Moving Frame Cross Bicorrelations Tests by Melvin Hinich ***************************************************************** Data Name Test data x-Data Column = 4 y-Data Column = 6 Statistics are computed from the residuals from a VAR( 2) fit to the selected two columns Windows are not overlapped Window Length 60 No. of frames = 47 First datum read in file 1 Last datum read 2867 Sample size = 2820 Sampling interval = 1.000000 day No. of lags = 4 No cross bicorrelations used = 36 Exponent = 0.35 Data format: (6(2x,f12.9)) ============================================================ Descriptive Statistics of x Data ============================================================ Mean = 0.395E-04 Std Dev = 0.107E-01 Skew =-0.173 Kurtosis = 3.14 C(6) = 22. Max value = 0.590E-01 Min value = -0.589E-01 ************************************************************ Descriptive Statistics of y Data ============================================================ Mean = -0.564E-03 Std Dev = 0.135E-01 Skew = 0.236 Kurtosis = 2.50 C(6) = 22. Max value = 0.738E-01 Min value = -0.678E-01 ************************************************************ 200 Bootstrapped false alarm thresholds Hxxy Threshold = .7838E-06 Hyyx Threshold = .1398E-03 Hxxx Threshold = .3492E-02 Hyyy Threshold = .4104E-02 Cx Threshold = 0.0017 Cy Threshold = 0.0214 Cxy Threshold = 0.0104 R Square = 0.107 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.155 c( 2) = -0.093 t = -0.16 t = -0.24 Equation 1 Lag 2 c( 1) = 0.075 c( 2) = -0.028 t = 0.08 t = -0.07 Equation 2 Lag 1 c( 1) = -0.127 c( 2) = -0.081 t = -0.05 t = -0.08 Equation 2 Lag 2 c( 1) = 0.114 c( 2) = -0.118 t = 0.05 t = -0.12 ============================================================ Statistics of x Residuals - Frame 1 ============================================================ Mean = 0.647E-04 Std Dev = 0.596E-02 Skew =-0.375E-01 Kurtosis =-0.595 C(6) = 2.0 Max value = 0.117E-01 Min value = -0.130E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.430E-02 Std Dev = 0.146E-01 Skew =-0.186 Kurtosis =-0.246 C(6) = -0.49 Max value = 0.284E-01 Min value = -0.423E-01 ************************************************************ R Square = 0.101 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.027 c( 2) = -0.024 t = 0.03 t = -0.07 Equation 1 Lag 2 c( 1) = 0.068 c( 2) = -0.041 t = 0.07 t = -0.13 Equation 2 Lag 1 c( 1) = 0.643 c( 2) = -0.205 t = 0.20 t = -0.20 Equation 2 Lag 2 c( 1) = 0.395 c( 2) = -0.026 t = 0.12 t = -0.03 ============================================================ Statistics of x Residuals - Frame 2 ============================================================ Mean = -0.241E-03 Std Dev = 0.638E-02 Skew = 0.201 Kurtosis =-0.500 C(6) = 1.2 Max value = 0.158E-01 Min value = -0.126E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.357E-02 Std Dev = 0.196E-01 Skew =-0.156E-01 Kurtosis =-0.654E-01 C(6) = -0.21 Max value = 0.515E-01 Min value = -0.440E-01 ************************************************************ R Square = 0.050 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.053 c( 2) = 0.021 t = -0.05 t = 0.05 Equation 1 Lag 2 c( 1) = 0.044 c( 2) = 0.014 t = 0.04 t = 0.03 Equation 2 Lag 1 c( 1) = -0.214 c( 2) = 0.091 t = -0.10 t = 0.09 Equation 2 Lag 2 c( 1) = -0.199 c( 2) = -0.026 t = -0.09 t = -0.03 ============================================================ Statistics of x Residuals - Frame 3 ============================================================ Mean = -0.236E-03 Std Dev = 0.999E-02 Skew = 0.482 Kurtosis = 0.792 C(6) = -3.8 Max value = 0.319E-01 Min value = -0.210E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.165E-02 Std Dev = 0.219E-01 Skew = 0.116 Kurtosis =-0.386 C(6) = 0.12 Max value = 0.527E-01 Min value = -0.403E-01 ************************************************************ R Square = 0.088 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.004 c( 2) = 0.140 t = 0.00 t = 0.22 Equation 1 Lag 2 c( 1) = 0.107 c( 2) = 0.112 t = 0.11 t = 0.18 Equation 2 Lag 1 c( 1) = 0.258 c( 2) = -0.067 t = 0.16 t = -0.07 Equation 2 Lag 2 c( 1) = 0.123 c( 2) = 0.061 t = 0.08 t = 0.06 ============================================================ Statistics of x Residuals - Frame 4 ============================================================ Mean = 0.178E-02 Std Dev = 0.720E-02 Skew =-0.971 Kurtosis = 2.73 C(6) = 14. Max value = 0.166E-01 Min value = -0.276E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.139E-02 Std Dev = 0.118E-01 Skew = 0.529 Kurtosis = 2.63 C(6) = 12. Max value = 0.451E-01 Min value = -0.287E-01 ************************************************************ R Square = 0.064 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.222 c( 2) = -0.015 t = -0.22 t = -0.03 Equation 1 Lag 2 c( 1) = -0.020 c( 2) = -0.133 t = -0.02 t = -0.23 Equation 2 Lag 1 c( 1) = 0.027 c( 2) = -0.094 t = 0.02 t = -0.09 Equation 2 Lag 2 c( 1) = 0.131 c( 2) = 0.141 t = 0.08 t = 0.14 ============================================================ Statistics of x Residuals - Frame 5 ============================================================ Mean = -0.333E-03 Std Dev = 0.641E-02 Skew = 0.407 Kurtosis = 0.100 C(6) = -0.91 Max value = 0.190E-01 Min value = -0.127E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.379E-03 Std Dev = 0.110E-01 Skew = 1.69 Kurtosis = 5.72 C(6) = 12. Max value = 0.495E-01 Min value = -0.213E-01 ************************************************************ R Square = 0.079 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.139 c( 2) = -0.135 t = -0.14 t = -0.32 Equation 1 Lag 2 c( 1) = 0.033 c( 2) = -0.011 t = 0.03 t = -0.02 Equation 2 Lag 1 c( 1) = 0.152 c( 2) = -0.066 t = 0.06 t = -0.07 Equation 2 Lag 2 c( 1) = 0.278 c( 2) = 0.140 t = 0.12 t = 0.13 ============================================================ Statistics of x Residuals - Frame 6 ============================================================ Mean = 0.684E-04 Std Dev = 0.516E-02 Skew =-0.163 Kurtosis = 0.592 C(6) = -4.3 Max value = 0.130E-01 Min value = -0.144E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.629E-03 Std Dev = 0.121E-01 Skew = 0.873 Kurtosis = 0.619 C(6) = -5.7 Max value = 0.405E-01 Min value = -0.185E-01 ************************************************************ R Square = 0.237 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.108 c( 2) = 0.018 t = 0.10 t = 0.03 Equation 1 Lag 2 c( 1) = 0.201 c( 2) = -0.051 t = 0.20 t = -0.08 Equation 2 Lag 1 c( 1) = -0.127 c( 2) = -0.299 t = -0.08 t = -0.31 Equation 2 Lag 2 c( 1) = 0.103 c( 2) = -0.115 t = 0.06 t = -0.12 ============================================================ Statistics of x Residuals - Frame 7 ============================================================ Mean = 0.115E-02 Std Dev = 0.459E-02 Skew = 0.158 Kurtosis =-0.154 C(6) = -1.5 Max value = 0.121E-01 Min value = -0.892E-02 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.108E-02 Std Dev = 0.733E-02 Skew = 0.670 Kurtosis = 1.95 C(6) = 2.6 Max value = 0.285E-01 Min value = -0.153E-01 ************************************************************ R Square = 0.088 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.182 c( 2) = 0.007 t = 0.18 t = 0.02 Equation 1 Lag 2 c( 1) = 0.054 c( 2) = -0.012 t = 0.05 t = -0.03 Equation 2 Lag 1 c( 1) = 0.321 c( 2) = 0.110 t = 0.12 t = 0.11 Equation 2 Lag 2 c( 1) = -0.615 c( 2) = 0.033 t = -0.23 t = 0.03 ============================================================ Statistics of x Residuals - Frame 8 ============================================================ Mean = 0.132E-02 Std Dev = 0.560E-02 Skew =-0.140 Kurtosis =-0.316 C(6) = 1.1 Max value = 0.132E-01 Min value = -0.138E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.256E-02 Std Dev = 0.144E-01 Skew = 0.165 Kurtosis = 0.430 C(6) = -2.7 Max value = 0.401E-01 Min value = -0.359E-01 ************************************************************ R Square = 0.062 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.010 c( 2) = 0.096 t = 0.01 t = 0.20 Equation 1 Lag 2 c( 1) = -0.102 c( 2) = -0.032 t = -0.10 t = -0.07 Equation 2 Lag 1 c( 1) = -0.066 c( 2) = -0.073 t = -0.03 t = -0.07 Equation 2 Lag 2 c( 1) = 0.270 c( 2) = -0.156 t = 0.13 t = -0.15 ============================================================ Statistics of x Residuals - Frame 9 ============================================================ Mean = -0.138E-02 Std Dev = 0.800E-02 Skew =-0.120 Kurtosis =-0.806 C(6) = 3.7 Max value = 0.130E-01 Min value = -0.191E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.284E-02 Std Dev = 0.170E-01 Skew = 0.220 Kurtosis = 3.51 C(6) = 11. Max value = 0.696E-01 Min value = -0.498E-01 ************************************************************ R Square = 0.166 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.163 c( 2) = -0.034 t = -0.17 t = -0.03 Equation 1 Lag 2 c( 1) = 0.275 c( 2) = 0.150 t = 0.28 t = 0.14 Equation 2 Lag 1 c( 1) = -0.042 c( 2) = -0.007 t = -0.05 t = -0.01 Equation 2 Lag 2 c( 1) = 0.074 c( 2) = 0.251 t = 0.08 t = 0.26 ============================================================ Statistics of x Residuals - Frame 10 ============================================================ Mean = -0.122E-02 Std Dev = 0.858E-02 Skew = 0.148 Kurtosis =-0.152 C(6) = -0.75 Max value = 0.196E-01 Min value = -0.212E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.331E-03 Std Dev = 0.785E-02 Skew = 0.183 Kurtosis =-0.146 C(6) = -1.4 Max value = 0.197E-01 Min value = -0.163E-01 ************************************************************ R Square = 0.064 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.062 c( 2) = -0.024 t = -0.06 t = -0.02 Equation 1 Lag 2 c( 1) = 0.133 c( 2) = 0.011 t = 0.13 t = 0.01 Equation 2 Lag 1 c( 1) = 0.022 c( 2) = -0.201 t = 0.02 t = -0.20 Equation 2 Lag 2 c( 1) = 0.002 c( 2) = -0.150 t = 0.00 t = -0.15 ============================================================ Statistics of x Residuals - Frame 11 ============================================================ Mean = -0.468E-03 Std Dev = 0.760E-02 Skew =-0.381 Kurtosis = 0.498E-01 C(6) = -1.1 Max value = 0.140E-01 Min value = -0.230E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.979E-03 Std Dev = 0.732E-02 Skew =-0.631E-01 Kurtosis =-0.392 C(6) = 0.32 Max value = 0.156E-01 Min value = -0.164E-01 ************************************************************ R Square = 0.153 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.048 c( 2) = -0.132 t = -0.05 t = -0.12 Equation 1 Lag 2 c( 1) = 0.265 c( 2) = -0.104 t = 0.29 t = -0.10 Equation 2 Lag 1 c( 1) = 0.069 c( 2) = 0.081 t = 0.08 t = 0.08 Equation 2 Lag 2 c( 1) = 0.021 c( 2) = 0.111 t = 0.02 t = 0.11 ============================================================ Statistics of x Residuals - Frame 12 ============================================================ Mean = 0.324E-03 Std Dev = 0.648E-02 Skew = 0.200 Kurtosis =-0.361 C(6) = -0.55 Max value = 0.155E-01 Min value = -0.140E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.115E-02 Std Dev = 0.605E-02 Skew =-0.132 Kurtosis =-0.219E-02 C(6) = -1.2 Max value = 0.139E-01 Min value = -0.165E-01 ************************************************************ R Square = 0.091 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.252 c( 2) = 0.062 t = -0.26 t = 0.13 Equation 1 Lag 2 c( 1) = 0.272 c( 2) = 0.061 t = 0.28 t = 0.13 Equation 2 Lag 1 c( 1) = 0.285 c( 2) = -0.004 t = 0.14 t = 0.00 Equation 2 Lag 2 c( 1) = 0.092 c( 2) = 0.113 t = 0.04 t = 0.11 ============================================================ Statistics of x Residuals - Frame 13 ============================================================ Mean = 0.794E-03 Std Dev = 0.578E-02 Skew = 0.120E-02 Kurtosis =-0.972 C(6) = 4.9 Max value = 0.115E-01 Min value = -0.103E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.241E-02 Std Dev = 0.120E-01 Skew = -1.07 Kurtosis = 4.69 C(6) = 6.0 Max value = 0.312E-01 Min value = -0.522E-01 ************************************************************ R Square = 0.160 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.264 c( 2) = -0.052 t = -0.27 t = -0.14 Equation 1 Lag 2 c( 1) = -0.182 c( 2) = -0.011 t = -0.19 t = -0.03 Equation 2 Lag 1 c( 1) = -0.050 c( 2) = -0.015 t = -0.02 t = -0.02 Equation 2 Lag 2 c( 1) = 0.860 c( 2) = 0.018 t = 0.35 t = 0.02 ============================================================ Statistics of x Residuals - Frame 14 ============================================================ Mean = 0.638E-03 Std Dev = 0.518E-02 Skew =-0.406 Kurtosis = 0.873 C(6) = -1.4 Max value = 0.111E-01 Min value = -0.166E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.160E-02 Std Dev = 0.134E-01 Skew = 0.925E-02 Kurtosis = 0.807 C(6) = -1.4 Max value = 0.333E-01 Min value = -0.438E-01 ************************************************************ R Square = 0.087 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.137 c( 2) = 0.013 t = -0.13 t = 0.04 Equation 1 Lag 2 c( 1) = -0.037 c( 2) = 0.010 t = -0.04 t = 0.03 Equation 2 Lag 1 c( 1) = -0.129 c( 2) = 0.194 t = -0.04 t = 0.19 Equation 2 Lag 2 c( 1) = 0.365 c( 2) = 0.034 t = 0.11 t = 0.03 ============================================================ Statistics of x Residuals - Frame 15 ============================================================ Mean = 0.593E-03 Std Dev = 0.448E-02 Skew = 0.492 Kurtosis =-0.204E-02 C(6) = -3.0 Max value = 0.122E-01 Min value = -0.868E-02 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.113E-02 Std Dev = 0.149E-01 Skew = 0.685 Kurtosis = 0.706 C(6) = -3.1 Max value = 0.507E-01 Min value = -0.256E-01 ************************************************************ R Square = 0.151 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.311 c( 2) = -0.020 t = 0.33 t = -0.06 Equation 1 Lag 2 c( 1) = -0.280 c( 2) = 0.009 t = -0.30 t = 0.02 Equation 2 Lag 1 c( 1) = -0.020 c( 2) = -0.099 t = -0.01 t = -0.10 Equation 2 Lag 2 c( 1) = 0.798 c( 2) = -0.136 t = 0.32 t = -0.14 ============================================================ Statistics of x Residuals - Frame 16 ============================================================ Mean = 0.566E-03 Std Dev = 0.418E-02 Skew =-0.200 Kurtosis =-0.166 C(6) = 0.99 Max value = 0.947E-02 Min value = -0.113E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.198E-03 Std Dev = 0.112E-01 Skew = 0.232 Kurtosis =-0.681E-01 C(6) = -1.7 Max value = 0.296E-01 Min value = -0.216E-01 ************************************************************ R Square = 0.134 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.132 c( 2) = 0.144 t = -0.14 t = 0.22 Equation 1 Lag 2 c( 1) = 0.206 c( 2) = -0.227 t = 0.21 t = -0.35 Equation 2 Lag 1 c( 1) = -0.059 c( 2) = 0.044 t = -0.04 t = 0.04 Equation 2 Lag 2 c( 1) = -0.084 c( 2) = -0.245 t = -0.06 t = -0.24 ============================================================ Statistics of x Residuals - Frame 17 ============================================================ Mean = -0.455E-03 Std Dev = 0.517E-02 Skew = 0.730E-01 Kurtosis = 0.807E-01 C(6) = -2.2 Max value = 0.122E-01 Min value = -0.141E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.194E-02 Std Dev = 0.783E-02 Skew = 0.897 Kurtosis = 1.36 C(6) = 0.58 Max value = 0.307E-01 Min value = -0.118E-01 ************************************************************ R Square = 0.098 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.020 c( 2) = -0.123 t = 0.02 t = -0.22 Equation 1 Lag 2 c( 1) = -0.067 c( 2) = -0.034 t = -0.07 t = -0.06 Equation 2 Lag 1 c( 1) = -0.202 c( 2) = -0.167 t = -0.11 t = -0.17 Equation 2 Lag 2 c( 1) = -0.349 c( 2) = -0.061 t = -0.19 t = -0.06 ============================================================ Statistics of x Residuals - Frame 18 ============================================================ Mean = -0.895E-04 Std Dev = 0.471E-02 Skew =-0.177 Kurtosis =-0.271 C(6) = -0.25 Max value = 0.931E-02 Min value = -0.125E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.939E-03 Std Dev = 0.835E-02 Skew = 0.294 Kurtosis = 0.606 C(6) = 1.5 Max value = 0.285E-01 Min value = -0.175E-01 ************************************************************ R Square = 0.147 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.112 c( 2) = 0.003 t = -0.11 t = 0.00 Equation 1 Lag 2 c( 1) = -0.062 c( 2) = 0.061 t = -0.06 t = 0.10 Equation 2 Lag 1 c( 1) = -0.249 c( 2) = -0.330 t = -0.15 t = -0.32 Equation 2 Lag 2 c( 1) = -0.277 c( 2) = 0.078 t = -0.16 t = 0.08 ============================================================ Statistics of x Residuals - Frame 19 ============================================================ Mean = 0.981E-03 Std Dev = 0.433E-02 Skew =-0.757E-04 Kurtosis =-0.917 C(6) = 4.8 Max value = 0.107E-01 Min value = -0.724E-02 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.103E-02 Std Dev = 0.726E-02 Skew =-0.646 Kurtosis = 1.28 C(6) = -3.9 Max value = 0.145E-01 Min value = -0.260E-01 ************************************************************ R Square = 0.056 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.083 c( 2) = 0.005 t = -0.08 t = 0.01 Equation 1 Lag 2 c( 1) = -0.135 c( 2) = -0.012 t = -0.13 t = -0.02 Equation 2 Lag 1 c( 1) = 0.106 c( 2) = -0.075 t = 0.06 t = -0.07 Equation 2 Lag 2 c( 1) = -0.147 c( 2) = 0.036 t = -0.09 t = 0.04 ============================================================ Statistics of x Residuals - Frame 20 ============================================================ Mean = 0.373E-03 Std Dev = 0.525E-02 Skew =-0.162 Kurtosis = 0.173 C(6) = -2.2 Max value = 0.139E-01 Min value = -0.137E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.542E-04 Std Dev = 0.862E-02 Skew = 0.434 Kurtosis =-0.289 C(6) = -2.6 Max value = 0.200E-01 Min value = -0.149E-01 ************************************************************ R Square = 0.027 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.062 c( 2) = 0.069 t = 0.06 t = 0.20 Equation 1 Lag 2 c( 1) = -0.145 c( 2) = -0.025 t = -0.14 t = -0.07 Equation 2 Lag 1 c( 1) = -0.075 c( 2) = -0.084 t = -0.02 t = -0.08 Equation 2 Lag 2 c( 1) = -0.013 c( 2) = -0.108 t = 0.00 t = -0.10 ============================================================ Statistics of x Residuals - Frame 21 ============================================================ Mean = 0.136E-02 Std Dev = 0.504E-02 Skew = 0.396E-01 Kurtosis = 0.269 C(6) = -2.3 Max value = 0.153E-01 Min value = -0.107E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.350E-02 Std Dev = 0.160E-01 Skew =-0.130 Kurtosis = 0.451 C(6) = -5.2 Max value = 0.371E-01 Min value = -0.464E-01 ************************************************************ R Square = 0.094 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.235 c( 2) = -0.013 t = 0.24 t = -0.02 Equation 1 Lag 2 c( 1) = 0.099 c( 2) = 0.151 t = 0.10 t = 0.29 Equation 2 Lag 1 c( 1) = -0.281 c( 2) = -0.180 t = -0.15 t = -0.17 Equation 2 Lag 2 c( 1) = -0.079 c( 2) = -0.068 t = -0.04 t = -0.07 ============================================================ Statistics of x Residuals - Frame 22 ============================================================ Mean = 0.361E-03 Std Dev = 0.612E-02 Skew =-0.592 Kurtosis =-0.477E-01 C(6) = -5.3 Max value = 0.111E-01 Min value = -0.157E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.105E-02 Std Dev = 0.120E-01 Skew =-0.107 Kurtosis =-0.256 C(6) = 0.69E-01 Max value = 0.297E-01 Min value = -0.296E-01 ************************************************************ R Square = 0.036 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.024 c( 2) = 0.154 t = 0.02 t = 0.15 Equation 1 Lag 2 c( 1) = 0.076 c( 2) = 0.046 t = 0.07 t = 0.04 Equation 2 Lag 1 c( 1) = -0.002 c( 2) = -0.147 t = 0.00 t = -0.14 Equation 2 Lag 2 c( 1) = -0.034 c( 2) = 0.031 t = -0.03 t = 0.03 ============================================================ Statistics of x Residuals - Frame 23 ============================================================ Mean = 0.165E-02 Std Dev = 0.952E-02 Skew = 0.984E-01 Kurtosis = 0.288 C(6) = -2.2 Max value = 0.262E-01 Min value = -0.231E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.161E-02 Std Dev = 0.949E-02 Skew =-0.681E-01 Kurtosis =-0.177E-01 C(6) = -1.3 Max value = 0.198E-01 Min value = -0.260E-01 ************************************************************ R Square = 0.158 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.132 c( 2) = 0.076 t = 0.13 t = 0.10 Equation 1 Lag 2 c( 1) = 0.121 c( 2) = 0.106 t = 0.12 t = 0.13 Equation 2 Lag 1 c( 1) = -0.168 c( 2) = -0.407 t = -0.13 t = -0.40 Equation 2 Lag 2 c( 1) = -0.115 c( 2) = -0.047 t = -0.09 t = -0.05 ============================================================ Statistics of x Residuals - Frame 24 ============================================================ Mean = -0.774E-03 Std Dev = 0.104E-01 Skew =-0.135 Kurtosis =-0.812E-01 C(6) = -1.9 Max value = 0.216E-01 Min value = -0.278E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.375E-02 Std Dev = 0.129E-01 Skew =-0.526 Kurtosis = 0.685 C(6) = -0.32 Max value = 0.248E-01 Min value = -0.467E-01 ************************************************************ R Square = 0.137 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.223 c( 2) = 0.066 t = 0.23 t = 0.17 Equation 1 Lag 2 c( 1) = 0.041 c( 2) = 0.083 t = 0.04 t = 0.21 Equation 2 Lag 1 c( 1) = -0.114 c( 2) = -0.091 t = -0.05 t = -0.09 Equation 2 Lag 2 c( 1) = -0.619 c( 2) = -0.248 t = -0.25 t = -0.25 ============================================================ Statistics of x Residuals - Frame 25 ============================================================ Mean = 0.173E-02 Std Dev = 0.821E-02 Skew = 0.318 Kurtosis =-0.393E-01 C(6) = 0.26 Max value = 0.260E-01 Min value = -0.140E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.169E-02 Std Dev = 0.214E-01 Skew = 0.357 Kurtosis = 0.171 C(6) = -3.8 Max value = 0.598E-01 Min value = -0.398E-01 ************************************************************ R Square = 0.069 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.188 c( 2) = 0.127 t = 0.19 t = 0.20 Equation 1 Lag 2 c( 1) = -0.192 c( 2) = 0.044 t = -0.19 t = 0.07 Equation 2 Lag 1 c( 1) = 0.086 c( 2) = 0.036 t = 0.05 t = 0.04 Equation 2 Lag 2 c( 1) = 0.107 c( 2) = -0.163 t = 0.07 t = -0.16 ============================================================ Statistics of x Residuals - Frame 26 ============================================================ Mean = -0.406E-03 Std Dev = 0.864E-02 Skew =-0.276 Kurtosis = 0.619 C(6) = -4.7 Max value = 0.207E-01 Min value = -0.253E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.165E-02 Std Dev = 0.135E-01 Skew =-0.125 Kurtosis =-0.365 C(6) = -0.52 Max value = 0.287E-01 Min value = -0.309E-01 ************************************************************ R Square = 0.117 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.201 c( 2) = -0.294 t = 0.20 t = -0.23 Equation 1 Lag 2 c( 1) = -0.259 c( 2) = -0.090 t = -0.26 t = -0.07 Equation 2 Lag 1 c( 1) = -0.025 c( 2) = -0.065 t = -0.03 t = -0.06 Equation 2 Lag 2 c( 1) = -0.032 c( 2) = 0.086 t = -0.04 t = 0.08 ============================================================ Statistics of x Residuals - Frame 27 ============================================================ Mean = -0.260E-02 Std Dev = 0.143E-01 Skew =-0.327E-01 Kurtosis =-0.753 C(6) = 3.2 Max value = 0.298E-01 Min value = -0.315E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.895E-03 Std Dev = 0.114E-01 Skew = 0.329 Kurtosis = 0.982 C(6) = -7.0 Max value = 0.341E-01 Min value = -0.245E-01 ************************************************************ R Square = 0.077 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.091 c( 2) = 0.043 t = 0.09 t = 0.05 Equation 1 Lag 2 c( 1) = -0.182 c( 2) = 0.087 t = -0.18 t = 0.10 Equation 2 Lag 1 c( 1) = 0.015 c( 2) = -0.095 t = 0.01 t = -0.10 Equation 2 Lag 2 c( 1) = -0.021 c( 2) = -0.258 t = -0.02 t = -0.26 ============================================================ Statistics of x Residuals - Frame 28 ============================================================ Mean = 0.235E-02 Std Dev = 0.161E-01 Skew = 0.548E-01 Kurtosis =-0.238E-01 C(6) = -2.6 Max value = 0.405E-01 Min value = -0.336E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.253E-02 Std Dev = 0.195E-01 Skew = 0.288 Kurtosis = 0.750 C(6) = -4.8 Max value = 0.535E-01 Min value = -0.490E-01 ************************************************************ R Square = 0.076 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.029 c( 2) = -0.049 t = 0.03 t = -0.05 Equation 1 Lag 2 c( 1) = -0.044 c( 2) = 0.054 t = -0.04 t = 0.05 Equation 2 Lag 1 c( 1) = -0.073 c( 2) = -0.006 t = -0.07 t = -0.01 Equation 2 Lag 2 c( 1) = -0.318 c( 2) = -0.107 t = -0.31 t = -0.11 ============================================================ Statistics of x Residuals - Frame 29 ============================================================ Mean = -0.295E-04 Std Dev = 0.125E-01 Skew = 0.154 Kurtosis = 0.878E-01 C(6) = -1.8 Max value = 0.328E-01 Min value = -0.313E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.472E-03 Std Dev = 0.123E-01 Skew =-0.629E-01 Kurtosis = 0.605 C(6) = -5.5 Max value = 0.318E-01 Min value = -0.321E-01 ************************************************************ R Square = 0.084 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.017 c( 2) = -0.014 t = 0.02 t = -0.02 Equation 1 Lag 2 c( 1) = -0.005 c( 2) = 0.034 t = 0.00 t = 0.05 Equation 2 Lag 1 c( 1) = 0.160 c( 2) = -0.236 t = 0.11 t = -0.23 Equation 2 Lag 2 c( 1) = -0.136 c( 2) = -0.062 t = -0.09 t = -0.06 ============================================================ Statistics of x Residuals - Frame 30 ============================================================ Mean = 0.993E-03 Std Dev = 0.957E-02 Skew =-0.893 Kurtosis = 1.26 C(6) = -8.0 Max value = 0.164E-01 Min value = -0.312E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.178E-02 Std Dev = 0.137E-01 Skew = 0.193 Kurtosis = 0.821 C(6) = -4.5 Max value = 0.435E-01 Min value = -0.321E-01 ************************************************************ R Square = 0.084 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.005 c( 2) = 0.155 t = 0.00 t = 0.14 Equation 1 Lag 2 c( 1) = -0.184 c( 2) = 0.076 t = -0.19 t = 0.07 Equation 2 Lag 1 c( 1) = -0.046 c( 2) = -0.138 t = -0.05 t = -0.14 Equation 2 Lag 2 c( 1) = -0.163 c( 2) = 0.069 t = -0.18 t = 0.07 ============================================================ Statistics of x Residuals - Frame 31 ============================================================ Mean = -0.123E-02 Std Dev = 0.116E-01 Skew = 0.111 Kurtosis =-0.410 C(6) = -0.22 Max value = 0.228E-01 Min value = -0.254E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.302E-04 Std Dev = 0.108E-01 Skew = 0.842E-01 Kurtosis = 1.33 C(6) = -4.7 Max value = 0.309E-01 Min value = -0.329E-01 ************************************************************ R Square = 0.088 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.029 c( 2) = 0.094 t = -0.03 t = 0.11 Equation 1 Lag 2 c( 1) = 0.017 c( 2) = -0.096 t = 0.02 t = -0.11 Equation 2 Lag 1 c( 1) = 0.065 c( 2) = 0.050 t = 0.06 t = 0.05 Equation 2 Lag 2 c( 1) = -0.211 c( 2) = -0.064 t = -0.18 t = -0.06 ============================================================ Statistics of x Residuals - Frame 32 ============================================================ Mean = 0.150E-02 Std Dev = 0.935E-02 Skew = 0.927E-01 Kurtosis =-0.439 C(6) = 1.2 Max value = 0.213E-01 Min value = -0.219E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.480E-03 Std Dev = 0.112E-01 Skew =-0.240 Kurtosis =-0.601E-01 C(6) = -2.9 Max value = 0.220E-01 Min value = -0.282E-01 ************************************************************ R Square = 0.076 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.005 c( 2) = 0.109 t = 0.00 t = 0.08 Equation 1 Lag 2 c( 1) = -0.158 c( 2) = 0.210 t = -0.16 t = 0.16 Equation 2 Lag 1 c( 1) = 0.045 c( 2) = 0.016 t = 0.06 t = 0.02 Equation 2 Lag 2 c( 1) = -0.034 c( 2) = -0.242 t = -0.05 t = -0.24 ============================================================ Statistics of x Residuals - Frame 33 ============================================================ Mean = -0.985E-03 Std Dev = 0.137E-01 Skew =-0.798E-01 Kurtosis =-0.625 C(6) = 3.3 Max value = 0.220E-01 Min value = -0.369E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.807E-03 Std Dev = 0.101E-01 Skew = 0.339 Kurtosis = 0.186 C(6) = -4.4 Max value = 0.266E-01 Min value = -0.239E-01 ************************************************************ R Square = 0.093 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.130 c( 2) = -0.268 t = 0.13 t = -0.26 Equation 1 Lag 2 c( 1) = -0.074 c( 2) = 0.121 t = -0.08 t = 0.11 Equation 2 Lag 1 c( 1) = 0.099 c( 2) = -0.035 t = 0.10 t = -0.03 Equation 2 Lag 2 c( 1) = 0.029 c( 2) = 0.145 t = 0.03 t = 0.14 ============================================================ Statistics of x Residuals - Frame 34 ============================================================ Mean = -0.216E-03 Std Dev = 0.123E-01 Skew =-0.348 Kurtosis =-0.745E-01 C(6) = -3.1 Max value = 0.228E-01 Min value = -0.309E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.632E-03 Std Dev = 0.121E-01 Skew = -2.54 Kurtosis = 11.9 C(6) = 0.15E+03 Max value = 0.211E-01 Min value = -0.659E-01 ************************************************************ R Square = 0.075 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.049 c( 2) = 0.078 t = 0.05 t = 0.14 Equation 1 Lag 2 c( 1) = -0.132 c( 2) = 0.038 t = -0.14 t = 0.07 Equation 2 Lag 1 c( 1) = -0.103 c( 2) = 0.008 t = -0.06 t = 0.01 Equation 2 Lag 2 c( 1) = -0.229 c( 2) = 0.167 t = -0.13 t = 0.16 ============================================================ Statistics of x Residuals - Frame 35 ============================================================ Mean = 0.371E-03 Std Dev = 0.760E-02 Skew =-0.514E-01 Kurtosis = 0.568 C(6) = -3.0 Max value = 0.224E-01 Min value = -0.198E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.183E-02 Std Dev = 0.133E-01 Skew =-0.354 Kurtosis = 0.313 C(6) = -3.3 Max value = 0.233E-01 Min value = -0.385E-01 ************************************************************ R Square = 0.074 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.014 c( 2) = 0.161 t = -0.01 t = 0.17 Equation 1 Lag 2 c( 1) = -0.212 c( 2) = 0.052 t = -0.21 t = 0.05 Equation 2 Lag 1 c( 1) = -0.184 c( 2) = -0.058 t = -0.17 t = -0.06 Equation 2 Lag 2 c( 1) = 0.063 c( 2) = -0.026 t = 0.06 t = -0.02 ============================================================ Statistics of x Residuals - Frame 36 ============================================================ Mean = 0.615E-04 Std Dev = 0.104E-01 Skew =-0.395 Kurtosis =-0.230E-01 C(6) = -3.4 Max value = 0.223E-01 Min value = -0.269E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.153E-02 Std Dev = 0.114E-01 Skew = 0.940E-01 Kurtosis =-0.711 C(6) = 2.7 Max value = 0.228E-01 Min value = -0.253E-01 ************************************************************ R Square = 0.119 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.156 c( 2) = 0.207 t = 0.15 t = 0.21 Equation 1 Lag 2 c( 1) = 0.028 c( 2) = 0.070 t = 0.03 t = 0.07 Equation 2 Lag 1 c( 1) = -0.223 c( 2) = 0.041 t = -0.22 t = 0.04 Equation 2 Lag 2 c( 1) = 0.181 c( 2) = 0.170 t = 0.18 t = 0.17 ============================================================ Statistics of x Residuals - Frame 37 ============================================================ Mean = -0.398E-03 Std Dev = 0.121E-01 Skew =-0.575E-01 Kurtosis = 1.23 C(6) = -7.9 Max value = 0.317E-01 Min value = -0.349E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.189E-02 Std Dev = 0.121E-01 Skew = 0.281 Kurtosis = 0.832E-02 C(6) = -4.0 Max value = 0.264E-01 Min value = -0.257E-01 ************************************************************ R Square = 0.073 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.123 c( 2) = -0.184 t = -0.13 t = -0.30 Equation 1 Lag 2 c( 1) = -0.281 c( 2) = -0.019 t = -0.30 t = -0.03 Equation 2 Lag 1 c( 1) = 0.080 c( 2) = 0.063 t = 0.05 t = 0.06 Equation 2 Lag 2 c( 1) = 0.007 c( 2) = 0.058 t = 0.00 t = 0.05 ============================================================ Statistics of x Residuals - Frame 38 ============================================================ Mean = 0.668E-03 Std Dev = 0.102E-01 Skew =-0.436 Kurtosis = 0.839 C(6) = -4.9 Max value = 0.231E-01 Min value = -0.314E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.126E-03 Std Dev = 0.174E-01 Skew = 1.15 Kurtosis = 3.97 C(6) = 4.9 Max value = 0.723E-01 Min value = -0.399E-01 ************************************************************ R Square = 0.098 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.052 c( 2) = 0.219 t = 0.05 t = 0.16 Equation 1 Lag 2 c( 1) = 0.004 c( 2) = 0.012 t = 0.00 t = 0.01 Equation 2 Lag 1 c( 1) = -0.015 c( 2) = -0.222 t = -0.02 t = -0.23 Equation 2 Lag 2 c( 1) = 0.066 c( 2) = -0.151 t = 0.09 t = -0.16 ============================================================ Statistics of x Residuals - Frame 39 ============================================================ Mean = -0.322E-02 Std Dev = 0.153E-01 Skew =-0.589 Kurtosis = 1.34 C(6) = -4.4 Max value = 0.297E-01 Min value = -0.557E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.129E-02 Std Dev = 0.106E-01 Skew = 0.495 Kurtosis = 0.542 C(6) = -1.7 Max value = 0.327E-01 Min value = -0.242E-01 ************************************************************ R Square = 0.132 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.098 c( 2) = -0.002 t = -0.10 t = 0.00 Equation 1 Lag 2 c( 1) = -0.275 c( 2) = -0.150 t = -0.28 t = -0.18 Equation 2 Lag 1 c( 1) = -0.217 c( 2) = -0.143 t = -0.19 t = -0.14 Equation 2 Lag 2 c( 1) = 0.063 c( 2) = -0.078 t = 0.05 t = -0.08 ============================================================ Statistics of x Residuals - Frame 40 ============================================================ Mean = 0.141E-02 Std Dev = 0.122E-01 Skew = 0.160 Kurtosis =-0.324 C(6) = -0.29 Max value = 0.302E-01 Min value = -0.260E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.541E-03 Std Dev = 0.148E-01 Skew = 0.592E-01 Kurtosis = 0.238 C(6) = -2.4 Max value = 0.353E-01 Min value = -0.414E-01 ************************************************************ R Square = 0.089 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.107 c( 2) = -0.030 t = 0.11 t = -0.06 Equation 1 Lag 2 c( 1) = -0.112 c( 2) = 0.109 t = -0.12 t = 0.20 Equation 2 Lag 1 c( 1) = 0.003 c( 2) = -0.075 t = 0.00 t = -0.07 Equation 2 Lag 2 c( 1) = 0.232 c( 2) = -0.070 t = 0.13 t = -0.07 ============================================================ Statistics of x Residuals - Frame 41 ============================================================ Mean = 0.381E-03 Std Dev = 0.720E-02 Skew =-0.610E-01 Kurtosis =-0.512 C(6) = 1.4 Max value = 0.164E-01 Min value = -0.157E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.140E-02 Std Dev = 0.136E-01 Skew = 0.104 Kurtosis =-0.363 C(6) = -0.26 Max value = 0.283E-01 Min value = -0.313E-01 ************************************************************ R Square = 0.088 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.226 c( 2) = 0.115 t = -0.22 t = 0.16 Equation 1 Lag 2 c( 1) = 0.067 c( 2) = 0.109 t = 0.07 t = 0.15 Equation 2 Lag 1 c( 1) = 0.074 c( 2) = 0.047 t = 0.05 t = 0.05 Equation 2 Lag 2 c( 1) = 0.128 c( 2) = -0.178 t = 0.09 t = -0.18 ============================================================ Statistics of x Residuals - Frame 42 ============================================================ Mean = -0.211E-02 Std Dev = 0.103E-01 Skew =-0.105 Kurtosis = 0.298 C(6) = -0.78 Max value = 0.240E-01 Min value = -0.325E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.106E-02 Std Dev = 0.144E-01 Skew = 0.290 Kurtosis = 0.111 C(6) = -1.8 Max value = 0.424E-01 Min value = -0.305E-01 ************************************************************ R Square = 0.163 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = 0.036 c( 2) = 0.697 t = 0.04 t = 0.33 Equation 1 Lag 2 c( 1) = 0.114 c( 2) = -0.345 t = 0.12 t = -0.16 Equation 2 Lag 1 c( 1) = -0.023 c( 2) = -0.007 t = -0.05 t = -0.01 Equation 2 Lag 2 c( 1) = -0.076 c( 2) = 0.043 t = -0.16 t = 0.04 ============================================================ Statistics of x Residuals - Frame 43 ============================================================ Mean = -0.703E-03 Std Dev = 0.240E-01 Skew =-0.121 Kurtosis =-0.574 C(6) = 1.3 Max value = 0.513E-01 Min value = -0.528E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.199E-02 Std Dev = 0.116E-01 Skew = 0.493E-01 Kurtosis =-0.203E-01 C(6) = -1.1 Max value = 0.291E-01 Min value = -0.303E-01 ************************************************************ R Square = 0.115 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.130 c( 2) = 0.105 t = -0.13 t = 0.08 Equation 1 Lag 2 c( 1) = -0.068 c( 2) = -0.045 t = -0.07 t = -0.03 Equation 2 Lag 1 c( 1) = -0.049 c( 2) = 0.004 t = -0.07 t = 0.00 Equation 2 Lag 2 c( 1) = -0.034 c( 2) = -0.013 t = -0.05 t = -0.01 ============================================================ Statistics of x Residuals - Frame 44 ============================================================ Mean = 0.203E-03 Std Dev = 0.166E-01 Skew = 0.923 Kurtosis = 1.48 C(6) = -9.6 Max value = 0.554E-01 Min value = -0.371E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.184E-02 Std Dev = 0.125E-01 Skew = 0.927E-01 Kurtosis =-0.459 C(6) = 0.35 Max value = 0.257E-01 Min value = -0.281E-01 ************************************************************ R Square = 0.089 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.039 c( 2) = -0.007 t = -0.04 t = 0.00 Equation 1 Lag 2 c( 1) = 0.183 c( 2) = -0.155 t = 0.18 t = -0.09 Equation 2 Lag 1 c( 1) = -0.052 c( 2) = -0.053 t = -0.08 t = -0.05 Equation 2 Lag 2 c( 1) = -0.097 c( 2) = 0.087 t = -0.16 t = 0.09 ============================================================ Statistics of x Residuals - Frame 45 ============================================================ Mean = -0.229E-02 Std Dev = 0.180E-01 Skew = 0.713 Kurtosis = 1.36 C(6) = -6.0 Max value = 0.585E-01 Min value = -0.445E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.132E-02 Std Dev = 0.111E-01 Skew =-0.371 Kurtosis =-0.581 C(6) = 2.0 Max value = 0.173E-01 Min value = -0.310E-01 ************************************************************ R Square = 0.118 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.165 c( 2) = 0.211 t = -0.17 t = 0.22 Equation 1 Lag 2 c( 1) = -0.080 c( 2) = 0.132 t = -0.08 t = 0.14 Equation 2 Lag 1 c( 1) = -0.125 c( 2) = -0.134 t = -0.12 t = -0.13 Equation 2 Lag 2 c( 1) = -0.074 c( 2) = 0.036 t = -0.07 t = 0.03 ============================================================ Statistics of x Residuals - Frame 46 ============================================================ Mean = 0.224E-02 Std Dev = 0.108E-01 Skew = 0.184 Kurtosis = 0.163E-01 C(6) = 0.88 Max value = 0.345E-01 Min value = -0.193E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = -0.173E-02 Std Dev = 0.115E-01 Skew =-0.164 Kurtosis =-0.246 C(6) = 1.3 Max value = 0.251E-01 Min value = -0.334E-01 ************************************************************ R Square = 0.091 VAR( 2) parameters / t values ============================================== Equation 1 Lag 1 c( 1) = -0.091 c( 2) = -0.035 t = -0.09 t = -0.04 Equation 1 Lag 2 c( 1) = -0.088 c( 2) = -0.028 t = -0.09 t = -0.03 Equation 2 Lag 1 c( 1) = -0.081 c( 2) = -0.023 t = -0.07 t = -0.02 Equation 2 Lag 2 c( 1) = 0.252 c( 2) = 0.094 t = 0.21 t = 0.09 ============================================================ Statistics of x Residuals - Frame 47 ============================================================ Mean = 0.917E-03 Std Dev = 0.733E-02 Skew = 0.115 Kurtosis =-0.430 C(6) = 0.57E-01 Max value = 0.173E-01 Min value = -0.139E-01 ************************************************************ Statistics of y Residuals ============================================================ Mean = 0.109E-02 Std Dev = 0.902E-02 Skew =-0.252E-01 Kurtosis = 0.214 C(6) = -0.59 Max value = 0.269E-01 Min value = -0.219E-01 ************************************************************ ############################################################ 0 ( 0.0%) significant xx frames 0 ( 0.0%) significant yy frames 0 ( 0.0%) significant xy frames ############################################################ 2 ( 4.3%) significant xxx frames ============================================================ Correlations of the CDF probabilites for all windws ========================================== (xxy,yyx) = 0.00 (xxy,xxx) = -0.04 (xxy, xy) = 0.26 (xxy,yyy) = 0.23 (xxy, xx) = 0.06 (xxy, yy) = -0.05 (yyx,yyy) = 0.36 (yyx, yy) = 0.21 (xy , xx) = -0.19 (xy , yy) = 0.04 (xxx,yyy) = -0.09 (xx , yy) = 0.05 (xxy,VarX) = -0.04 (yyx,VarX) = -0.22 (xy, VarX) = 0.07 (xxy,VarY) = 0.03 (yyx,VarY) = 0.16 (xy, VarY) = 0.11 ------------------------------------- Version 9- 7-2009 Date & Time Mon Sep 07 15:42:53 2009 Elapsed time = 0.05 secs