 0.46 1.88
96 198611 1.12 0.39 -2.68
97 198612 -3.13 0.49 -6.11
98 198701 12.43 0.42 11.38
99 198702 4.36 0.43 10.95
100 198703 1.9 0.47 3.73
101 198704 -2.14 0.44 -2.64
102 198705 0.13 0.38 0.12
103 198706 3.89 0.48 1.5
104 198707 3.96 0.46 1.77
105 198708 3.24 0.47 -0.11
106 198709 -2.53 0.45 -2.48
107 198710 -23.14 0.6 -32.71
108 198711 -7.58 0.35 -7.88
109 198712 6.64 0.39 -0.16
110 198801 4.2 0.29 10.53
111 198802 4.71 0.46 5.53
112 198803 -2.1 0.44 4.32
113 198804 0.64 0.46 0.74
114 198805 -0.47 0.51 -3.35
115 198806 4.66 0.49 4.37
116 198807 -1.24 0.51 0.14
117 198808 -3.39 0.59 -3.39
118 198809 3.1 0.62 1.52
119 198810 1.15 0.61 -4.14
120 198811 -2.21 0.57 -6.02
121 198812 1.48 0.63 0.7
122 198901 6.06 0.55 6.76
123 198902 -2.25 0.61 0.4
124 198903 1.48 0.67 0.05
125 198904 4.15 0.67 1.77
126 198905 3.14 0.79 1.6
127 198906 -1.2 0.71 -3.23
128 198907 7.01 0.7 0.88
129 198908 1.47 0.74 1.18
130 198909 -0.8 0.65 1.01
131 198910 -3.61 0.68 -3.53
132 198911 1.09 0.69 -2.45
133 198912 1.22 0.61 -2.84
134 199001 -7.58 0.57 -5.16
135 199002 0.92 0.57 1.55
136 199003 1.77 0.64 3.45
137 199004 -3.52 0.69 -0.26
138 199005 8.21 0.68 6.31
139 199006 -1.05 0.63 2.15
140 199007 -1.62 0.68 -2.87
141 199008 -9.85 0.66 -15.37
142 199009 -5.98 0.6 -9.26
143 199010 -1.93 0.68 -7.11
144 199011 6 0.57 1.37
145 199012 2.35 0.6 -2.15
146 199101 4.39 0.52 8.26
147 199102 7.1 0.48 17.89
148 199103 2.45 0.44 10.37
149 199104 -0.2 0.53 6.44
150 199105 3.6 0.47 2.27
151 199106 -4.82 0.42 -4.93
152 199107 4.19 0.49 2.54
153 199108 2.22 0.46 3.28
154 199109 -1.56 0.46 2.62
155 199110 1.36 0.42 5.27
156 199111 -4.12 0.39 -0.02
157 199112 10.3 0.38 1.35
158 199201 -0.46 0.34 24.13
159 199202 1.06 0.28 5.13
160 199203 -2.71 0.34 -2.41
161 199204 1.02 0.32 -8.38
162 199205 0.36 0.28 -1.84
163 199206 -2.25 0.32 -8.98
164 199207 3.68 0.31 0.05
165 199208 -2.34 0.26 -4.14
166 199209 0.98 0.26 0.11
167 199210 0.87 0.23 0.99
168 199211 3.79 0.23 8.56
169 199212 1.5 0.28 2.63
170 199301 1.03 0.23 7.67
171 199302 0.32 0.22 -4.83
172 199303 2.26 0.25 1.16
173 199304 -2.78 0.24 -2.73
174 199305 2.74 0.22 4.79
175 199306 0.29 0.25 1.71
176 199307 -0.32 0.24 -1.04
177 199308 3.7 0.25 5.02
178 199309 -0.2 0.26 2.27
179 199310 1.59 0.22 4.86
180 199311 -2.01 0.25 -3.79
181 199312 1.72 0.23 -1.01
182 199401 2.9 0.25 4.7
183 199402 -2.63 0.21 -2.93
184 199403 -4.85 0.27 -7.07
185 199404 0.68 0.27 -5.05
186 199405 0.62 0.32 -2.12
187 199406 -3.1 0.31 -6.03
188 199407 2.78 0.28 0.26
189 199408 3.89 0.37 1.93
190 199409 -2.21 0.37 1.23
191 199410 1.07 0.38 -1.82
192 199411 -4.09 0.37 -5.21
193 199412 0.82 0.44 -6.13
194 199501 1.62 0.42 5.08
195 199502 3.56 0.4 1.72
196 199503 2.24 0.46 1.14
197 199504 2.06 0.44 0.97
198 199505 2.86 0.54 1.16
199 199506 2.65 0.47 8.19
200 199507 3.63 0.45 6.12
201 199508 0.46 0.47 5.21
202 199509 3.21 0.43 3.62
203 199510 -1.6 0.47 -6.47
204 199511 3.85 0.42 -0.83
205 199512 1.03 0.49 -1.04
206 199601 2.38 0.43 4.46
207 199602 1.24 0.39 4.21
208 199603 0.7 0.39 4
209 199604 2.09 0.46 6.18
210 199605 2.26 0.42 10
211 199606 -1.23 0.4 -6.21
212 199607 -5.83 0.45 -14.21
213 199608 2.84 0.41 3.57
214 199609 4.86 0.44 0.89
215 199610 0.95 0.42 -7.58
216 199611 6.15 0.41 -1.55
217 199612 -1.6 0.46 -4.86
218 199701 4.9 0.45 11.33
219 199702 -0.5 0.39 -4.96
220 199703 -4.92 0.43 -9.53
221 199704 3.81 0.43 -5.34
222 199705 6.67 0.49 7.18
223 199706 4.04 0.37 2.07
224 199707 7.22 0.43 1.93
225 199708 -4.04 0.41 5.64
226 199709 5.41 0.44 10.41
227 199710 -3.86 0.42 -3.69
228 199711 2.65 0.39 -6.1
229 199712 1.3 0.48 -10.85
230 199801 0.02 0.43 3.87
231 199802 6.94 0.39 4.12
232 199803 4.74 0.39 4.6
233 199804 0.66 0.43 2.95
234 199805 -2.97 0.4 -5.74
235 199806 2.78 0.41 -5.16
236 199807 -2.74 0.4 -6.56
237 199808 -16.21 0.43 -25.96
238 199809 5.92 0.46 3.98
239 199810 7.12 0.32 3.3
240 199811 5.89 0.31 14.11
241 199812 5.93 0.38 0.16
242 199901 3.5 0.35 15.62
243 199902 -4.16 0.35 -5.7
244 199903 3.36 0.43 -4.13
245 199904 4.54 0.37 6.33
246 199905 -2.41 0.34 3.42
247 199906 4.68 0.4 3.84
248 199907 -3.45 0.38 1.82
249 199908 -1.39 0.39 -4.63
250 199909 -2.67 0.39 0.38
251 199910 5.82 0.39 -1.21
252 199911 3.32 0.36 25.55
253 199912 7.94 0.44 19.41
254 200001 -4.37 0.41 17.77
255 200002 2.75 0.43 31.04
256 200003 4.88 0.47 -5.17
257 200004 -6.41 0.46 -23.16
258 200005 -4.4 0.5 -13.89
259 200006 4.76 0.4 15.12
260 200007 -2.19 0.48 -8.29
261 200008 7.09 0.5 7
262 200009 -5.62 0.51 -10.64
263 200010 -3.02 0.56 -12.85
264 200011 -10.76 0.51 -24.64
265 200012 1.54 0.5 -15.92
266 200101 3.41 0.54 56.97
267 200102 -10.32 0.39 -13.15
268 200103 -7.47 0.44 -13.66
269 200104 7.99 0.39 11.53
270 200105 0.74 0.32 11.42
271 200106 -2.03 0.28 -1.22
272 200107 -2.13 0.3 -8.02
273 200108 -6.21 0.31 -7.89
274 200109 -9.43 0.28 -17.49
275 200110 2.56 0.22 13.33
276 200111 7.71 0.17 6.9
277 200112 1.64 0.15 11.46
278 200201 -1.74 0.14 -1.89
279 200202 -2.3 0.13 -9.83
280 200203 4.34 0.13 5.53
281 200204 -5.11 0.15 -8.88
282 200205 -1.19 0.14 -8.85
283 200206 -7.16 0.13 -12.09
284 200207 -8.26 0.15 -15.27
285 200208 0.66 0.14 -0.26
286 200209 -10.14 0.14 -11.59
287 200210 7.35 0.14 8.14
288 200211 6.01 0.12 18.54
289 200212 -5.44 0.11 -10.71
290 200301 -2.44 0.1 2.69
291 200302 -1.63 0.09 -5.17
292 200303 0.93 0.1 2.85
293 200304 8.18 0.1 13.77
294 200305 6.26 0.09 26.36
295 200306 1.53 0.1 9.48
296 200307 2.24 0.07 8.67
297 200308 2.43 0.07 4.24
298 200309 -0.99 0.08 6.57
299 200310 5.96 0.07 6.42
300 200311 1.59 0.07 1.97
301 200312 4.47 0.08 1.61
302 200401 2.23 0.07 10.88
303 200402 1.49 0.06 -0.35
304 200403 -1.16 0.09 -1.77
305 200404 -2.5 0.08 -3.38
306 200405 1.35 0.06 -3.35
307 200406 2.08 0.08 -0.19
308 200407 -3.87 0.1 -12.07
309 200408 0.16 0.11 -2.4
310 200409 1.94 0.11 4.41
311 200410 1.67 0.11 1.77
312 200411 4.67 0.15 10.92
313 200412 3.36 0.16 9.33
314 200501 -2.82 0.16 -5.86
315 200502 2.11 0.16 -0.91
316 200503 -1.9 0.21 -6.84
317 200504 -2.73 0.21 -7.42
318 200505 3.56 0.24 6.6
319 200506 0.92 0.23 2.59
320 200507 4.09 0.24 8.25
321 200508 -0.89 0.3 -2.82
322 200509 0.77 0.29 0.97
323 200510 -2.35 0.27 -5.12
324 200511 3.73 0.31 2.87
325 200512 0.03 0.32 1.32
326 200601 3.65 0.35 11.12
327 200602 -0.5 0.34 1.07
328 200603 1.54 0.37 4.43
329 200604 0.94 0.36 -1.39
330 200605 -3.53 0.43 -8.87
331 200606 -0.44 0.4 -1.87
332 200607 -0.59 0.4 -5.61
333 200608 2.09 0.42 3.23
334 200609 1.53 0.41 -1.32
335 200610 3.3 0.41 6.61
336 200611 1.95 0.42 2.06
337 200612 0.68 0.4 0.58
338 200701 1.5 0.44 3.4
339 200702 -1.78 0.38 0.49
340 200703 0.87 0.43 0.4
341 200704 3.55 0.44 3.91
342 200705 3.48 0.41 0.23
343 200706 -1.87 0.4 -0.37
344 200707 -3.57 0.4 -5.09
345 200708 0.75 0.42 -1.83
346 200709 3.77 0.32 2.26
347 200710 2.26 0.32 3.21
348 200711 -5.27 0.34 -10.34
349 200712 -0.7 0.27 -2.42
350 200801 -6.44 0.21 -7.22
351 200802 -2.33 0.13 -3.91
352 200803 -1.21 0.17 -4.41
353 200804 4.94 0.18 1.59
354 200805 2.21 0.18 4.83
355 200806 -8.03 0.17 -7.84
356 200807 -1.47 0.15 1.6
357 200808 0.99 0.13 -0.35
358 200809 -9.97 0.15 -15.3
359 200810 -18.55 0.08 -23.95
360 200811 -8.56 0.03 -14.79
361 200812 2.06 0.09 3.55
362 200901 -7.75 0 2.39
363 200902 -10.12 0.01 -10.44
364 200903 8.75 0.02 14.23
365 200904 11.04 0.01 21.72
366 200905 6.73 0 9.4
367 200906 -0.28 0.01 9.87
368 200907 8.23 0.01 8.54
369 200908 3.18 0.01 6.06
370 200909 4.52 0.01 7.69
371 200910 -2.84 0 -9.31
372 200911 5.74 0 -0.77
373 200912 2.91 0.01 6.06
374 201001 -3.71 0 -2.72
375 201002 3.53 0 3.13
376 201003 6.44 0.01 5.68
377 201004 2.02 0 8.44
378 201005 -8 0.01 -9.64
379 201006 -5.21 0.01 -7.77
380 201007 7.1 0.01 5.54
381 201008 -4.4 0.01 -7.37
382 201009 9.24 0.01 12.01
383 201010 3.88 0.01 5.69
384 201011 0.56 0.01 0.47
385 201012 6.77 0.01 11.28
386 201101 2.01 0.01 -0.38
387 201102 3.85 0.01 1.43
388 201103 0.28 0.01 1.92
389 201104 2.82 0 1.03

View File

@@ -0,0 +1,23 @@
#include <stddef.h>
// calculate the inner (dot) product of vectors Y and Y, returns the result (Sxy)
double c_dot(size_t n, double *Y, double *X) {
double Sxy = 0.0;
for (size_t i = 0; i < n; ++i) {
Sxy += X[i]*Y[i];
}
return Sxy;
}
// calculate a simple regression, Y = a + b*X + u, puts (a,b) in vector ab, returns nothing
void c_ols(size_t n, double *Y, double *X, double *ab) {
double Sx = 0.0, Sy = 0.0, Sxx = 0.0, Sxy = 0.0;
for (size_t i = 0; i < n; ++i) {
Sx += X[i];
Sy += Y[i];
Sxx += X[i]*X[i];
Sxy += X[i]*Y[i];
}
ab[1] = (Sxy-Sx*Sy/n)/(Sxx-Sx*Sx/n); //slope
ab[0] = (Sy - ab[1]*Sx)/n; //intercept
}

Binary file not shown.