Final Presentation：財務時間序列
Wayne
2017年12月31日
原先構想
比較2017年世界最大的兩大科技公司(apple 與 Facebook)的報酬率的時間數列。
但是針對解釋變數部分，我找了不少網站，在R裡似乎沒有直接可以抓取我想要的資料指令，例如我的解釋變數要有
1.market value(市場價值) 2. P/B ratio(股價淨值比) 3.EPS(每股盈餘)
會想要找這三個解釋變數主要理由分別列至下方，
1.market value(市場價值) => 理由1：公司的大小與其股票報酬率高低呈反向關系
2.P/B ratio(股價淨值比) => 理由2：P/B比率越高，表示公司財務狀況越健康(風險低)，P/B比率越低(如低於一，像水餃股一樣)，表示公司有財務危機(風險高)，因此，「P/B比率」高低也與股票報酬率高低呈反向關係
3.EPS(每股盈餘) => 理由3：每股盈餘也能解釋報酬率
因為EPS是每月公布，我從TEJ抓到資料有限只有108筆，於是我就更改報告方向。
後來想一想其實可以透過getFinancial去抓財報裡資料，P/B ratio計算不易，於是打消這個念頭。
折衷作法
屈就於資料取得不易、資料整理耗時，但我還是想做 Apple 與 Facebook關聯， 這篇報導Facebook、Apple、Amazon、Google四大科技巨頭中，誰最不容易被顛覆？提到Facebook、Apple、Amazon、Google四大科技巨頭中(FAAG)，於是我以APPLE為主，Facebook、Amazon、Google為解釋變數，透過財務時間序列模型去做分析
R Packsges
- quantmod
- rugarch
- car + MASS
- ggplot2 + plotly + gridExtra
- copula
- rmgarch
操作過程
- 抓取資料並計算報酬率
rm(list=ls(all=TRUE)) #清除所有變數
library(quantmod)
library(rugarch)
library(car)
library(MASS)
library(ggplot2)
library(plotly)
library(gridExtra)
library(moments)
library(ggthemes)
start='2015-01-01'
end = "2017-12-31"
APPLE = getSymbols("AAPL",from=start,to=end, src = "yahoo", auto.assign = FALSE )
Asset = TTR::ROC(Ad(APPLE),type="continuous") #計算報酬率
colnames(Asset) = "LogReturn" #改名字
Asset = na.omit(Asset) #刪除missing的資料
Asset_mean = mean(Asset$LogReturn)
Asset_sd = sqrt(var(Asset$LogReturn))
Asset_sd = Asset_sd[1,1]關心資料基本型態
- 建構一個表：損失巨大、負報酬、正報酬、賺取巨大的機率
Asset_Basic = Asset
length(Asset$LogReturn)[1] 754Asset_mean = mean(Asset$LogReturn)
Asset_sd = sqrt(var(Asset$LogReturn))
Asset_sd = Asset_sd[1,1]
Asset_Basic$CountBigLoss= NA
Asset_Basic$NegativeReturn = NA
Asset_Basic$PositiveReturn = NA
Asset_Basic$CountBigGain= NA
d=1.5
for(i in 1:length(Asset_Basic$LogReturn)){
if(Asset_Basic$LogReturn[i]<= Asset_mean - d*Asset_sd){
Asset_Basic$CountBigLoss[i] = 1}else {
Asset_Basic$CountBigLoss[i] = 0}
}
for(i in 1:length(Asset_Basic$LogReturn)){
if(Asset_Basic$LogReturn[i]< 0){
Asset_Basic$NegativeReturn[i] = 1}else {
Asset_Basic$NegativeReturn[i] = 0}
}
for(i in 1:length(Asset_Basic$LogReturn)){
if(Asset_Basic$LogReturn[i]>= 0){
Asset_Basic$PositiveReturn[i] = 1}else {
Asset_Basic$PositiveReturn[i] = 0}
}
for(i in 1:length(Asset_Basic$LogReturn)){
if(Asset_Basic$LogReturn[i]>= Asset_mean + d*Asset_sd){
Asset_Basic$CountBigGain[i] = 1}else {
Asset_Basic$CountBigGain[i] = 0}
}
BigLossProb = sum(Asset_Basic$CountBigLoss)/length(Asset_Basic$LogReturn)
NegativeReturnProb = sum(Asset_Basic$NegativeReturn)/length(Asset_Basic$LogReturn)
PositiveReturnProb = sum(Asset_Basic$PositiveReturn)/length(Asset_Basic$LogReturn)
BigGainProb = sum(Asset_Basic$CountBigGain)/length(Asset_Basic$LogReturn)
BasicStat = matrix(
c(BigLossProb, NegativeReturnProb, PositiveReturnProb, BigGainProb),
nrow=1, # number of rows
ncol=4, # number of columns
byrow = TRUE)
dimnames(BasicStat) = list(
c("Probability"), # row names
c("BigLoss", "NegativeReturn", "PositiveReturn", "BigGain"))
show(BasicStat) BigLoss NegativeReturn PositiveReturn BigGain
Probability 0.06763926 0.4774536 0.5225464 0.05172414skewness(Asset$LogReturn) LogReturn
-0.1333273 kurtosis(Asset$LogReturn)LogReturn
6.240172 - 盒形圖
Asset$Price = Ad(APPLE)
Asset = na.omit(Asset)
colnames(Asset) = c("LogReturn","Price")
asset=data.frame(date=index(Asset), coredata(Asset))
#as.Date(asset$date,'%m/%d/%Y')
#format(as.Date(asset$date,'%m/%d/%Y'),'%Y')
asset$date=format(as.Date(asset$date,'%m/%d/%Y'),'%Y')
fig0_1 = ggplot(asset, aes(x=date,y=Price , color=date)) +
geom_boxplot(outlier.colour="black", outlier.shape=8,
outlier.size=2)+ ggtitle("盒型圖觀察 - Price and LogReturn")
fig0_2 = ggplot(asset, aes(x=date,y=LogReturn , color=date)) +
geom_boxplot(outlier.colour="red", outlier.shape=8,
outlier.size=2)
library(gridExtra)
grid.arrange(fig0_1,fig0_2,nrow=2,ncol=1)
資料配適
- fit normal density
fig1 = ggplot(Asset, aes(x=LogReturn)) +
geom_histogram(aes(y=..density..),
stat="bin",
bins=50,
col="blue",
fill="green",
alpha=0.2) +
stat_function(fun=dnorm,
args=list(mean=Asset_mean, sd=Asset_sd),
col="red")
fig1 
- fit kernel density
fig2 = ggplot(Asset, aes(x=LogReturn)) +
geom_histogram(aes(y=..density..),
stat="bin",
bins=50,
col="blue",
fill="green",
alpha=0.2)+
geom_density(adjust=1, colour='red')
fig2
- fit NIG distribution
library(rugarch)
spec = arfimaspec(mean.model=list(armaOrder=c(0,0), include.mean=TRUE),
distribution.model="nig")
Out = arfimafit(data=Asset$LogReturn, spec=spec)
mu = Out@fit$coef[1]
sigma = Out@fit$coef[2]
skew = Out@fit$coef[3]
shape = Out@fit$coef[4]
x = Out@fit$residuals
y = ddist(distribution="nig", x,
mu=mu, sigma=sigma, skew=skew, shape=shape)
nig = data.frame(x=x, y=y)- density function of nig distribution and kernal on residual
fig3 = ggplot(nig, aes(x=x)) +
geom_histogram(aes(y=..density..),
stat="bin",
bins=50,
col="blue",
fill="green",
alpha=0.2) +
geom_line(aes(x=x, y=y), data=nig, colour='red')+
geom_density(adjust=1, colour='blue')
fig3
模型配適
ARMA-gjrGARCH-in-mean在conditional 下的模型假設是 at | F t-1 ~ N(0,σt)。 為了建立合適的ARMA-gjrGARCH-in-mean模型，我先決定ARMA的order，再決定gjrGARCH-in-mean的order。
ARMA order決定
關於決定ARMA的order 我用的方法是先觀察ACF與PACF，視ACF為Cut off 和PACF為Tail off，進而決定ARMA (p , q) ，再進一步確定ARMA的標準化殘差是否通過Ljung- Box檢定，我以p-value > 0.05為標準，意味著不拒絕Ho，則視為殘差為White noice。最後決定ARMA(0,0)。
ACF, PACF 觀察
- ACF, PACF 觀察
ticker = "APPLE "
acf(as.numeric(Asset$LogReturn), main=paste0(ticker,"-return"))
pacf(as.numeric(Asset$LogReturn), main=paste0(ticker,"-return"))
ARMA(0,0)-fit
- ARMA(0,0)-fit
ARMA_p=0
ARMA_q=0
spec1 = arfimaspec(mean.model = list(armaOrder = c(ARMA_p,ARMA_q),
include.mean=TRUE,
arfima=FALSE,
external.regressors=NULL),
distribution.model = "norm")
model1_fit = arfimafit(spec=spec1, data=Asset$LogReturn)
model1_fit##
## *----------------------------------*
## * ARFIMA Model Fit *
## *----------------------------------*
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000653 0.000525 1.244 0.21351
## sigma 0.014404 0.000371 38.833 0.00000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000653 0.000517 1.2619 0.207
## sigma 0.014404 0.000797 18.0737 0.000
##
## LogLikelihood : 2127.291
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.6374
## Bayes -5.6251
## Shibata -5.6374
## Hannan-Quinn -5.6326
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.3943 0.5301
## Lag[2*(p+q)+(p+q)-1][2] 1.1715 0.4458
## Lag[4*(p+q)+(p+q)-1][5] 2.7114 0.4623
##
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 9.182 2.444e-03
## Lag[2*(p+q)+(p+q)-1][2] 9.620 2.409e-03
## Lag[4*(p+q)+(p+q)-1][5] 20.119 1.798e-05
##
##
## ARCH LM Tests
## ------------------------------------
## Statistic DoF P-Value
## ARCH Lag[2] 9.661 2 0.0079813
## ARCH Lag[5] 24.518 5 0.0001726
## ARCH Lag[10] 34.372 10 0.0001597
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 2.1587
## Individual Statistics:
## mu 0.187
## sigma 2.028
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 0.61 0.749 1.07
## Individual Statistic: 0.35 0.47 0.75
##
##
## Elapsed time : 0.542887model1_resid = model1_fit@fit$residuals
acf(model1_resid, main="Series residual")
pacf(model1_resid, main="Series residual")
AutoARMA
結果也是一樣 - AutoARMA
autorfima_fit = autoarfima(data=Asset$LogReturn, ar.max=2, ma.max = 2,
criterion = "AIC", method = "full")
autorfima_fit## $fit
##
## *----------------------------------*
## * ARFIMA Model Fit *
## *----------------------------------*
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000653 0.000525 1.244 0.21351
## sigma 0.014404 0.000371 38.833 0.00000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000653 0.000517 1.2619 0.207
## sigma 0.014404 0.000797 18.0737 0.000
##
## LogLikelihood : 2127.291
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.6374
## Bayes -5.6251
## Shibata -5.6374
## Hannan-Quinn -5.6326
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.3943 0.5301
## Lag[2*(p+q)+(p+q)-1][2] 1.1715 0.4458
## Lag[4*(p+q)+(p+q)-1][5] 2.7114 0.4623
##
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 9.182 2.444e-03
## Lag[2*(p+q)+(p+q)-1][2] 9.620 2.409e-03
## Lag[4*(p+q)+(p+q)-1][5] 20.119 1.798e-05
##
##
## ARCH LM Tests
## ------------------------------------
## Statistic DoF P-Value
## ARCH Lag[2] 9.661 2 0.0079813
## ARCH Lag[5] 24.518 5 0.0001726
## ARCH Lag[10] 34.372 10 0.0001597
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 2.1587
## Individual Statistics:
## mu 0.187
## sigma 2.028
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 0.61 0.749 1.07
## Individual Statistic: 0.35 0.47 0.75
##
##
## Elapsed time : 0.01951385
##
##
## $rank.matrix
## ar1 ar2 ma1 ma2 im arf AIC converged
## 1 0 0 0 0 1 0 -5.637376 1
## 2 0 0 0 1 0 0 -5.637272 1
## 3 0 1 0 0 0 0 -5.637179 1
## 4 0 0 0 1 1 0 -5.636893 1
## 5 0 1 0 0 1 0 -5.636778 1
## 6 0 0 1 0 0 0 -5.636011 1
## 7 1 0 0 0 0 0 -5.635953 1
## 8 0 0 1 0 1 0 -5.635296 1
## 9 1 0 0 0 1 0 -5.635245 1
## 10 1 0 0 1 0 0 -5.635219 1
## 11 1 1 0 0 0 0 -5.635213 1
## 12 0 0 1 1 0 0 -5.635146 1
## 13 0 1 1 0 0 0 -5.635130 1
## 14 1 1 1 1 0 0 -5.634915 1
## 15 1 0 0 1 1 0 -5.634726 1
## 16 1 1 0 0 1 0 -5.634695 1
## 17 0 0 1 1 1 0 -5.634653 1
## 18 0 1 1 0 1 0 -5.634612 1
## 19 1 1 1 1 1 0 -5.634397 1
## 20 1 1 1 0 0 0 -5.633762 1
## 21 0 1 0 1 0 0 -5.633717 1
## 22 1 0 1 0 0 0 -5.633588 1
## 23 1 1 1 0 1 0 -5.633450 1
## 24 0 1 0 1 1 0 -5.633136 1
## 25 0 1 1 1 0 0 -5.633082 1
## 26 1 1 0 1 0 0 -5.632908 1
## 27 1 0 1 0 1 0 -5.632787 1
## 28 1 0 1 1 0 0 -5.632736 1
## 29 0 1 1 1 1 0 -5.632457 1
## 30 1 0 1 1 1 0 -5.632329 1
## 31 1 1 0 1 1 0 -5.632294 1ARMA+gjrGARCH-in-mean order 決定
進一步決定ARMA-gjrGARCH-in-mean的order，我以ARMA(0, 0)為基礎再加上gjrGARCH(q, p) 的order，採用方法為窮舉法，gjrGARCH(1,0)-in-mean => gjrGARCH(0, 1)-in-mean =>gjrGARCH(1,1)-in-mean … 直到標準化殘差的平方通過Ljung- Box檢定，我以p-value > 0.05為標準，意味著不拒絕Ho，則視為殘差平方為White noice。最後決定使用通過Ljung- Box檢定的gjrGARCH(1,1)-in-mean。
ARMA(0,0)+gjrGARCH(1,0)-in-mean
- ARMA(0,0)+gjrGARCH(1,0)-in-mean
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 0
DataSize = length(Asset$LogReturn)
WindowSize = 251
OutSample = DataSize-WindowSize
spec2 = ugarchspec(mean.model=list(armaOrder=c(ARMA_p,ARMA_q), include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=NULL,
archex=FALSE),
variance.model=list(model="gjrGARCH", garchOrder=c(GARCH_q,GARCH_p)),
distribution.model="norm")
modelfit2 = ugarchfit(spec=spec2,
data=Asset$LogReturn,
out.sample=OutSample,
solver="hybrid",
solver.control=list(tol=1e-5, delta=1e-5, trace=1)
)##
## Iter: 1 fn: 324.2770 Pars: 0.0074363462 2.0335243259 0.0000003037 0.0578502318 0.1206906930
## Iter: 2 fn: -675.0343 Pars: -0.0083486 0.5462366 0.0002137 0.1490294 0.3662235
## Iter: 3 fn: -675.0343 Pars: -0.0083486 0.5462366 0.0002137 0.1490294 0.3662235
## solnp--> Completed in 3 iterationsmodelfit2##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,0)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008349 0.002313 -3.6090 0.000307
## archm 0.546237 0.122835 4.4469 0.000009
## omega 0.000214 0.000024 9.0951 0.000000
## alpha1 0.149029 0.104488 1.4263 0.153788
## gamma1 0.366223 0.190277 1.9247 0.054269
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008349 0.003219 -2.5935 0.009499
## archm 0.546237 0.169507 3.2225 0.001271
## omega 0.000214 0.000037 5.7814 0.000000
## alpha1 0.149029 0.105408 1.4138 0.157410
## gamma1 0.366223 0.142435 2.5712 0.010136
##
## LogLikelihood : 675.0343
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.3389
## Bayes -5.2687
## Shibata -5.3397
## Hannan-Quinn -5.3107
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.2600 0.6101
## Lag[2*(p+q)+(p+q)-1][2] 0.9346 0.5199
## Lag[4*(p+q)+(p+q)-1][5] 2.3226 0.5444
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.08184 0.77482
## Lag[2*(p+q)+(p+q)-1][2] 0.54077 0.67477
## Lag[4*(p+q)+(p+q)-1][5] 7.97807 0.02984
## d.o.f=1
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[2] 0.9033 0.500 2.000 0.341887
## ARCH Lag[4] 9.6506 1.397 1.611 0.006086
## ARCH Lag[6] 11.3028 2.222 1.500 0.006592
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 1.1835
## Individual Statistics:
## mu 0.04010
## archm 0.04139
## omega 0.31029
## alpha1 0.18928
## gamma1 0.08223
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.28 1.47 1.88
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.913 0.05689 *
## Negative Sign Bias 1.423 0.15611
## Positive Sign Bias 0.492 0.62317
## Joint Effect 4.304 0.23043
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 26.05 0.1288
## 2 30 34.30 0.2285
## 3 40 49.08 0.1293
## 4 50 54.78 0.2647
##
##
## Elapsed time : 1.628798ARMA(0,0)+gjrGARCH(0,1)-in-mean
- ARMA(0,0)+gjrGARCH(0,1)-in-mean
ARMA_p = 0
ARMA_q = 0
GARCH_q = 0
GARCH_p = 1
spec3 = ugarchspec(mean.model=list(armaOrder=c(ARMA_p,ARMA_q), include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=NULL,
archex=FALSE),
variance.model=list(model="gjrGARCH", garchOrder=c(GARCH_q,GARCH_p)),
distribution.model="norm")
modelfit3 = ugarchfit(spec=spec3,
data=Asset$LogReturn,
out.sample=OutSample,
solver="hybrid",
solver.control=list(tol=1e-5, delta=1e-5, trace=1)
)##
## Iter: 1 fn: 19001.3629 Pars: 0.3754157256 -22.1321763870 0.0000002847 0.9000000000
## solnp--> Solution not reliable....Problem Inverting Hessian.
##
## Trying nlminb solver...## Warning in nlminb(start = pars, objective = fun, gradient = gr, hessian =
## hessian, : unrecognized control elements named 'tol', 'delta' ignored## 0: 12544.896: 0.00838347 -10.0000 2.84713e-07 0.900000
## 1: 12544.896: 0.00838347 -10.0000 2.84713e-07 0.900000
## 2: 12544.896: 0.00838347 -10.000 2.84713e-07 0.900000
## 3: 12544.896: 0.00838347 -10.000 2.84713e-07 0.900000
## 4: 12544.896: 0.00838347 -10.000 2.84713e-07 0.900000
## 5: 12544.895: 0.00838347 -10.000 2.84713e-07 0.900000
## 6: 12544.888: 0.00838347 -10.000 2.84713e-07 0.900000
## 7: 12544.848: 0.00838347 -10.000 2.84715e-07 0.900000
## 8: 12544.213: 0.00838347 -10.000 2.84741e-07 0.900000
## 9: 12537.175: 0.00838347 -10.000 2.85029e-07 0.900001
## 10: 12496.919: 0.00838347 -10.000 2.86711e-07 0.900001
## 11: 11922.388: 0.00838347 -10.000 3.13612e-07 0.900002
## 12: 10484.654: 0.00838347 -10.000 4.21214e-07 0.900007
## 13: 9797.0947: 0.00838347 -9.99999 5.19368e-07 0.900161
## 14: 9296.6315: 0.00838347 -9.99989 6.47548e-07 0.900798
## 15: 9016.1399: 0.00838347 -9.99972 7.85519e-07 0.901395
## 16: 8862.5893: 0.00838347 -9.99942 9.34389e-07 0.901901
## 17: 8791.7362: 0.00838347 -9.99890 1.07780e-06 0.902208
## 18: 8765.0885: 0.00838347 -9.99824 1.19933e-06 0.902196
## 19: 8757.4467: 0.00838347 -9.99753 1.28072e-06 0.901986
## 20: 8227.5768: 0.00838347 -9.67203 2.93948e-06 0.768226
## 21: 1169.0192: 0.00838347 -4.04629 4.62818e-06 1.00000
## 22: 263.70092: 0.00838347 1.55322 4.65735e-05 0.419863
## 23: -515.33079: 0.00838347 -0.553745 5.23262e-05 0.384938
## 24: -540.94453: 0.00833680 -0.908090 5.47084e-05 0.379091
## 25: -549.49343: 0.00827025 -0.952764 5.67335e-05 0.378622
## 26: -579.68492: 0.00800362 -0.953757 6.50092e-05 0.382093
## 27: -625.63091: 0.00739417 -0.766603 8.27631e-05 0.396731
## 28: -652.92717: 0.00669494 -0.504549 0.000102347 0.417641
## 29: -662.50927: 0.00611319 -0.345665 0.000118543 0.436754
## 30: -666.45422: 0.00567634 -0.289964 0.000130832 0.452052
## 31: -668.59125: 0.00529601 -0.287109 0.000141667 0.465992
## 32: -669.00968: 0.00511909 -0.302304 0.000146769 0.472693
## 33: -669.02529: 0.00508605 -0.307377 0.000147736 0.473980
## 34: -669.02537: 0.00508552 -0.307976 0.000147759 0.474019
## 35: -669.02538: 0.00508628 -0.308179 0.000147745 0.474010
## 36: -669.02541: 0.00508834 -0.308527 0.000147710 0.473994
## 37: -669.02545: 0.00509166 -0.308947 0.000147665 0.473996
## 38: -669.02559: 0.00510100 -0.309916 0.000147560 0.474062
## 39: -669.02594: 0.00512310 -0.311863 0.000147354 0.474324
## 40: -669.02686: 0.00518067 -0.316349 0.000146886 0.475193
## 41: -669.02930: 0.00532951 -0.326977 0.000145796 0.477752
## 42: -669.03599: 0.00573004 -0.353968 0.000143068 0.485173
## 43: -669.05425: 0.00681093 -0.424302 0.000136048 0.506097
## 44: -669.10337: 0.00838347 -0.523007 0.000126601 0.538724
## 45: -669.14477: 0.00838347 -0.514969 0.000127893 0.542446
## 46: -669.15740: 0.00838347 -0.505148 0.000128222 0.543551
## 47: -669.15752: 0.00838347 -0.504284 0.000128198 0.543504
## 48: -669.15752: 0.00838347 -0.504280 0.000128194 0.543499
## 49: -669.15752: 0.00838347 -0.504280 0.000128188 0.543498
## 50: -669.15752: 0.00838347 -0.504278 0.000128174 0.543511
## 51: -669.15753: 0.00838347 -0.504274 0.000128141 0.543570
## 52: -669.15754: 0.00838347 -0.504268 0.000128058 0.543769
## 53: -669.15757: 0.00838347 -0.504258 0.000127850 0.544353
## 54: -669.15767: 0.00838347 -0.504242 0.000127310 0.546013
## 55: -669.15791: 0.00838347 -0.504215 0.000125881 0.550656
## 56: -669.15862: 0.00838347 -0.504157 0.000121901 0.564005
## 57: -669.16076: 0.00838347 -0.503964 0.000109703 0.605683
## 58: -669.16472: 0.00838347 -0.503144 7.84312e-05 0.713926
## 59: -669.19178: 0.00838347 -0.500867 5.15400e-05 0.809125
## 60: -669.27362: 0.00838347 -0.500758 4.78300e-05 0.831978
## 61: -669.33150: 0.00838347 -0.500141 4.21281e-05 0.849027
## 62: -669.39972: 0.00838347 -0.498929 2.89612e-05 0.893288
## 63: -669.45129: 0.00838347 -0.498441 2.63799e-05 0.904899
## 64: -669.46924: 0.00838347 -0.497956 2.34035e-05 0.915279
## 65: -669.47114: 0.00838347 -0.500786 2.18412e-05 0.921772
## 66: -669.49047: 0.00838347 -0.506463 2.02933e-05 0.926213
## 67: -669.49113: 0.00838347 -0.509403 2.01171e-05 0.926645
## 68: -669.49117: 0.00838347 -0.508617 1.99903e-05 0.927114
## 69: -669.49118: 0.00838347 -0.508585 2.01629e-05 0.926515
## 70: -669.49118: 0.00838347 -0.508736 2.00985e-05 0.926736
## 71: -669.49118: 0.00838347 -0.508711 2.00977e-05 0.926739
## 72: -669.49118: 0.00838347 -0.508713 2.00980e-05 0.926738modelfit3##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(0,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.008383 0.009116 0.91961 0.35778
## archm -0.508713 0.547469 -0.92921 0.35278
## omega 0.000020 0.000024 0.85105 0.39474
## beta1 0.926738 0.085204 10.87667 0.00000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.008383 0.005106 1.6420 0.100585
## archm -0.508713 0.289989 -1.7543 0.079388
## omega 0.000020 0.000009 2.2193 0.026465
## beta1 0.926738 0.028561 32.4475 0.000000
##
## LogLikelihood : 669.4912
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.3027
## Bayes -5.2465
## Shibata -5.3032
## Hannan-Quinn -5.2801
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.1161 0.7333
## Lag[2*(p+q)+(p+q)-1][2] 0.9825 0.5039
## Lag[4*(p+q)+(p+q)-1][5] 2.1100 0.5927
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 8.283 0.0040028
## Lag[2*(p+q)+(p+q)-1][2] 8.489 0.0048004
## Lag[4*(p+q)+(p+q)-1][5] 14.105 0.0007715
## d.o.f=1
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[2] 0.4058 0.500 2.000 0.52409
## ARCH Lag[4] 7.0279 1.397 1.611 0.02786
## ARCH Lag[6] 8.4016 2.222 1.500 0.03335
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 1.2265
## Individual Statistics:
## mu 0.3085
## archm 0.2471
## omega 0.4275
## beta1 0.4202
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.07 1.24 1.6
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 0.7665 0.44414
## Negative Sign Bias 2.2855 0.02313 **
## Positive Sign Bias 1.5304 0.12720
## Joint Effect 9.8956 0.01947 **
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 31.95 0.03168
## 2 30 32.86 0.28324
## 3 40 48.12 0.15006
## 4 50 63.54 0.07921
##
##
## Elapsed time : 0.619468ARMA(0,0)+gjrGARCH(1,1)-in-mean
- ARMA(0,0)+gjrGARCH(1,1)-in-mean
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
spec4 = ugarchspec(mean.model=list(armaOrder=c(ARMA_p,ARMA_q), include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=NULL,
archex=FALSE),
variance.model=list(model="gjrGARCH", garchOrder=c(GARCH_q,GARCH_p)),
distribution.model="norm")
modelfit4 = ugarchfit(spec=spec4,
data=Asset$LogReturn,
out.sample=OutSample,
solver="hybrid",
solver.control=list(tol=1e-5, delta=1e-5, trace=1)
)##
## Iter: 1 fn: -662.4555 Pars: -0.0090597460 0.5502653409 0.0000002847 0.0500000000 0.9000000000 0.0500000000
## solnp--> Solution not reliable....Problem Inverting Hessian.
##
## Trying nlminb solver...## Warning in nlminb(start = pars, objective = fun, gradient = gr, hessian =
## hessian, : unrecognized control elements named 'tol', 'delta' ignored## 0: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 1: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 2: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 3: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 4: -673.72744: -0.00838347 0.551104 2.22045e-16 0.0537269 0.912014 0.0574924
## 5: -674.67537: -0.00838347 0.549406 1.40078e-07 0.0429460 0.925682 0.0561908
## 6: -674.99076: -0.00838347 0.508973 2.22045e-16 0.0477352 0.929302 0.0440794
## 7: -675.03944: -0.00838347 0.497098 7.08593e-08 0.0441843 0.929242 0.0530656
## 8: -675.25043: -0.00838233 0.496441 1.21345e-07 0.0399631 0.934984 0.0524341
## 9: -675.28855: -0.00837977 0.497248 1.24468e-07 0.0391755 0.936620 0.0520912
## 10: -675.29658: -0.00837721 0.497671 1.07680e-07 0.0399111 0.936385 0.0517360
## 11: -675.30814: -0.00836940 0.498075 6.19138e-08 0.0421639 0.935014 0.0513819
## 12: -675.31338: -0.00836159 0.497588 2.86432e-08 0.0438775 0.933757 0.0514455
## 13: -675.31879: -0.00834707 0.496213 2.22045e-16 0.0454238 0.932290 0.0523259
## 14: -675.32454: -0.00833162 0.494607 2.22045e-16 0.0455070 0.931764 0.0535748
## 15: -675.34606: -0.00826982 0.488525 2.22045e-16 0.0457229 0.930431 0.0567487
## 16: -675.41509: -0.00802263 0.467636 3.12555e-09 0.0462414 0.926575 0.0660321
## 17: -675.53564: -0.00751195 0.429544 3.41456e-08 0.0457436 0.921306 0.0812748
## 18: -675.77560: -0.00636680 0.350993 1.52095e-07 0.0416441 0.913789 0.110470
## 19: -676.07954: -0.00472286 0.246195 4.05323e-07 0.0307660 0.909266 0.146571
## 20: -676.45409: -0.00384365 0.195060 6.16517e-07 0.0199503 0.914884 0.156051
## 21: -676.50166: -0.00232206 0.102175 8.71183e-07 0.00000 0.957482 0.0955640
## 22: -677.57012: -0.00190019 0.0788958 9.58818e-07 0.00000 0.942500 0.125376
## 23: -677.76656: -0.00170479 0.0681315 9.69998e-07 0.00000 0.944385 0.115732
## 24: -677.83598: -0.00111753 0.0452494 9.89952e-07 0.00000 0.946448 0.103709
## 25: -677.85539: -0.000806489 0.0214073 9.91770e-07 0.00000 0.944547 0.110687
## 26: -677.85714: -0.000805650 0.0217056 9.89906e-07 0.00000 0.945186 0.108915
## 27: -677.85737: -0.000775877 0.0198801 9.89017e-07 0.00000 0.945462 0.108235
## 28: -677.85739: -0.000765721 0.0191973 9.88831e-07 0.00000 0.945495 0.108195
## 29: -677.85741: -0.000760239 0.0188286 9.88766e-07 0.00000 0.945503 0.108200
## 30: -677.85744: -0.000752401 0.0183033 9.88712e-07 0.00000 0.945514 0.108211
## 31: -677.85752: -0.000739558 0.0174436 9.88717e-07 0.00000 0.945531 0.108231
## 32: -677.85772: -0.000719221 0.0160829 9.88971e-07 0.00000 0.945557 0.108262
## 33: -677.85827: -0.000686802 0.0139129 9.90026e-07 0.00000 0.945596 0.108312
## 34: -677.85968: -0.000635969 0.0105144 9.93393e-07 0.00000 0.945655 0.108383
## 35: -677.86336: -0.000557883 0.00529398 1.00322e-06 0.00000 0.945730 0.108500
## 36: -677.87291: -0.000441224 -0.00250065 1.03047e-06 0.00000 0.945810 0.108662
## 37: -677.89736: -0.000281033 -0.0131998 1.10330e-06 0.00000 0.945817 0.108881
## 38: -677.95922: -9.27162e-05 -0.0257911 1.29407e-06 0.00000 0.945526 0.109132
## 39: -678.10902: 3.16334e-05 -0.0342686 1.77500e-06 0.00000 0.944286 0.109377
## 40: -678.43977: -0.000189367 -0.0205980 2.90871e-06 0.00000 0.940530 0.109763
## 41: -678.86718: -0.000950170 0.0270789 4.44317e-06 0.00000 0.934501 0.110954
## 42: -679.71509: -0.00351195 0.185881 8.12970e-06 0.00000 0.918416 0.115988
## 43: -680.42717: -0.00744280 0.428400 1.31424e-05 0.00000 0.895310 0.123848
## 44: -680.73253: -0.00838347 0.491401 1.62291e-05 0.00000 0.884822 0.111616
## 45: -680.78087: -0.00838347 0.501444 1.66484e-05 0.00000 0.880952 0.112959
## 46: -680.81059: -0.00838347 0.508263 1.70587e-05 0.00000 0.875636 0.117551
## 47: -680.81410: -0.00838347 0.508136 1.71637e-05 0.00000 0.874172 0.118851
## 48: -680.81423: -0.00838347 0.508096 1.72239e-05 2.81840e-05 0.873294 0.119592
## 49: -680.82046: -0.00838347 0.505914 1.70672e-05 0.00245671 0.873157 0.116409
## 50: -680.82347: -0.00838347 0.503447 1.72517e-05 0.00468196 0.870457 0.116934
## 51: -680.82373: -0.00838308 0.503461 1.72633e-05 0.00477378 0.870469 0.116953
## 52: -680.82436: -0.00838269 0.503631 1.72368e-05 0.00501716 0.870329 0.116999
## 53: -680.82902: -0.00838347 0.503672 1.74278e-05 0.00773892 0.866749 0.117375
## 54: -680.83833: -0.00838347 0.503452 1.86103e-05 0.0163708 0.853295 0.119197
## 55: -680.84355: -0.00838347 0.505991 1.91462e-05 0.0180780 0.849038 0.120212
## 56: -680.85000: -0.00838347 0.508940 2.02074e-05 0.0186548 0.843363 0.122251
## 57: -680.85158: -0.00838347 0.508307 2.09227e-05 0.0189879 0.839620 0.123882
## 58: -680.85178: -0.00838347 0.507972 2.10147e-05 0.0178179 0.840113 0.124451
## 59: -680.85183: -0.00838347 0.507644 2.10979e-05 0.0182713 0.839271 0.124701
## 60: -680.85183: -0.00838347 0.507713 2.10709e-05 0.0182139 0.839436 0.124667
## 61: -680.85183: -0.00838347 0.507713 2.10700e-05 0.0182026 0.839442 0.124681
## 62: -680.85183: -0.00838347 0.507712 2.10703e-05 0.0182020 0.839439 0.124684modelfit4##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008383 0.005463 -1.5347 0.124854
## archm 0.507712 0.354276 1.4331 0.151830
## omega 0.000021 0.000020 1.0475 0.294854
## alpha1 0.018202 0.055008 0.3309 0.740721
## beta1 0.839439 0.123694 6.7864 0.000000
## gamma1 0.124684 0.075334 1.6551 0.097907
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008383 0.005545 -1.51181 0.130583
## archm 0.507712 0.353697 1.43544 0.151161
## omega 0.000021 0.000033 0.64126 0.521352
## alpha1 0.018202 0.072427 0.25132 0.801570
## beta1 0.839439 0.203697 4.12103 0.000038
## gamma1 0.124684 0.082343 1.51421 0.129973
##
## LogLikelihood : 680.8518
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.3773
## Bayes -5.2930
## Shibata -5.3784
## Hannan-Quinn -5.3434
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.06178 0.8037
## Lag[2*(p+q)+(p+q)-1][2] 0.85105 0.5492
## Lag[4*(p+q)+(p+q)-1][5] 1.47068 0.7471
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.9967 0.3181
## Lag[2*(p+q)+(p+q)-1][5] 2.6722 0.4702
## Lag[4*(p+q)+(p+q)-1][9] 5.1837 0.4029
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.3865 0.500 2.000 0.5342
## ARCH Lag[5] 2.4569 1.440 1.667 0.3788
## ARCH Lag[7] 3.1620 2.315 1.543 0.4835
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 1.1317
## Individual Statistics:
## mu 0.22135
## archm 0.30601
## omega 0.08480
## alpha1 0.05103
## beta1 0.06404
## gamma1 0.07777
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.49 1.68 2.12
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.5288 0.1276
## Negative Sign Bias 0.3088 0.7578
## Positive Sign Bias 0.9889 0.3237
## Joint Effect 3.8478 0.2784
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 21.27 0.3220
## 2 30 36.69 0.1543
## 3 40 46.85 0.1815
## 4 50 44.42 0.6591
##
##
## Elapsed time : 0.8275762以下公式是參考課本符號與假設所建立合適的ARMA(0,0)-gjrGARCH(1,1)-in-mean模型
\[\begin{align} Y_t - \mu_t &= a_t ,\\ a_t | F_{t-1} \sim \hbox{iid} \mathcal{N}(0, \sigma_{t}^2)\\ \mu_t &= -0.000086+ 0.507712 * \sigma_{t}^2 , \\ \sigma_{t}^2 &= 0.000021 + 0.018202 a_{t-1}^2 + 0.839439 \sigma_{t-1}^2 + 0.124684 I(a_{t-1}<0) a_{t-1}^2 .\\ \end{align}\]預測
ARMA(0,0)+gjrGARCH(1,1)
固定參數下預測
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
spec4 = ugarchspec(mean.model=list(armaOrder=c(ARMA_p,ARMA_q), include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=NULL,
archex=FALSE),
variance.model=list(model="gjrGARCH", garchOrder=c(GARCH_q,GARCH_p)),
distribution.model="norm")
modelfit4 = ugarchfit(spec=spec4,
data=Asset$LogReturn,
out.sample=OutSample,
solver="hybrid",
solver.control=list(tol=1e-5, delta=1e-5, trace=1)
)##
## Iter: 1 fn: -662.4555 Pars: -0.0090597460 0.5502653409 0.0000002847 0.0500000000 0.9000000000 0.0500000000
## solnp--> Solution not reliable....Problem Inverting Hessian.
##
## Trying nlminb solver...## Warning in nlminb(start = pars, objective = fun, gradient = gr, hessian =
## hessian, : unrecognized control elements named 'tol', 'delta' ignored## 0: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 1: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 2: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 3: -664.67905: -0.00838347 0.550265 2.84713e-07 0.0500000 0.900000 0.0500000
## 4: -673.72744: -0.00838347 0.551104 2.22045e-16 0.0537269 0.912014 0.0574924
## 5: -674.67537: -0.00838347 0.549406 1.40078e-07 0.0429460 0.925682 0.0561908
## 6: -674.99076: -0.00838347 0.508973 2.22045e-16 0.0477352 0.929302 0.0440794
## 7: -675.03944: -0.00838347 0.497098 7.08593e-08 0.0441843 0.929242 0.0530656
## 8: -675.25043: -0.00838233 0.496441 1.21345e-07 0.0399631 0.934984 0.0524341
## 9: -675.28855: -0.00837977 0.497248 1.24468e-07 0.0391755 0.936620 0.0520912
## 10: -675.29658: -0.00837721 0.497671 1.07680e-07 0.0399111 0.936385 0.0517360
## 11: -675.30814: -0.00836940 0.498075 6.19138e-08 0.0421639 0.935014 0.0513819
## 12: -675.31338: -0.00836159 0.497588 2.86432e-08 0.0438775 0.933757 0.0514455
## 13: -675.31879: -0.00834707 0.496213 2.22045e-16 0.0454238 0.932290 0.0523259
## 14: -675.32454: -0.00833162 0.494607 2.22045e-16 0.0455070 0.931764 0.0535748
## 15: -675.34606: -0.00826982 0.488525 2.22045e-16 0.0457229 0.930431 0.0567487
## 16: -675.41509: -0.00802263 0.467636 3.12555e-09 0.0462414 0.926575 0.0660321
## 17: -675.53564: -0.00751195 0.429544 3.41456e-08 0.0457436 0.921306 0.0812748
## 18: -675.77560: -0.00636680 0.350993 1.52095e-07 0.0416441 0.913789 0.110470
## 19: -676.07954: -0.00472286 0.246195 4.05323e-07 0.0307660 0.909266 0.146571
## 20: -676.45409: -0.00384365 0.195060 6.16517e-07 0.0199503 0.914884 0.156051
## 21: -676.50166: -0.00232206 0.102175 8.71183e-07 0.00000 0.957482 0.0955640
## 22: -677.57012: -0.00190019 0.0788958 9.58818e-07 0.00000 0.942500 0.125376
## 23: -677.76656: -0.00170479 0.0681315 9.69998e-07 0.00000 0.944385 0.115732
## 24: -677.83598: -0.00111753 0.0452494 9.89952e-07 0.00000 0.946448 0.103709
## 25: -677.85539: -0.000806489 0.0214073 9.91770e-07 0.00000 0.944547 0.110687
## 26: -677.85714: -0.000805650 0.0217056 9.89906e-07 0.00000 0.945186 0.108915
## 27: -677.85737: -0.000775877 0.0198801 9.89017e-07 0.00000 0.945462 0.108235
## 28: -677.85739: -0.000765721 0.0191973 9.88831e-07 0.00000 0.945495 0.108195
## 29: -677.85741: -0.000760239 0.0188286 9.88766e-07 0.00000 0.945503 0.108200
## 30: -677.85744: -0.000752401 0.0183033 9.88712e-07 0.00000 0.945514 0.108211
## 31: -677.85752: -0.000739558 0.0174436 9.88717e-07 0.00000 0.945531 0.108231
## 32: -677.85772: -0.000719221 0.0160829 9.88971e-07 0.00000 0.945557 0.108262
## 33: -677.85827: -0.000686802 0.0139129 9.90026e-07 0.00000 0.945596 0.108312
## 34: -677.85968: -0.000635969 0.0105144 9.93393e-07 0.00000 0.945655 0.108383
## 35: -677.86336: -0.000557883 0.00529398 1.00322e-06 0.00000 0.945730 0.108500
## 36: -677.87291: -0.000441224 -0.00250065 1.03047e-06 0.00000 0.945810 0.108662
## 37: -677.89736: -0.000281033 -0.0131998 1.10330e-06 0.00000 0.945817 0.108881
## 38: -677.95922: -9.27162e-05 -0.0257911 1.29407e-06 0.00000 0.945526 0.109132
## 39: -678.10902: 3.16334e-05 -0.0342686 1.77500e-06 0.00000 0.944286 0.109377
## 40: -678.43977: -0.000189367 -0.0205980 2.90871e-06 0.00000 0.940530 0.109763
## 41: -678.86718: -0.000950170 0.0270789 4.44317e-06 0.00000 0.934501 0.110954
## 42: -679.71509: -0.00351195 0.185881 8.12970e-06 0.00000 0.918416 0.115988
## 43: -680.42717: -0.00744280 0.428400 1.31424e-05 0.00000 0.895310 0.123848
## 44: -680.73253: -0.00838347 0.491401 1.62291e-05 0.00000 0.884822 0.111616
## 45: -680.78087: -0.00838347 0.501444 1.66484e-05 0.00000 0.880952 0.112959
## 46: -680.81059: -0.00838347 0.508263 1.70587e-05 0.00000 0.875636 0.117551
## 47: -680.81410: -0.00838347 0.508136 1.71637e-05 0.00000 0.874172 0.118851
## 48: -680.81423: -0.00838347 0.508096 1.72239e-05 2.81840e-05 0.873294 0.119592
## 49: -680.82046: -0.00838347 0.505914 1.70672e-05 0.00245671 0.873157 0.116409
## 50: -680.82347: -0.00838347 0.503447 1.72517e-05 0.00468196 0.870457 0.116934
## 51: -680.82373: -0.00838308 0.503461 1.72633e-05 0.00477378 0.870469 0.116953
## 52: -680.82436: -0.00838269 0.503631 1.72368e-05 0.00501716 0.870329 0.116999
## 53: -680.82902: -0.00838347 0.503672 1.74278e-05 0.00773892 0.866749 0.117375
## 54: -680.83833: -0.00838347 0.503452 1.86103e-05 0.0163708 0.853295 0.119197
## 55: -680.84355: -0.00838347 0.505991 1.91462e-05 0.0180780 0.849038 0.120212
## 56: -680.85000: -0.00838347 0.508940 2.02074e-05 0.0186548 0.843363 0.122251
## 57: -680.85158: -0.00838347 0.508307 2.09227e-05 0.0189879 0.839620 0.123882
## 58: -680.85178: -0.00838347 0.507972 2.10147e-05 0.0178179 0.840113 0.124451
## 59: -680.85183: -0.00838347 0.507644 2.10979e-05 0.0182713 0.839271 0.124701
## 60: -680.85183: -0.00838347 0.507713 2.10709e-05 0.0182139 0.839436 0.124667
## 61: -680.85183: -0.00838347 0.507713 2.10700e-05 0.0182026 0.839442 0.124681
## 62: -680.85183: -0.00838347 0.507712 2.10703e-05 0.0182020 0.839439 0.124684modelfit4##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008383 0.005463 -1.5347 0.124854
## archm 0.507712 0.354276 1.4331 0.151830
## omega 0.000021 0.000020 1.0475 0.294854
## alpha1 0.018202 0.055008 0.3309 0.740721
## beta1 0.839439 0.123694 6.7864 0.000000
## gamma1 0.124684 0.075334 1.6551 0.097907
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.008383 0.005545 -1.51181 0.130583
## archm 0.507712 0.353697 1.43544 0.151161
## omega 0.000021 0.000033 0.64126 0.521352
## alpha1 0.018202 0.072427 0.25132 0.801570
## beta1 0.839439 0.203697 4.12103 0.000038
## gamma1 0.124684 0.082343 1.51421 0.129973
##
## LogLikelihood : 680.8518
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.3773
## Bayes -5.2930
## Shibata -5.3784
## Hannan-Quinn -5.3434
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.06178 0.8037
## Lag[2*(p+q)+(p+q)-1][2] 0.85105 0.5492
## Lag[4*(p+q)+(p+q)-1][5] 1.47068 0.7471
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.9967 0.3181
## Lag[2*(p+q)+(p+q)-1][5] 2.6722 0.4702
## Lag[4*(p+q)+(p+q)-1][9] 5.1837 0.4029
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.3865 0.500 2.000 0.5342
## ARCH Lag[5] 2.4569 1.440 1.667 0.3788
## ARCH Lag[7] 3.1620 2.315 1.543 0.4835
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 1.1317
## Individual Statistics:
## mu 0.22135
## archm 0.30601
## omega 0.08480
## alpha1 0.05103
## beta1 0.06404
## gamma1 0.07777
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.49 1.68 2.12
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.5288 0.1276
## Negative Sign Bias 0.3088 0.7578
## Positive Sign Bias 0.9889 0.3237
## Joint Effect 3.8478 0.2784
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 21.27 0.3220
## 2 30 36.69 0.1543
## 3 40 46.85 0.1815
## 4 50 44.42 0.6591
##
##
## Elapsed time : 0.826112spec4 = getspec(modelfit4)
setfixed(spec4)= as.list(coef(modelfit4))
forecast4 = ugarchforecast(spec4,
data = Asset$LogReturn,
n.ahead = 1,
n.roll = OutSample-1,
out.sample = OutSample)plot(forecast4, which=2)
return_forecast4=forecast4@forecast$seriesFor
return_forecast4_1=forecast4@forecast$sigmaFor
length(fitted(forecast4))## [1] 503Asset$Returnforecast = NA
Asset$Sigmaforecast = NA
Asset$Returnforecast[(DataSize-OutSample+1):DataSize] = return_forecast4[1:OutSample]
Asset$Sigmaforecast[(DataSize-OutSample+1):DataSize] = return_forecast4_1[1:OutSample]
plot(index(Asset),Asset$LogReturn, type='l', col ='blue', lty=1, xlab='time', ylab='daily return')
lines(index(Asset), Asset$Returnforecast, type='l', col='red', lty=2)
lines(index(Asset), Asset$Sigmaforecast, type='l', col='green', lty=2)
解釋變數置入模型
簡單回歸分析 - 檢查線性性
VIF>10以上，事先排除掉，避免多元共線性問題
library(car)
library(MASS)
start = "2015-01-01"
end = "2017-12-31"
APPLE = getSymbols("AAPL",from=start,to=end, src = "yahoo", auto.assign = FALSE )
FB = getSymbols("FB",from=start,to=end, src = "yahoo", auto.assign = FALSE )
AMAZON = getSymbols("AMZN",from=start,to=end, src = "yahoo", auto.assign = FALSE )
GOOGLE = getSymbols("GOOGL",from=start,to=end, src = "yahoo", auto.assign = FALSE )
APPLE$APPLreturn = TTR::ROC(Ad(APPLE),type="continuous")
FB$FBreturn = TTR::ROC(Ad(FB),type="continuous")
AMAZON$AMZNreturn = TTR::ROC(Ad(AMAZON),type="continuous")
GOOGLE$GOOGLreturn = TTR::ROC(Ad(GOOGLE),type="continuous")
Return = cbind(APPLE$APPLreturn,FB$FBreturn,AMAZON$AMZNreturn,GOOGLE$GOOGLreturn)
Return = na.omit(Return)
pairs(APPLreturn ~ FBreturn + AMZNreturn + GOOGLreturn, data=Return)
out=lm(APPLreturn ~ FBreturn + AMZNreturn + GOOGLreturn, data=Return)
summary(out)##
## Call:
## lm(formula = APPLreturn ~ FBreturn + AMZNreturn + GOOGLreturn,
## data = Return)
##
## Residuals:
## Min 1Q Median 3Q Max
## -0.062407 -0.005684 0.000093 0.006668 0.057268
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 1.313e-05 4.541e-04 0.029 0.97693
## FBreturn 2.844e-01 4.006e-02 7.098 2.93e-12 ***
## AMZNreturn 9.278e-02 3.384e-02 2.742 0.00625 **
## GOOGLreturn 1.856e-01 4.568e-02 4.064 5.34e-05 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 0.01241 on 750 degrees of freedom
## Multiple R-squared: 0.2622, Adjusted R-squared: 0.2592
## F-statistic: 88.83 on 3 and 750 DF, p-value: < 2.2e-16vif(out) ## FBreturn AMZNreturn GOOGLreturn
## 1.791543 1.759202 1.935804Regressor.mean = as.matrix(cbind(Return$FBreturn,Return$AMZNreturn,Return$GOOGLreturn))
Regressor.variance = as.matrix(cbind((Return$FBreturn)^2,(Return$AMZNreturn)^2,(Return$GOOGLreturn)^2))模型配合
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
spec5 = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=Regressor.mean,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p),
submodel=NULL,
external.regressors=Regressor.variance,
variance.targeting=FALSE),
distribution.model="norm")
modelfit5 = ugarchfit(spec=spec5, data=Return$APPLreturn, solver="hybrid")
modelfit5##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000775 0.001227 0.631103 0.527973
## archm -0.077949 0.116217 -0.670715 0.502402
## mxreg1 0.343276 0.040557 8.464107 0.000000
## mxreg2 0.112027 0.031813 3.521415 0.000429
## mxreg3 0.154270 0.046598 3.310678 0.000931
## omega 0.000008 0.000000 49.427158 0.000000
## alpha1 0.003882 0.016636 0.233370 0.815474
## beta1 0.838361 0.019630 42.707694 0.000000
## gamma1 0.232058 0.049215 4.715231 0.000002
## vxreg1 0.000000 0.006314 0.000002 0.999999
## vxreg2 0.000000 0.001945 0.000005 0.999996
## vxreg3 0.000000 0.002517 0.000004 0.999997
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000775 0.002126 0.364338 0.715605
## archm -0.077949 0.182676 -0.426703 0.669596
## mxreg1 0.343276 0.073458 4.673093 0.000003
## mxreg2 0.112027 0.033695 3.324752 0.000885
## mxreg3 0.154270 0.075889 2.032837 0.042069
## omega 0.000008 0.000000 37.931436 0.000000
## alpha1 0.003882 0.035458 0.109491 0.912813
## beta1 0.838361 0.040486 20.707644 0.000000
## gamma1 0.232058 0.072275 3.210783 0.001324
## vxreg1 0.000000 0.008142 0.000001 0.999999
## vxreg2 0.000000 0.001964 0.000005 0.999996
## vxreg3 0.000000 0.002754 0.000004 0.999997
##
## LogLikelihood : 2299.802
##
## Information Criteria
## ------------------------------------
##
## Akaike -6.0684
## Bayes -5.9948
## Shibata -6.0689
## Hannan-Quinn -6.0401
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 1.122 0.2894
## Lag[2*(p+q)+(p+q)-1][2] 2.184 0.2340
## Lag[4*(p+q)+(p+q)-1][5] 3.214 0.3694
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.004694 0.9454
## Lag[2*(p+q)+(p+q)-1][5] 0.336637 0.9797
## Lag[4*(p+q)+(p+q)-1][9] 0.758182 0.9941
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.05632 0.500 2.000 0.8124
## ARCH Lag[5] 0.71939 1.440 1.667 0.8176
## ARCH Lag[7] 0.85757 2.315 1.543 0.9356
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 18.2362
## Individual Statistics:
## mu 0.07674
## archm 0.06506
## mxreg1 0.10145
## mxreg2 0.26895
## mxreg3 0.21050
## omega 1.04962
## alpha1 0.46773
## beta1 0.17507
## gamma1 0.14781
## vxreg1 1.15080
## vxreg2 1.79822
## vxreg3 1.99037
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 2.69 2.96 3.51
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.8699 0.06189 *
## Negative Sign Bias 0.4644 0.64252
## Positive Sign Bias 0.8233 0.41060
## Joint Effect 3.8588 0.27712
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 53.27 4.265e-05
## 2 30 67.22 7.208e-05
## 3 40 87.49 1.394e-05
## 4 50 88.97 4.169e-04
##
##
## Elapsed time : 1.028809精簡模型1
直接篩選掉不顯著的係數，且滿足殘差通過，決定最後有解釋變數模型。
ARMA_p = 0
ARMA_q = 0
GARCH_q = 0
GARCH_p = 1
spec6 = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=Regressor.mean,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="norm")
modelfit6 = ugarchfit(spec=spec6, data=Return$APPLreturn, solver="hybrid")
modelfit6##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(0,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.009212 0.000038 244.2816 0.00000
## archm -0.784573 0.039477 -19.8741 0.00000
## mxreg1 0.253354 0.040587 6.2422 0.00000
## mxreg2 0.114787 0.034129 3.3633 0.00077
## mxreg3 0.206939 0.046809 4.4209 0.00001
## omega 0.000000 0.000000 0.0000 1.00000
## beta1 0.998570 0.000004 226970.9607 0.00000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.009212 0.000227 40.6147 0.000000
## archm -0.784573 0.210598 -3.7255 0.000195
## mxreg1 0.253354 0.074152 3.4167 0.000634
## mxreg2 0.114787 0.036315 3.1609 0.001573
## mxreg3 0.206939 0.085234 2.4279 0.015187
## omega 0.000000 0.000007 0.0000 1.000000
## beta1 0.998570 0.000010 102650.3362 0.000000
##
## LogLikelihood : 2268.291
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.9981
## Bayes -5.9552
## Shibata -5.9983
## Hannan-Quinn -5.9816
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 2.793 0.09465
## Lag[2*(p+q)+(p+q)-1][2] 3.360 0.11217
## Lag[4*(p+q)+(p+q)-1][5] 4.792 0.17047
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 19.72 8.970e-06
## Lag[2*(p+q)+(p+q)-1][2] 20.58 3.135e-06
## Lag[4*(p+q)+(p+q)-1][5] 24.22 1.318e-06
## d.o.f=1
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[2] 1.712 0.500 2.000 0.19079
## ARCH Lag[4] 5.424 1.397 1.611 0.06939
## ARCH Lag[6] 6.763 2.222 1.500 0.07981
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 160.4905
## Individual Statistics:
## mu 0.4996
## archm 0.4020
## mxreg1 0.1183
## mxreg2 0.1947
## mxreg3 0.1165
## omega 83.8032
## beta1 0.2068
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.69 1.9 2.35
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.353 1.766e-01
## Negative Sign Bias 4.342 1.604e-05 ***
## Positive Sign Bias 1.149 2.508e-01
## Joint Effect 20.215 1.532e-04 ***
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 54.75 2.535e-05
## 2 30 73.51 9.898e-06
## 3 40 86.00 2.159e-05
## 4 50 104.49 6.804e-06
##
##
## Elapsed time : 1.023229精簡模型2
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 0
spec7 = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=Regressor.mean,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="norm")
modelfit7 = ugarchfit(spec=spec7, data=Return$APPLreturn, solver="hybrid")
modelfit7##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,0)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.035984 0.001584 -22.716092 0.00000
## archm -0.397746 0.027449 -14.490334 0.00000
## mxreg1 -0.437938 0.020402 -21.464906 0.00000
## mxreg2 1.025659 0.026645 38.493866 0.00000
## mxreg3 0.007480 0.036968 0.202349 0.83964
## omega 0.000000 0.000004 0.044324 0.96465
## alpha1 1.000000 0.040088 24.945256 0.00000
## gamma1 -0.002000 0.199692 -0.010015 0.99201
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.035984 0.004065 -8.852941 0.00000
## archm -0.397746 0.064499 -6.166711 0.00000
## mxreg1 -0.437938 0.063280 -6.920643 0.00000
## mxreg2 1.025659 0.063411 16.174724 0.00000
## mxreg3 0.007480 0.088528 0.084497 0.93266
## omega 0.000000 0.000001 0.144314 0.88525
## alpha1 1.000000 0.022100 45.249861 0.00000
## gamma1 -0.002000 0.228309 -0.008760 0.99301
##
## LogLikelihood : 899.4362
##
## Information Criteria
## ------------------------------------
##
## Akaike -2.3646
## Bayes -2.3155
## Shibata -2.3648
## Hannan-Quinn -2.3456
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 22.04 2.675e-06
## Lag[2*(p+q)+(p+q)-1][2] 29.25 1.666e-08
## Lag[4*(p+q)+(p+q)-1][5] 36.03 6.223e-10
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.03273 0.8564
## Lag[2*(p+q)+(p+q)-1][2] 0.62202 0.6390
## Lag[4*(p+q)+(p+q)-1][5] 1.76501 0.6749
## d.o.f=1
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[2] 1.172 0.500 2.000 0.2789
## ARCH Lag[4] 2.121 1.397 1.611 0.4139
## ARCH Lag[6] 2.399 2.222 1.500 0.5926
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 147.1933
## Individual Statistics:
## mu 0.82351
## archm 0.98162
## mxreg1 0.05482
## mxreg2 0.20495
## mxreg3 0.12729
## omega 4.95174
## alpha1 3.24064
## gamma1 0.27228
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.89 2.11 2.59
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 4.152 3.674e-05 ***
## Negative Sign Bias 4.940 9.621e-07 ***
## Positive Sign Bias 11.060 1.927e-26 ***
## Joint Effect 153.964 3.677e-33 ***
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 2504 0
## 2 30 2599 0
## 3 40 2589 0
## 4 50 2649 0
##
##
## Elapsed time : 1.681762精簡模型3
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
spec8 = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
external.regressors=Regressor.mean,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="norm")
modelfit8 = ugarchfit(spec=spec8, data=Return$APPLreturn, solver="hybrid")
modelfit8##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : norm
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000789 0.000903 0.87311 0.382601
## archm -0.079197 0.087555 -0.90454 0.365709
## mxreg1 0.343201 0.039181 8.75940 0.000000
## mxreg2 0.112031 0.031052 3.60786 0.000309
## mxreg3 0.154306 0.042056 3.66903 0.000243
## omega 0.000008 0.000000 33.94575 0.000000
## alpha1 0.003914 0.015807 0.24759 0.804449
## beta1 0.838520 0.018177 46.13038 0.000000
## gamma1 0.231698 0.047795 4.84771 0.000001
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000789 0.001957 0.40306 0.686906
## archm -0.079197 0.164324 -0.48196 0.629837
## mxreg1 0.343201 0.069138 4.96400 0.000001
## mxreg2 0.112031 0.034762 3.22279 0.001269
## mxreg3 0.154306 0.072723 2.12182 0.033853
## omega 0.000008 0.000000 37.46178 0.000000
## alpha1 0.003914 0.034705 0.11277 0.910215
## beta1 0.838520 0.040720 20.59255 0.000000
## gamma1 0.231698 0.066988 3.45881 0.000543
##
## LogLikelihood : 2299.802
##
## Information Criteria
## ------------------------------------
##
## Akaike -6.0764
## Bayes -6.0212
## Shibata -6.0767
## Hannan-Quinn -6.0551
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 1.118 0.2903
## Lag[2*(p+q)+(p+q)-1][2] 2.183 0.2342
## Lag[4*(p+q)+(p+q)-1][5] 3.216 0.3690
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.004761 0.9450
## Lag[2*(p+q)+(p+q)-1][5] 0.336598 0.9797
## Lag[4*(p+q)+(p+q)-1][9] 0.758032 0.9941
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.05614 0.500 2.000 0.8127
## ARCH Lag[5] 0.71909 1.440 1.667 0.8177
## ARCH Lag[7] 0.85716 2.315 1.543 0.9356
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 10.0929
## Individual Statistics:
## mu 0.07658
## archm 0.06506
## mxreg1 0.10121
## mxreg2 0.26878
## mxreg3 0.21025
## omega 1.04503
## alpha1 0.46884
## beta1 0.17599
## gamma1 0.14936
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 2.1 2.32 2.82
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.8700 0.06187 *
## Negative Sign Bias 0.4662 0.64120
## Positive Sign Bias 0.8234 0.41055
## Joint Effect 3.8570 0.27732
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 52.90 4.852e-05
## 2 30 65.71 1.144e-04
## 3 40 88.12 1.154e-05
## 4 50 88.97 4.169e-04
##
##
## Elapsed time : 1.175419滾動式分析
重新跑一次需要花很多時間，暫時拿掉
DataSize = length(Return$APPLreturn)
WindowSize = 252
OutSample = DataSize - WindowSize
#rolling = ugarchroll(spec=spec8,
# data=Return$APPLreturn,
# n.ahead=1,
# forecast.length=OutSample,
# refit.every=1,
# refit.window="moving",
# solver="hybrid",
# solver.control=list(tol=1e-5,delta=1e-5,trace=1),
# calculate.VaR = TRUE,
# VaR.alpha = c(0.01,0.05),
# parallel=TRUE,
# parallel.control = list(pkg=c("snowfall"), cores=4),
# keep.coef=TRUE)
#rolling = resume(rolling, solver="gosolnp")
#convergence(rolling)儲存與載入資料
#getwd()
#setwd("c:/temp")
#save(rolling, file="c:/temp/rolling.RData")
load("c:/temp/rolling.RData")
#rolling
#show(rolling)
#str(rolling)滾動式模型
rolling@model$coef[[1]]$index[1] “2016-01-04”
#rolling@forecast$VaR[[1]]
#rolling@forecast$density$Mu
str(rolling@forecast$density)‘data.frame’: 502 obs. of 6 variables: $ Mu : num 0.00142 0.00056 -0.02614 -0.00395 0.00143 … $ Sigma : num 0.0138 0.0154 0.0161 0.0162 0.0159 … $ Skew : num 0 0 0 0 0 0 0 0 0 0 … $ Shape : num 0 0 0 0 0 0 0 0 0 0 … $ Shape(GIG): num 0 0 0 0 0 0 0 0 0 0 … $ Realized : num -0.02538 -0.01976 -0.04312 0.00527 0.01606 …
#rolling@model$coef[1]
rolling@model$coef[[1]]$coef[2,1][1] 0.5324135
rolling@model$coef[[1]]$coef[3,4][1] 3.219818e-07
rolling@model$coef[250][[1]][[1]]$index [1] “2016-12-28”
[[1]]$coef Estimate Std. Error t value Pr(>|t|) mu 3.177655e-03 0.04250773 7.475475e-02 0.9404098 archm -1.533683e-01 6.42076127 -2.388631e-02 0.9809433 mxreg1 1.442162e-01 2.77923359 5.189063e-02 0.9586158 mxreg2 5.793940e-02 20.98798608 2.760598e-03 0.9977974 mxreg3 4.293880e-01 41.81835705 1.026793e-02 0.9918075 omega 1.418424e-07 0.02002261 7.084113e-06 0.9999943 alpha1 1.706889e-02 35.16338207 4.854167e-04 0.9996127 beta1 8.458938e-01 82.70012929 1.022845e-02 0.9918390 gamma1 2.703380e-01 14.99862768 1.802418e-02 0.9856196
滾動式預測
#rolling@model$coef[[1]]$index
#rolling@forecast$VaR[[1]]
#rolling@forecast$density$Mu
str(rolling@forecast$density)‘data.frame’: 502 obs. of 6 variables: $ Mu : num 0.00142 0.00056 -0.02614 -0.00395 0.00143 … $ Sigma : num 0.0138 0.0154 0.0161 0.0162 0.0159 … $ Skew : num 0 0 0 0 0 0 0 0 0 0 … $ Shape : num 0 0 0 0 0 0 0 0 0 0 … $ Shape(GIG): num 0 0 0 0 0 0 0 0 0 0 … $ Realized : num -0.02538 -0.01976 -0.04312 0.00527 0.01606 …
rolling@model$coef[1][[1]][[1]]$index [1] “2016-01-04”
[[1]]$coef Estimate Std. Error t value Pr(>|t|) mu -8.011085e-03 6.385128e-03 -1.2546474 2.096068e-01 archm 5.324135e-01 4.807172e-01 1.1075400 2.680605e-01 mxreg1 4.577881e-01 8.958489e-02 5.1101038 3.219818e-07 mxreg2 6.797538e-02 4.381755e-02 1.5513275 1.208232e-01 mxreg3 5.008960e-02 9.852529e-02 0.5083933 6.111776e-01 omega 3.216611e-06 3.500082e-07 9.1901012 0.000000e+00 alpha1 0.000000e+00 1.047890e-02 0.0000000 1.000000e+00 beta1 9.553805e-01 1.332817e-02 71.6813118 0.000000e+00 gamma1 4.766936e-02 3.703671e-02 1.2870841 1.980650e-01
rolling@model$coef[[1]]$coef[2,1][1] 0.5324135
rolling@model$coef[[1]]$coef[3,4][1] 3.219818e-07
Return_1 = Return
Return_1$criteria = NA
Return_1$criteria = 0.05
n=DataSize+1-WindowSize
rolling@model$coef[[n-1]]$index[1] “2017-12-28”
Return_1$model_archm = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_archm[i] = rolling@model$coef[[i+1-WindowSize]]$coef[2,1]
}
Return_1$model_archm_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_archm_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[2,4]
}
Return_1$model_mxreg1 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg1[i] = rolling@model$coef[[i+1-WindowSize]]$coef[3,1]
}
Return_1$model_mxreg1_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg1_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[3,4]
}
Return_1$model_mxreg2 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg2[i] = rolling@model$coef[[i+1-WindowSize]]$coef[4,1]
}
Return_1$model_mxreg2_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg2_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[4,4]
}
Return_1$model_mxreg3 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg3[i] = rolling@model$coef[[i+1-WindowSize]]$coef[5,1]
}
Return_1$model_mxreg3_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_mxreg3_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[5,4]
}
Return_1$model_omega = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_omega[i] = rolling@model$coef[[i+1-WindowSize]]$coef[6,1]
}
Return_1$model_omega_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_omega_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[6,4]
}
Return_1$model_alpha1 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_alpha1[i] = rolling@model$coef[[i+1-WindowSize]]$coef[7,1]
}
Return_1$model_alpha1_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_alpha1_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[7,4]
}
Return_1$model_beta1 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_beta1[i] = rolling@model$coef[[i+1-WindowSize]]$coef[8,1]
}
Return_1$model_beta1_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_beta1_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[8,4]
}
Return_1$model_gamma1 = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_gamma1[i] = rolling@model$coef[[i+1-WindowSize]]$coef[9,1]
}
Return_1$model_gamma1_pvalue = NA
for (i in WindowSize:(DataSize-1)){
Return_1$model_gamma1_pvalue[i] = rolling@model$coef[[i+1-WindowSize]]$coef[9,4]
}
Return_1$ForecastRealize[(WindowSize+1):DataSize]=rolling@forecast$density$Realized
Return_1$ForecastMu[(WindowSize+1):DataSize]=rolling@forecast$density$Mu
Return_1$ForecastSigma[(WindowSize+1):DataSize]=rolling@forecast$density$Sigma
#str(rolling@forecast)
Return_1$ForecastVaR_1[(WindowSize+1):DataSize]=rolling@forecast$VaR[[1]]
Return_1$ForecastVaR_2[(WindowSize+1):DataSize]=rolling@forecast$VaR[[2]]
Return_2 = data.frame(date = index(Return_1), coredata(Return_1))風險溢酬對APPLE報酬的影響 與 顯著性(rolling)
從「風險溢酬對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，從2016年初到2017年底的參數估計的p-value幾乎都是高於0.05，意味著風險溢酬對APPLE報酬率不顯著影響。由於第一筆估計參數是由前251筆資料估計出來的，我們將推論的時間往前推251天，從2015年初到2017年底對APPLE部分不存在顯著的風險溢酬影響。
plot1_1 = ggplot(Return_2, aes(x=date, y=model_archm)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("風險溢酬對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot1_2 = ggplot(Return_2, aes(x=date, y=model_archm_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot1_1,plot1_2,nrow=2,ncol=1)
FB報酬對APPLE報酬的影響 與 顯著性(rolling)
從「FB報酬對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，2016年初參數估計與2017年中參數估計的p-value小於0.05，意味著FB報酬對APPLE報酬有顯著性影響。由於第一筆估計參數是由前251筆資料估計出來的，我們將推論的時間往前推251天，2015年初到2016年初與2016年中到2017年底，FB報酬對APPLE報酬有顯著性影響。
plot2_1 = ggplot(Return_2, aes(x=date, y=model_mxreg1)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("FB報酬對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot2_2 = ggplot(Return_2, aes(x=date, y=model_mxreg1_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot2_1,plot2_2,nrow=2,ncol=1)
AMAZON報酬對APPLE報酬的影響 與 顯著性(rolling)
從「AMAZON報酬對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，2017年底參數估計的p-value小於0.05，意味著AMAZON報酬對APPLE報酬有顯著性影響。由於第一筆估計參數是由前251筆資料估計出來的，我們將推論的時間往前推251天，2016年底到2017年底，FB報酬對APPLE報酬有顯著性影響。
plot3_1 = ggplot(Return_2, aes(x=date, y=model_mxreg2)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("AMAZON報酬對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot3_2 = ggplot(Return_2, aes(x=date, y=model_mxreg2_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot3_1,plot3_2,nrow=2,ncol=1)
GOOGLE報酬對APPLE報酬的影響 與 顯著性(rolling)
從「GOOGLE報酬對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，2016年底到2017年初參數估計的p-value小於0.05，意味著GOOGLE報酬對APPLE報酬有顯著性影響。由於第一筆估計參數是由前251筆資料估計出來的，我們將推論的時間往前推251天，2015年底到2017年初，GOOGLE報酬對APPLE報酬有顯著性影響。
plot4_1 = ggplot(Return_2, aes(x=date, y=model_mxreg3)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("GOOGLE報酬對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot4_2 = ggplot(Return_2, aes(x=date, y=model_mxreg3_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot4_1,plot4_2,nrow=2,ncol=1)
Omega對APPLE報酬的影響 與 顯著性(rolling)
從「Omega對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，變異數的常數項係數不對APPLE報酬有顯著性的影響。
plot5_1 = ggplot(Return_2, aes(x=date, y=model_omega)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("Omega對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot5_2 = ggplot(Return_2, aes(x=date, y=model_omega_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot5_1,plot5_2,nrow=2,ncol=1)
alpha對APPLE報酬的影響 與 顯著性(rolling)
從「alpha對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，ARCH項係數不對APPLE報酬有顯著性的影響。
plot6_1 = ggplot(Return_2, aes(x=date, y=model_alpha1)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("alpha對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot6_2 = ggplot(Return_2, aes(x=date, y=model_alpha1_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot6_1,plot6_2,nrow=2,ncol=1)
beta對APPLE報酬的影響 與 顯著性(rolling)
從「beta對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，GARCH項係數對APPLE報酬有顯著性的影響。
plot7_1 = ggplot(Return_2, aes(x=date, y=model_beta1)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("beta對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot7_2 = ggplot(Return_2, aes(x=date, y=model_beta1_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot7_1,plot7_2,nrow=2,ncol=1)
gamma對APPLE報酬的影響 與 顯著性(rolling)
從「gamma對APPLE報酬的影響 與 顯著性(rolling)」圖可以觀察，從2016年底到2018年底，波動不對稱性對APPLE報酬有顯著性的影響。
plot8_1 = ggplot(Return_2, aes(x=date, y=model_gamma1)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+ ggtitle("gamma對APPLE報酬的影響 與 顯著性_rolling")+
theme_economist() + scale_colour_economist()
plot8_2 = ggplot(Return_2, aes(x=date, y=model_gamma1_pvalue)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=criteria),colour="red")+
theme_economist(stata=TRUE) + scale_colour_economist(stata=TRUE)
library(gridExtra)
grid.arrange(plot8_1,plot8_2,nrow=2,ncol=1)
APPLE報酬 與 ForecastMu, ForecastSigma 關係
library(ggplot2)
plot9 = ggplot(Return_2, aes(x=date, y=APPLreturn)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=ForecastMu),colour="blue")+
geom_line(aes(y=ForecastSigma),colour="red")+ ggtitle("APPLE報酬 與 ForecastMu, ForecastSigma 關係_rolling")
plot9
APPLE報酬 與 VaR(0.01) 關係
library(ggplot2)
plot10 = ggplot(Return_2, aes(x=date, y=APPLreturn)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=ForecastVaR_1),colour="red")+ ggtitle("APPLE報酬 與 VaR(0.01) 關係")
plot10
VaR(0.01)檢定
Ho : p=0.01 v.s. H1 : p =! 0.01 在unconditional 情況下，拒絕Ho， 但在conditional 的情況下，不拒絕Ho。
Test = cbind(Return_1$APPLreturn,Return_1$ForecastVaR_1)
Test = na.omit(Test)
actual = as.numeric(Test$APPLreturn)
VaR = as.numeric(Test$ForecastVaR_1)
VaRTest(alpha = 0.01, actual, VaR, conf.level = 0.99)## $expected.exceed
## [1] 5
##
## $actual.exceed
## [1] 12
##
## $uc.H0
## [1] "Correct Exceedances"
##
## $uc.LRstat
## [1] 7.082274
##
## $uc.critical
## [1] 6.634897
##
## $uc.LRp
## [1] 0.007785016
##
## $uc.Decision
## [1] "Reject H0"
##
## $cc.H0
## [1] "Correct Exceedances & Independent"
##
## $cc.LRstat
## [1] 8.237305
##
## $cc.critical
## [1] 9.21034
##
## $cc.LRp
## [1] 0.01626642
##
## $cc.Decision
## [1] "Fail to Reject H0"#VaRloss(alpha = 0.01, actual, VaR)
#VaRDurTest(alpha=0.01, actual, VaR, conf.level = 0.99)APPLE報酬 與 VaR(0.05) 關係
plot11 = ggplot(Return_2, aes(x=date, y=APPLreturn)) +
geom_line() +
xlab("")+
scale_x_date(date_labels = "%Y %b %d")+
geom_line(aes(y=ForecastVaR_2),colour="red")+ ggtitle("APPLE報酬 與 VaR(0.05) 關係")
plot11
VaR(0.05)檢定
Ho : p=0.01 v.s. H1 : p =! 0.01 在unconditional 情況下，不拒絕Ho， 但在conditional 的情況下，不拒絕Ho。
Test1 = cbind(Return_1$APPLreturn,Return_1$ForecastVaR_2)
Test1 = na.omit(Test1)
actual1 = as.numeric(Test1$APPLreturn)
VaR1 = as.numeric(Test1$ForecastVaR_2)
VaRTest(alpha = 0.05, actual1, VaR1, conf.level = 0.95)## $expected.exceed
## [1] 25
##
## $actual.exceed
## [1] 34
##
## $uc.H0
## [1] "Correct Exceedances"
##
## $uc.LRstat
## [1] 3.042461
##
## $uc.critical
## [1] 3.841459
##
## $uc.LRp
## [1] 0.08111288
##
## $uc.Decision
## [1] "Fail to Reject H0"
##
## $cc.H0
## [1] "Correct Exceedances & Independent"
##
## $cc.LRstat
## [1] 4.362975
##
## $cc.critical
## [1] 5.991465
##
## $cc.LRp
## [1] 0.1128735
##
## $cc.Decision
## [1] "Fail to Reject H0"#VaRloss(alpha = 0.05, actual1, VaR1)
#VaRDurTest(alpha=0.05, actual1, VaR1, conf.level = 0.95)library(gridExtra)
grid.arrange(plot10,plot11,nrow=2,ncol=1)
資產組合(FAAG)
library(rugarch)
library(rmgarch)
Attaching package: 'rmgarch'The following objects are masked from 'package:xts':
first, lastPortfolio = cbind(Return_1[,1:4])利用資產組合中的所有資產的報酬率資料建構多變量 copula garch
APPLE模型(省略中間流程)
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
APPLEspec = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="std")
APPLEmodelfit = ugarchfit(spec=APPLEspec, data=Portfolio$APPLreturn, solver="hybrid")
APPLEmodelfit##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : std
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000861 0.001568 0.548922 0.583059
## archm -0.000163 0.120374 -0.001358 0.998917
## omega 0.000006 0.000001 7.708757 0.000000
## alpha1 0.006714 0.008289 0.809887 0.418005
## beta1 0.898644 0.019015 47.258955 0.000000
## gamma1 0.149035 0.042590 3.499325 0.000466
## shape 3.852911 0.534615 7.206890 0.000000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.000861 0.001748 0.492301 0.622506
## archm -0.000163 0.131645 -0.001242 0.999009
## omega 0.000006 0.000001 7.289114 0.000000
## alpha1 0.006714 0.010984 0.611185 0.541077
## beta1 0.898644 0.020681 43.453522 0.000000
## gamma1 0.149035 0.043875 3.396792 0.000682
## shape 3.852911 0.480314 8.021659 0.000000
##
## LogLikelihood : 2214.858
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.8564
## Bayes -5.8134
## Shibata -5.8566
## Hannan-Quinn -5.8398
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.7791 0.3774
## Lag[2*(p+q)+(p+q)-1][2] 1.3047 0.4091
## Lag[4*(p+q)+(p+q)-1][5] 2.4615 0.5141
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.04737 0.8277
## Lag[2*(p+q)+(p+q)-1][5] 0.73884 0.9154
## Lag[4*(p+q)+(p+q)-1][9] 0.96082 0.9878
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.0003321 0.500 2.000 0.9855
## ARCH Lag[5] 0.0726537 1.440 1.667 0.9916
## ARCH Lag[7] 0.2007282 2.315 1.543 0.9970
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 3.7835
## Individual Statistics:
## mu 0.03359
## archm 0.03825
## omega 0.62896
## alpha1 0.44170
## beta1 0.49007
## gamma1 0.46619
## shape 0.90289
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.69 1.9 2.35
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 1.7675 0.07755 *
## Negative Sign Bias 1.0135 0.31115
## Positive Sign Bias 0.4479 0.65433
## Joint Effect 3.4262 0.33046
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 18.20 0.5090
## 2 30 22.42 0.8024
## 3 40 37.72 0.5280
## 4 50 38.97 0.8469
##
##
## Elapsed time : 1.134336FB模型(省略中間流程)
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
FBspec = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="std")
FBmodelfit = ugarchfit(spec=FBspec, data=Portfolio$FBreturn, solver="hybrid")
FBmodelfit##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : std
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.000855 0.000956 -0.89375 0.371456
## archm 0.149240 0.074235 2.01038 0.044391
## omega 0.000004 0.000002 2.00537 0.044924
## alpha1 0.016057 0.007776 2.06485 0.038937
## beta1 0.924018 0.015062 61.34760 0.000000
## gamma1 0.082401 0.027974 2.94558 0.003224
## shape 4.170360 0.620011 6.72626 0.000000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.000855 0.002693 -0.31734 0.750985
## archm 0.149240 0.200326 0.74499 0.456279
## omega 0.000004 0.000005 0.93237 0.351145
## alpha1 0.016057 0.026286 0.61086 0.541291
## beta1 0.924018 0.017452 52.94537 0.000000
## gamma1 0.082401 0.040003 2.05986 0.039412
## shape 4.170360 0.573118 7.27662 0.000000
##
## LogLikelihood : 2200.831
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.8192
## Bayes -5.7762
## Shibata -5.8194
## Hannan-Quinn -5.8026
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 1.120 0.28997
## Lag[2*(p+q)+(p+q)-1][2] 1.662 0.32549
## Lag[4*(p+q)+(p+q)-1][5] 6.354 0.07416
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.8958 0.3439
## Lag[2*(p+q)+(p+q)-1][5] 2.3676 0.5345
## Lag[4*(p+q)+(p+q)-1][9] 3.2502 0.7170
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.7756 0.500 2.000 0.3785
## ARCH Lag[5] 1.5694 1.440 1.667 0.5742
## ARCH Lag[7] 1.9233 2.315 1.543 0.7336
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 1.4982
## Individual Statistics:
## mu 0.03975
## archm 0.04096
## omega 0.32001
## alpha1 0.72669
## beta1 0.61114
## gamma1 0.51297
## shape 0.73778
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.69 1.9 2.35
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 0.07449 0.94064
## Negative Sign Bias 1.73638 0.08291 *
## Positive Sign Bias 0.07191 0.94269
## Joint Effect 4.05634 0.25544
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 35.23 0.0131
## 2 30 38.41 0.1134
## 3 40 54.91 0.0469
## 4 50 47.72 0.5249
##
##
## Elapsed time : 0.9326749AMAZON模型(省略中間流程)
ARMA_p = 0
ARMA_q = 0
GARCH_q = 1
GARCH_p = 1
AMAZONspec = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="std")
AMAZONmodelfit = ugarchfit(spec=AMAZONspec, data=Portfolio$AMZNreturn, solver="hybrid")
AMAZONmodelfit##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,1)
## Mean Model : ARFIMA(0,0,0)
## Distribution : std
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu -0.000857 0.001792 -0.47797 0.632669
## archm 0.141135 0.125875 1.12123 0.262190
## omega 0.000018 0.000005 3.32069 0.000898
## alpha1 0.006736 0.009387 0.71762 0.472989
## beta1 0.828141 0.039972 20.71782 0.000000
## gamma1 0.254134 0.073804 3.44338 0.000574
## shape 3.758818 0.475936 7.89773 0.000000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu -0.000857 0.001877 -0.45639 0.648110
## archm 0.141135 0.137862 1.02374 0.305956
## omega 0.000018 0.000006 3.19283 0.001409
## alpha1 0.006736 0.008520 0.79062 0.429164
## beta1 0.828141 0.044488 18.61482 0.000000
## gamma1 0.254134 0.074550 3.40893 0.000652
## shape 3.758818 0.562202 6.68588 0.000000
##
## LogLikelihood : 2149.452
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.6829
## Bayes -5.6400
## Shibata -5.6831
## Hannan-Quinn -5.6664
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 2.138 0.1437
## Lag[2*(p+q)+(p+q)-1][2] 2.930 0.1466
## Lag[4*(p+q)+(p+q)-1][5] 4.958 0.1565
## d.o.f=0
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.003312 0.9541
## Lag[2*(p+q)+(p+q)-1][5] 0.339051 0.9795
## Lag[4*(p+q)+(p+q)-1][9] 0.535518 0.9981
## d.o.f=2
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[3] 0.2491 0.500 2.000 0.6177
## ARCH Lag[5] 0.3406 1.440 1.667 0.9293
## ARCH Lag[7] 0.3972 2.315 1.543 0.9867
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 3.4558
## Individual Statistics:
## mu 0.04221
## archm 0.04874
## omega 1.71187
## alpha1 0.56285
## beta1 1.02856
## gamma1 0.90170
## shape 0.64875
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.69 1.9 2.35
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 2.096 0.03639 **
## Negative Sign Bias 1.185 0.23648
## Positive Sign Bias 1.038 0.29954
## Joint Effect 4.469 0.21509
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 21.07 0.3331
## 2 30 30.69 0.3799
## 3 40 37.19 0.5525
## 4 50 48.79 0.4818
##
##
## Elapsed time : 0.9461842GOOGLE模型(省略中間流程)
ARMA_p = 1
ARMA_q = 0
GARCH_q = 1
GARCH_p = 0
GOOGLEspec = ugarchspec(mean.model = list(armaOrder=c(ARMA_p,ARMA_q),
include.mean=TRUE,
archm=TRUE,
archpow=1,
archex=FALSE),
variance.model=list(model="gjrGARCH",
garchOrder=c(GARCH_q ,GARCH_p)),
distribution.model="std")
GOOGLEmodelfit = ugarchfit(spec=GOOGLEspec, data=Portfolio$GOOGLreturn, solver="hybrid")
GOOGLEmodelfit##
## *---------------------------------*
## * GARCH Model Fit *
## *---------------------------------*
##
## Conditional Variance Dynamics
## -----------------------------------
## GARCH Model : gjrGARCH(1,0)
## Mean Model : ARFIMA(1,0,0)
## Distribution : std
##
## Optimal Parameters
## ------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## mu 0.016139 0.008769 1.84055 0.065688
## ar1 -0.029814 0.044318 -0.67274 0.501111
## archm -1.136638 0.642958 -1.76783 0.077090
## omega 0.000170 0.000024 6.95046 0.000000
## alpha1 0.001668 0.008598 0.19401 0.846168
## gamma1 0.140069 0.090851 1.54174 0.123136
## shape 3.581548 0.514423 6.96227 0.000000
##
## Robust Standard Errors:
## Estimate Std. Error t value Pr(>|t|)
## mu 0.016139 0.007602 2.12298 0.033756
## ar1 -0.029814 0.044863 -0.66456 0.506330
## archm -1.136638 0.539825 -2.10557 0.035242
## omega 0.000170 0.000029 5.94676 0.000000
## alpha1 0.001668 0.004853 0.34374 0.731039
## gamma1 0.140069 0.100049 1.40000 0.161512
## shape 3.581548 0.591262 6.05746 0.000000
##
## LogLikelihood : 2266.912
##
## Information Criteria
## ------------------------------------
##
## Akaike -5.9945
## Bayes -5.9515
## Shibata -5.9946
## Hannan-Quinn -5.9779
##
## Weighted Ljung-Box Test on Standardized Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 1.757 0.18497
## Lag[2*(p+q)+(p+q)-1][2] 1.916 0.24324
## Lag[4*(p+q)+(p+q)-1][5] 5.310 0.08285
## d.o.f=1
## H0 : No serial correlation
##
## Weighted Ljung-Box Test on Standardized Squared Residuals
## ------------------------------------
## statistic p-value
## Lag[1] 0.2848 0.5936
## Lag[2*(p+q)+(p+q)-1][2] 0.3055 0.7927
## Lag[4*(p+q)+(p+q)-1][5] 2.2340 0.5643
## d.o.f=1
##
## Weighted ARCH LM Tests
## ------------------------------------
## Statistic Shape Scale P-Value
## ARCH Lag[2] 0.04117 0.500 2.000 0.8392
## ARCH Lag[4] 2.34249 1.397 1.611 0.3698
## ARCH Lag[6] 3.14100 2.222 1.500 0.4448
##
## Nyblom stability test
## ------------------------------------
## Joint Statistic: 4.263
## Individual Statistics:
## mu 0.02425
## ar1 0.06912
## archm 0.02608
## omega 1.28187
## alpha1 0.70060
## gamma1 0.38523
## shape 2.72920
##
## Asymptotic Critical Values (10% 5% 1%)
## Joint Statistic: 1.69 1.9 2.35
## Individual Statistic: 0.35 0.47 0.75
##
## Sign Bias Test
## ------------------------------------
## t-value prob sig
## Sign Bias 0.36340 0.71641
## Negative Sign Bias 0.02572 0.97949
## Positive Sign Bias 2.22045 0.02669 **
## Joint Effect 5.47616 0.14007
##
##
## Adjusted Pearson Goodness-of-Fit Test:
## ------------------------------------
## group statistic p-value(g-1)
## 1 20 12.26 0.8742
## 2 30 32.13 0.3143
## 3 40 44.20 0.2615
## 4 50 45.87 0.6009
##
##
## Elapsed time : 1.934958決定portfolio model
#一階且Time varying
portfoliospec = cgarchspec(uspec = multispec(c(APPLEspec,FBspec,AMAZONspec,GOOGLEspec) ),VAR = TRUE ,lag = 1, lag.max = 4,
lag.criterion = c("AIC", "HQ", "SC", "FPE"), external.regressors = NULL,
dccOrder = c(1,1), distribution.model = list(copula = c("mvt"), method = c("ML"),time.varying = TRUE), start.pars = list(), fixed.pars = list())
#一階且Time not varying
portfoliospec_1 = cgarchspec(uspec = multispec(c(APPLEspec,FBspec,AMAZONspec,GOOGLEspec) ),VAR = TRUE ,lag = 1, lag.max = 4,
lag.criterion = c("AIC", "HQ", "SC", "FPE"), external.regressors = NULL,
distribution.model = list(copula = c("mvt"), method = c("ML"),time.varying = FALSE), start.pars = list(), fixed.pars = list())
#二階且Time varying
portfoliospec1 = cgarchspec(uspec = multispec(c(APPLEspec,FBspec,AMAZONspec,GOOGLEspec) ),VAR = TRUE ,lag = 1, lag.max = 4,
lag.criterion = c("AIC", "HQ", "SC", "FPE"), external.regressors = NULL,
dccOrder = c(1,1), distribution.model = list(copula = c("mvt"), method = c("kendall"),
time.varying = TRUE, transformation = "spd"), start.pars = list(), fixed.pars = list())
#二階且Time not varying
portfoliospec1_1 = cgarchspec(uspec = multispec(c(APPLEspec,FBspec,AMAZONspec,GOOGLEspec) ),VAR = TRUE ,lag = 1, lag.max = 4,
lag.criterion = c("AIC", "HQ", "SC", "FPE"), external.regressors = NULL,
dccOrder = c(1,1), distribution.model = list(copula = c("mvt"), method = c("kendall"),
time.varying = FALSE, transformation = "spd"), start.pars = list(), fixed.pars = list())fit portfolio model
portfoliofit = cgarchfit(portfoliospec, data =Portfolio, fit.control = list(eval.se = TRUE, trace = TRUE), solver = "solnp")
portfoliofit##
## *-------------------------------------------------*
## * Copula GARCH Fit *
## *-------------------------------------------------*
##
## Distribution : mvt
## DCC Order : 1 1
## Asymmetric : FALSE
## No. of Parameters : 48
## [VAR GARCH DCC UncQ]: [20+19+3+6]
## No. of Series : 4
## No. of Observations : 754
## Log-Likelihood : 9490.323
## Av.Log-Likelihood : 12.587
##
## Optimal Parameters
## ---------------------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## [APPLreturn].omega 0.000006 0.000001 9.47394 0.000000
## [APPLreturn].alpha1 0.003077 0.004881 0.63048 0.528383
## [APPLreturn].beta1 0.907894 0.017967 50.53255 0.000000
## [APPLreturn].gamma1 0.143450 0.041673 3.44229 0.000577
## [APPLreturn].shape 3.893068 0.537671 7.24061 0.000000
## [FBreturn].omega 0.000003 0.000005 0.56708 0.570661
## [FBreturn].alpha1 0.001289 0.012528 0.10286 0.918074
## [FBreturn].beta1 0.942247 0.028886 32.61909 0.000000
## [FBreturn].gamma1 0.089719 0.042480 2.11205 0.034682
## [FBreturn].shape 4.460789 0.870227 5.12601 0.000000
## [AMZNreturn].omega 0.000014 0.000003 4.54185 0.000006
## [AMZNreturn].alpha1 0.005017 0.008020 0.62562 0.531561
## [AMZNreturn].beta1 0.852639 0.028396 30.02635 0.000000
## [AMZNreturn].gamma1 0.220776 0.048375 4.56382 0.000005
## [AMZNreturn].shape 3.836386 0.493211 7.77839 0.000000
## [GOOGLreturn].omega 0.000162 0.000023 6.93346 0.000000
## [GOOGLreturn].alpha1 0.017980 0.015099 1.19080 0.233733
## [GOOGLreturn].gamma1 0.189667 0.117743 1.61085 0.107211
## [GOOGLreturn].shape 3.665521 0.583035 6.28697 0.000000
## [Joint]dcca1 0.021773 0.007916 2.75042 0.005952
## [Joint]dccb1 0.903126 0.032595 27.70757 0.000000
## [Joint]mshape 7.247755 0.816176 8.88013 0.000000
##
## Information Criteria
## ---------------------
##
## Akaike -25.115
## Bayes -24.980
## Shibata -25.117
## Hannan-Quinn -25.063
##
##
## Elapsed time : 7.598133portfoliofit_1 = cgarchfit(portfoliospec_1, data =Portfolio, fit.control = list(eval.se = TRUE, trace = TRUE), solver = "solnp")
portfoliofit_1##
## *-------------------------------------------------*
## * Copula GARCH Fit *
## *-------------------------------------------------*
##
## Distribution : mvt
## No. of Parameters : 46
## [VAR GARCH CC] : [20+19+7]
## No. of Series : 4
## No. of Observations : 754
## Log-Likelihood : 9487.661
## Av.Log-Likelihood : 12.583
##
## Optimal Parameters
## ---------------------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## [APPLreturn].omega 0.000006 0.000001 9.44563 0.000000
## [APPLreturn].alpha1 0.003077 0.004907 0.62712 0.530583
## [APPLreturn].beta1 0.907894 0.018211 49.85383 0.000000
## [APPLreturn].gamma1 0.143450 0.041893 3.42423 0.000617
## [APPLreturn].shape 3.893068 0.538223 7.23319 0.000000
## [FBreturn].omega 0.000003 0.000005 0.56998 0.568688
## [FBreturn].alpha1 0.001289 0.012467 0.10336 0.917673
## [FBreturn].beta1 0.942247 0.028865 32.64305 0.000000
## [FBreturn].gamma1 0.089719 0.042252 2.12343 0.033718
## [FBreturn].shape 4.460789 0.867552 5.14181 0.000000
## [AMZNreturn].omega 0.000014 0.000003 4.47576 0.000008
## [AMZNreturn].alpha1 0.005017 0.008014 0.62607 0.531268
## [AMZNreturn].beta1 0.852639 0.028870 29.53405 0.000000
## [AMZNreturn].gamma1 0.220776 0.050419 4.37881 0.000012
## [AMZNreturn].shape 3.836386 0.495390 7.74417 0.000000
## [GOOGLreturn].omega 0.000162 0.000024 6.82856 0.000000
## [GOOGLreturn].alpha1 0.017980 0.015118 1.18929 0.234324
## [GOOGLreturn].gamma1 0.189667 0.117881 1.60897 0.107622
## [GOOGLreturn].shape 3.665521 0.586339 6.25154 0.000000
## [Joint]C1 0.592311 0.043191 13.71380 0.000000
## [Joint]C2 0.607999 0.049031 12.40038 0.000000
## [Joint]C3 0.732166 0.053546 13.67365 0.000000
## [Joint]C4 0.654016 0.046859 13.95700 0.000000
## [Joint]C5 0.751353 0.047565 15.79646 0.000000
## [Joint]C6 0.455820 0.043191 10.55365 0.000000
## [Joint]mshape 7.149111 0.822952 8.68715 0.000000
##
## Information Criteria
## ---------------------
##
## Akaike -25.097
## Bayes -24.938
## Shibata -25.100
## Hannan-Quinn -25.036
##
##
## Elapsed time : 12.44508portfoliofit1 =cgarchfit(portfoliospec1, data =Portfolio, spd.control = list(lower = 0.1, upper = 0.9, type = "pwm",
kernel = "epanech"), fit.control = list(eval.se = TRUE, trace = TRUE), solver = "solnp")
portfoliofit1##
## *-------------------------------------------------*
## * Copula GARCH Fit *
## *-------------------------------------------------*
##
## Distribution : mvt
## DCC Order : 1 1
## Asymmetric : FALSE
## No. of Parameters : 48
## [VAR GARCH DCC UncQ]: [20+19+3+6]
## No. of Series : 4
## No. of Observations : 754
## Log-Likelihood : 9485.842
## Av.Log-Likelihood : 12.581
##
## Optimal Parameters
## ---------------------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## [APPLreturn].omega 0.000006 0.000001 9.47553 0.000000
## [APPLreturn].alpha1 0.003077 0.004884 0.63006 0.528652
## [APPLreturn].beta1 0.907894 0.017942 50.60240 0.000000
## [APPLreturn].gamma1 0.143450 0.041575 3.45040 0.000560
## [APPLreturn].shape 3.893068 0.531413 7.32588 0.000000
## [FBreturn].omega 0.000003 0.000005 0.56040 0.575208
## [FBreturn].alpha1 0.001289 0.012470 0.10334 0.917692
## [FBreturn].beta1 0.942247 0.029078 32.40455 0.000000
## [FBreturn].gamma1 0.089719 0.043102 2.08156 0.037383
## [FBreturn].shape 4.460789 0.870573 5.12397 0.000000
## [AMZNreturn].omega 0.000014 0.000003 4.50575 0.000007
## [AMZNreturn].alpha1 0.005017 0.008013 0.62611 0.531245
## [AMZNreturn].beta1 0.852639 0.028446 29.97442 0.000000
## [AMZNreturn].gamma1 0.220776 0.048761 4.52771 0.000006
## [AMZNreturn].shape 3.836386 0.498000 7.70358 0.000000
## [GOOGLreturn].omega 0.000162 0.000023 7.04506 0.000000
## [GOOGLreturn].alpha1 0.017980 0.015029 1.19633 0.231566
## [GOOGLreturn].gamma1 0.189667 0.117676 1.61177 0.107013
## [GOOGLreturn].shape 3.665521 0.573004 6.39703 0.000000
## [Joint]dcca1 0.025323 0.010293 2.46021 0.013886
## [Joint]dccb1 0.891588 0.041314 21.58068 0.000000
## [Joint]mshape 6.829388 0.807082 8.46183 0.000000
##
## Information Criteria
## ---------------------
##
## Akaike -25.103
## Bayes -24.968
## Shibata -25.105
## Hannan-Quinn -25.051
##
##
## Elapsed time : 7.92835portfoliofit1_1 =cgarchfit(portfoliospec1_1, data =Portfolio, spd.control = list(lower = 0.1, upper = 0.9, type = "pwm",
kernel = "epanech"), fit.control = list(eval.se = TRUE, trace = TRUE), solver = "solnp")
portfoliofit1_1##
## *-------------------------------------------------*
## * Copula GARCH Fit *
## *-------------------------------------------------*
##
## Distribution : mvt
## No. of Parameters : 40
## [VAR GARCH CC] : [20+19+1]
## No. of Series : 4
## No. of Observations : 754
## Log-Likelihood : 9489.189
## Av.Log-Likelihood : 12.585
##
## Optimal Parameters
## ---------------------------------------------------
## Estimate Std. Error t value Pr(>|t|)
## [APPLreturn].omega 0.000006 0.000001 9.45433 0.000000
## [APPLreturn].alpha1 0.003077 0.004887 0.62967 0.528911
## [APPLreturn].beta1 0.907894 0.017941 50.60401 0.000000
## [APPLreturn].gamma1 0.143450 0.041669 3.44264 0.000576
## [APPLreturn].shape 3.893068 0.531465 7.32517 0.000000
## [FBreturn].omega 0.000003 0.000005 0.56305 0.573402
## [FBreturn].alpha1 0.001289 0.012474 0.10331 0.917719
## [FBreturn].beta1 0.942247 0.028981 32.51273 0.000000
## [FBreturn].gamma1 0.089719 0.042815 2.09552 0.036124
## [FBreturn].shape 4.460789 0.866847 5.14600 0.000000
## [AMZNreturn].omega 0.000014 0.000003 4.41072 0.000010
## [AMZNreturn].alpha1 0.005017 0.008030 0.62483 0.532084
## [AMZNreturn].beta1 0.852639 0.028202 30.23382 0.000000
## [AMZNreturn].gamma1 0.220776 0.047328 4.66478 0.000003
## [AMZNreturn].shape 3.836386 0.490558 7.82045 0.000000
## [GOOGLreturn].omega 0.000162 0.000023 7.05101 0.000000
## [GOOGLreturn].alpha1 0.017980 0.014949 1.20281 0.229051
## [GOOGLreturn].gamma1 0.189667 0.117944 1.60811 0.107811
## [GOOGLreturn].shape 3.665521 0.573103 6.39592 0.000000
## [Joint]mshape 6.647721 0.850950 7.81212 0.000000
##
## Information Criteria
## ---------------------
##
## Akaike -25.117
## Bayes -24.995
## Shibata -25.119
## Hannan-Quinn -25.070
##
##
## Elapsed time : 5.057309rcor
conditional correlation array with third dimensionlabels the time index.
rcor(portfoliofit)## , , 2015-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4857257 0.4134225 0.4382973
## FBreturn 0.4857257 1.0000000 0.5867207 0.6272999
## AMZNreturn 0.4134225 0.5867207 1.0000000 0.6496981
## GOOGLreturn 0.4382973 0.6272999 0.6496981 1.0000000
##
## , , 2015-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5102687 0.4462788 0.4758661
## FBreturn 0.5102687 1.0000000 0.6018490 0.6423674
## AMZNreturn 0.4462788 0.6018490 1.0000000 0.6657529
## GOOGLreturn 0.4758661 0.6423674 0.6657529 1.0000000
##
## , , 2015-01-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5003458 0.4348928 0.4585704
## FBreturn 0.5003458 1.0000000 0.6131002 0.6537795
## AMZNreturn 0.4348928 0.6131002 1.0000000 0.6785624
## GOOGLreturn 0.4585704 0.6537795 0.6785624 1.0000000
##
## , , 2015-01-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4974995 0.4382772 0.4488937
## FBreturn 0.4974995 1.0000000 0.6110023 0.6507981
## AMZNreturn 0.4382772 0.6110023 1.0000000 0.6724745
## GOOGLreturn 0.4488937 0.6507981 0.6724745 1.0000000
##
## , , 2015-01-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5380426 0.4252515 0.4369015
## FBreturn 0.5380426 1.0000000 0.5955869 0.6344017
## AMZNreturn 0.4252515 0.5955869 1.0000000 0.6711410
## GOOGLreturn 0.4369015 0.6344017 0.6711410 1.0000000
##
## , , 2015-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5338568 0.4203734 0.4274973
## FBreturn 0.5338568 1.0000000 0.5936407 0.6270265
## AMZNreturn 0.4203734 0.5936407 1.0000000 0.6757915
## GOOGLreturn 0.4274973 0.6270265 0.6757915 1.0000000
##
## , , 2015-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5425185 0.4422435 0.4359390
## FBreturn 0.5425185 1.0000000 0.6021010 0.6310249
## AMZNreturn 0.4422435 0.6021010 1.0000000 0.6766840
## GOOGLreturn 0.4359390 0.6310249 0.6766840 1.0000000
##
## , , 2015-01-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5282181 0.4442113 0.4415031
## FBreturn 0.5282181 1.0000000 0.5889857 0.6128743
## AMZNreturn 0.4442113 0.5889857 1.0000000 0.6779802
## GOOGLreturn 0.4415031 0.6128743 0.6779802 1.0000000
##
## , , 2015-01-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5255682 0.4437457 0.4336760
## FBreturn 0.5255682 1.0000000 0.5891282 0.6081701
## AMZNreturn 0.4437457 0.5891282 1.0000000 0.6644742
## GOOGLreturn 0.4336760 0.6081701 0.6644742 1.0000000
##
## , , 2015-01-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5595061 0.4687559 0.4365192
## FBreturn 0.5595061 1.0000000 0.6104448 0.5989241
## AMZNreturn 0.4687559 0.6104448 1.0000000 0.6623265
## GOOGLreturn 0.4365192 0.5989241 0.6623265 1.0000000
##
## , , 2015-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5421606 0.4533931 0.4156814
## FBreturn 0.5421606 1.0000000 0.6129224 0.6069113
## AMZNreturn 0.4533931 0.6129224 1.0000000 0.6657850
## GOOGLreturn 0.4156814 0.6069113 0.6657850 1.0000000
##
## , , 2015-01-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5431823 0.4295823 0.4009394
## FBreturn 0.5431823 1.0000000 0.6023339 0.6018966
## AMZNreturn 0.4295823 0.6023339 1.0000000 0.6651609
## GOOGLreturn 0.4009394 0.6018966 0.6651609 1.0000000
##
## , , 2015-01-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5414901 0.4317841 0.4074392
## FBreturn 0.5414901 1.0000000 0.6032597 0.6051554
## AMZNreturn 0.4317841 0.6032597 1.0000000 0.6801367
## GOOGLreturn 0.4074392 0.6051554 0.6801367 1.0000000
##
## , , 2015-01-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5436586 0.4649990 0.4464582
## FBreturn 0.5436586 1.0000000 0.6000606 0.6038034
## AMZNreturn 0.4649990 0.6000606 1.0000000 0.7101392
## GOOGLreturn 0.4464582 0.6038034 0.7101392 1.0000000
##
## , , 2015-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5395334 0.4615805 0.4462993
## FBreturn 0.5395334 1.0000000 0.5992214 0.6052238
## AMZNreturn 0.4615805 0.5992214 1.0000000 0.7054374
## GOOGLreturn 0.4462993 0.6052238 0.7054374 1.0000000
##
## , , 2015-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5344656 0.4552551 0.4411688
## FBreturn 0.5344656 1.0000000 0.6002127 0.6081913
## AMZNreturn 0.4552551 0.6002127 1.0000000 0.7057622
## GOOGLreturn 0.4411688 0.6081913 0.7057622 1.0000000
##
## , , 2015-01-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5622257 0.4617174 0.4935932
## FBreturn 0.5622257 1.0000000 0.6052353 0.6346342
## AMZNreturn 0.4617174 0.6052353 1.0000000 0.6987238
## GOOGLreturn 0.4935932 0.6346342 0.6987238 1.0000000
##
## , , 2015-01-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5375819 0.3904689 0.4123520
## FBreturn 0.5375819 1.0000000 0.5947623 0.6224435
## AMZNreturn 0.3904689 0.5947623 1.0000000 0.6992297
## GOOGLreturn 0.4123520 0.6224435 0.6992297 1.0000000
##
## , , 2015-01-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5621249 0.4209464 0.4033625
## FBreturn 0.5621249 1.0000000 0.6182668 0.5942786
## AMZNreturn 0.4209464 0.6182668 1.0000000 0.6782374
## GOOGLreturn 0.4033625 0.5942786 0.6782374 1.0000000
##
## , , 2015-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5662478 0.2571407 0.3198717
## FBreturn 0.5662478 1.0000000 0.3370731 0.4402346
## AMZNreturn 0.2571407 0.3370731 1.0000000 0.7345560
## GOOGLreturn 0.3198717 0.4402346 0.7345560 1.0000000
##
## , , 2015-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5458117 0.2708835 0.3186693
## FBreturn 0.5458117 1.0000000 0.3250430 0.4608159
## AMZNreturn 0.2708835 0.3250430 1.0000000 0.7034191
## GOOGLreturn 0.3186693 0.4608159 0.7034191 1.0000000
##
## , , 2015-02-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5389102 0.2789687 0.3261269
## FBreturn 0.5389102 1.0000000 0.3336247 0.4725517
## AMZNreturn 0.2789687 0.3336247 1.0000000 0.6969466
## GOOGLreturn 0.3261269 0.4725517 0.6969466 1.0000000
##
## , , 2015-02-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5347623 0.2874797 0.3161679
## FBreturn 0.5347623 1.0000000 0.3494048 0.4733412
## AMZNreturn 0.2874797 0.3494048 1.0000000 0.6796795
## GOOGLreturn 0.3161679 0.4733412 0.6796795 1.0000000
##
## , , 2015-02-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5309485 0.3023127 0.3279721
## FBreturn 0.5309485 1.0000000 0.3606215 0.4838868
## AMZNreturn 0.3023127 0.3606215 1.0000000 0.6775101
## GOOGLreturn 0.3279721 0.4838868 0.6775101 1.0000000
##
## , , 2015-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5339632 0.3099718 0.3242246
## FBreturn 0.5339632 1.0000000 0.3742837 0.4732075
## AMZNreturn 0.3099718 0.3742837 1.0000000 0.6708582
## GOOGLreturn 0.3242246 0.4732075 0.6708582 1.0000000
##
## , , 2015-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5276989 0.3068949 0.3230780
## FBreturn 0.5276989 1.0000000 0.3887458 0.4842603
## AMZNreturn 0.3068949 0.3887458 1.0000000 0.6740579
## GOOGLreturn 0.3230780 0.4842603 0.6740579 1.0000000
##
## , , 2015-02-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5331464 0.3180377 0.3593442
## FBreturn 0.5331464 1.0000000 0.4050651 0.5045340
## AMZNreturn 0.3180377 0.4050651 1.0000000 0.6667225
## GOOGLreturn 0.3593442 0.5045340 0.6667225 1.0000000
##
## , , 2015-02-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5462398 0.3253570 0.3362781
## FBreturn 0.5462398 1.0000000 0.4181546 0.4894675
## AMZNreturn 0.3253570 0.4181546 1.0000000 0.6589533
## GOOGLreturn 0.3362781 0.4894675 0.6589533 1.0000000
##
## , , 2015-02-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5343557 0.3330739 0.3574848
## FBreturn 0.5343557 1.0000000 0.4289931 0.4906099
## AMZNreturn 0.3330739 0.4289931 1.0000000 0.6554023
## GOOGLreturn 0.3574848 0.4906099 0.6554023 1.0000000
##
## , , 2015-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5252515 0.3407097 0.3651623
## FBreturn 0.5252515 1.0000000 0.4259935 0.4884354
## AMZNreturn 0.3407097 0.4259935 1.0000000 0.6590810
## GOOGLreturn 0.3651623 0.4884354 0.6590810 1.0000000
##
## , , 2015-02-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5194788 0.3243129 0.3567786
## FBreturn 0.5194788 1.0000000 0.4331812 0.4972601
## AMZNreturn 0.3243129 0.4331812 1.0000000 0.6687362
## GOOGLreturn 0.3567786 0.4972601 0.6687362 1.0000000
##
## , , 2015-02-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5225709 0.3222866 0.3550031
## FBreturn 0.5225709 1.0000000 0.4241420 0.4871572
## AMZNreturn 0.3222866 0.4241420 1.0000000 0.6687683
## GOOGLreturn 0.3550031 0.4871572 0.6687683 1.0000000
##
## , , 2015-02-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4775964 0.3210845 0.3579495
## FBreturn 0.4775964 1.0000000 0.4544188 0.4915827
## AMZNreturn 0.3210845 0.4544188 1.0000000 0.6692403
## GOOGLreturn 0.3579495 0.4915827 0.6692403 1.0000000
##
## , , 2015-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4778613 0.3360363 0.3432181
## FBreturn 0.4778613 1.0000000 0.4631317 0.4928345
## AMZNreturn 0.3360363 0.4631317 1.0000000 0.6388686
## GOOGLreturn 0.3432181 0.4928345 0.6388686 1.0000000
##
## , , 2015-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4064469 0.2799627 0.2790019
## FBreturn 0.4064469 1.0000000 0.4823472 0.5143532
## AMZNreturn 0.2799627 0.4823472 1.0000000 0.6473964
## GOOGLreturn 0.2790019 0.5143532 0.6473964 1.0000000
##
## , , 2015-02-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4101547 0.2943152 0.2815302
## FBreturn 0.4101547 1.0000000 0.4882068 0.5215850
## AMZNreturn 0.2943152 0.4882068 1.0000000 0.6378911
## GOOGLreturn 0.2815302 0.5215850 0.6378911 1.0000000
##
## , , 2015-02-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3489566 0.2274550 0.2138178
## FBreturn 0.3489566 1.0000000 0.5075521 0.5412966
## AMZNreturn 0.2274550 0.5075521 1.0000000 0.6512530
## GOOGLreturn 0.2138178 0.5412966 0.6512530 1.0000000
##
## , , 2015-02-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3607571 0.2344313 0.2498305
## FBreturn 0.3607571 1.0000000 0.5112060 0.5407527
## AMZNreturn 0.2344313 0.5112060 1.0000000 0.6226066
## GOOGLreturn 0.2498305 0.5407527 0.6226066 1.0000000
##
## , , 2015-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3958855 0.2685010 0.2515954
## FBreturn 0.3958855 1.0000000 0.5343978 0.5191021
## AMZNreturn 0.2685010 0.5343978 1.0000000 0.6086400
## GOOGLreturn 0.2515954 0.5191021 0.6086400 1.0000000
##
## , , 2015-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4040401 0.2817485 0.2667303
## FBreturn 0.4040401 1.0000000 0.5419214 0.5275094
## AMZNreturn 0.2817485 0.5419214 1.0000000 0.6232131
## GOOGLreturn 0.2667303 0.5275094 0.6232131 1.0000000
##
## , , 2015-03-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4090528 0.2906012 0.2788240
## FBreturn 0.4090528 1.0000000 0.5470040 0.5293944
## AMZNreturn 0.2906012 0.5470040 1.0000000 0.6195920
## GOOGLreturn 0.2788240 0.5293944 0.6195920 1.0000000
##
## , , 2015-03-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3924856 0.3045926 0.2917372
## FBreturn 0.3924856 1.0000000 0.5255990 0.5236302
## AMZNreturn 0.3045926 0.5255990 1.0000000 0.6217459
## GOOGLreturn 0.2917372 0.5236302 0.6217459 1.0000000
##
## , , 2015-03-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3911653 0.2751183 0.2869126
## FBreturn 0.3911653 1.0000000 0.5251562 0.5311261
## AMZNreturn 0.2751183 0.5251562 1.0000000 0.6238759
## GOOGLreturn 0.2869126 0.5311261 0.6238759 1.0000000
##
## , , 2015-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3864848 0.2746689 0.2913403
## FBreturn 0.3864848 1.0000000 0.5570825 0.5590739
## AMZNreturn 0.2746689 0.5570825 1.0000000 0.6434866
## GOOGLreturn 0.2913403 0.5590739 0.6434866 1.0000000
##
## , , 2015-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3890601 0.2815042 0.3033842
## FBreturn 0.3890601 1.0000000 0.5608377 0.5607562
## AMZNreturn 0.2815042 0.5608377 1.0000000 0.6412821
## GOOGLreturn 0.3033842 0.5607562 0.6412821 1.0000000
##
## , , 2015-03-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4337173 0.3320339 0.3603892
## FBreturn 0.4337173 1.0000000 0.5909328 0.5993788
## AMZNreturn 0.3320339 0.5909328 1.0000000 0.6667748
## GOOGLreturn 0.3603892 0.5993788 0.6667748 1.0000000
##
## , , 2015-03-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4309042 0.3456053 0.3700816
## FBreturn 0.4309042 1.0000000 0.5888597 0.6004422
## AMZNreturn 0.3456053 0.5888597 1.0000000 0.6669478
## GOOGLreturn 0.3700816 0.6004422 0.6669478 1.0000000
##
## , , 2015-03-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4492547 0.3694899 0.3880492
## FBreturn 0.4492547 1.0000000 0.5991413 0.6097499
## AMZNreturn 0.3694899 0.5991413 1.0000000 0.6721682
## GOOGLreturn 0.3880492 0.6097499 0.6721682 1.0000000
##
## , , 2015-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4573319 0.3787277 0.3993739
## FBreturn 0.4573319 1.0000000 0.6040167 0.6187871
## AMZNreturn 0.3787277 0.6040167 1.0000000 0.6757188
## GOOGLreturn 0.3993739 0.6187871 0.6757188 1.0000000
##
## , , 2015-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4569579 0.3847383 0.4134551
## FBreturn 0.4569579 1.0000000 0.6019815 0.6108471
## AMZNreturn 0.3847383 0.6019815 1.0000000 0.6724345
## GOOGLreturn 0.4134551 0.6108471 0.6724345 1.0000000
##
## , , 2015-03-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4737867 0.3715334 0.3884240
## FBreturn 0.4737867 1.0000000 0.5804612 0.5788223
## AMZNreturn 0.3715334 0.5804612 1.0000000 0.6720359
## GOOGLreturn 0.3884240 0.5788223 0.6720359 1.0000000
##
## , , 2015-03-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4870603 0.3800607 0.4044260
## FBreturn 0.4870603 1.0000000 0.5811902 0.5969605
## AMZNreturn 0.3800607 0.5811902 1.0000000 0.6715580
## GOOGLreturn 0.4044260 0.5969605 0.6715580 1.0000000
##
## , , 2015-03-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4492857 0.3873881 0.4126954
## FBreturn 0.4492857 1.0000000 0.5483166 0.5606985
## AMZNreturn 0.3873881 0.5483166 1.0000000 0.6721546
## GOOGLreturn 0.4126954 0.5606985 0.6721546 1.0000000
##
## , , 2015-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4285773 0.3597605 0.4087282
## FBreturn 0.4285773 1.0000000 0.5580660 0.5632957
## AMZNreturn 0.3597605 0.5580660 1.0000000 0.6645903
## GOOGLreturn 0.4087282 0.5632957 0.6645903 1.0000000
##
## , , 2015-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4349551 0.3445705 0.4080241
## FBreturn 0.4349551 1.0000000 0.5491405 0.5673095
## AMZNreturn 0.3445705 0.5491405 1.0000000 0.6585075
## GOOGLreturn 0.4080241 0.5673095 0.6585075 1.0000000
##
## , , 2015-03-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4276978 0.3516533 0.3842238
## FBreturn 0.4276978 1.0000000 0.5411955 0.5809580
## AMZNreturn 0.3516533 0.5411955 1.0000000 0.6264347
## GOOGLreturn 0.3842238 0.5809580 0.6264347 1.0000000
##
## , , 2015-03-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4905009 0.3715205 0.4314081
## FBreturn 0.4905009 1.0000000 0.5456419 0.6162727
## AMZNreturn 0.3715205 0.5456419 1.0000000 0.6327098
## GOOGLreturn 0.4314081 0.6162727 0.6327098 1.0000000
##
## , , 2015-03-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4888390 0.3612350 0.4273282
## FBreturn 0.4888390 1.0000000 0.5438481 0.6164847
## AMZNreturn 0.3612350 0.5438481 1.0000000 0.6336329
## GOOGLreturn 0.4273282 0.6164847 0.6336329 1.0000000
##
## , , 2015-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4830771 0.3552045 0.4345493
## FBreturn 0.4830771 1.0000000 0.5479395 0.6034749
## AMZNreturn 0.3552045 0.5479395 1.0000000 0.6116914
## GOOGLreturn 0.4345493 0.6034749 0.6116914 1.0000000
##
## , , 2015-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4644504 0.3728757 0.4399757
## FBreturn 0.4644504 1.0000000 0.5451974 0.6014233
## AMZNreturn 0.3728757 0.5451974 1.0000000 0.6176345
## GOOGLreturn 0.4399757 0.6014233 0.6176345 1.0000000
##
## , , 2015-04-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4740820 0.3886561 0.4561485
## FBreturn 0.4740820 1.0000000 0.5538502 0.6087028
## AMZNreturn 0.3886561 0.5538502 1.0000000 0.6273508
## GOOGLreturn 0.4561485 0.6087028 0.6273508 1.0000000
##
## , , 2015-04-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4744410 0.3905400 0.4538152
## FBreturn 0.4744410 1.0000000 0.5595884 0.6138231
## AMZNreturn 0.3905400 0.5595884 1.0000000 0.6320774
## GOOGLreturn 0.4538152 0.6138231 0.6320774 1.0000000
##
## , , 2015-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721542 0.3946238 0.4262832
## FBreturn 0.4721542 1.0000000 0.5603717 0.6065518
## AMZNreturn 0.3946238 0.5603717 1.0000000 0.6127477
## GOOGLreturn 0.4262832 0.6065518 0.6127477 1.0000000
##
## , , 2015-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4865057 0.4098400 0.4300050
## FBreturn 0.4865057 1.0000000 0.5712541 0.6088894
## AMZNreturn 0.4098400 0.5712541 1.0000000 0.6166812
## GOOGLreturn 0.4300050 0.6088894 0.6166812 1.0000000
##
## , , 2015-04-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4836304 0.4201901 0.4271408
## FBreturn 0.4836304 1.0000000 0.5688907 0.6102896
## AMZNreturn 0.4201901 0.5688907 1.0000000 0.6141265
## GOOGLreturn 0.4271408 0.6102896 0.6141265 1.0000000
##
## , , 2015-04-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4848149 0.4003552 0.4216426
## FBreturn 0.4848149 1.0000000 0.5476319 0.6043559
## AMZNreturn 0.4003552 0.5476319 1.0000000 0.6199358
## GOOGLreturn 0.4216426 0.6043559 0.6199358 1.0000000
##
## , , 2015-04-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4799660 0.4034344 0.4189363
## FBreturn 0.4799660 1.0000000 0.5477153 0.6067067
## AMZNreturn 0.4034344 0.5477153 1.0000000 0.6196174
## GOOGLreturn 0.4189363 0.6067067 0.6196174 1.0000000
##
## , , 2015-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4793499 0.3998847 0.4201396
## FBreturn 0.4793499 1.0000000 0.5504509 0.6083036
## AMZNreturn 0.3998847 0.5504509 1.0000000 0.6205120
## GOOGLreturn 0.4201396 0.6083036 0.6205120 1.0000000
##
## , , 2015-04-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4693704 0.4017512 0.4217300
## FBreturn 0.4693704 1.0000000 0.5418919 0.6016423
## AMZNreturn 0.4017512 0.5418919 1.0000000 0.6228812
## GOOGLreturn 0.4217300 0.6016423 0.6228812 1.0000000
##
## , , 2015-04-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4656301 0.3945926 0.4258229
## FBreturn 0.4656301 1.0000000 0.5474188 0.5749210
## AMZNreturn 0.3945926 0.5474188 1.0000000 0.5861415
## GOOGLreturn 0.4258229 0.5749210 0.5861415 1.0000000
##
## , , 2015-04-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4554386 0.3881207 0.4275315
## FBreturn 0.4554386 1.0000000 0.5562568 0.5705104
## AMZNreturn 0.3881207 0.5562568 1.0000000 0.5855018
## GOOGLreturn 0.4275315 0.5705104 0.5855018 1.0000000
##
## , , 2015-04-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4610772 0.3815468 0.4217142
## FBreturn 0.4610772 1.0000000 0.5503701 0.5688646
## AMZNreturn 0.3815468 0.5503701 1.0000000 0.5924604
## GOOGLreturn 0.4217142 0.5688646 0.5924604 1.0000000
##
## , , 2015-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852205 0.4148617 0.4469467
## FBreturn 0.4852205 1.0000000 0.5920033 0.6022544
## AMZNreturn 0.4148617 0.5920033 1.0000000 0.6309424
## GOOGLreturn 0.4469467 0.6022544 0.6309424 1.0000000
##
## , , 2015-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5277178 0.4604078 0.4805484
## FBreturn 0.5277178 1.0000000 0.6263916 0.6297726
## AMZNreturn 0.4604078 0.6263916 1.0000000 0.6552119
## GOOGLreturn 0.4805484 0.6297726 0.6552119 1.0000000
##
## , , 2015-04-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5140885 0.4537803 0.4815660
## FBreturn 0.5140885 1.0000000 0.6225945 0.6205476
## AMZNreturn 0.4537803 0.6225945 1.0000000 0.6518792
## GOOGLreturn 0.4815660 0.6205476 0.6518792 1.0000000
##
## , , 2015-04-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5218462 0.4340041 0.4905427
## FBreturn 0.5218462 1.0000000 0.6072341 0.6276902
## AMZNreturn 0.4340041 0.6072341 1.0000000 0.6365840
## GOOGLreturn 0.4905427 0.6276902 0.6365840 1.0000000
##
## , , 2015-04-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602840 0.4292041 0.4941088
## FBreturn 0.4602840 1.0000000 0.5793219 0.5381519
## AMZNreturn 0.4292041 0.5793219 1.0000000 0.6271436
## GOOGLreturn 0.4941088 0.5381519 0.6271436 1.0000000
##
## , , 2015-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4542000 0.3596602 0.4784816
## FBreturn 0.4542000 1.0000000 0.3795795 0.4807701
## AMZNreturn 0.3596602 0.3795795 1.0000000 0.6594218
## GOOGLreturn 0.4784816 0.4807701 0.6594218 1.0000000
##
## , , 2015-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4591748 0.3147511 0.4293681
## FBreturn 0.4591748 1.0000000 0.3729652 0.4739102
## AMZNreturn 0.3147511 0.3729652 1.0000000 0.6679018
## GOOGLreturn 0.4293681 0.4739102 0.6679018 1.0000000
##
## , , 2015-04-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4751802 0.3415051 0.4302531
## FBreturn 0.4751802 1.0000000 0.3975317 0.4869524
## AMZNreturn 0.3415051 0.3975317 1.0000000 0.6655777
## GOOGLreturn 0.4302531 0.4869524 0.6655777 1.0000000
##
## , , 2015-04-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4778274 0.3393584 0.4353974
## FBreturn 0.4778274 1.0000000 0.4081474 0.4994455
## AMZNreturn 0.3393584 0.4081474 1.0000000 0.6623606
## GOOGLreturn 0.4353974 0.4994455 0.6623606 1.0000000
##
## , , 2015-05-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5148935 0.3641082 0.4787034
## FBreturn 0.5148935 1.0000000 0.4348151 0.5401033
## AMZNreturn 0.3641082 0.4348151 1.0000000 0.6666257
## GOOGLreturn 0.4787034 0.5401033 0.6666257 1.0000000
##
## , , 2015-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4983616 0.3578233 0.4750090
## FBreturn 0.4983616 1.0000000 0.4442862 0.5460106
## AMZNreturn 0.3578233 0.4442862 1.0000000 0.6646181
## GOOGLreturn 0.4750090 0.5460106 0.6646181 1.0000000
##
## , , 2015-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4969640 0.3615037 0.4716672
## FBreturn 0.4969640 1.0000000 0.4532076 0.5520619
## AMZNreturn 0.3615037 0.4532076 1.0000000 0.6629090
## GOOGLreturn 0.4716672 0.5520619 0.6629090 1.0000000
##
## , , 2015-05-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5158579 0.3662413 0.4960688
## FBreturn 0.5158579 1.0000000 0.4628007 0.5753247
## AMZNreturn 0.3662413 0.4628007 1.0000000 0.6547754
## GOOGLreturn 0.4960688 0.5753247 0.6547754 1.0000000
##
## , , 2015-05-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086287 0.3713497 0.4943110
## FBreturn 0.5086287 1.0000000 0.4664352 0.5636378
## AMZNreturn 0.3713497 0.4664352 1.0000000 0.6544366
## GOOGLreturn 0.4943110 0.5636378 0.6544366 1.0000000
##
## , , 2015-05-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5078786 0.3786089 0.4932245
## FBreturn 0.5078786 1.0000000 0.4747183 0.5672717
## AMZNreturn 0.3786089 0.4747183 1.0000000 0.6615536
## GOOGLreturn 0.4932245 0.5672717 0.6615536 1.0000000
##
## , , 2015-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4984976 0.3930753 0.5012591
## FBreturn 0.4984976 1.0000000 0.4784045 0.5651692
## AMZNreturn 0.3930753 0.4784045 1.0000000 0.6664623
## GOOGLreturn 0.5012591 0.5651692 0.6664623 1.0000000
##
## , , 2015-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5006449 0.3971632 0.5027461
## FBreturn 0.5006449 1.0000000 0.4877707 0.5723660
## AMZNreturn 0.3971632 0.4877707 1.0000000 0.6660611
## GOOGLreturn 0.5027461 0.5723660 0.6660611 1.0000000
##
## , , 2015-05-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007077 0.3997992 0.4977150
## FBreturn 0.5007077 1.0000000 0.4978049 0.5824109
## AMZNreturn 0.3997992 0.4978049 1.0000000 0.6648002
## GOOGLreturn 0.4977150 0.5824109 0.6648002 1.0000000
##
## , , 2015-05-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4956717 0.3962038 0.4933793
## FBreturn 0.4956717 1.0000000 0.4766093 0.5821392
## AMZNreturn 0.3962038 0.4766093 1.0000000 0.6560610
## GOOGLreturn 0.4933793 0.5821392 0.6560610 1.0000000
##
## , , 2015-05-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5319561 0.4127213 0.5133173
## FBreturn 0.5319561 1.0000000 0.4949849 0.6086614
## AMZNreturn 0.4127213 0.4949849 1.0000000 0.6623095
## GOOGLreturn 0.5133173 0.6086614 0.6623095 1.0000000
##
## , , 2015-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5267030 0.4113762 0.5075572
## FBreturn 0.5267030 1.0000000 0.5149047 0.6164913
## AMZNreturn 0.4113762 0.5149047 1.0000000 0.6670318
## GOOGLreturn 0.5075572 0.6164913 0.6670318 1.0000000
##
## , , 2015-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5261989 0.4041241 0.4983713
## FBreturn 0.5261989 1.0000000 0.5170038 0.6161762
## AMZNreturn 0.4041241 0.5170038 1.0000000 0.6653998
## GOOGLreturn 0.4983713 0.6161762 0.6653998 1.0000000
##
## , , 2015-05-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5233820 0.4043978 0.4922196
## FBreturn 0.5233820 1.0000000 0.5225408 0.6143125
## AMZNreturn 0.4043978 0.5225408 1.0000000 0.6543448
## GOOGLreturn 0.4922196 0.6143125 0.6543448 1.0000000
##
## , , 2015-05-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5205086 0.4041666 0.4860578
## FBreturn 0.5205086 1.0000000 0.5249740 0.6110440
## AMZNreturn 0.4041666 0.5249740 1.0000000 0.6547984
## GOOGLreturn 0.4860578 0.6110440 0.6547984 1.0000000
##
## , , 2015-05-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5097221 0.4172236 0.4881129
## FBreturn 0.5097221 1.0000000 0.5155413 0.6062745
## AMZNreturn 0.4172236 0.5155413 1.0000000 0.6579503
## GOOGLreturn 0.4881129 0.6062745 0.6579503 1.0000000
##
## , , 2015-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5063707 0.3956272 0.4723752
## FBreturn 0.5063707 1.0000000 0.5137837 0.6052081
## AMZNreturn 0.3956272 0.5137837 1.0000000 0.6594746
## GOOGLreturn 0.4723752 0.6052081 0.6594746 1.0000000
##
## , , 2015-05-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5280444 0.4009925 0.4954348
## FBreturn 0.5280444 1.0000000 0.5228823 0.6207119
## AMZNreturn 0.4009925 0.5228823 1.0000000 0.6591662
## GOOGLreturn 0.4954348 0.6207119 0.6591662 1.0000000
##
## , , 2015-05-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5397008 0.4183356 0.5074395
## FBreturn 0.5397008 1.0000000 0.5387037 0.6313648
## AMZNreturn 0.4183356 0.5387037 1.0000000 0.6663177
## GOOGLreturn 0.5074395 0.6313648 0.6663177 1.0000000
##
## , , 2015-05-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5365715 0.4185286 0.5028150
## FBreturn 0.5365715 1.0000000 0.5451776 0.6316226
## AMZNreturn 0.4185286 0.5451776 1.0000000 0.6616505
## GOOGLreturn 0.5028150 0.6316226 0.6616505 1.0000000
##
## , , 2015-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5439253 0.4043799 0.5121336
## FBreturn 0.5439253 1.0000000 0.5292356 0.6442006
## AMZNreturn 0.4043799 0.5292356 1.0000000 0.6309580
## GOOGLreturn 0.5121336 0.6442006 0.6309580 1.0000000
##
## , , 2015-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5352206 0.4053365 0.5061749
## FBreturn 0.5352206 1.0000000 0.5290754 0.6468222
## AMZNreturn 0.4053365 0.5290754 1.0000000 0.6312611
## GOOGLreturn 0.5061749 0.6468222 0.6312611 1.0000000
##
## , , 2015-06-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5306515 0.4061840 0.4910023
## FBreturn 0.5306515 1.0000000 0.5336658 0.6415771
## AMZNreturn 0.4061840 0.5336658 1.0000000 0.6280442
## GOOGLreturn 0.4910023 0.6415771 0.6280442 1.0000000
##
## , , 2015-06-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5100148 0.4027331 0.4867941
## FBreturn 0.5100148 1.0000000 0.5521919 0.6229981
## AMZNreturn 0.4027331 0.5521919 1.0000000 0.6252495
## GOOGLreturn 0.4867941 0.6229981 0.6252495 1.0000000
##
## , , 2015-06-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5121253 0.4113486 0.4879732
## FBreturn 0.5121253 1.0000000 0.5601732 0.6273233
## AMZNreturn 0.4113486 0.5601732 1.0000000 0.6339284
## GOOGLreturn 0.4879732 0.6273233 0.6339284 1.0000000
##
## , , 2015-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086529 0.4166657 0.4862778
## FBreturn 0.5086529 1.0000000 0.5586616 0.6263479
## AMZNreturn 0.4166657 0.5586616 1.0000000 0.6366779
## GOOGLreturn 0.4862778 0.6263479 0.6366779 1.0000000
##
## , , 2015-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5126972 0.4225243 0.4894099
## FBreturn 0.5126972 1.0000000 0.5670424 0.6387652
## AMZNreturn 0.4225243 0.5670424 1.0000000 0.6431573
## GOOGLreturn 0.4894099 0.6387652 0.6431573 1.0000000
##
## , , 2015-06-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5098183 0.4193217 0.4857222
## FBreturn 0.5098183 1.0000000 0.5682850 0.6375340
## AMZNreturn 0.4193217 0.5682850 1.0000000 0.6421062
## GOOGLreturn 0.4857222 0.6375340 0.6421062 1.0000000
##
## , , 2015-06-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5226849 0.4301518 0.4988781
## FBreturn 0.5226849 1.0000000 0.5793328 0.6540167
## AMZNreturn 0.4301518 0.5793328 1.0000000 0.6496796
## GOOGLreturn 0.4988781 0.6540167 0.6496796 1.0000000
##
## , , 2015-06-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5218140 0.4253932 0.4963640
## FBreturn 0.5218140 1.0000000 0.5738571 0.6548093
## AMZNreturn 0.4253932 0.5738571 1.0000000 0.6416001
## GOOGLreturn 0.4963640 0.6548093 0.6416001 1.0000000
##
## , , 2015-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5196126 0.4361572 0.4950398
## FBreturn 0.5196126 1.0000000 0.5762259 0.6538353
## AMZNreturn 0.4361572 0.5762259 1.0000000 0.6443689
## GOOGLreturn 0.4950398 0.6538353 0.6443689 1.0000000
##
## , , 2015-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5153718 0.4322717 0.4906924
## FBreturn 0.5153718 1.0000000 0.5898988 0.6576795
## AMZNreturn 0.4322717 0.5898988 1.0000000 0.6509910
## GOOGLreturn 0.4906924 0.6576795 0.6509910 1.0000000
##
## , , 2015-06-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5149051 0.4345768 0.4879252
## FBreturn 0.5149051 1.0000000 0.5912903 0.6560714
## AMZNreturn 0.4345768 0.5912903 1.0000000 0.6517072
## GOOGLreturn 0.4879252 0.6560714 0.6517072 1.0000000
##
## , , 2015-06-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5030501 0.4328211 0.4814781
## FBreturn 0.5030501 1.0000000 0.5859754 0.6526305
## AMZNreturn 0.4328211 0.5859754 1.0000000 0.6508922
## GOOGLreturn 0.4814781 0.6526305 0.6508922 1.0000000
##
## , , 2015-06-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5044137 0.4308649 0.4794075
## FBreturn 0.5044137 1.0000000 0.5981535 0.6603135
## AMZNreturn 0.4308649 0.5981535 1.0000000 0.6699580
## GOOGLreturn 0.4794075 0.6603135 0.6699580 1.0000000
##
## , , 2015-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5106099 0.4462671 0.4669027
## FBreturn 0.5106099 1.0000000 0.6029526 0.6535496
## AMZNreturn 0.4462671 0.6029526 1.0000000 0.6585336
## GOOGLreturn 0.4669027 0.6535496 0.6585336 1.0000000
##
## , , 2015-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5160480 0.4437222 0.4663413
## FBreturn 0.5160480 1.0000000 0.5835408 0.6362748
## AMZNreturn 0.4437222 0.5835408 1.0000000 0.6581162
## GOOGLreturn 0.4663413 0.6362748 0.6581162 1.0000000
##
## , , 2015-06-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4447581 0.4091805 0.4567084
## FBreturn 0.4447581 1.0000000 0.6138033 0.6111958
## AMZNreturn 0.4091805 0.6138033 1.0000000 0.6525099
## GOOGLreturn 0.4567084 0.6111958 0.6525099 1.0000000
##
## , , 2015-06-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4534157 0.3802534 0.4273858
## FBreturn 0.4534157 1.0000000 0.5860849 0.5886928
## AMZNreturn 0.3802534 0.5860849 1.0000000 0.6609871
## GOOGLreturn 0.4273858 0.5886928 0.6609871 1.0000000
##
## , , 2015-06-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4604052 0.3840479 0.4293601
## FBreturn 0.4604052 1.0000000 0.5850610 0.5903561
## AMZNreturn 0.3840479 0.5850610 1.0000000 0.6603892
## GOOGLreturn 0.4293601 0.5903561 0.6603892 1.0000000
##
## , , 2015-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4604607 0.3915264 0.4380858
## FBreturn 0.4604607 1.0000000 0.5840489 0.5892394
## AMZNreturn 0.3915264 0.5840489 1.0000000 0.6621097
## GOOGLreturn 0.4380858 0.5892394 0.6621097 1.0000000
##
## , , 2015-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5050708 0.4295458 0.4762700
## FBreturn 0.5050708 1.0000000 0.6122335 0.6246192
## AMZNreturn 0.4295458 0.6122335 1.0000000 0.6813235
## GOOGLreturn 0.4762700 0.6246192 0.6813235 1.0000000
##
## , , 2015-07-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5002405 0.4336670 0.4697005
## FBreturn 0.5002405 1.0000000 0.6073756 0.6246026
## AMZNreturn 0.4336670 0.6073756 1.0000000 0.6752012
## GOOGLreturn 0.4697005 0.6246026 0.6752012 1.0000000
##
## , , 2015-07-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5081918 0.4349896 0.4715522
## FBreturn 0.5081918 1.0000000 0.6061889 0.6270105
## AMZNreturn 0.4349896 0.6061889 1.0000000 0.6744160
## GOOGLreturn 0.4715522 0.6270105 0.6744160 1.0000000
##
## , , 2015-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5043981 0.4334644 0.4645145
## FBreturn 0.5043981 1.0000000 0.6034920 0.6275373
## AMZNreturn 0.4334644 0.6034920 1.0000000 0.6689671
## GOOGLreturn 0.4645145 0.6275373 0.6689671 1.0000000
##
## , , 2015-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5012656 0.4343835 0.4647511
## FBreturn 0.5012656 1.0000000 0.6004279 0.6255894
## AMZNreturn 0.4343835 0.6004279 1.0000000 0.6688354
## GOOGLreturn 0.4647511 0.6255894 0.6688354 1.0000000
##
## , , 2015-07-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5013326 0.4320971 0.4549788
## FBreturn 0.5013326 1.0000000 0.5977202 0.6137370
## AMZNreturn 0.4320971 0.5977202 1.0000000 0.6639556
## GOOGLreturn 0.4549788 0.6137370 0.6639556 1.0000000
##
## , , 2015-07-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5380586 0.4688015 0.4893749
## FBreturn 0.5380586 1.0000000 0.6177348 0.6344252
## AMZNreturn 0.4688015 0.6177348 1.0000000 0.6784912
## GOOGLreturn 0.4893749 0.6344252 0.6784912 1.0000000
##
## , , 2015-07-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5209179 0.4262392 0.4548319
## FBreturn 0.5209179 1.0000000 0.6117136 0.6319253
## AMZNreturn 0.4262392 0.6117136 1.0000000 0.6787809
## GOOGLreturn 0.4548319 0.6319253 0.6787809 1.0000000
##
## , , 2015-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5423320 0.4531649 0.4859614
## FBreturn 0.5423320 1.0000000 0.6270100 0.6508103
## AMZNreturn 0.4531649 0.6270100 1.0000000 0.6926832
## GOOGLreturn 0.4859614 0.6508103 0.6926832 1.0000000
##
## , , 2015-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5570484 0.4730698 0.5047777
## FBreturn 0.5570484 1.0000000 0.6487202 0.6742297
## AMZNreturn 0.4730698 0.6487202 1.0000000 0.7112872
## GOOGLreturn 0.5047777 0.6742297 0.7112872 1.0000000
##
## , , 2015-07-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5520926 0.4520960 0.4819820
## FBreturn 0.5520926 1.0000000 0.6092170 0.6340799
## AMZNreturn 0.4520960 0.6092170 1.0000000 0.7201095
## GOOGLreturn 0.4819820 0.6340799 0.7201095 1.0000000
##
## , , 2015-07-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5429504 0.4297621 0.4748479
## FBreturn 0.5429504 1.0000000 0.6043084 0.6338072
## AMZNreturn 0.4297621 0.6043084 1.0000000 0.7102725
## GOOGLreturn 0.4748479 0.6338072 0.7102725 1.0000000
##
## , , 2015-07-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5489906 0.4482685 0.4895591
## FBreturn 0.5489906 1.0000000 0.6144846 0.6421193
## AMZNreturn 0.4482685 0.6144846 1.0000000 0.7318599
## GOOGLreturn 0.4895591 0.6421193 0.7318599 1.0000000
##
## , , 2015-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5263187 0.4507885 0.4156742
## FBreturn 0.5263187 1.0000000 0.6117242 0.7103194
## AMZNreturn 0.4507885 0.6117242 1.0000000 0.6364598
## GOOGLreturn 0.4156742 0.7103194 0.6364598 1.0000000
##
## , , 2015-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5301685 0.4583571 0.3940191
## FBreturn 0.5301685 1.0000000 0.6152956 0.6857376
## AMZNreturn 0.4583571 0.6152956 1.0000000 0.6124323
## GOOGLreturn 0.3940191 0.6857376 0.6124323 1.0000000
##
## , , 2015-07-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5103108 0.4550543 0.3905189
## FBreturn 0.5103108 1.0000000 0.6084087 0.6807132
## AMZNreturn 0.4550543 0.6084087 1.0000000 0.6126531
## GOOGLreturn 0.3905189 0.6807132 0.6126531 1.0000000
##
## , , 2015-07-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5397639 0.4169885 0.3649021
## FBreturn 0.5397639 1.0000000 0.5952175 0.6650008
## AMZNreturn 0.4169885 0.5952175 1.0000000 0.6138750
## GOOGLreturn 0.3649021 0.6650008 0.6138750 1.0000000
##
## , , 2015-07-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5208955 0.4116477 0.3588258
## FBreturn 0.5208955 1.0000000 0.6110898 0.6844501
## AMZNreturn 0.4116477 0.6110898 1.0000000 0.6307443
## GOOGLreturn 0.3588258 0.6844501 0.6307443 1.0000000
##
## , , 2015-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5017243 0.3183236 0.3631356
## FBreturn 0.5017243 1.0000000 0.6005552 0.6189858
## AMZNreturn 0.3183236 0.6005552 1.0000000 0.4006597
## GOOGLreturn 0.3631356 0.6189858 0.4006597 1.0000000
##
## , , 2015-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5112971 0.3258209 0.3575952
## FBreturn 0.5112971 1.0000000 0.5905009 0.5872640
## AMZNreturn 0.3258209 0.5905009 1.0000000 0.4104274
## GOOGLreturn 0.3575952 0.5872640 0.4104274 1.0000000
##
## , , 2015-07-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5098836 0.3245532 0.3627368
## FBreturn 0.5098836 1.0000000 0.5712254 0.5893526
## AMZNreturn 0.3245532 0.5712254 1.0000000 0.4157194
## GOOGLreturn 0.3627368 0.5893526 0.4157194 1.0000000
##
## , , 2015-07-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4970112 0.3279789 0.3665924
## FBreturn 0.4970112 1.0000000 0.5721375 0.5861304
## AMZNreturn 0.3279789 0.5721375 1.0000000 0.4285862
## GOOGLreturn 0.3665924 0.5861304 0.4285862 1.0000000
##
## , , 2015-07-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4959037 0.3228310 0.3681651
## FBreturn 0.4959037 1.0000000 0.5286434 0.5682136
## AMZNreturn 0.3228310 0.5286434 1.0000000 0.4419984
## GOOGLreturn 0.3681651 0.5682136 0.4419984 1.0000000
##
## , , 2015-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5011700 0.3314277 0.3802426
## FBreturn 0.5011700 1.0000000 0.5332667 0.5784233
## AMZNreturn 0.3314277 0.5332667 1.0000000 0.4560164
## GOOGLreturn 0.3802426 0.5784233 0.4560164 1.0000000
##
## , , 2015-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4853973 0.3388320 0.3440261
## FBreturn 0.4853973 1.0000000 0.5355277 0.5781193
## AMZNreturn 0.3388320 0.5355277 1.0000000 0.4575962
## GOOGLreturn 0.3440261 0.5781193 0.4575962 1.0000000
##
## , , 2015-08-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862073 0.3520664 0.3567613
## FBreturn 0.4862073 1.0000000 0.5415747 0.5834914
## AMZNreturn 0.3520664 0.5415747 1.0000000 0.4728423
## GOOGLreturn 0.3567613 0.5834914 0.4728423 1.0000000
##
## , , 2015-08-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862191 0.3590573 0.3641696
## FBreturn 0.4862191 1.0000000 0.5522647 0.6016215
## AMZNreturn 0.3590573 0.5522647 1.0000000 0.4935299
## GOOGLreturn 0.3641696 0.6016215 0.4935299 1.0000000
##
## , , 2015-08-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4775390 0.3550123 0.3668344
## FBreturn 0.4775390 1.0000000 0.5689720 0.6076123
## AMZNreturn 0.3550123 0.5689720 1.0000000 0.5099451
## GOOGLreturn 0.3668344 0.6076123 0.5099451 1.0000000
##
## , , 2015-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4741978 0.3508849 0.3667447
## FBreturn 0.4741978 1.0000000 0.5742436 0.6122257
## AMZNreturn 0.3508849 0.5742436 1.0000000 0.5265697
## GOOGLreturn 0.3667447 0.6122257 0.5265697 1.0000000
##
## , , 2015-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4552349 0.3461000 0.3506557
## FBreturn 0.4552349 1.0000000 0.5748925 0.6132170
## AMZNreturn 0.3461000 0.5748925 1.0000000 0.5341501
## GOOGLreturn 0.3506557 0.6132170 0.5341501 1.0000000
##
## , , 2015-08-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4291159 0.3119016 0.1811454
## FBreturn 0.4291159 1.0000000 0.5749272 0.5707350
## AMZNreturn 0.3119016 0.5749272 1.0000000 0.5205588
## GOOGLreturn 0.1811454 0.5707350 0.5205588 1.0000000
##
## , , 2015-08-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4235687 0.3148909 0.1974516
## FBreturn 0.4235687 1.0000000 0.5765244 0.5715232
## AMZNreturn 0.3148909 0.5765244 1.0000000 0.5283600
## GOOGLreturn 0.1974516 0.5715232 0.5283600 1.0000000
##
## , , 2015-08-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4271922 0.3205090 0.2129390
## FBreturn 0.4271922 1.0000000 0.5683702 0.5789201
## AMZNreturn 0.3205090 0.5683702 1.0000000 0.5247192
## GOOGLreturn 0.2129390 0.5789201 0.5247192 1.0000000
##
## , , 2015-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4329994 0.3274828 0.2298089
## FBreturn 0.4329994 1.0000000 0.5670392 0.5832959
## AMZNreturn 0.3274828 0.5670392 1.0000000 0.5333081
## GOOGLreturn 0.2298089 0.5832959 0.5333081 1.0000000
##
## , , 2015-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4298930 0.3369603 0.2476682
## FBreturn 0.4298930 1.0000000 0.5603808 0.5784040
## AMZNreturn 0.3369603 0.5603808 1.0000000 0.5437667
## GOOGLreturn 0.2476682 0.5784040 0.5437667 1.0000000
##
## , , 2015-08-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4205967 0.3440516 0.2649269
## FBreturn 0.4205967 1.0000000 0.5489817 0.5534137
## AMZNreturn 0.3440516 0.5489817 1.0000000 0.5520017
## GOOGLreturn 0.2649269 0.5534137 0.5520017 1.0000000
##
## , , 2015-08-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4239904 0.3541664 0.2668213
## FBreturn 0.4239904 1.0000000 0.5506598 0.5563565
## AMZNreturn 0.3541664 0.5506598 1.0000000 0.5489204
## GOOGLreturn 0.2668213 0.5563565 0.5489204 1.0000000
##
## , , 2015-08-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4484247 0.3883224 0.3074917
## FBreturn 0.4484247 1.0000000 0.6280652 0.5984445
## AMZNreturn 0.3883224 0.6280652 1.0000000 0.5938628
## GOOGLreturn 0.3074917 0.5984445 0.5938628 1.0000000
##
## , , 2015-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5090156 0.4532110 0.4077830
## FBreturn 0.5090156 1.0000000 0.6580021 0.6429510
## AMZNreturn 0.4532110 0.6580021 1.0000000 0.6393003
## GOOGLreturn 0.4077830 0.6429510 0.6393003 1.0000000
##
## , , 2015-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5167575 0.4613135 0.4215562
## FBreturn 0.5167575 1.0000000 0.6782835 0.6584241
## AMZNreturn 0.4613135 0.6782835 1.0000000 0.6572942
## GOOGLreturn 0.4215562 0.6584241 0.6572942 1.0000000
##
## , , 2015-08-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5157076 0.4587285 0.4198606
## FBreturn 0.5157076 1.0000000 0.6729306 0.6516184
## AMZNreturn 0.4587285 0.6729306 1.0000000 0.6542919
## GOOGLreturn 0.4198606 0.6516184 0.6542919 1.0000000
##
## , , 2015-08-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5426515 0.4907477 0.4809261
## FBreturn 0.5426515 1.0000000 0.6867294 0.6653542
## AMZNreturn 0.4907477 0.6867294 1.0000000 0.6747811
## GOOGLreturn 0.4809261 0.6653542 0.6747811 1.0000000
##
## , , 2015-08-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5469078 0.4940896 0.4797968
## FBreturn 0.5469078 1.0000000 0.6859213 0.6629077
## AMZNreturn 0.4940896 0.6859213 1.0000000 0.6730380
## GOOGLreturn 0.4797968 0.6629077 0.6730380 1.0000000
##
## , , 2015-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5418160 0.4882753 0.4686453
## FBreturn 0.5418160 1.0000000 0.6752669 0.6355831
## AMZNreturn 0.4882753 0.6752669 1.0000000 0.6656751
## GOOGLreturn 0.4686453 0.6355831 0.6656751 1.0000000
##
## , , 2015-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5378910 0.4836909 0.4637593
## FBreturn 0.5378910 1.0000000 0.6709950 0.6393618
## AMZNreturn 0.4836909 0.6709950 1.0000000 0.6634699
## GOOGLreturn 0.4637593 0.6393618 0.6634699 1.0000000
##
## , , 2015-09-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5460398 0.5010275 0.4933502
## FBreturn 0.5460398 1.0000000 0.6726588 0.6465736
## AMZNreturn 0.5010275 0.6726588 1.0000000 0.6753336
## GOOGLreturn 0.4933502 0.6465736 0.6753336 1.0000000
##
## , , 2015-09-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5548954 0.5086521 0.5107696
## FBreturn 0.5548954 1.0000000 0.6736973 0.6545817
## AMZNreturn 0.5086521 0.6736973 1.0000000 0.6813852
## GOOGLreturn 0.5107696 0.6545817 0.6813852 1.0000000
##
## , , 2015-09-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5554444 0.5063383 0.5141940
## FBreturn 0.5554444 1.0000000 0.6705185 0.6578074
## AMZNreturn 0.5063383 0.6705185 1.0000000 0.6809952
## GOOGLreturn 0.5141940 0.6578074 0.6809952 1.0000000
##
## , , 2015-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5497202 0.5018751 0.5116888
## FBreturn 0.5497202 1.0000000 0.6629312 0.6512055
## AMZNreturn 0.5018751 0.6629312 1.0000000 0.6808276
## GOOGLreturn 0.5116888 0.6512055 0.6808276 1.0000000
##
## , , 2015-09-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5493965 0.5110425 0.5230294
## FBreturn 0.5493965 1.0000000 0.6583192 0.6491979
## AMZNreturn 0.5110425 0.6583192 1.0000000 0.6926891
## GOOGLreturn 0.5230294 0.6491979 0.6926891 1.0000000
##
## , , 2015-09-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5294226 0.5039061 0.5178501
## FBreturn 0.5294226 1.0000000 0.6487297 0.6424275
## AMZNreturn 0.5039061 0.6487297 1.0000000 0.6900688
## GOOGLreturn 0.5178501 0.6424275 0.6900688 1.0000000
##
## , , 2015-09-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5307634 0.5006482 0.5206477
## FBreturn 0.5307634 1.0000000 0.6460803 0.6443413
## AMZNreturn 0.5006482 0.6460803 1.0000000 0.6884723
## GOOGLreturn 0.5206477 0.6443413 0.6884723 1.0000000
##
## , , 2015-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5259415 0.4979785 0.5166343
## FBreturn 0.5259415 1.0000000 0.6397687 0.6424834
## AMZNreturn 0.4979785 0.6397687 1.0000000 0.6864034
## GOOGLreturn 0.5166343 0.6424834 0.6864034 1.0000000
##
## , , 2015-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5234092 0.4774311 0.5047555
## FBreturn 0.5234092 1.0000000 0.6251379 0.6373836
## AMZNreturn 0.4774311 0.6251379 1.0000000 0.6851400
## GOOGLreturn 0.5047555 0.6373836 0.6851400 1.0000000
##
## , , 2015-09-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5219817 0.4721281 0.5009779
## FBreturn 0.5219817 1.0000000 0.6217231 0.6329576
## AMZNreturn 0.4721281 0.6217231 1.0000000 0.6699448
## GOOGLreturn 0.5009779 0.6329576 0.6699448 1.0000000
##
## , , 2015-09-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5188811 0.4662688 0.4963435
## FBreturn 0.5188811 1.0000000 0.6191303 0.6314104
## AMZNreturn 0.4662688 0.6191303 1.0000000 0.6651949
## GOOGLreturn 0.4963435 0.6314104 0.6651949 1.0000000
##
## , , 2015-09-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4954793 0.4201807 0.4642906
## FBreturn 0.4954793 1.0000000 0.6180263 0.6331852
## AMZNreturn 0.4201807 0.6180263 1.0000000 0.6683819
## GOOGLreturn 0.4642906 0.6331852 0.6683819 1.0000000
##
## , , 2015-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4955911 0.4190903 0.4608957
## FBreturn 0.4955911 1.0000000 0.6147649 0.6276561
## AMZNreturn 0.4190903 0.6147649 1.0000000 0.6524231
## GOOGLreturn 0.4608957 0.6276561 0.6524231 1.0000000
##
## , , 2015-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5015213 0.4279327 0.4657465
## FBreturn 0.5015213 1.0000000 0.6178105 0.6314448
## AMZNreturn 0.4279327 0.6178105 1.0000000 0.6563210
## GOOGLreturn 0.4657465 0.6314448 0.6563210 1.0000000
##
## , , 2015-09-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5141768 0.4423826 0.4795067
## FBreturn 0.5141768 1.0000000 0.6333929 0.6521762
## AMZNreturn 0.4423826 0.6333929 1.0000000 0.6730400
## GOOGLreturn 0.4795067 0.6521762 0.6730400 1.0000000
##
## , , 2015-09-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5149334 0.4347116 0.4762799
## FBreturn 0.5149334 1.0000000 0.6213497 0.6488455
## AMZNreturn 0.4347116 0.6213497 1.0000000 0.6692864
## GOOGLreturn 0.4762799 0.6488455 0.6692864 1.0000000
##
## , , 2015-09-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133460 0.4289682 0.4732907
## FBreturn 0.5133460 1.0000000 0.6152394 0.6470457
## AMZNreturn 0.4289682 0.6152394 1.0000000 0.6658968
## GOOGLreturn 0.4732907 0.6470457 0.6658968 1.0000000
##
## , , 2015-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5091175 0.4254161 0.4609392
## FBreturn 0.5091175 1.0000000 0.6241133 0.6562450
## AMZNreturn 0.4254161 0.6241133 1.0000000 0.6792576
## GOOGLreturn 0.4609392 0.6562450 0.6792576 1.0000000
##
## , , 2015-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5290870 0.4522805 0.4793493
## FBreturn 0.5290870 1.0000000 0.6539366 0.6731308
## AMZNreturn 0.4522805 0.6539366 1.0000000 0.6949723
## GOOGLreturn 0.4793493 0.6731308 0.6949723 1.0000000
##
## , , 2015-09-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5482054 0.4583618 0.4632120
## FBreturn 0.5482054 1.0000000 0.6529492 0.6574676
## AMZNreturn 0.4583618 0.6529492 1.0000000 0.6887135
## GOOGLreturn 0.4632120 0.6574676 0.6887135 1.0000000
##
## , , 2015-10-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5471821 0.4611859 0.4650872
## FBreturn 0.5471821 1.0000000 0.6618130 0.6740343
## AMZNreturn 0.4611859 0.6618130 1.0000000 0.6993545
## GOOGLreturn 0.4650872 0.6740343 0.6993545 1.0000000
##
## , , 2015-10-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5364100 0.4470554 0.4597734
## FBreturn 0.5364100 1.0000000 0.6575305 0.6709352
## AMZNreturn 0.4470554 0.6575305 1.0000000 0.6947770
## GOOGLreturn 0.4597734 0.6709352 0.6947770 1.0000000
##
## , , 2015-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5341658 0.4470618 0.4570087
## FBreturn 0.5341658 1.0000000 0.6536999 0.6627124
## AMZNreturn 0.4470618 0.6536999 1.0000000 0.6990954
## GOOGLreturn 0.4570087 0.6627124 0.6990954 1.0000000
##
## , , 2015-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5275478 0.4421576 0.4477693
## FBreturn 0.5275478 1.0000000 0.6552181 0.6676093
## AMZNreturn 0.4421576 0.6552181 1.0000000 0.7026066
## GOOGLreturn 0.4477693 0.6676093 0.7026066 1.0000000
##
## , , 2015-10-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5154533 0.4333030 0.4453095
## FBreturn 0.5154533 1.0000000 0.6551989 0.6629472
## AMZNreturn 0.4333030 0.6551989 1.0000000 0.6976871
## GOOGLreturn 0.4453095 0.6629472 0.6976871 1.0000000
##
## , , 2015-10-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5137858 0.4270036 0.4457117
## FBreturn 0.5137858 1.0000000 0.6465154 0.6606899
## AMZNreturn 0.4270036 0.6465154 1.0000000 0.6900650
## GOOGLreturn 0.4457117 0.6606899 0.6900650 1.0000000
##
## , , 2015-10-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5075943 0.4372987 0.4484809
## FBreturn 0.5075943 1.0000000 0.6335507 0.6568948
## AMZNreturn 0.4372987 0.6335507 1.0000000 0.6868124
## GOOGLreturn 0.4484809 0.6568948 0.6868124 1.0000000
##
## , , 2015-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5027167 0.4450361 0.4518562
## FBreturn 0.5027167 1.0000000 0.6305562 0.6554552
## AMZNreturn 0.4450361 0.6305562 1.0000000 0.6862169
## GOOGLreturn 0.4518562 0.6554552 0.6862169 1.0000000
##
## , , 2015-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4907413 0.4281160 0.4437782
## FBreturn 0.4907413 1.0000000 0.6325496 0.6558230
## AMZNreturn 0.4281160 0.6325496 1.0000000 0.6854466
## GOOGLreturn 0.4437782 0.6558230 0.6854466 1.0000000
##
## , , 2015-10-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4896739 0.4261351 0.4410912
## FBreturn 0.4896739 1.0000000 0.6295536 0.6441507
## AMZNreturn 0.4261351 0.6295536 1.0000000 0.6720767
## GOOGLreturn 0.4410912 0.6441507 0.6720767 1.0000000
##
## , , 2015-10-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4863971 0.4326949 0.4457909
## FBreturn 0.4863971 1.0000000 0.6254836 0.6426018
## AMZNreturn 0.4326949 0.6254836 1.0000000 0.6724730
## GOOGLreturn 0.4457909 0.6426018 0.6724730 1.0000000
##
## , , 2015-10-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4987141 0.4519955 0.4629135
## FBreturn 0.4987141 1.0000000 0.6338807 0.6522502
## AMZNreturn 0.4519955 0.6338807 1.0000000 0.6893520
## GOOGLreturn 0.4629135 0.6522502 0.6893520 1.0000000
##
## , , 2015-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4753265 0.4310982 0.4573841
## FBreturn 0.4753265 1.0000000 0.6362183 0.6450410
## AMZNreturn 0.4310982 0.6362183 1.0000000 0.6827081
## GOOGLreturn 0.4573841 0.6450410 0.6827081 1.0000000
##
## , , 2015-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4782616 0.4302767 0.4583548
## FBreturn 0.4782616 1.0000000 0.6323944 0.6451824
## AMZNreturn 0.4302767 0.6323944 1.0000000 0.6800111
## GOOGLreturn 0.4583548 0.6451824 0.6800111 1.0000000
##
## , , 2015-10-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4321498 0.3609584 0.3600232
## FBreturn 0.4321498 1.0000000 0.6413507 0.6534735
## AMZNreturn 0.3609584 0.6413507 1.0000000 0.7009825
## GOOGLreturn 0.3600232 0.6534735 0.7009825 1.0000000
##
## , , 2015-10-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4360727 0.3622491 0.3629992
## FBreturn 0.4360727 1.0000000 0.6250285 0.6389432
## AMZNreturn 0.3622491 0.6250285 1.0000000 0.7004298
## GOOGLreturn 0.3629992 0.6389432 0.7004298 1.0000000
##
## , , 2015-10-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4645663 0.3802074 0.3868813
## FBreturn 0.4645663 1.0000000 0.6288774 0.6493327
## AMZNreturn 0.3802074 0.6288774 1.0000000 0.7022770
## GOOGLreturn 0.3868813 0.6493327 0.7022770 1.0000000
##
## , , 2015-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5013630 0.4597100 0.4701153
## FBreturn 0.5013630 1.0000000 0.6475458 0.6653709
## AMZNreturn 0.4597100 0.6475458 1.0000000 0.7515132
## GOOGLreturn 0.4701153 0.6653709 0.7515132 1.0000000
##
## , , 2015-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4187500 0.3870056 0.3900115
## FBreturn 0.4187500 1.0000000 0.6476475 0.6677035
## AMZNreturn 0.3870056 0.6476475 1.0000000 0.7482297
## GOOGLreturn 0.3900115 0.6677035 0.7482297 1.0000000
##
## , , 2015-10-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4271002 0.3859228 0.3913702
## FBreturn 0.4271002 1.0000000 0.6367093 0.6598097
## AMZNreturn 0.3859228 0.6367093 1.0000000 0.7418358
## GOOGLreturn 0.3913702 0.6598097 0.7418358 1.0000000
##
## , , 2015-10-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4209019 0.3953962 0.3948708
## FBreturn 0.4209019 1.0000000 0.6326930 0.6574697
## AMZNreturn 0.3953962 0.6326930 1.0000000 0.7368599
## GOOGLreturn 0.3948708 0.6574697 0.7368599 1.0000000
##
## , , 2015-10-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4310237 0.4028785 0.4030666
## FBreturn 0.4310237 1.0000000 0.6351863 0.6595306
## AMZNreturn 0.4028785 0.6351863 1.0000000 0.7345169
## GOOGLreturn 0.4030666 0.6595306 0.7345169 1.0000000
##
## , , 2015-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4414032 0.4055925 0.4129280
## FBreturn 0.4414032 1.0000000 0.6168563 0.6644948
## AMZNreturn 0.4055925 0.6168563 1.0000000 0.7265623
## GOOGLreturn 0.4129280 0.6644948 0.7265623 1.0000000
##
## , , 2015-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4536903 0.4053860 0.4267386
## FBreturn 0.4536903 1.0000000 0.6118525 0.6687709
## AMZNreturn 0.4053860 0.6118525 1.0000000 0.7139084
## GOOGLreturn 0.4267386 0.6687709 0.7139084 1.0000000
##
## , , 2015-11-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4433802 0.3934389 0.4239775
## FBreturn 0.4433802 1.0000000 0.6128323 0.6643532
## AMZNreturn 0.3934389 0.6128323 1.0000000 0.7076211
## GOOGLreturn 0.4239775 0.6643532 0.7076211 1.0000000
##
## , , 2015-11-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4333477 0.3654706 0.4162628
## FBreturn 0.4333477 1.0000000 0.6202406 0.6658361
## AMZNreturn 0.3654706 0.6202406 1.0000000 0.7018564
## GOOGLreturn 0.4162628 0.6658361 0.7018564 1.0000000
##
## , , 2015-11-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3847637 0.3427529 0.4108436
## FBreturn 0.3847637 1.0000000 0.6447938 0.6448513
## AMZNreturn 0.3427529 0.6447938 1.0000000 0.6945279
## GOOGLreturn 0.4108436 0.6448513 0.6945279 1.0000000
##
## , , 2015-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3832411 0.3477497 0.4126112
## FBreturn 0.3832411 1.0000000 0.6174329 0.6354365
## AMZNreturn 0.3477497 0.6174329 1.0000000 0.6890118
## GOOGLreturn 0.4126112 0.6354365 0.6890118 1.0000000
##
## , , 2015-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3925989 0.3566807 0.4181706
## FBreturn 0.3925989 1.0000000 0.6164080 0.6356319
## AMZNreturn 0.3566807 0.6164080 1.0000000 0.6905661
## GOOGLreturn 0.4181706 0.6356319 0.6905661 1.0000000
##
## , , 2015-11-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3362710 0.3202181 0.3784382
## FBreturn 0.3362710 1.0000000 0.6164438 0.6363211
## AMZNreturn 0.3202181 0.6164438 1.0000000 0.6887375
## GOOGLreturn 0.3784382 0.6363211 0.6887375 1.0000000
##
## , , 2015-11-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3446645 0.3028241 0.3731036
## FBreturn 0.3446645 1.0000000 0.6024279 0.6343646
## AMZNreturn 0.3028241 0.6024279 1.0000000 0.6887729
## GOOGLreturn 0.3731036 0.6343646 0.6887729 1.0000000
##
## , , 2015-11-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3573496 0.3133261 0.3796240
## FBreturn 0.3573496 1.0000000 0.6095390 0.6410369
## AMZNreturn 0.3133261 0.6095390 1.0000000 0.6954243
## GOOGLreturn 0.3796240 0.6410369 0.6954243 1.0000000
##
## , , 2015-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4192825 0.3793112 0.4221259
## FBreturn 0.4192825 1.0000000 0.6531493 0.6662475
## AMZNreturn 0.3793112 0.6531493 1.0000000 0.7138239
## GOOGLreturn 0.4221259 0.6662475 0.7138239 1.0000000
##
## , , 2015-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4192510 0.3857205 0.4357781
## FBreturn 0.4192510 1.0000000 0.6471026 0.6535570
## AMZNreturn 0.3857205 0.6471026 1.0000000 0.7084766
## GOOGLreturn 0.4357781 0.6535570 0.7084766 1.0000000
##
## , , 2015-11-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4173491 0.3898333 0.4383174
## FBreturn 0.4173491 1.0000000 0.6321973 0.6364962
## AMZNreturn 0.3898333 0.6321973 1.0000000 0.7062362
## GOOGLreturn 0.4383174 0.6364962 0.7062362 1.0000000
##
## , , 2015-11-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4487352 0.4244793 0.4672907
## FBreturn 0.4487352 1.0000000 0.6442275 0.6502560
## AMZNreturn 0.4244793 0.6442275 1.0000000 0.7159205
## GOOGLreturn 0.4672907 0.6502560 0.7159205 1.0000000
##
## , , 2015-11-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4343467 0.4148059 0.4579777
## FBreturn 0.4343467 1.0000000 0.6417377 0.6486961
## AMZNreturn 0.4148059 0.6417377 1.0000000 0.7118881
## GOOGLreturn 0.4579777 0.6486961 0.7118881 1.0000000
##
## , , 2015-11-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4389826 0.4158646 0.4500339
## FBreturn 0.4389826 1.0000000 0.6405799 0.6490646
## AMZNreturn 0.4158646 0.6405799 1.0000000 0.7019569
## GOOGLreturn 0.4500339 0.6490646 0.7019569 1.0000000
##
## , , 2015-11-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4463362 0.3890555 0.4494114
## FBreturn 0.4463362 1.0000000 0.6214690 0.6480515
## AMZNreturn 0.3890555 0.6214690 1.0000000 0.6871614
## GOOGLreturn 0.4494114 0.6480515 0.6871614 1.0000000
##
## , , 2015-11-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4327645 0.3735952 0.4329025
## FBreturn 0.4327645 1.0000000 0.6257271 0.6521130
## AMZNreturn 0.3735952 0.6257271 1.0000000 0.6897470
## GOOGLreturn 0.4329025 0.6521130 0.6897470 1.0000000
##
## , , 2015-11-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4362707 0.3714678 0.4328034
## FBreturn 0.4362707 1.0000000 0.6216565 0.6502987
## AMZNreturn 0.3714678 0.6216565 1.0000000 0.6855555
## GOOGLreturn 0.4328034 0.6502987 0.6855555 1.0000000
##
## , , 2015-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4402365 0.3754707 0.4313957
## FBreturn 0.4402365 1.0000000 0.6187848 0.6472744
## AMZNreturn 0.3754707 0.6187848 1.0000000 0.6788304
## GOOGLreturn 0.4313957 0.6472744 0.6788304 1.0000000
##
## , , 2015-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4341005 0.3680693 0.4186343
## FBreturn 0.4341005 1.0000000 0.6240225 0.6535139
## AMZNreturn 0.3680693 0.6240225 1.0000000 0.6846738
## GOOGLreturn 0.4186343 0.6535139 0.6846738 1.0000000
##
## , , 2015-12-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3958297 0.3445076 0.3739606
## FBreturn 0.3958297 1.0000000 0.6386371 0.6771411
## AMZNreturn 0.3445076 0.6386371 1.0000000 0.6963327
## GOOGLreturn 0.3739606 0.6771411 0.6963327 1.0000000
##
## , , 2015-12-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4149360 0.3548589 0.3892720
## FBreturn 0.4149360 1.0000000 0.6358917 0.6802351
## AMZNreturn 0.3548589 0.6358917 1.0000000 0.6942338
## GOOGLreturn 0.3892720 0.6802351 0.6942338 1.0000000
##
## , , 2015-12-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4305487 0.3712938 0.4030921
## FBreturn 0.4305487 1.0000000 0.6424943 0.6842201
## AMZNreturn 0.3712938 0.6424943 1.0000000 0.6987821
## GOOGLreturn 0.4030921 0.6842201 0.6987821 1.0000000
##
## , , 2015-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4567605 0.3816084 0.4336392
## FBreturn 0.4567605 1.0000000 0.6417188 0.6885093
## AMZNreturn 0.3816084 0.6417188 1.0000000 0.6971624
## GOOGLreturn 0.4336392 0.6885093 0.6971624 1.0000000
##
## , , 2015-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602359 0.3880479 0.4405610
## FBreturn 0.4602359 1.0000000 0.6382287 0.6820812
## AMZNreturn 0.3880479 0.6382287 1.0000000 0.6951947
## GOOGLreturn 0.4405610 0.6820812 0.6951947 1.0000000
##
## , , 2015-12-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4601730 0.3868025 0.4398337
## FBreturn 0.4601730 1.0000000 0.6369720 0.6782127
## AMZNreturn 0.3868025 0.6369720 1.0000000 0.6909701
## GOOGLreturn 0.4398337 0.6782127 0.6909701 1.0000000
##
## , , 2015-12-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4878360 0.4234062 0.4702181
## FBreturn 0.4878360 1.0000000 0.6487864 0.6879124
## AMZNreturn 0.4234062 0.6487864 1.0000000 0.7029606
## GOOGLreturn 0.4702181 0.6879124 0.7029606 1.0000000
##
## , , 2015-12-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4892761 0.4192570 0.4655970
## FBreturn 0.4892761 1.0000000 0.6396696 0.6803549
## AMZNreturn 0.4192570 0.6396696 1.0000000 0.6992135
## GOOGLreturn 0.4655970 0.6803549 0.6992135 1.0000000
##
## , , 2015-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5264212 0.4632780 0.4865889
## FBreturn 0.5264212 1.0000000 0.6677211 0.6886911
## AMZNreturn 0.4632780 0.6677211 1.0000000 0.7062078
## GOOGLreturn 0.4865889 0.6886911 0.7062078 1.0000000
##
## , , 2015-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034658 0.4403459 0.4616442
## FBreturn 0.5034658 1.0000000 0.6731724 0.6952887
## AMZNreturn 0.4403459 0.6731724 1.0000000 0.7127634
## GOOGLreturn 0.4616442 0.6952887 0.7127634 1.0000000
##
## , , 2015-12-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5029055 0.4332418 0.4643077
## FBreturn 0.5029055 1.0000000 0.6665087 0.6913728
## AMZNreturn 0.4332418 0.6665087 1.0000000 0.7069879
## GOOGLreturn 0.4643077 0.6913728 0.7069879 1.0000000
##
## , , 2015-12-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5048033 0.4357354 0.4634967
## FBreturn 0.5048033 1.0000000 0.6703229 0.6959306
## AMZNreturn 0.4357354 0.6703229 1.0000000 0.7150808
## GOOGLreturn 0.4634967 0.6959306 0.7150808 1.0000000
##
## , , 2015-12-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5075224 0.4414025 0.4767245
## FBreturn 0.5075224 1.0000000 0.6665540 0.6930465
## AMZNreturn 0.4414025 0.6665540 1.0000000 0.7129406
## GOOGLreturn 0.4767245 0.6930465 0.7129406 1.0000000
##
## , , 2015-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5291172 0.4476321 0.4960687
## FBreturn 0.5291172 1.0000000 0.6627910 0.7009152
## AMZNreturn 0.4476321 0.6627910 1.0000000 0.7102302
## GOOGLreturn 0.4960687 0.7009152 0.7102302 1.0000000
##
## , , 2015-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5271955 0.4424576 0.4955723
## FBreturn 0.5271955 1.0000000 0.6562376 0.6961813
## AMZNreturn 0.4424576 0.6562376 1.0000000 0.7031967
## GOOGLreturn 0.4955723 0.6961813 0.7031967 1.0000000
##
## , , 2015-12-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5220830 0.4404574 0.4880530
## FBreturn 0.5220830 1.0000000 0.6467475 0.6925591
## AMZNreturn 0.4404574 0.6467475 1.0000000 0.6924500
## GOOGLreturn 0.4880530 0.6925591 0.6924500 1.0000000
##
## , , 2015-12-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5026229 0.4355727 0.4820460
## FBreturn 0.5026229 1.0000000 0.6389060 0.6833895
## AMZNreturn 0.4355727 0.6389060 1.0000000 0.6891396
## GOOGLreturn 0.4820460 0.6833895 0.6891396 1.0000000
##
## , , 2015-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4970304 0.4351272 0.4805597
## FBreturn 0.4970304 1.0000000 0.6314740 0.6739909
## AMZNreturn 0.4351272 0.6314740 1.0000000 0.6866995
## GOOGLreturn 0.4805597 0.6739909 0.6866995 1.0000000
##
## , , 2015-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4844694 0.4028965 0.4329730
## FBreturn 0.4844694 1.0000000 0.6282720 0.6651566
## AMZNreturn 0.4028965 0.6282720 1.0000000 0.6969645
## GOOGLreturn 0.4329730 0.6651566 0.6969645 1.0000000
##
## , , 2015-12-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4886072 0.4243692 0.4473834
## FBreturn 0.4886072 1.0000000 0.6202538 0.6632086
## AMZNreturn 0.4243692 0.6202538 1.0000000 0.7033602
## GOOGLreturn 0.4473834 0.6632086 0.7033602 1.0000000
##
## , , 2015-12-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4955798 0.4336932 0.4533657
## FBreturn 0.4955798 1.0000000 0.6223915 0.6635659
## AMZNreturn 0.4336932 0.6223915 1.0000000 0.7023830
## GOOGLreturn 0.4533657 0.6635659 0.7023830 1.0000000
##
## , , 2016-01-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5108915 0.4547090 0.4715493
## FBreturn 0.5108915 1.0000000 0.6335158 0.6720163
## AMZNreturn 0.4547090 0.6335158 1.0000000 0.7109729
## GOOGLreturn 0.4715493 0.6720163 0.7109729 1.0000000
##
## , , 2016-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4914357 0.4078822 0.4523763
## FBreturn 0.4914357 1.0000000 0.6562537 0.6878932
## AMZNreturn 0.4078822 0.6562537 1.0000000 0.7247568
## GOOGLreturn 0.4523763 0.6878932 0.7247568 1.0000000
##
## , , 2016-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4648161 0.4026679 0.4331205
## FBreturn 0.4648161 1.0000000 0.6484691 0.6837149
## AMZNreturn 0.4026679 0.6484691 1.0000000 0.7183490
## GOOGLreturn 0.4331205 0.6837149 0.7183490 1.0000000
##
## , , 2016-01-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4654434 0.3996239 0.4350297
## FBreturn 0.4654434 1.0000000 0.6438186 0.6798916
## AMZNreturn 0.3996239 0.6438186 1.0000000 0.7131660
## GOOGLreturn 0.4350297 0.6798916 0.7131660 1.0000000
##
## , , 2016-01-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5300073 0.4367068 0.4829705
## FBreturn 0.5300073 1.0000000 0.6561192 0.7066159
## AMZNreturn 0.4367068 0.6561192 1.0000000 0.7238044
## GOOGLreturn 0.4829705 0.7066159 0.7238044 1.0000000
##
## , , 2016-01-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5233549 0.4345257 0.4727474
## FBreturn 0.5233549 1.0000000 0.6506003 0.7021799
## AMZNreturn 0.4345257 0.6506003 1.0000000 0.7152382
## GOOGLreturn 0.4727474 0.7021799 0.7152382 1.0000000
##
## , , 2016-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5202646 0.4378670 0.4711696
## FBreturn 0.5202646 1.0000000 0.6458984 0.6970848
## AMZNreturn 0.4378670 0.6458984 1.0000000 0.7107345
## GOOGLreturn 0.4711696 0.6970848 0.7107345 1.0000000
##
## , , 2016-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5237290 0.4324178 0.4762244
## FBreturn 0.5237290 1.0000000 0.6324671 0.6996505
## AMZNreturn 0.4324178 0.6324671 1.0000000 0.6895546
## GOOGLreturn 0.4762244 0.6996505 0.6895546 1.0000000
##
## , , 2016-01-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5442782 0.4614213 0.5024407
## FBreturn 0.5442782 1.0000000 0.6604779 0.7222967
## AMZNreturn 0.4614213 0.6604779 1.0000000 0.7207540
## GOOGLreturn 0.5024407 0.7222967 0.7207540 1.0000000
##
## , , 2016-01-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5529321 0.4639469 0.5085572
## FBreturn 0.5529321 1.0000000 0.6575651 0.7222373
## AMZNreturn 0.4639469 0.6575651 1.0000000 0.7182824
## GOOGLreturn 0.5085572 0.7222373 0.7182824 1.0000000
##
## , , 2016-01-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5650740 0.4772897 0.5262109
## FBreturn 0.5650740 1.0000000 0.6655329 0.7316250
## AMZNreturn 0.4772897 0.6655329 1.0000000 0.7224315
## GOOGLreturn 0.5262109 0.7316250 0.7224315 1.0000000
##
## , , 2016-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5586307 0.4713562 0.5133238
## FBreturn 0.5586307 1.0000000 0.6602385 0.7219816
## AMZNreturn 0.4713562 0.6602385 1.0000000 0.7162029
## GOOGLreturn 0.5133238 0.7219816 0.7162029 1.0000000
##
## , , 2016-01-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5514448 0.4668557 0.5077965
## FBreturn 0.5514448 1.0000000 0.6550579 0.7151622
## AMZNreturn 0.4668557 0.6550579 1.0000000 0.7118556
## GOOGLreturn 0.5077965 0.7151622 0.7118556 1.0000000
##
## , , 2016-01-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5465999 0.4613424 0.4916775
## FBreturn 0.5465999 1.0000000 0.6496105 0.7007190
## AMZNreturn 0.4613424 0.6496105 1.0000000 0.7036978
## GOOGLreturn 0.4916775 0.7007190 0.7036978 1.0000000
##
## , , 2016-01-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5723369 0.4834529 0.5306824
## FBreturn 0.5723369 1.0000000 0.6582228 0.7128553
## AMZNreturn 0.4834529 0.6582228 1.0000000 0.7109805
## GOOGLreturn 0.5306824 0.7128553 0.7109805 1.0000000
##
## , , 2016-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5656608 0.4751766 0.5410319
## FBreturn 0.5656608 1.0000000 0.6531270 0.6991538
## AMZNreturn 0.4751766 0.6531270 1.0000000 0.6934560
## GOOGLreturn 0.5410319 0.6991538 0.6934560 1.0000000
##
## , , 2016-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5598772 0.4714934 0.5339643
## FBreturn 0.5598772 1.0000000 0.6481380 0.6941780
## AMZNreturn 0.4714934 0.6481380 1.0000000 0.6900650
## GOOGLreturn 0.5339643 0.6941780 0.6900650 1.0000000
##
## , , 2016-01-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5798659 0.5001198 0.5687875
## FBreturn 0.5798659 1.0000000 0.6583360 0.7048519
## AMZNreturn 0.5001198 0.6583360 1.0000000 0.7020898
## GOOGLreturn 0.5687875 0.7048519 0.7020898 1.0000000
##
## , , 2016-01-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4979527 0.4716056 0.5418455
## FBreturn 0.4979527 1.0000000 0.7120585 0.7310014
## AMZNreturn 0.4716056 0.7120585 1.0000000 0.7342060
## GOOGLreturn 0.5418455 0.7310014 0.7342060 1.0000000
##
## , , 2016-02-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5033315 0.3758371 0.5416839
## FBreturn 0.5033315 1.0000000 0.6224249 0.7276313
## AMZNreturn 0.3758371 0.6224249 1.0000000 0.6423312
## GOOGLreturn 0.5416839 0.7276313 0.6423312 1.0000000
##
## , , 2016-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901957 0.3799953 0.5277983
## FBreturn 0.4901957 1.0000000 0.6056445 0.7243622
## AMZNreturn 0.3799953 0.6056445 1.0000000 0.6338692
## GOOGLreturn 0.5277983 0.7243622 0.6338692 1.0000000
##
## , , 2016-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4932689 0.3916998 0.4996698
## FBreturn 0.4932689 1.0000000 0.6067763 0.7023304
## AMZNreturn 0.3916998 0.6067763 1.0000000 0.6068759
## GOOGLreturn 0.4996698 0.7023304 0.6068759 1.0000000
##
## , , 2016-02-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4678108 0.3741372 0.4175625
## FBreturn 0.4678108 1.0000000 0.6129140 0.6967278
## AMZNreturn 0.3741372 0.6129140 1.0000000 0.6085096
## GOOGLreturn 0.4175625 0.6967278 0.6085096 1.0000000
##
## , , 2016-02-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4618136 0.3778089 0.4036701
## FBreturn 0.4618136 1.0000000 0.6063794 0.6945011
## AMZNreturn 0.3778089 0.6063794 1.0000000 0.5981294
## GOOGLreturn 0.4036701 0.6945011 0.5981294 1.0000000
##
## , , 2016-02-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850532 0.4028270 0.4290580
## FBreturn 0.4850532 1.0000000 0.6312828 0.7143720
## AMZNreturn 0.4028270 0.6312828 1.0000000 0.6252289
## GOOGLreturn 0.4290580 0.7143720 0.6252289 1.0000000
##
## , , 2016-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4590951 0.3948625 0.4302303
## FBreturn 0.4590951 1.0000000 0.6304282 0.6886302
## AMZNreturn 0.3948625 0.6304282 1.0000000 0.6216214
## GOOGLreturn 0.4302303 0.6886302 0.6216214 1.0000000
##
## , , 2016-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4605964 0.3960839 0.4303954
## FBreturn 0.4605964 1.0000000 0.6268467 0.6840374
## AMZNreturn 0.3960839 0.6268467 1.0000000 0.6241871
## GOOGLreturn 0.4303954 0.6840374 0.6241871 1.0000000
##
## , , 2016-02-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4563934 0.3928858 0.4232626
## FBreturn 0.4563934 1.0000000 0.6256352 0.6825035
## AMZNreturn 0.3928858 0.6256352 1.0000000 0.6274195
## GOOGLreturn 0.4232626 0.6825035 0.6274195 1.0000000
##
## , , 2016-02-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4559916 0.3871634 0.4248479
## FBreturn 0.4559916 1.0000000 0.6225640 0.6777058
## AMZNreturn 0.3871634 0.6225640 1.0000000 0.6231029
## GOOGLreturn 0.4248479 0.6777058 0.6231029 1.0000000
##
## , , 2016-02-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4578268 0.3892759 0.4256320
## FBreturn 0.4578268 1.0000000 0.6199036 0.6744116
## AMZNreturn 0.3892759 0.6199036 1.0000000 0.6248208
## GOOGLreturn 0.4256320 0.6744116 0.6248208 1.0000000
##
## , , 2016-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4452234 0.4033888 0.4458993
## FBreturn 0.4452234 1.0000000 0.6102686 0.6563593
## AMZNreturn 0.4033888 0.6102686 1.0000000 0.6327384
## GOOGLreturn 0.4458993 0.6563593 0.6327384 1.0000000
##
## , , 2016-02-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4580034 0.4105782 0.4551695
## FBreturn 0.4580034 1.0000000 0.6131493 0.6696697
## AMZNreturn 0.4105782 0.6131493 1.0000000 0.6378894
## GOOGLreturn 0.4551695 0.6696697 0.6378894 1.0000000
##
## , , 2016-02-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4700566 0.4202233 0.4750212
## FBreturn 0.4700566 1.0000000 0.6159141 0.6706074
## AMZNreturn 0.4202233 0.6159141 1.0000000 0.6409370
## GOOGLreturn 0.4750212 0.6706074 0.6409370 1.0000000
##
## , , 2016-02-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4692531 0.4160722 0.4697283
## FBreturn 0.4692531 1.0000000 0.6155731 0.6691055
## AMZNreturn 0.4160722 0.6155731 1.0000000 0.6437667
## GOOGLreturn 0.4697283 0.6691055 0.6437667 1.0000000
##
## , , 2016-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4740684 0.4191955 0.4706564
## FBreturn 0.4740684 1.0000000 0.6234135 0.6707378
## AMZNreturn 0.4191955 0.6234135 1.0000000 0.6476504
## GOOGLreturn 0.4706564 0.6707378 0.6476504 1.0000000
##
## , , 2016-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4849970 0.4279506 0.4910227
## FBreturn 0.4849970 1.0000000 0.6248414 0.6723261
## AMZNreturn 0.4279506 0.6248414 1.0000000 0.6507456
## GOOGLreturn 0.4910227 0.6723261 0.6507456 1.0000000
##
## , , 2016-02-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894526 0.4243655 0.4904618
## FBreturn 0.4894526 1.0000000 0.6205588 0.6708246
## AMZNreturn 0.4243655 0.6205588 1.0000000 0.6495197
## GOOGLreturn 0.4904618 0.6708246 0.6495197 1.0000000
##
## , , 2016-02-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4911277 0.4229680 0.4887538
## FBreturn 0.4911277 1.0000000 0.6162523 0.6701333
## AMZNreturn 0.4229680 0.6162523 1.0000000 0.6449459
## GOOGLreturn 0.4887538 0.6701333 0.6449459 1.0000000
##
## , , 2016-02-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4903843 0.4221211 0.4817746
## FBreturn 0.4903843 1.0000000 0.6139829 0.6658981
## AMZNreturn 0.4221211 0.6139829 1.0000000 0.6428197
## GOOGLreturn 0.4817746 0.6658981 0.6428197 1.0000000
##
## , , 2016-03-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4904342 0.4220598 0.4771738
## FBreturn 0.4904342 1.0000000 0.6132745 0.6647665
## AMZNreturn 0.4220598 0.6132745 1.0000000 0.6437588
## GOOGLreturn 0.4771738 0.6647665 0.6437588 1.0000000
##
## , , 2016-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5185910 0.4788864 0.5285088
## FBreturn 0.5185910 1.0000000 0.6311524 0.6781377
## AMZNreturn 0.4788864 0.6311524 1.0000000 0.6805773
## GOOGLreturn 0.5285088 0.6781377 0.6805773 1.0000000
##
## , , 2016-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5159453 0.4739046 0.5202664
## FBreturn 0.5159453 1.0000000 0.6272766 0.6702119
## AMZNreturn 0.4739046 0.6272766 1.0000000 0.6772116
## GOOGLreturn 0.5202664 0.6702119 0.6772116 1.0000000
##
## , , 2016-03-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5097994 0.4625656 0.4977200
## FBreturn 0.5097994 1.0000000 0.6245106 0.6643564
## AMZNreturn 0.4625656 0.6245106 1.0000000 0.6758660
## GOOGLreturn 0.4977200 0.6643564 0.6758660 1.0000000
##
## , , 2016-03-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4880704 0.4435239 0.4828174
## FBreturn 0.4880704 1.0000000 0.6231414 0.6613776
## AMZNreturn 0.4435239 0.6231414 1.0000000 0.6740638
## GOOGLreturn 0.4828174 0.6613776 0.6740638 1.0000000
##
## , , 2016-03-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995950 0.4553557 0.4928862
## FBreturn 0.4995950 1.0000000 0.6355843 0.6736471
## AMZNreturn 0.4553557 0.6355843 1.0000000 0.6908830
## GOOGLreturn 0.4928862 0.6736471 0.6908830 1.0000000
##
## , , 2016-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4941646 0.4541026 0.4847018
## FBreturn 0.4941646 1.0000000 0.6294806 0.6702908
## AMZNreturn 0.4541026 0.6294806 1.0000000 0.6855593
## GOOGLreturn 0.4847018 0.6702908 0.6855593 1.0000000
##
## , , 2016-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4912974 0.4506395 0.4731466
## FBreturn 0.4912974 1.0000000 0.6201268 0.6708105
## AMZNreturn 0.4506395 0.6201268 1.0000000 0.6655950
## GOOGLreturn 0.4731466 0.6708105 0.6655950 1.0000000
##
## , , 2016-03-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4905628 0.4476847 0.4678000
## FBreturn 0.4905628 1.0000000 0.6174912 0.6590662
## AMZNreturn 0.4476847 0.6174912 1.0000000 0.6596951
## GOOGLreturn 0.4678000 0.6590662 0.6596951 1.0000000
##
## , , 2016-03-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4990314 0.4554884 0.4763022
## FBreturn 0.4990314 1.0000000 0.6248986 0.6660063
## AMZNreturn 0.4554884 0.6248986 1.0000000 0.6699893
## GOOGLreturn 0.4763022 0.6660063 0.6699893 1.0000000
##
## , , 2016-03-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4980689 0.4521693 0.4731935
## FBreturn 0.4980689 1.0000000 0.6219396 0.6627674
## AMZNreturn 0.4521693 0.6219396 1.0000000 0.6691865
## GOOGLreturn 0.4731935 0.6627674 0.6691865 1.0000000
##
## , , 2016-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4951730 0.4481890 0.4549315
## FBreturn 0.4951730 1.0000000 0.6200602 0.6582597
## AMZNreturn 0.4481890 0.6200602 1.0000000 0.6659880
## GOOGLreturn 0.4549315 0.6582597 0.6659880 1.0000000
##
## , , 2016-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5064770 0.4235385 0.4615641
## FBreturn 0.5064770 1.0000000 0.5951009 0.6600309
## AMZNreturn 0.4235385 0.5951009 1.0000000 0.6499561
## GOOGLreturn 0.4615641 0.6600309 0.6499561 1.0000000
##
## , , 2016-03-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049928 0.4145080 0.4598331
## FBreturn 0.5049928 1.0000000 0.5989993 0.6541892
## AMZNreturn 0.4145080 0.5989993 1.0000000 0.6259731
## GOOGLreturn 0.4598331 0.6541892 0.6259731 1.0000000
##
## , , 2016-03-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034768 0.4101476 0.4563362
## FBreturn 0.5034768 1.0000000 0.5908331 0.6488251
## AMZNreturn 0.4101476 0.5908331 1.0000000 0.6299857
## GOOGLreturn 0.4563362 0.6488251 0.6299857 1.0000000
##
## , , 2016-03-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5017115 0.4101929 0.4518716
## FBreturn 0.5017115 1.0000000 0.5907209 0.6459395
## AMZNreturn 0.4101929 0.5907209 1.0000000 0.6302742
## GOOGLreturn 0.4518716 0.6459395 0.6302742 1.0000000
##
## , , 2016-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4990894 0.4161754 0.4417188
## FBreturn 0.4990894 1.0000000 0.5888287 0.6424033
## AMZNreturn 0.4161754 0.5888287 1.0000000 0.6220769
## GOOGLreturn 0.4417188 0.6424033 0.6220769 1.0000000
##
## , , 2016-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916236 0.3966839 0.4443170
## FBreturn 0.4916236 1.0000000 0.5877176 0.6373962
## AMZNreturn 0.3966839 0.5877176 1.0000000 0.6093267
## GOOGLreturn 0.4443170 0.6373962 0.6093267 1.0000000
##
## , , 2016-03-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4859861 0.3719028 0.4462543
## FBreturn 0.4859861 1.0000000 0.5827419 0.6327162
## AMZNreturn 0.3719028 0.5827419 1.0000000 0.5868897
## GOOGLreturn 0.4462543 0.6327162 0.5868897 1.0000000
##
## , , 2016-03-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4784042 0.3802397 0.4467354
## FBreturn 0.4784042 1.0000000 0.5741877 0.6286852
## AMZNreturn 0.3802397 0.5741877 1.0000000 0.5923225
## GOOGLreturn 0.4467354 0.6286852 0.5923225 1.0000000
##
## , , 2016-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120255 0.4260122 0.4788552
## FBreturn 0.5120255 1.0000000 0.5964959 0.6451388
## AMZNreturn 0.4260122 0.5964959 1.0000000 0.6159747
## GOOGLreturn 0.4788552 0.6451388 0.6159747 1.0000000
##
## , , 2016-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4571815 0.4268481 0.4643733
## FBreturn 0.4571815 1.0000000 0.5789400 0.6356737
## AMZNreturn 0.4268481 0.5789400 1.0000000 0.6177967
## GOOGLreturn 0.4643733 0.6356737 0.6177967 1.0000000
##
## , , 2016-04-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602942 0.4335795 0.4684224
## FBreturn 0.4602942 1.0000000 0.5784997 0.6344855
## AMZNreturn 0.4335795 0.5784997 1.0000000 0.6259558
## GOOGLreturn 0.4684224 0.6344855 0.6259558 1.0000000
##
## , , 2016-04-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4757849 0.4377499 0.4745584
## FBreturn 0.4757849 1.0000000 0.5822663 0.6402810
## AMZNreturn 0.4377499 0.5822663 1.0000000 0.6310163
## GOOGLreturn 0.4745584 0.6402810 0.6310163 1.0000000
##
## , , 2016-04-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3946709 0.4079850 0.4465676
## FBreturn 0.3946709 1.0000000 0.5881806 0.6366129
## AMZNreturn 0.4079850 0.5881806 1.0000000 0.6379494
## GOOGLreturn 0.4465676 0.6366129 0.6379494 1.0000000
##
## , , 2016-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3935937 0.4273800 0.4565050
## FBreturn 0.3935937 1.0000000 0.5797978 0.6316664
## AMZNreturn 0.4273800 0.5797978 1.0000000 0.6446857
## GOOGLreturn 0.4565050 0.6316664 0.6446857 1.0000000
##
## , , 2016-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4105823 0.4463141 0.4685064
## FBreturn 0.4105823 1.0000000 0.5861679 0.6371671
## AMZNreturn 0.4463141 0.5861679 1.0000000 0.6568507
## GOOGLreturn 0.4685064 0.6371671 0.6568507 1.0000000
##
## , , 2016-04-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4019779 0.4786933 0.4884710
## FBreturn 0.4019779 1.0000000 0.5757716 0.6301946
## AMZNreturn 0.4786933 0.5757716 1.0000000 0.6678316
## GOOGLreturn 0.4884710 0.6301946 0.6678316 1.0000000
##
## , , 2016-04-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3860870 0.4741114 0.4842828
## FBreturn 0.3860870 1.0000000 0.5366619 0.6064950
## AMZNreturn 0.4741114 0.5366619 1.0000000 0.6648626
## GOOGLreturn 0.4842828 0.6064950 0.6648626 1.0000000
##
## , , 2016-04-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3869497 0.4692653 0.4793923
## FBreturn 0.3869497 1.0000000 0.5370053 0.6069651
## AMZNreturn 0.4692653 0.5370053 1.0000000 0.6634634
## GOOGLreturn 0.4793923 0.6069651 0.6634634 1.0000000
##
## , , 2016-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4070962 0.4730619 0.4857798
## FBreturn 0.4070962 1.0000000 0.5472377 0.6152564
## AMZNreturn 0.4730619 0.5472377 1.0000000 0.6666328
## GOOGLreturn 0.4857798 0.6152564 0.6666328 1.0000000
##
## , , 2016-04-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4043723 0.4848473 0.4908937
## FBreturn 0.4043723 1.0000000 0.5380886 0.6104952
## AMZNreturn 0.4848473 0.5380886 1.0000000 0.6703127
## GOOGLreturn 0.4908937 0.6104952 0.6703127 1.0000000
##
## , , 2016-04-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4097571 0.4769137 0.4854948
## FBreturn 0.4097571 1.0000000 0.5426319 0.6124105
## AMZNreturn 0.4769137 0.5426319 1.0000000 0.6694518
## GOOGLreturn 0.4854948 0.6124105 0.6694518 1.0000000
##
## , , 2016-04-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4301695 0.4341712 0.4449977
## FBreturn 0.4301695 1.0000000 0.5310084 0.5986910
## AMZNreturn 0.4341712 0.5310084 1.0000000 0.6696051
## GOOGLreturn 0.4449977 0.5986910 0.6696051 1.0000000
##
## , , 2016-04-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4134444 0.3750663 0.3940486
## FBreturn 0.4134444 1.0000000 0.5333895 0.5995229
## AMZNreturn 0.3750663 0.5333895 1.0000000 0.6752818
## GOOGLreturn 0.3940486 0.5995229 0.6752818 1.0000000
##
## , , 2016-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4080393 0.3827590 0.4015116
## FBreturn 0.4080393 1.0000000 0.5070114 0.5622348
## AMZNreturn 0.3827590 0.5070114 1.0000000 0.6844676
## GOOGLreturn 0.4015116 0.5622348 0.6844676 1.0000000
##
## , , 2016-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4136461 0.3858431 0.4029418
## FBreturn 0.4136461 1.0000000 0.5107804 0.5673525
## AMZNreturn 0.3858431 0.5107804 1.0000000 0.6752926
## GOOGLreturn 0.4029418 0.5673525 0.6752926 1.0000000
##
## , , 2016-04-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4020719 0.3927296 0.3906417
## FBreturn 0.4020719 1.0000000 0.5064518 0.5757145
## AMZNreturn 0.3927296 0.5064518 1.0000000 0.6632581
## GOOGLreturn 0.3906417 0.5757145 0.6632581 1.0000000
##
## , , 2016-04-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4012402 0.3931192 0.3628501
## FBreturn 0.4012402 1.0000000 0.5418336 0.6283364
## AMZNreturn 0.3931192 0.5418336 1.0000000 0.6688099
## GOOGLreturn 0.3628501 0.6283364 0.6688099 1.0000000
##
## , , 2016-04-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4060118 0.3894946 0.3650408
## FBreturn 0.4060118 1.0000000 0.5454735 0.6284292
## AMZNreturn 0.3894946 0.5454735 1.0000000 0.6683526
## GOOGLreturn 0.3650408 0.6284292 0.6683526 1.0000000
##
## , , 2016-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4197163 0.4007184 0.3809168
## FBreturn 0.4197163 1.0000000 0.5599226 0.6369124
## AMZNreturn 0.4007184 0.5599226 1.0000000 0.6815706
## GOOGLreturn 0.3809168 0.6369124 0.6815706 1.0000000
##
## , , 2016-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3619807 0.4333314 0.3597380
## FBreturn 0.3619807 1.0000000 0.5485086 0.6341212
## AMZNreturn 0.4333314 0.5485086 1.0000000 0.6756001
## GOOGLreturn 0.3597380 0.6341212 0.6756001 1.0000000
##
## , , 2016-04-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2595495 0.4356210 0.3886959
## FBreturn 0.2595495 1.0000000 0.4680456 0.4466270
## AMZNreturn 0.4356210 0.4680456 1.0000000 0.6674025
## GOOGLreturn 0.3886959 0.4466270 0.6674025 1.0000000
##
## , , 2016-05-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2742479 0.3434946 0.3903038
## FBreturn 0.2742479 1.0000000 0.4040741 0.4584332
## AMZNreturn 0.3434946 0.4040741 1.0000000 0.5790603
## GOOGLreturn 0.3903038 0.4584332 0.5790603 1.0000000
##
## , , 2016-05-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2862105 0.3350119 0.3882757
## FBreturn 0.2862105 1.0000000 0.4208669 0.4743370
## AMZNreturn 0.3350119 0.4208669 1.0000000 0.5916112
## GOOGLreturn 0.3882757 0.4743370 0.5916112 1.0000000
##
## , , 2016-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2868482 0.3168900 0.3765926
## FBreturn 0.2868482 1.0000000 0.4422919 0.4921921
## AMZNreturn 0.3168900 0.4422919 1.0000000 0.6030567
## GOOGLreturn 0.3765926 0.4921921 0.6030567 1.0000000
##
## , , 2016-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2937157 0.3233038 0.3767261
## FBreturn 0.2937157 1.0000000 0.4487089 0.5031888
## AMZNreturn 0.3233038 0.4487089 1.0000000 0.6045575
## GOOGLreturn 0.3767261 0.5031888 0.6045575 1.0000000
##
## , , 2016-05-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3087458 0.3299956 0.3788824
## FBreturn 0.3087458 1.0000000 0.4609884 0.5075458
## AMZNreturn 0.3299956 0.4609884 1.0000000 0.5918817
## GOOGLreturn 0.3788824 0.5075458 0.5918817 1.0000000
##
## , , 2016-05-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3138392 0.3235485 0.3698019
## FBreturn 0.3138392 1.0000000 0.4795785 0.5258176
## AMZNreturn 0.3235485 0.4795785 1.0000000 0.6070087
## GOOGLreturn 0.3698019 0.5258176 0.6070087 1.0000000
##
## , , 2016-05-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3262716 0.3288731 0.3741148
## FBreturn 0.3262716 1.0000000 0.4813179 0.5279397
## AMZNreturn 0.3288731 0.4813179 1.0000000 0.6108321
## GOOGLreturn 0.3741148 0.5279397 0.6108321 1.0000000
##
## , , 2016-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3408942 0.3349833 0.3806218
## FBreturn 0.3408942 1.0000000 0.4968679 0.5426180
## AMZNreturn 0.3349833 0.4968679 1.0000000 0.6275794
## GOOGLreturn 0.3806218 0.5426180 0.6275794 1.0000000
##
## , , 2016-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3587070 0.3277976 0.3936314
## FBreturn 0.3587070 1.0000000 0.4861588 0.5566090
## AMZNreturn 0.3277976 0.4861588 1.0000000 0.5985767
## GOOGLreturn 0.3936314 0.5566090 0.5985767 1.0000000
##
## , , 2016-05-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3470763 0.3203559 0.3963967
## FBreturn 0.3470763 1.0000000 0.4943090 0.5573826
## AMZNreturn 0.3203559 0.4943090 1.0000000 0.5998105
## GOOGLreturn 0.3963967 0.5573826 0.5998105 1.0000000
##
## , , 2016-05-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3546769 0.3224765 0.3978642
## FBreturn 0.3546769 1.0000000 0.5074093 0.5653436
## AMZNreturn 0.3224765 0.5074093 1.0000000 0.6053879
## GOOGLreturn 0.3978642 0.5653436 0.6053879 1.0000000
##
## , , 2016-05-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3192558 0.3173626 0.4098816
## FBreturn 0.3192558 1.0000000 0.5096763 0.5524455
## AMZNreturn 0.3173626 0.5096763 1.0000000 0.6056408
## GOOGLreturn 0.4098816 0.5524455 0.6056408 1.0000000
##
## , , 2016-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3345242 0.3256510 0.4125394
## FBreturn 0.3345242 1.0000000 0.5185723 0.5618110
## AMZNreturn 0.3256510 0.5185723 1.0000000 0.6270985
## GOOGLreturn 0.4125394 0.5618110 0.6270985 1.0000000
##
## , , 2016-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3478189 0.3323408 0.4151088
## FBreturn 0.3478189 1.0000000 0.5237733 0.5673484
## AMZNreturn 0.3323408 0.5237733 1.0000000 0.6288547
## GOOGLreturn 0.4151088 0.5673484 0.6288547 1.0000000
##
## , , 2016-05-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3608480 0.3382046 0.4183965
## FBreturn 0.3608480 1.0000000 0.5268727 0.5765344
## AMZNreturn 0.3382046 0.5268727 1.0000000 0.6248608
## GOOGLreturn 0.4183965 0.5765344 0.6248608 1.0000000
##
## , , 2016-05-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3744524 0.3459726 0.4265388
## FBreturn 0.3744524 1.0000000 0.5324674 0.5826594
## AMZNreturn 0.3459726 0.5324674 1.0000000 0.6267377
## GOOGLreturn 0.4265388 0.5826594 0.6267377 1.0000000
##
## , , 2016-05-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3578928 0.3338017 0.4098421
## FBreturn 0.3578928 1.0000000 0.5444663 0.5927225
## AMZNreturn 0.3338017 0.5444663 1.0000000 0.6330467
## GOOGLreturn 0.4098421 0.5927225 0.6330467 1.0000000
##
## , , 2016-05-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3869386 0.3484445 0.4315109
## FBreturn 0.3869386 1.0000000 0.5527355 0.6160270
## AMZNreturn 0.3484445 0.5527355 1.0000000 0.6346495
## GOOGLreturn 0.4315109 0.6160270 0.6346495 1.0000000
##
## , , 2016-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3885424 0.3555654 0.4347143
## FBreturn 0.3885424 1.0000000 0.5545230 0.6155235
## AMZNreturn 0.3555654 0.5545230 1.0000000 0.6366329
## GOOGLreturn 0.4347143 0.6155235 0.6366329 1.0000000
##
## , , 2016-05-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4024167 0.3640311 0.4298648
## FBreturn 0.4024167 1.0000000 0.5607545 0.5971333
## AMZNreturn 0.3640311 0.5607545 1.0000000 0.6311674
## GOOGLreturn 0.4298648 0.5971333 0.6311674 1.0000000
##
## , , 2016-05-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4092229 0.3678595 0.4219257
## FBreturn 0.4092229 1.0000000 0.5621695 0.5884296
## AMZNreturn 0.3678595 0.5621695 1.0000000 0.6088604
## GOOGLreturn 0.4219257 0.5884296 0.6088604 1.0000000
##
## , , 2016-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4200398 0.3531929 0.4219352
## FBreturn 0.4200398 1.0000000 0.5350557 0.5877753
## AMZNreturn 0.3531929 0.5350557 1.0000000 0.6040039
## GOOGLreturn 0.4219352 0.5877753 0.6040039 1.0000000
##
## , , 2016-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4223714 0.3677061 0.4188099
## FBreturn 0.4223714 1.0000000 0.5386468 0.5910593
## AMZNreturn 0.3677061 0.5386468 1.0000000 0.6060355
## GOOGLreturn 0.4188099 0.5910593 0.6060355 1.0000000
##
## , , 2016-06-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4284154 0.3525493 0.4251680
## FBreturn 0.4284154 1.0000000 0.5323022 0.5941848
## AMZNreturn 0.3525493 0.5323022 1.0000000 0.5884517
## GOOGLreturn 0.4251680 0.5941848 0.5884517 1.0000000
##
## , , 2016-06-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4304700 0.3546176 0.4180504
## FBreturn 0.4304700 1.0000000 0.5396230 0.5997083
## AMZNreturn 0.3546176 0.5396230 1.0000000 0.5970390
## GOOGLreturn 0.4180504 0.5997083 0.5970390 1.0000000
##
## , , 2016-06-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4375539 0.3577907 0.4062198
## FBreturn 0.4375539 1.0000000 0.5425790 0.5919455
## AMZNreturn 0.3577907 0.5425790 1.0000000 0.5981109
## GOOGLreturn 0.4062198 0.5919455 0.5981109 1.0000000
##
## , , 2016-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4322033 0.3560890 0.4088116
## FBreturn 0.4322033 1.0000000 0.5507833 0.5896257
## AMZNreturn 0.3560890 0.5507833 1.0000000 0.5990618
## GOOGLreturn 0.4088116 0.5896257 0.5990618 1.0000000
##
## , , 2016-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4334151 0.3598070 0.3977765
## FBreturn 0.4334151 1.0000000 0.5543557 0.5946766
## AMZNreturn 0.3598070 0.5543557 1.0000000 0.5969676
## GOOGLreturn 0.3977765 0.5946766 0.5969676 1.0000000
##
## , , 2016-06-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4335582 0.3629386 0.3968650
## FBreturn 0.4335582 1.0000000 0.5568698 0.5978207
## AMZNreturn 0.3629386 0.5568698 1.0000000 0.6010295
## GOOGLreturn 0.3968650 0.5978207 0.6010295 1.0000000
##
## , , 2016-06-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4521088 0.3829851 0.4135028
## FBreturn 0.4521088 1.0000000 0.5823852 0.6169296
## AMZNreturn 0.3829851 0.5823852 1.0000000 0.6204924
## GOOGLreturn 0.4135028 0.6169296 0.6204924 1.0000000
##
## , , 2016-06-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852945 0.3900913 0.4103147
## FBreturn 0.4852945 1.0000000 0.5752169 0.5953933
## AMZNreturn 0.3900913 0.5752169 1.0000000 0.6225304
## GOOGLreturn 0.4103147 0.5953933 0.6225304 1.0000000
##
## , , 2016-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4840476 0.3917400 0.4125435
## FBreturn 0.4840476 1.0000000 0.5777477 0.5984410
## AMZNreturn 0.3917400 0.5777477 1.0000000 0.6253857
## GOOGLreturn 0.4125435 0.5984410 0.6253857 1.0000000
##
## , , 2016-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4857460 0.3967062 0.4159369
## FBreturn 0.4857460 1.0000000 0.5800991 0.6015769
## AMZNreturn 0.3967062 0.5800991 1.0000000 0.6271069
## GOOGLreturn 0.4159369 0.6015769 0.6271069 1.0000000
##
## , , 2016-06-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4823335 0.3995483 0.4033330
## FBreturn 0.4823335 1.0000000 0.5775717 0.6021536
## AMZNreturn 0.3995483 0.5775717 1.0000000 0.6129525
## GOOGLreturn 0.4033330 0.6021536 0.6129525 1.0000000
##
## , , 2016-06-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4976554 0.4396268 0.4584849
## FBreturn 0.4976554 1.0000000 0.5892914 0.6121249
## AMZNreturn 0.4396268 0.5892914 1.0000000 0.6411343
## GOOGLreturn 0.4584849 0.6121249 0.6411343 1.0000000
##
## , , 2016-06-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4958201 0.4323727 0.4556741
## FBreturn 0.4958201 1.0000000 0.5883613 0.6137439
## AMZNreturn 0.4323727 0.5883613 1.0000000 0.6416667
## GOOGLreturn 0.4556741 0.6137439 0.6416667 1.0000000
##
## , , 2016-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995075 0.4293563 0.4558587
## FBreturn 0.4995075 1.0000000 0.5858715 0.6155047
## AMZNreturn 0.4293563 0.5858715 1.0000000 0.6418871
## GOOGLreturn 0.4558587 0.6155047 0.6418871 1.0000000
##
## , , 2016-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5002827 0.4311253 0.4531336
## FBreturn 0.5002827 1.0000000 0.5884543 0.6144310
## AMZNreturn 0.4311253 0.5884543 1.0000000 0.6370251
## GOOGLreturn 0.4531336 0.6144310 0.6370251 1.0000000
##
## , , 2016-06-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5023170 0.4337031 0.4547067
## FBreturn 0.5023170 1.0000000 0.5955149 0.6184568
## AMZNreturn 0.4337031 0.5955149 1.0000000 0.6397038
## GOOGLreturn 0.4547067 0.6184568 0.6397038 1.0000000
##
## , , 2016-06-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5543037 0.4967565 0.5253102
## FBreturn 0.5543037 1.0000000 0.6418936 0.6691697
## AMZNreturn 0.4967565 0.6418936 1.0000000 0.6922026
## GOOGLreturn 0.5253102 0.6691697 0.6922026 1.0000000
##
## , , 2016-06-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5588580 0.4958889 0.5175214
## FBreturn 0.5588580 1.0000000 0.6349940 0.6466024
## AMZNreturn 0.4958889 0.6349940 1.0000000 0.6883683
## GOOGLreturn 0.5175214 0.6466024 0.6883683 1.0000000
##
## , , 2016-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5682025 0.5031560 0.5257329
## FBreturn 0.5682025 1.0000000 0.6453605 0.6615364
## AMZNreturn 0.5031560 0.6453605 1.0000000 0.6957652
## GOOGLreturn 0.5257329 0.6615364 0.6957652 1.0000000
##
## , , 2016-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5654949 0.4991466 0.5200155
## FBreturn 0.5654949 1.0000000 0.6434897 0.6586301
## AMZNreturn 0.4991466 0.6434897 1.0000000 0.6926695
## GOOGLreturn 0.5200155 0.6586301 0.6926695 1.0000000
##
## , , 2016-07-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5552815 0.4860289 0.5219196
## FBreturn 0.5552815 1.0000000 0.6391606 0.6506770
## AMZNreturn 0.4860289 0.6391606 1.0000000 0.6804402
## GOOGLreturn 0.5219196 0.6506770 0.6804402 1.0000000
##
## , , 2016-07-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5494990 0.4793358 0.5148165
## FBreturn 0.5494990 1.0000000 0.6288411 0.6438308
## AMZNreturn 0.4793358 0.6288411 1.0000000 0.6819467
## GOOGLreturn 0.5148165 0.6438308 0.6819467 1.0000000
##
## , , 2016-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5419096 0.4693650 0.5160401
## FBreturn 0.5419096 1.0000000 0.6254437 0.6396884
## AMZNreturn 0.4693650 0.6254437 1.0000000 0.6738131
## GOOGLreturn 0.5160401 0.6396884 0.6738131 1.0000000
##
## , , 2016-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5378228 0.4682744 0.5122593
## FBreturn 0.5378228 1.0000000 0.6296538 0.6382294
## AMZNreturn 0.4682744 0.6296538 1.0000000 0.6740785
## GOOGLreturn 0.5122593 0.6382294 0.6740785 1.0000000
##
## , , 2016-07-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5258047 0.4612590 0.5022186
## FBreturn 0.5258047 1.0000000 0.6266395 0.6391942
## AMZNreturn 0.4612590 0.6266395 1.0000000 0.6728349
## GOOGLreturn 0.5022186 0.6391942 0.6728349 1.0000000
##
## , , 2016-07-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5278928 0.4631845 0.5031491
## FBreturn 0.5278928 1.0000000 0.6299614 0.6466918
## AMZNreturn 0.4631845 0.6299614 1.0000000 0.6774492
## GOOGLreturn 0.5031491 0.6466918 0.6774492 1.0000000
##
## , , 2016-07-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5248691 0.4588317 0.4959303
## FBreturn 0.5248691 1.0000000 0.6265773 0.6434733
## AMZNreturn 0.4588317 0.6265773 1.0000000 0.6797863
## GOOGLreturn 0.4959303 0.6434733 0.6797863 1.0000000
##
## , , 2016-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5200855 0.4455977 0.4927267
## FBreturn 0.5200855 1.0000000 0.6211083 0.6384366
## AMZNreturn 0.4455977 0.6211083 1.0000000 0.6603807
## GOOGLreturn 0.4927267 0.6384366 0.6603807 1.0000000
##
## , , 2016-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5229242 0.4486235 0.4919504
## FBreturn 0.5229242 1.0000000 0.6240619 0.6403628
## AMZNreturn 0.4486235 0.6240619 1.0000000 0.6621512
## GOOGLreturn 0.4919504 0.6403628 0.6621512 1.0000000
##
## , , 2016-07-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5136130 0.4208097 0.4976762
## FBreturn 0.5136130 1.0000000 0.6181226 0.6393110
## AMZNreturn 0.4208097 0.6181226 1.0000000 0.6511078
## GOOGLreturn 0.4976762 0.6393110 0.6511078 1.0000000
##
## , , 2016-07-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5115371 0.4188378 0.4930978
## FBreturn 0.5115371 1.0000000 0.6151859 0.6387965
## AMZNreturn 0.4188378 0.6151859 1.0000000 0.6494555
## GOOGLreturn 0.4930978 0.6387965 0.6494555 1.0000000
##
## , , 2016-07-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5242150 0.4130312 0.5047854
## FBreturn 0.5242150 1.0000000 0.5933026 0.6613726
## AMZNreturn 0.4130312 0.5933026 1.0000000 0.6229985
## GOOGLreturn 0.5047854 0.6613726 0.6229985 1.0000000
##
## , , 2016-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5177990 0.4114060 0.4996613
## FBreturn 0.5177990 1.0000000 0.5944787 0.6524360
## AMZNreturn 0.4114060 0.5944787 1.0000000 0.6212515
## GOOGLreturn 0.4996613 0.6524360 0.6212515 1.0000000
##
## , , 2016-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5119772 0.4105484 0.4943203
## FBreturn 0.5119772 1.0000000 0.5976416 0.6509665
## AMZNreturn 0.4105484 0.5976416 1.0000000 0.6247802
## GOOGLreturn 0.4943203 0.6509665 0.6247802 1.0000000
##
## , , 2016-07-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5168250 0.4134932 0.4931332
## FBreturn 0.5168250 1.0000000 0.5963046 0.6501575
## AMZNreturn 0.4134932 0.5963046 1.0000000 0.6281125
## GOOGLreturn 0.4931332 0.6501575 0.6281125 1.0000000
##
## , , 2016-07-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049215 0.4121889 0.4703227
## FBreturn 0.5049215 1.0000000 0.5944233 0.6483354
## AMZNreturn 0.4121889 0.5944233 1.0000000 0.6256108
## GOOGLreturn 0.4703227 0.6483354 0.6256108 1.0000000
##
## , , 2016-07-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862989 0.4267988 0.4670032
## FBreturn 0.4862989 1.0000000 0.5853351 0.6443571
## AMZNreturn 0.4267988 0.5853351 1.0000000 0.6280127
## GOOGLreturn 0.4670032 0.6443571 0.6280127 1.0000000
##
## , , 2016-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4913594 0.4311902 0.4629981
## FBreturn 0.4913594 1.0000000 0.5891635 0.6407419
## AMZNreturn 0.4311902 0.5891635 1.0000000 0.6278109
## GOOGLreturn 0.4629981 0.6407419 0.6278109 1.0000000
##
## , , 2016-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5158997 0.3681290 0.4307236
## FBreturn 0.5158997 1.0000000 0.5772913 0.6396036
## AMZNreturn 0.3681290 0.5772913 1.0000000 0.6281558
## GOOGLreturn 0.4307236 0.6396036 0.6281558 1.0000000
##
## , , 2016-07-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5292484 0.3928430 0.4294819
## FBreturn 0.5292484 1.0000000 0.6058372 0.6223902
## AMZNreturn 0.3928430 0.6058372 1.0000000 0.6155167
## GOOGLreturn 0.4294819 0.6223902 0.6155167 1.0000000
##
## , , 2016-08-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5257768 0.3901434 0.3923102
## FBreturn 0.5257768 1.0000000 0.5888904 0.5397376
## AMZNreturn 0.3901434 0.5888904 1.0000000 0.6060022
## GOOGLreturn 0.3923102 0.5397376 0.6060022 1.0000000
##
## , , 2016-08-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087521 0.4083037 0.4095538
## FBreturn 0.5087521 1.0000000 0.5782738 0.5384435
## AMZNreturn 0.4083037 0.5782738 1.0000000 0.6169005
## GOOGLreturn 0.4095538 0.5384435 0.6169005 1.0000000
##
## , , 2016-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5194648 0.4303030 0.4106862
## FBreturn 0.5194648 1.0000000 0.5887077 0.5453227
## AMZNreturn 0.4303030 0.5887077 1.0000000 0.6160586
## GOOGLreturn 0.4106862 0.5453227 0.6160586 1.0000000
##
## , , 2016-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4929865 0.4036001 0.4049260
## FBreturn 0.4929865 1.0000000 0.5941049 0.5508279
## AMZNreturn 0.4036001 0.5941049 1.0000000 0.6166771
## GOOGLreturn 0.4049260 0.5508279 0.6166771 1.0000000
##
## , , 2016-08-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4949338 0.4078787 0.4025311
## FBreturn 0.4949338 1.0000000 0.5963988 0.5334702
## AMZNreturn 0.4078787 0.5963988 1.0000000 0.6122995
## GOOGLreturn 0.4025311 0.5334702 0.6122995 1.0000000
##
## , , 2016-08-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995134 0.4130561 0.4205692
## FBreturn 0.4995134 1.0000000 0.5979146 0.5454528
## AMZNreturn 0.4130561 0.5979146 1.0000000 0.6174928
## GOOGLreturn 0.4205692 0.5454528 0.6174928 1.0000000
##
## , , 2016-08-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4967834 0.4088786 0.4135109
## FBreturn 0.4967834 1.0000000 0.5966836 0.5505752
## AMZNreturn 0.4088786 0.5966836 1.0000000 0.6201820
## GOOGLreturn 0.4135109 0.5505752 0.6201820 1.0000000
##
## , , 2016-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942909 0.4087624 0.4158914
## FBreturn 0.4942909 1.0000000 0.5956634 0.5560306
## AMZNreturn 0.4087624 0.5956634 1.0000000 0.6225321
## GOOGLreturn 0.4158914 0.5560306 0.6225321 1.0000000
##
## , , 2016-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4936245 0.4090294 0.4139954
## FBreturn 0.4936245 1.0000000 0.5952352 0.5614400
## AMZNreturn 0.4090294 0.5952352 1.0000000 0.6244914
## GOOGLreturn 0.4139954 0.5614400 0.6244914 1.0000000
##
## , , 2016-08-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4932207 0.4082905 0.4159389
## FBreturn 0.4932207 1.0000000 0.5927140 0.5670314
## AMZNreturn 0.4082905 0.5927140 1.0000000 0.6257630
## GOOGLreturn 0.4159389 0.5670314 0.6257630 1.0000000
##
## , , 2016-08-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4917989 0.4083453 0.4164156
## FBreturn 0.4917989 1.0000000 0.5921370 0.5723325
## AMZNreturn 0.4083453 0.5921370 1.0000000 0.6275947
## GOOGLreturn 0.4164156 0.5723325 0.6275947 1.0000000
##
## , , 2016-08-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4563745 0.3794726 0.4063946
## FBreturn 0.4563745 1.0000000 0.5983296 0.5756919
## AMZNreturn 0.3794726 0.5983296 1.0000000 0.6285025
## GOOGLreturn 0.4063946 0.5756919 0.6285025 1.0000000
##
## , , 2016-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4592022 0.3822201 0.4092642
## FBreturn 0.4592022 1.0000000 0.5989519 0.5820583
## AMZNreturn 0.3822201 0.5989519 1.0000000 0.6347294
## GOOGLreturn 0.4092642 0.5820583 0.6347294 1.0000000
##
## , , 2016-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4525684 0.3848607 0.4082161
## FBreturn 0.4525684 1.0000000 0.5904972 0.5886263
## AMZNreturn 0.3848607 0.5904972 1.0000000 0.6335339
## GOOGLreturn 0.4082161 0.5886263 0.6335339 1.0000000
##
## , , 2016-08-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4560841 0.3877265 0.4118308
## FBreturn 0.4560841 1.0000000 0.5894854 0.5946664
## AMZNreturn 0.3877265 0.5894854 1.0000000 0.6350306
## GOOGLreturn 0.4118308 0.5946664 0.6350306 1.0000000
##
## , , 2016-08-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4552750 0.3771156 0.4105222
## FBreturn 0.4552750 1.0000000 0.5893819 0.5989990
## AMZNreturn 0.3771156 0.5893819 1.0000000 0.6364628
## GOOGLreturn 0.4105222 0.5989990 0.6364628 1.0000000
##
## , , 2016-08-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4408050 0.3728391 0.4166165
## FBreturn 0.4408050 1.0000000 0.5890430 0.5937271
## AMZNreturn 0.3728391 0.5890430 1.0000000 0.6347801
## GOOGLreturn 0.4166165 0.5937271 0.6347801 1.0000000
##
## , , 2016-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4437285 0.3772730 0.4170601
## FBreturn 0.4437285 1.0000000 0.5882365 0.5966532
## AMZNreturn 0.3772730 0.5882365 1.0000000 0.6349836
## GOOGLreturn 0.4170601 0.5966532 0.6349836 1.0000000
##
## , , 2016-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4579076 0.3924473 0.4236327
## FBreturn 0.4579076 1.0000000 0.5958019 0.6019439
## AMZNreturn 0.3924473 0.5958019 1.0000000 0.6384218
## GOOGLreturn 0.4236327 0.6019439 0.6384218 1.0000000
##
## , , 2016-08-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4558805 0.3912097 0.4268341
## FBreturn 0.4558805 1.0000000 0.5952192 0.6016526
## AMZNreturn 0.3912097 0.5952192 1.0000000 0.6376246
## GOOGLreturn 0.4268341 0.6016526 0.6376246 1.0000000
##
## , , 2016-08-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4381877 0.3670948 0.4222142
## FBreturn 0.4381877 1.0000000 0.6025121 0.6021758
## AMZNreturn 0.3670948 0.6025121 1.0000000 0.6339297
## GOOGLreturn 0.4222142 0.6021758 0.6339297 1.0000000
##
## , , 2016-08-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4289679 0.3702811 0.4218945
## FBreturn 0.4289679 1.0000000 0.5940678 0.6006119
## AMZNreturn 0.3702811 0.5940678 1.0000000 0.6353638
## GOOGLreturn 0.4218945 0.6006119 0.6353638 1.0000000
##
## , , 2016-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4453343 0.3828452 0.4308410
## FBreturn 0.4453343 1.0000000 0.5988910 0.6077864
## AMZNreturn 0.3828452 0.5988910 1.0000000 0.6402408
## GOOGLreturn 0.4308410 0.6077864 0.6402408 1.0000000
##
## , , 2016-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4487876 0.3855054 0.4306091
## FBreturn 0.4487876 1.0000000 0.5978861 0.6082308
## AMZNreturn 0.3855054 0.5978861 1.0000000 0.6400049
## GOOGLreturn 0.4306091 0.6082308 0.6400049 1.0000000
##
## , , 2016-09-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4493910 0.3862238 0.4308990
## FBreturn 0.4493910 1.0000000 0.5968934 0.6096951
## AMZNreturn 0.3862238 0.5968934 1.0000000 0.6407855
## GOOGLreturn 0.4308990 0.6096951 0.6407855 1.0000000
##
## , , 2016-09-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4535919 0.3852778 0.4382084
## FBreturn 0.4535919 1.0000000 0.5957090 0.6121583
## AMZNreturn 0.3852778 0.5957090 1.0000000 0.6396899
## GOOGLreturn 0.4382084 0.6121583 0.6396899 1.0000000
##
## , , 2016-09-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4140070 0.3652897 0.4268648
## FBreturn 0.4140070 1.0000000 0.6347292 0.6263410
## AMZNreturn 0.3652897 0.6347292 1.0000000 0.6549607
## GOOGLreturn 0.4268648 0.6263410 0.6549607 1.0000000
##
## , , 2016-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4255930 0.3531785 0.4224904
## FBreturn 0.4255930 1.0000000 0.6076689 0.6179664
## AMZNreturn 0.3531785 0.6076689 1.0000000 0.6533043
## GOOGLreturn 0.4224904 0.6179664 0.6533043 1.0000000
##
## , , 2016-09-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4424137 0.3420513 0.4338913
## FBreturn 0.4424137 1.0000000 0.6045655 0.6241691
## AMZNreturn 0.3420513 0.6045655 1.0000000 0.6515705
## GOOGLreturn 0.4338913 0.6241691 0.6515705 1.0000000
##
## , , 2016-09-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4949559 0.4064656 0.4662868
## FBreturn 0.4949559 1.0000000 0.6640137 0.6487856
## AMZNreturn 0.4064656 0.6640137 1.0000000 0.6735157
## GOOGLreturn 0.4662868 0.6487856 0.6735157 1.0000000
##
## , , 2016-09-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5062772 0.4216790 0.4826177
## FBreturn 0.5062772 1.0000000 0.6641312 0.6538748
## AMZNreturn 0.4216790 0.6641312 1.0000000 0.6780348
## GOOGLreturn 0.4826177 0.6538748 0.6780348 1.0000000
##
## , , 2016-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4593227 0.3749902 0.4157218
## FBreturn 0.4593227 1.0000000 0.6655175 0.6598344
## AMZNreturn 0.3749902 0.6655175 1.0000000 0.6844899
## GOOGLreturn 0.4157218 0.6598344 0.6844899 1.0000000
##
## , , 2016-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4704546 0.3545301 0.4040782
## FBreturn 0.4704546 1.0000000 0.6536804 0.6553595
## AMZNreturn 0.3545301 0.6536804 1.0000000 0.6810482
## GOOGLreturn 0.4040782 0.6553595 0.6810482 1.0000000
##
## , , 2016-09-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.4797270 0.3667360 0.4301700
## FBreturn 0.479727 1.0000000 0.6517808 0.6580241
## AMZNreturn 0.366736 0.6517808 1.0000000 0.6809636
## GOOGLreturn 0.430170 0.6580241 0.6809636 1.0000000
##
## , , 2016-09-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4675588 0.3605214 0.4344553
## FBreturn 0.4675588 1.0000000 0.6500639 0.6390472
## AMZNreturn 0.3605214 0.6500639 1.0000000 0.6648478
## GOOGLreturn 0.4344553 0.6390472 0.6648478 1.0000000
##
## , , 2016-09-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721222 0.3695865 0.4372170
## FBreturn 0.4721222 1.0000000 0.6468649 0.6392468
## AMZNreturn 0.3695865 0.6468649 1.0000000 0.6648278
## GOOGLreturn 0.4372170 0.6392468 0.6648278 1.0000000
##
## , , 2016-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4728891 0.3715572 0.4353389
## FBreturn 0.4728891 1.0000000 0.6384442 0.6333040
## AMZNreturn 0.3715572 0.6384442 1.0000000 0.6650396
## GOOGLreturn 0.4353389 0.6333040 0.6650396 1.0000000
##
## , , 2016-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4686144 0.3701813 0.4327239
## FBreturn 0.4686144 1.0000000 0.6395679 0.6358125
## AMZNreturn 0.3701813 0.6395679 1.0000000 0.6665038
## GOOGLreturn 0.4327239 0.6358125 0.6665038 1.0000000
##
## , , 2016-09-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.4656650 0.3839350 0.4415720
## FBreturn 0.465665 1.0000000 0.6200552 0.6231571
## AMZNreturn 0.383935 0.6200552 1.0000000 0.6757239
## GOOGLreturn 0.441572 0.6231571 0.6757239 1.0000000
##
## , , 2016-09-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4935725 0.3817371 0.4393794
## FBreturn 0.4935725 1.0000000 0.6046899 0.6147414
## AMZNreturn 0.3817371 0.6046899 1.0000000 0.6737219
## GOOGLreturn 0.4393794 0.6147414 0.6737219 1.0000000
##
## , , 2016-09-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4896055 0.3796599 0.4286741
## FBreturn 0.4896055 1.0000000 0.6082951 0.6204366
## AMZNreturn 0.3796599 0.6082951 1.0000000 0.6787135
## GOOGLreturn 0.4286741 0.6204366 0.6787135 1.0000000
##
## , , 2016-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4867792 0.3775630 0.4288353
## FBreturn 0.4867792 1.0000000 0.6192669 0.6280852
## AMZNreturn 0.3775630 0.6192669 1.0000000 0.6818814
## GOOGLreturn 0.4288353 0.6280852 0.6818814 1.0000000
##
## , , 2016-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873200 0.3867290 0.4252023
## FBreturn 0.4873200 1.0000000 0.6132992 0.6262717
## AMZNreturn 0.3867290 0.6132992 1.0000000 0.6645137
## GOOGLreturn 0.4252023 0.6262717 0.6645137 1.0000000
##
## , , 2016-09-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4976393 0.3874253 0.4416419
## FBreturn 0.4976393 1.0000000 0.6104861 0.6324573
## AMZNreturn 0.3874253 0.6104861 1.0000000 0.6608193
## GOOGLreturn 0.4416419 0.6324573 0.6608193 1.0000000
##
## , , 2016-10-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4943384 0.3953932 0.4420302
## FBreturn 0.4943384 1.0000000 0.6040302 0.6315659
## AMZNreturn 0.3953932 0.6040302 1.0000000 0.6586945
## GOOGLreturn 0.4420302 0.6315659 0.6586945 1.0000000
##
## , , 2016-10-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873678 0.3986169 0.4448280
## FBreturn 0.4873678 1.0000000 0.5980900 0.6229071
## AMZNreturn 0.3986169 0.5980900 1.0000000 0.6588177
## GOOGLreturn 0.4448280 0.6229071 0.6588177 1.0000000
##
## , , 2016-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4799607 0.3945959 0.4451332
## FBreturn 0.4799607 1.0000000 0.5996779 0.6172364
## AMZNreturn 0.3945959 0.5996779 1.0000000 0.6535619
## GOOGLreturn 0.4451332 0.6172364 0.6535619 1.0000000
##
## , , 2016-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4801325 0.3905482 0.4443181
## FBreturn 0.4801325 1.0000000 0.5950441 0.6162256
## AMZNreturn 0.3905482 0.5950441 1.0000000 0.6380761
## GOOGLreturn 0.4443181 0.6162256 0.6380761 1.0000000
##
## , , 2016-10-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4807569 0.3811741 0.4440048
## FBreturn 0.4807569 1.0000000 0.5896278 0.6173876
## AMZNreturn 0.3811741 0.5896278 1.0000000 0.6342597
## GOOGLreturn 0.4440048 0.6173876 0.6342597 1.0000000
##
## , , 2016-10-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4812624 0.3821377 0.4417948
## FBreturn 0.4812624 1.0000000 0.5863210 0.6152310
## AMZNreturn 0.3821377 0.5863210 1.0000000 0.6370735
## GOOGLreturn 0.4417948 0.6152310 0.6370735 1.0000000
##
## , , 2016-10-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968553 0.3787545 0.4683068
## FBreturn 0.4968553 1.0000000 0.5827288 0.6265430
## AMZNreturn 0.3787545 0.5827288 1.0000000 0.6272459
## GOOGLreturn 0.4683068 0.6265430 0.6272459 1.0000000
##
## , , 2016-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852610 0.3701573 0.4612355
## FBreturn 0.4852610 1.0000000 0.5991839 0.6331409
## AMZNreturn 0.3701573 0.5991839 1.0000000 0.6353061
## GOOGLreturn 0.4612355 0.6331409 0.6353061 1.0000000
##
## , , 2016-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4843370 0.3745684 0.4595558
## FBreturn 0.4843370 1.0000000 0.5984778 0.6329369
## AMZNreturn 0.3745684 0.5984778 1.0000000 0.6368953
## GOOGLreturn 0.4595558 0.6329369 0.6368953 1.0000000
##
## , , 2016-10-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873946 0.3815928 0.4610686
## FBreturn 0.4873946 1.0000000 0.6037007 0.6409168
## AMZNreturn 0.3815928 0.6037007 1.0000000 0.6434714
## GOOGLreturn 0.4610686 0.6409168 0.6434714 1.0000000
##
## , , 2016-10-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862396 0.3687147 0.4582487
## FBreturn 0.4862396 1.0000000 0.5961562 0.6397985
## AMZNreturn 0.3687147 0.5961562 1.0000000 0.6375215
## GOOGLreturn 0.4582487 0.6397985 0.6375215 1.0000000
##
## , , 2016-10-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4865067 0.3702439 0.4558187
## FBreturn 0.4865067 1.0000000 0.5946849 0.6363443
## AMZNreturn 0.3702439 0.5946849 1.0000000 0.6243227
## GOOGLreturn 0.4558187 0.6363443 0.6243227 1.0000000
##
## , , 2016-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4814133 0.3716742 0.4373685
## FBreturn 0.4814133 1.0000000 0.5959907 0.6391111
## AMZNreturn 0.3716742 0.5959907 1.0000000 0.6227510
## GOOGLreturn 0.4373685 0.6391111 0.6227510 1.0000000
##
## , , 2016-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4655726 0.3755121 0.4300903
## FBreturn 0.4655726 1.0000000 0.5870841 0.6397415
## AMZNreturn 0.3755121 0.5870841 1.0000000 0.6222338
## GOOGLreturn 0.4300903 0.6397415 0.6222338 1.0000000
##
## , , 2016-10-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4675891 0.3781259 0.4303991
## FBreturn 0.4675891 1.0000000 0.5896231 0.6408961
## AMZNreturn 0.3781259 0.5896231 1.0000000 0.6302467
## GOOGLreturn 0.4303991 0.6408961 0.6302467 1.0000000
##
## , , 2016-10-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4357285 0.3680582 0.4270892
## FBreturn 0.4357285 1.0000000 0.5969909 0.6285018
## AMZNreturn 0.3680582 0.5969909 1.0000000 0.6309032
## GOOGLreturn 0.4270892 0.6285018 0.6309032 1.0000000
##
## , , 2016-10-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4485517 0.3932918 0.4427304
## FBreturn 0.4485517 1.0000000 0.6007597 0.6340103
## AMZNreturn 0.3932918 0.6007597 1.0000000 0.6467970
## GOOGLreturn 0.4427304 0.6340103 0.6467970 1.0000000
##
## , , 2016-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4358184 0.3867647 0.4270118
## FBreturn 0.4358184 1.0000000 0.6037061 0.6414239
## AMZNreturn 0.3867647 0.6037061 1.0000000 0.6504179
## GOOGLreturn 0.4270118 0.6414239 0.6504179 1.0000000
##
## , , 2016-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4566292 0.4306897 0.4368795
## FBreturn 0.4566292 1.0000000 0.6122781 0.6453880
## AMZNreturn 0.4306897 0.6122781 1.0000000 0.6547903
## GOOGLreturn 0.4368795 0.6453880 0.6547903 1.0000000
##
## , , 2016-10-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4720332 0.4334295 0.4419593
## FBreturn 0.4720332 1.0000000 0.6088615 0.6434090
## AMZNreturn 0.4334295 0.6088615 1.0000000 0.6561023
## GOOGLreturn 0.4419593 0.6434090 0.6561023 1.0000000
##
## , , 2016-10-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4494537 0.4279966 0.4355932
## FBreturn 0.4494537 1.0000000 0.4688937 0.6394853
## AMZNreturn 0.4279966 0.4688937 1.0000000 0.5727974
## GOOGLreturn 0.4355932 0.6394853 0.5727974 1.0000000
##
## , , 2016-11-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4511464 0.4227205 0.4308367
## FBreturn 0.4511464 1.0000000 0.4595644 0.6444990
## AMZNreturn 0.4227205 0.4595644 1.0000000 0.5445321
## GOOGLreturn 0.4308367 0.6444990 0.5445321 1.0000000
##
## , , 2016-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4727857 0.4216794 0.4347985
## FBreturn 0.4727857 1.0000000 0.4703781 0.6444706
## AMZNreturn 0.4216794 0.4703781 1.0000000 0.5537331
## GOOGLreturn 0.4347985 0.6444706 0.5537331 1.0000000
##
## , , 2016-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4532641 0.4145612 0.4184430
## FBreturn 0.4532641 1.0000000 0.4988392 0.6688874
## AMZNreturn 0.4145612 0.4988392 1.0000000 0.5764000
## GOOGLreturn 0.4184430 0.6688874 0.5764000 1.0000000
##
## , , 2016-11-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4573815 0.4101980 0.4258015
## FBreturn 0.4573815 1.0000000 0.4384091 0.6200958
## AMZNreturn 0.4101980 0.4384091 1.0000000 0.5792482
## GOOGLreturn 0.4258015 0.6200958 0.5792482 1.0000000
##
## , , 2016-11-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4468648 0.4195150 0.4214454
## FBreturn 0.4468648 1.0000000 0.4368292 0.6197228
## AMZNreturn 0.4195150 0.4368292 1.0000000 0.5785378
## GOOGLreturn 0.4214454 0.6197228 0.5785378 1.0000000
##
## , , 2016-11-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4521746 0.4404271 0.4482198
## FBreturn 0.4521746 1.0000000 0.4480229 0.6083853
## AMZNreturn 0.4404271 0.4480229 1.0000000 0.6100968
## GOOGLreturn 0.4482198 0.6083853 0.6100968 1.0000000
##
## , , 2016-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4560850 0.4378360 0.4490895
## FBreturn 0.4560850 1.0000000 0.4541719 0.6151138
## AMZNreturn 0.4378360 0.4541719 1.0000000 0.6076253
## GOOGLreturn 0.4490895 0.6151138 0.6076253 1.0000000
##
## , , 2016-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4591065 0.4359467 0.4486344
## FBreturn 0.4591065 1.0000000 0.4694065 0.6196231
## AMZNreturn 0.4359467 0.4694065 1.0000000 0.6189139
## GOOGLreturn 0.4486344 0.6196231 0.6189139 1.0000000
##
## , , 2016-11-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4808376 0.4772628 0.5054554
## FBreturn 0.4808376 1.0000000 0.4953088 0.6294213
## AMZNreturn 0.4772628 0.4953088 1.0000000 0.6494249
## GOOGLreturn 0.5054554 0.6294213 0.6494249 1.0000000
##
## , , 2016-11-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4665057 0.4693771 0.4913466
## FBreturn 0.4665057 1.0000000 0.5004163 0.6324374
## AMZNreturn 0.4693771 0.5004163 1.0000000 0.6490148
## GOOGLreturn 0.4913466 0.6324374 0.6490148 1.0000000
##
## , , 2016-11-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4973950 0.4862143 0.5202274
## FBreturn 0.4973950 1.0000000 0.5247241 0.6535106
## AMZNreturn 0.4862143 0.5247241 1.0000000 0.6618895
## GOOGLreturn 0.5202274 0.6535106 0.6618895 1.0000000
##
## , , 2016-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5042619 0.4915086 0.5250623
## FBreturn 0.5042619 1.0000000 0.5385005 0.6567049
## AMZNreturn 0.4915086 0.5385005 1.0000000 0.6739084
## GOOGLreturn 0.5250623 0.6567049 0.6739084 1.0000000
##
## , , 2016-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4738104 0.4761277 0.5153352
## FBreturn 0.4738104 1.0000000 0.5397494 0.6491774
## AMZNreturn 0.4761277 0.5397494 1.0000000 0.6718961
## GOOGLreturn 0.5153352 0.6491774 0.6718961 1.0000000
##
## , , 2016-11-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4695367 0.4692028 0.5065942
## FBreturn 0.4695367 1.0000000 0.5461845 0.6508126
## AMZNreturn 0.4692028 0.5461845 1.0000000 0.6721455
## GOOGLreturn 0.5065942 0.6508126 0.6721455 1.0000000
##
## , , 2016-11-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4694863 0.4649214 0.4934254
## FBreturn 0.4694863 1.0000000 0.5460642 0.6498211
## AMZNreturn 0.4649214 0.5460642 1.0000000 0.6555395
## GOOGLreturn 0.4934254 0.6498211 0.6555395 1.0000000
##
## , , 2016-11-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901055 0.4752567 0.4996134
## FBreturn 0.4901055 1.0000000 0.5672507 0.6530271
## AMZNreturn 0.4752567 0.5672507 1.0000000 0.6622190
## GOOGLreturn 0.4996134 0.6530271 0.6622190 1.0000000
##
## , , 2016-11-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4895527 0.4701034 0.4948567
## FBreturn 0.4895527 1.0000000 0.5665708 0.6517133
## AMZNreturn 0.4701034 0.5665708 1.0000000 0.6589253
## GOOGLreturn 0.4948567 0.6517133 0.6589253 1.0000000
##
## , , 2016-11-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4908749 0.4686320 0.4941691
## FBreturn 0.4908749 1.0000000 0.5694120 0.6506220
## AMZNreturn 0.4686320 0.5694120 1.0000000 0.6608092
## GOOGLreturn 0.4941691 0.6506220 0.6608092 1.0000000
##
## , , 2016-11-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4868265 0.4628426 0.4900250
## FBreturn 0.4868265 1.0000000 0.5705834 0.6475690
## AMZNreturn 0.4628426 0.5705834 1.0000000 0.6596021
## GOOGLreturn 0.4900250 0.6475690 0.6596021 1.0000000
##
## , , 2016-11-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4863856 0.4575560 0.4808337
## FBreturn 0.4863856 1.0000000 0.5624320 0.6437073
## AMZNreturn 0.4575560 0.5624320 1.0000000 0.6303327
## GOOGLreturn 0.4808337 0.6437073 0.6303327 1.0000000
##
## , , 2016-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4859865 0.4544318 0.4758641
## FBreturn 0.4859865 1.0000000 0.5629836 0.6421581
## AMZNreturn 0.4544318 0.5629836 1.0000000 0.6277913
## GOOGLreturn 0.4758641 0.6421581 0.6277913 1.0000000
##
## , , 2016-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4972849 0.4613295 0.4850268
## FBreturn 0.4972849 1.0000000 0.5779176 0.6578539
## AMZNreturn 0.4613295 0.5779176 1.0000000 0.6408482
## GOOGLreturn 0.4850268 0.6578539 0.6408482 1.0000000
##
## , , 2016-12-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5077503 0.4636653 0.4909856
## FBreturn 0.5077503 1.0000000 0.5824645 0.6658975
## AMZNreturn 0.4636653 0.5824645 1.0000000 0.6456820
## GOOGLreturn 0.4909856 0.6658975 0.6456820 1.0000000
##
## , , 2016-12-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5065858 0.4553482 0.4869927
## FBreturn 0.5065858 1.0000000 0.5796603 0.6631484
## AMZNreturn 0.4553482 0.5796603 1.0000000 0.6436660
## GOOGLreturn 0.4869927 0.6631484 0.6436660 1.0000000
##
## , , 2016-12-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4820488 0.4157965 0.4466938
## FBreturn 0.4820488 1.0000000 0.5909721 0.6686151
## AMZNreturn 0.4157965 0.5909721 1.0000000 0.6601531
## GOOGLreturn 0.4466938 0.6686151 0.6601531 1.0000000
##
## , , 2016-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4753777 0.4176962 0.4380646
## FBreturn 0.4753777 1.0000000 0.5866586 0.6665518
## AMZNreturn 0.4176962 0.5866586 1.0000000 0.6542731
## GOOGLreturn 0.4380646 0.6665518 0.6542731 1.0000000
##
## , , 2016-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4787771 0.4202894 0.4525118
## FBreturn 0.4787771 1.0000000 0.5879377 0.6579894
## AMZNreturn 0.4202894 0.5879377 1.0000000 0.6481633
## GOOGLreturn 0.4525118 0.6579894 0.6481633 1.0000000
##
## , , 2016-12-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4818411 0.4073833 0.4518617
## FBreturn 0.4818411 1.0000000 0.5815931 0.6561226
## AMZNreturn 0.4073833 0.5815931 1.0000000 0.6439505
## GOOGLreturn 0.4518617 0.6561226 0.6439505 1.0000000
##
## , , 2016-12-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4818793 0.3988877 0.4749641
## FBreturn 0.4818793 1.0000000 0.5813085 0.6504998
## AMZNreturn 0.3988877 0.5813085 1.0000000 0.6316963
## GOOGLreturn 0.4749641 0.6504998 0.6316963 1.0000000
##
## , , 2016-12-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909155 0.4099356 0.4748832
## FBreturn 0.4909155 1.0000000 0.5925653 0.6483025
## AMZNreturn 0.4099356 0.5925653 1.0000000 0.6334305
## GOOGLreturn 0.4748832 0.6483025 0.6334305 1.0000000
##
## , , 2016-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5115700 0.4349955 0.4838593
## FBreturn 0.5115700 1.0000000 0.6066343 0.6533108
## AMZNreturn 0.4349955 0.6066343 1.0000000 0.6416387
## GOOGLreturn 0.4838593 0.6533108 0.6416387 1.0000000
##
## , , 2016-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5096302 0.4321922 0.4800284
## FBreturn 0.5096302 1.0000000 0.6022918 0.6510676
## AMZNreturn 0.4321922 0.6022918 1.0000000 0.6365668
## GOOGLreturn 0.4800284 0.6510676 0.6365668 1.0000000
##
## , , 2016-12-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5072037 0.4150573 0.4703792
## FBreturn 0.5072037 1.0000000 0.5936408 0.6474144
## AMZNreturn 0.4150573 0.5936408 1.0000000 0.6381876
## GOOGLreturn 0.4703792 0.6474144 0.6381876 1.0000000
##
## , , 2016-12-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5031538 0.4129266 0.4627076
## FBreturn 0.5031538 1.0000000 0.5948100 0.6477251
## AMZNreturn 0.4129266 0.5948100 1.0000000 0.6409515
## GOOGLreturn 0.4627076 0.6477251 0.6409515 1.0000000
##
## , , 2016-12-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4938080 0.4188353 0.4621213
## FBreturn 0.4938080 1.0000000 0.5838033 0.6423698
## AMZNreturn 0.4188353 0.5838033 1.0000000 0.6417331
## GOOGLreturn 0.4621213 0.6423698 0.6417331 1.0000000
##
## , , 2016-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4925548 0.4191109 0.4606944
## FBreturn 0.4925548 1.0000000 0.5824862 0.6401636
## AMZNreturn 0.4191109 0.5824862 1.0000000 0.6430082
## GOOGLreturn 0.4606944 0.6401636 0.6430082 1.0000000
##
## , , 2016-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4919319 0.4182900 0.4577889
## FBreturn 0.4919319 1.0000000 0.5828667 0.6385079
## AMZNreturn 0.4182900 0.5828667 1.0000000 0.6443014
## GOOGLreturn 0.4577889 0.6385079 0.6443014 1.0000000
##
## , , 2016-12-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5016620 0.4251489 0.4587505
## FBreturn 0.5016620 1.0000000 0.5888313 0.6370311
## AMZNreturn 0.4251489 0.5888313 1.0000000 0.6460508
## GOOGLreturn 0.4587505 0.6370311 0.6460508 1.0000000
##
## , , 2016-12-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4993998 0.4176693 0.4557497
## FBreturn 0.4993998 1.0000000 0.5869648 0.6364834
## AMZNreturn 0.4176693 0.5869648 1.0000000 0.6452596
## GOOGLreturn 0.4557497 0.6364834 0.6452596 1.0000000
##
## , , 2016-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014466 0.4270012 0.4542927
## FBreturn 0.5014466 1.0000000 0.5886859 0.6358212
## AMZNreturn 0.4270012 0.5886859 1.0000000 0.6409842
## GOOGLreturn 0.4542927 0.6358212 0.6409842 1.0000000
##
## , , 2016-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5056206 0.4259287 0.4589180
## FBreturn 0.5056206 1.0000000 0.5870427 0.6399088
## AMZNreturn 0.4259287 0.5870427 1.0000000 0.6399473
## GOOGLreturn 0.4589180 0.6399088 0.6399473 1.0000000
##
## , , 2016-12-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5037505 0.4219339 0.4573128
## FBreturn 0.5037505 1.0000000 0.5885333 0.6391779
## AMZNreturn 0.4219339 0.5885333 1.0000000 0.6375395
## GOOGLreturn 0.4573128 0.6391779 0.6375395 1.0000000
##
## , , 2017-01-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133371 0.4415488 0.4711811
## FBreturn 0.5133371 1.0000000 0.6000918 0.6475559
## AMZNreturn 0.4415488 0.6000918 1.0000000 0.6545803
## GOOGLreturn 0.4711811 0.6475559 0.6545803 1.0000000
##
## , , 2017-01-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120110 0.4406334 0.4679100
## FBreturn 0.5120110 1.0000000 0.5971764 0.6592336
## AMZNreturn 0.4406334 0.5971764 1.0000000 0.6466426
## GOOGLreturn 0.4679100 0.6592336 0.6466426 1.0000000
##
## , , 2017-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4975696 0.4357449 0.4663977
## FBreturn 0.4975696 1.0000000 0.5952769 0.6440598
## AMZNreturn 0.4357449 0.5952769 1.0000000 0.6444265
## GOOGLreturn 0.4663977 0.6440598 0.6444265 1.0000000
##
## , , 2017-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5024982 0.4394120 0.4674166
## FBreturn 0.5024982 1.0000000 0.6109989 0.6438538
## AMZNreturn 0.4394120 0.6109989 1.0000000 0.6370051
## GOOGLreturn 0.4674166 0.6438538 0.6370051 1.0000000
##
## , , 2017-01-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5223799 0.4560918 0.4825414
## FBreturn 0.5223799 1.0000000 0.6256464 0.6570345
## AMZNreturn 0.4560918 0.6256464 1.0000000 0.6500929
## GOOGLreturn 0.4825414 0.6570345 0.6500929 1.0000000
##
## , , 2017-01-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5280205 0.4452724 0.4732317
## FBreturn 0.5280205 1.0000000 0.6156974 0.6491833
## AMZNreturn 0.4452724 0.6156974 1.0000000 0.6499799
## GOOGLreturn 0.4732317 0.6491833 0.6499799 1.0000000
##
## , , 2017-01-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5227507 0.4419630 0.4693813
## FBreturn 0.5227507 1.0000000 0.6141806 0.6483308
## AMZNreturn 0.4419630 0.6141806 1.0000000 0.6505331
## GOOGLreturn 0.4693813 0.6483308 0.6505331 1.0000000
##
## , , 2017-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5258628 0.4401675 0.4693995
## FBreturn 0.5258628 1.0000000 0.6076354 0.6459825
## AMZNreturn 0.4401675 0.6076354 1.0000000 0.6507461
## GOOGLreturn 0.4693995 0.6459825 0.6507461 1.0000000
##
## , , 2017-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5161520 0.4050150 0.4674034
## FBreturn 0.5161520 1.0000000 0.5993136 0.6425319
## AMZNreturn 0.4050150 0.5993136 1.0000000 0.6286974
## GOOGLreturn 0.4674034 0.6425319 0.6286974 1.0000000
##
## , , 2017-01-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4973463 0.4037130 0.4633484
## FBreturn 0.4973463 1.0000000 0.5940254 0.6351227
## AMZNreturn 0.4037130 0.5940254 1.0000000 0.6304858
## GOOGLreturn 0.4633484 0.6351227 0.6304858 1.0000000
##
## , , 2017-01-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4765987 0.3729640 0.4421640
## FBreturn 0.4765987 1.0000000 0.5973164 0.6370072
## AMZNreturn 0.3729640 0.5973164 1.0000000 0.6352106
## GOOGLreturn 0.4421640 0.6370072 0.6352106 1.0000000
##
## , , 2017-01-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4771126 0.3761708 0.4416030
## FBreturn 0.4771126 1.0000000 0.5943974 0.6362368
## AMZNreturn 0.3761708 0.5943974 1.0000000 0.6341992
## GOOGLreturn 0.4416030 0.6362368 0.6341992 1.0000000
##
## , , 2017-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4794956 0.3784501 0.4436178
## FBreturn 0.4794956 1.0000000 0.5921171 0.6373838
## AMZNreturn 0.3784501 0.5921171 1.0000000 0.6317250
## GOOGLreturn 0.4436178 0.6373838 0.6317250 1.0000000
##
## , , 2017-01-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4768043 0.3796347 0.4439432
## FBreturn 0.4768043 1.0000000 0.5926424 0.6298186
## AMZNreturn 0.3796347 0.5926424 1.0000000 0.6288164
## GOOGLreturn 0.4439432 0.6298186 0.6288164 1.0000000
##
## , , 2017-01-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4671561 0.3775791 0.4286987
## FBreturn 0.4671561 1.0000000 0.6031342 0.6466027
## AMZNreturn 0.3775791 0.6031342 1.0000000 0.6406782
## GOOGLreturn 0.4286987 0.6466027 0.6406782 1.0000000
##
## , , 2017-01-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4685788 0.3763237 0.4254440
## FBreturn 0.4685788 1.0000000 0.6000831 0.6434503
## AMZNreturn 0.3763237 0.6000831 1.0000000 0.6425624
## GOOGLreturn 0.4254440 0.6434503 0.6425624 1.0000000
##
## , , 2017-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995829 0.4164505 0.4429342
## FBreturn 0.4995829 1.0000000 0.6172207 0.6500458
## AMZNreturn 0.4164505 0.6172207 1.0000000 0.6510231
## GOOGLreturn 0.4429342 0.6500458 0.6510231 1.0000000
##
## , , 2017-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909294 0.4160018 0.4426158
## FBreturn 0.4909294 1.0000000 0.6094838 0.6317821
## AMZNreturn 0.4160018 0.6094838 1.0000000 0.6492700
## GOOGLreturn 0.4426158 0.6317821 0.6492700 1.0000000
##
## , , 2017-01-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4890266 0.4146695 0.4344930
## FBreturn 0.4890266 1.0000000 0.6110363 0.6344793
## AMZNreturn 0.4146695 0.6110363 1.0000000 0.6518646
## GOOGLreturn 0.4344930 0.6344793 0.6518646 1.0000000
##
## , , 2017-01-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4912013 0.4177737 0.4330821
## FBreturn 0.4912013 1.0000000 0.6156398 0.6400432
## AMZNreturn 0.4177737 0.6156398 1.0000000 0.6570442
## GOOGLreturn 0.4330821 0.6400432 0.6570442 1.0000000
##
## , , 2017-02-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916157 0.4181634 0.4343208
## FBreturn 0.4916157 1.0000000 0.6125071 0.6396413
## AMZNreturn 0.4181634 0.6125071 1.0000000 0.6542517
## GOOGLreturn 0.4343208 0.6396413 0.6542517 1.0000000
##
## , , 2017-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5543253 0.4085792 0.2866206
## FBreturn 0.5543253 1.0000000 0.6167756 0.5789843
## AMZNreturn 0.4085792 0.6167756 1.0000000 0.6332676
## GOOGLreturn 0.2866206 0.5789843 0.6332676 1.0000000
##
## , , 2017-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5477447 0.4038147 0.2960082
## FBreturn 0.5477447 1.0000000 0.5916547 0.5737436
## AMZNreturn 0.4038147 0.5916547 1.0000000 0.6333304
## GOOGLreturn 0.2960082 0.5737436 0.6333304 1.0000000
##
## , , 2017-02-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5430989 0.3467318 0.3067806
## FBreturn 0.5430989 1.0000000 0.5340491 0.5780018
## AMZNreturn 0.3467318 0.5340491 1.0000000 0.5649620
## GOOGLreturn 0.3067806 0.5780018 0.5649620 1.0000000
##
## , , 2017-02-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5449562 0.3436868 0.3125216
## FBreturn 0.5449562 1.0000000 0.5331856 0.5793490
## AMZNreturn 0.3436868 0.5331856 1.0000000 0.5711448
## GOOGLreturn 0.3125216 0.5793490 0.5711448 1.0000000
##
## , , 2017-02-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5285437 0.3496966 0.3324448
## FBreturn 0.5285437 1.0000000 0.5351712 0.5754113
## AMZNreturn 0.3496966 0.5351712 1.0000000 0.5773485
## GOOGLreturn 0.3324448 0.5754113 0.5773485 1.0000000
##
## , , 2017-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5191663 0.3557869 0.3390840
## FBreturn 0.5191663 1.0000000 0.5349721 0.5575660
## AMZNreturn 0.3557869 0.5349721 1.0000000 0.5814402
## GOOGLreturn 0.3390840 0.5575660 0.5814402 1.0000000
##
## , , 2017-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087971 0.3572702 0.3410487
## FBreturn 0.5087971 1.0000000 0.5386089 0.5633983
## AMZNreturn 0.3572702 0.5386089 1.0000000 0.5866848
## GOOGLreturn 0.3410487 0.5633983 0.5866848 1.0000000
##
## , , 2017-02-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5056710 0.3570147 0.3427424
## FBreturn 0.5056710 1.0000000 0.5420030 0.5677593
## AMZNreturn 0.3570147 0.5420030 1.0000000 0.5932564
## GOOGLreturn 0.3427424 0.5677593 0.5932564 1.0000000
##
## , , 2017-02-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906665 0.3693022 0.3541256
## FBreturn 0.4906665 1.0000000 0.5374244 0.5678156
## AMZNreturn 0.3693022 0.5374244 1.0000000 0.5997099
## GOOGLreturn 0.3541256 0.5678156 0.5997099 1.0000000
##
## , , 2017-02-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4743484 0.3577023 0.3531543
## FBreturn 0.4743484 1.0000000 0.5417120 0.5725450
## AMZNreturn 0.3577023 0.5417120 1.0000000 0.6034400
## GOOGLreturn 0.3531543 0.5725450 0.6034400 1.0000000
##
## , , 2017-02-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4717392 0.3640406 0.3544735
## FBreturn 0.4717392 1.0000000 0.5412131 0.5780702
## AMZNreturn 0.3640406 0.5412131 1.0000000 0.6003175
## GOOGLreturn 0.3544735 0.5780702 0.6003175 1.0000000
##
## , , 2017-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4691040 0.3677545 0.3566445
## FBreturn 0.4691040 1.0000000 0.5433273 0.5842326
## AMZNreturn 0.3677545 0.5433273 1.0000000 0.6019299
## GOOGLreturn 0.3566445 0.5842326 0.6019299 1.0000000
##
## , , 2017-02-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4651580 0.3706757 0.3643454
## FBreturn 0.4651580 1.0000000 0.5456006 0.5797815
## AMZNreturn 0.3706757 0.5456006 1.0000000 0.6044795
## GOOGLreturn 0.3643454 0.5797815 0.6044795 1.0000000
##
## , , 2017-02-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4637606 0.3856659 0.3712035
## FBreturn 0.4637606 1.0000000 0.5435363 0.5837550
## AMZNreturn 0.3856659 0.5435363 1.0000000 0.6059655
## GOOGLreturn 0.3712035 0.5837550 0.6059655 1.0000000
##
## , , 2017-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4562357 0.3848196 0.3770221
## FBreturn 0.4562357 1.0000000 0.5063557 0.5672491
## AMZNreturn 0.3848196 0.5063557 1.0000000 0.6076487
## GOOGLreturn 0.3770221 0.5672491 0.6076487 1.0000000
##
## , , 2017-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4654597 0.3914888 0.3833292
## FBreturn 0.4654597 1.0000000 0.5170437 0.5711013
## AMZNreturn 0.3914888 0.5170437 1.0000000 0.6118077
## GOOGLreturn 0.3833292 0.5711013 0.6118077 1.0000000
##
## , , 2017-02-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4668594 0.3884950 0.3865162
## FBreturn 0.4668594 1.0000000 0.5198734 0.5754975
## AMZNreturn 0.3884950 0.5198734 1.0000000 0.6169593
## GOOGLreturn 0.3865162 0.5754975 0.6169593 1.0000000
##
## , , 2017-02-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4689861 0.3913476 0.3911979
## FBreturn 0.4689861 1.0000000 0.5259613 0.5781273
## AMZNreturn 0.3913476 0.5259613 1.0000000 0.6199925
## GOOGLreturn 0.3911979 0.5781273 0.6199925 1.0000000
##
## , , 2017-03-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4662172 0.3920867 0.3935566
## FBreturn 0.4662172 1.0000000 0.5361175 0.5880259
## AMZNreturn 0.3920867 0.5361175 1.0000000 0.6259638
## GOOGLreturn 0.3935566 0.5880259 0.6259638 1.0000000
##
## , , 2017-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5070683 0.4063359 0.4305599
## FBreturn 0.5070683 1.0000000 0.5482885 0.6085008
## AMZNreturn 0.4063359 0.5482885 1.0000000 0.6340686
## GOOGLreturn 0.4305599 0.6085008 0.6340686 1.0000000
##
## , , 2017-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5113724 0.4156254 0.4433759
## FBreturn 0.5113724 1.0000000 0.5557845 0.6143809
## AMZNreturn 0.4156254 0.5557845 1.0000000 0.6406931
## GOOGLreturn 0.4433759 0.6143809 0.6406931 1.0000000
##
## , , 2017-03-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5103576 0.4122743 0.4384580
## FBreturn 0.5103576 1.0000000 0.5576010 0.6141791
## AMZNreturn 0.4122743 0.5576010 1.0000000 0.6414692
## GOOGLreturn 0.4384580 0.6141791 0.6414692 1.0000000
##
## , , 2017-03-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5044501 0.4160769 0.4401947
## FBreturn 0.5044501 1.0000000 0.5547951 0.6126729
## AMZNreturn 0.4160769 0.5547951 1.0000000 0.6432168
## GOOGLreturn 0.4401947 0.6126729 0.6432168 1.0000000
##
## , , 2017-03-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014879 0.4149294 0.4401426
## FBreturn 0.5014879 1.0000000 0.5580682 0.6095326
## AMZNreturn 0.4149294 0.5580682 1.0000000 0.6405821
## GOOGLreturn 0.4401426 0.6095326 0.6405821 1.0000000
##
## , , 2017-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4948095 0.4068684 0.4352062
## FBreturn 0.4948095 1.0000000 0.5611111 0.6113592
## AMZNreturn 0.4068684 0.5611111 1.0000000 0.6416849
## GOOGLreturn 0.4352062 0.6113592 0.6416849 1.0000000
##
## , , 2017-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906339 0.4053177 0.4299350
## FBreturn 0.4906339 1.0000000 0.5634998 0.6132928
## AMZNreturn 0.4053177 0.5634998 1.0000000 0.6422318
## GOOGLreturn 0.4299350 0.6132928 0.6422318 1.0000000
##
## , , 2017-03-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4910740 0.4031583 0.4318876
## FBreturn 0.4910740 1.0000000 0.5633428 0.6150844
## AMZNreturn 0.4031583 0.5633428 1.0000000 0.6399692
## GOOGLreturn 0.4318876 0.6150844 0.6399692 1.0000000
##
## , , 2017-03-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4879247 0.4038179 0.4318281
## FBreturn 0.4879247 1.0000000 0.5643819 0.6164647
## AMZNreturn 0.4038179 0.5643819 1.0000000 0.6409139
## GOOGLreturn 0.4318281 0.6164647 0.6409139 1.0000000
##
## , , 2017-03-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894335 0.4065231 0.4316333
## FBreturn 0.4894335 1.0000000 0.5687439 0.6151329
## AMZNreturn 0.4065231 0.5687439 1.0000000 0.6397936
## GOOGLreturn 0.4316333 0.6151329 0.6397936 1.0000000
##
## , , 2017-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4853464 0.3957714 0.4298174
## FBreturn 0.4853464 1.0000000 0.5694399 0.6165439
## AMZNreturn 0.3957714 0.5694399 1.0000000 0.6397090
## GOOGLreturn 0.4298174 0.6165439 0.6397090 1.0000000
##
## , , 2017-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4856209 0.3965964 0.4305286
## FBreturn 0.4856209 1.0000000 0.5692520 0.6172281
## AMZNreturn 0.3965964 0.5692520 1.0000000 0.6402341
## GOOGLreturn 0.4305286 0.6172281 0.6402341 1.0000000
##
## , , 2017-03-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873499 0.4010535 0.4248219
## FBreturn 0.4873499 1.0000000 0.5719248 0.6159380
## AMZNreturn 0.4010535 0.5719248 1.0000000 0.6385557
## GOOGLreturn 0.4248219 0.6159380 0.6385557 1.0000000
##
## , , 2017-03-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4720057 0.4073072 0.3992021
## FBreturn 0.4720057 1.0000000 0.5691822 0.6170069
## AMZNreturn 0.4073072 0.5691822 1.0000000 0.6287706
## GOOGLreturn 0.3992021 0.6170069 0.6287706 1.0000000
##
## , , 2017-03-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4947890 0.4451423 0.4390877
## FBreturn 0.4947890 1.0000000 0.5904797 0.6348145
## AMZNreturn 0.4451423 0.5904797 1.0000000 0.6596711
## GOOGLreturn 0.4390877 0.6348145 0.6596711 1.0000000
##
## , , 2017-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5089096 0.4455799 0.4310003
## FBreturn 0.5089096 1.0000000 0.5917765 0.6270336
## AMZNreturn 0.4455799 0.5917765 1.0000000 0.6576536
## GOOGLreturn 0.4310003 0.6270336 0.6576536 1.0000000
##
## , , 2017-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5054697 0.4444062 0.4368858
## FBreturn 0.5054697 1.0000000 0.5908128 0.6160188
## AMZNreturn 0.4444062 0.5908128 1.0000000 0.6526759
## GOOGLreturn 0.4368858 0.6160188 0.6526759 1.0000000
##
## , , 2017-03-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4953370 0.4428995 0.4382491
## FBreturn 0.4953370 1.0000000 0.5786783 0.6020884
## AMZNreturn 0.4428995 0.5786783 1.0000000 0.6537465
## GOOGLreturn 0.4382491 0.6020884 0.6537465 1.0000000
##
## , , 2017-03-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4933354 0.4402095 0.4388894
## FBreturn 0.4933354 1.0000000 0.5791656 0.6020676
## AMZNreturn 0.4402095 0.5791656 1.0000000 0.6526561
## GOOGLreturn 0.4388894 0.6020676 0.6526561 1.0000000
##
## , , 2017-03-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5173710 0.4540828 0.4240233
## FBreturn 0.5173710 1.0000000 0.5894235 0.5978597
## AMZNreturn 0.4540828 0.5894235 1.0000000 0.6493069
## GOOGLreturn 0.4240233 0.5978597 0.6493069 1.0000000
##
## , , 2017-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120140 0.4424115 0.4246439
## FBreturn 0.5120140 1.0000000 0.6034851 0.6087532
## AMZNreturn 0.4424115 0.6034851 1.0000000 0.6562398
## GOOGLreturn 0.4246439 0.6087532 0.6562398 1.0000000
##
## , , 2017-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5116560 0.4398256 0.4264047
## FBreturn 0.5116560 1.0000000 0.6008856 0.6104715
## AMZNreturn 0.4398256 0.6008856 1.0000000 0.6555963
## GOOGLreturn 0.4264047 0.6104715 0.6555963 1.0000000
##
## , , 2017-04-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5111942 0.4247975 0.4284573
## FBreturn 0.5111942 1.0000000 0.5797616 0.6127132
## AMZNreturn 0.4247975 0.5797616 1.0000000 0.6412240
## GOOGLreturn 0.4284573 0.6127132 0.6412240 1.0000000
##
## , , 2017-04-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086631 0.4227901 0.4232205
## FBreturn 0.5086631 1.0000000 0.5806317 0.6107087
## AMZNreturn 0.4227901 0.5806317 1.0000000 0.6416737
## GOOGLreturn 0.4232205 0.6107087 0.6416737 1.0000000
##
## , , 2017-04-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4822338 0.4355863 0.4082110
## FBreturn 0.4822338 1.0000000 0.5309570 0.6164120
## AMZNreturn 0.4355863 0.5309570 1.0000000 0.6021169
## GOOGLreturn 0.4082110 0.6164120 0.6021169 1.0000000
##
## , , 2017-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721602 0.4315964 0.4149880
## FBreturn 0.4721602 1.0000000 0.5344575 0.6114505
## AMZNreturn 0.4315964 0.5344575 1.0000000 0.6051881
## GOOGLreturn 0.4149880 0.6114505 0.6051881 1.0000000
##
## , , 2017-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4760789 0.4319826 0.4194168
## FBreturn 0.4760789 1.0000000 0.5497823 0.6156006
## AMZNreturn 0.4319826 0.5497823 1.0000000 0.6091092
## GOOGLreturn 0.4194168 0.6156006 0.6091092 1.0000000
##
## , , 2017-04-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4788055 0.4324033 0.4227777
## FBreturn 0.4788055 1.0000000 0.5552778 0.6183764
## AMZNreturn 0.4324033 0.5552778 1.0000000 0.6140897
## GOOGLreturn 0.4227777 0.6183764 0.6140897 1.0000000
##
## , , 2017-04-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4783494 0.4192898 0.4243270
## FBreturn 0.4783494 1.0000000 0.5535302 0.6186393
## AMZNreturn 0.4192898 0.5535302 1.0000000 0.6060665
## GOOGLreturn 0.4243270 0.6186393 0.6060665 1.0000000
##
## , , 2017-04-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4993540 0.4304359 0.4243798
## FBreturn 0.4993540 1.0000000 0.5638456 0.6163605
## AMZNreturn 0.4304359 0.5638456 1.0000000 0.6101766
## GOOGLreturn 0.4243798 0.6163605 0.6101766 1.0000000
##
## , , 2017-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4948358 0.4247091 0.4256663
## FBreturn 0.4948358 1.0000000 0.5703176 0.6119874
## AMZNreturn 0.4247091 0.5703176 1.0000000 0.6061554
## GOOGLreturn 0.4256663 0.6119874 0.6061554 1.0000000
##
## , , 2017-04-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4961908 0.4343911 0.4280469
## FBreturn 0.4961908 1.0000000 0.5705737 0.6140402
## AMZNreturn 0.4343911 0.5705737 1.0000000 0.6056386
## GOOGLreturn 0.4280469 0.6140402 0.6056386 1.0000000
##
## , , 2017-04-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5015562 0.4410666 0.4373657
## FBreturn 0.5015562 1.0000000 0.5931757 0.6359657
## AMZNreturn 0.4410666 0.5931757 1.0000000 0.6282523
## GOOGLreturn 0.4373657 0.6359657 0.6282523 1.0000000
##
## , , 2017-04-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5070171 0.4366935 0.4399616
## FBreturn 0.5070171 1.0000000 0.5889172 0.6360060
## AMZNreturn 0.4366935 0.5889172 1.0000000 0.6293566
## GOOGLreturn 0.4399616 0.6360060 0.6293566 1.0000000
##
## , , 2017-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850072 0.4389797 0.4351161
## FBreturn 0.4850072 1.0000000 0.5647460 0.6328315
## AMZNreturn 0.4389797 0.5647460 1.0000000 0.6244396
## GOOGLreturn 0.4351161 0.6328315 0.6244396 1.0000000
##
## , , 2017-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007751 0.4334726 0.4343279
## FBreturn 0.5007751 1.0000000 0.5641010 0.6306728
## AMZNreturn 0.4334726 0.5641010 1.0000000 0.6269220
## GOOGLreturn 0.4343279 0.6306728 0.6269220 1.0000000
##
## , , 2017-04-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4998976 0.4330977 0.4355917
## FBreturn 0.4998976 1.0000000 0.5657246 0.6305219
## AMZNreturn 0.4330977 0.5657246 1.0000000 0.6298655
## GOOGLreturn 0.4355917 0.6305219 0.6298655 1.0000000
##
## , , 2017-04-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5159498 0.4419873 0.4589027
## FBreturn 0.5159498 1.0000000 0.5755853 0.6512716
## AMZNreturn 0.4419873 0.5755853 1.0000000 0.6348639
## GOOGLreturn 0.4589027 0.6512716 0.6348639 1.0000000
##
## , , 2017-04-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5168710 0.4357365 0.4624858
## FBreturn 0.5168710 1.0000000 0.5723662 0.6522215
## AMZNreturn 0.4357365 0.5723662 1.0000000 0.6283455
## GOOGLreturn 0.4624858 0.6522215 0.6283455 1.0000000
##
## , , 2017-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5137742 0.4293801 0.4592636
## FBreturn 0.5137742 1.0000000 0.5730853 0.6503821
## AMZNreturn 0.4293801 0.5730853 1.0000000 0.6298570
## GOOGLreturn 0.4592636 0.6503821 0.6298570 1.0000000
##
## , , 2017-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5080521 0.4248446 0.4573878
## FBreturn 0.5080521 1.0000000 0.5806820 0.6468646
## AMZNreturn 0.4248446 0.5806820 1.0000000 0.6296968
## GOOGLreturn 0.4573878 0.6468646 0.6296968 1.0000000
##
## , , 2017-05-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4737422 0.4194158 0.4087043
## FBreturn 0.4737422 1.0000000 0.5777216 0.6816006
## AMZNreturn 0.4194158 0.5777216 1.0000000 0.6133841
## GOOGLreturn 0.4087043 0.6816006 0.6133841 1.0000000
##
## , , 2017-05-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4938568 0.4731655 0.4132154
## FBreturn 0.4938568 1.0000000 0.5912153 0.6788465
## AMZNreturn 0.4731655 0.5912153 1.0000000 0.6065284
## GOOGLreturn 0.4132154 0.6788465 0.6065284 1.0000000
##
## , , 2017-05-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4959442 0.4580032 0.4163734
## FBreturn 0.4959442 1.0000000 0.5835921 0.6753533
## AMZNreturn 0.4580032 0.5835921 1.0000000 0.6052553
## GOOGLreturn 0.4163734 0.6753533 0.6052553 1.0000000
##
## , , 2017-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4994966 0.4590322 0.4015321
## FBreturn 0.4994966 1.0000000 0.5912895 0.6352891
## AMZNreturn 0.4590322 0.5912895 1.0000000 0.5799883
## GOOGLreturn 0.4015321 0.6352891 0.5799883 1.0000000
##
## , , 2017-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5050238 0.4591800 0.3943681
## FBreturn 0.5050238 1.0000000 0.5932374 0.6088850
## AMZNreturn 0.4591800 0.5932374 1.0000000 0.5763931
## GOOGLreturn 0.3943681 0.6088850 0.5763931 1.0000000
##
## , , 2017-05-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4508519 0.4178177 0.3622481
## FBreturn 0.4508519 1.0000000 0.5959835 0.6134543
## AMZNreturn 0.4178177 0.5959835 1.0000000 0.5847934
## GOOGLreturn 0.3622481 0.6134543 0.5847934 1.0000000
##
## , , 2017-05-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4703577 0.4528994 0.3802142
## FBreturn 0.4703577 1.0000000 0.6059087 0.6202186
## AMZNreturn 0.4528994 0.6059087 1.0000000 0.5964987
## GOOGLreturn 0.3802142 0.6202186 0.5964987 1.0000000
##
## , , 2017-05-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4663232 0.4491921 0.3769439
## FBreturn 0.4663232 1.0000000 0.6036024 0.6212622
## AMZNreturn 0.4491921 0.6036024 1.0000000 0.5989254
## GOOGLreturn 0.3769439 0.6212622 0.5989254 1.0000000
##
## , , 2017-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4666507 0.4519304 0.3831243
## FBreturn 0.4666507 1.0000000 0.6004783 0.6217393
## AMZNreturn 0.4519304 0.6004783 1.0000000 0.6034076
## GOOGLreturn 0.3831243 0.6217393 0.6034076 1.0000000
##
## , , 2017-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4525388 0.4374023 0.3842033
## FBreturn 0.4525388 1.0000000 0.6004022 0.6203438
## AMZNreturn 0.4374023 0.6004022 1.0000000 0.6063035
## GOOGLreturn 0.3842033 0.6203438 0.6063035 1.0000000
##
## , , 2017-05-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4531054 0.4584848 0.3725872
## FBreturn 0.4531054 1.0000000 0.5963337 0.6188643
## AMZNreturn 0.4584848 0.5963337 1.0000000 0.5937247
## GOOGLreturn 0.3725872 0.6188643 0.5937247 1.0000000
##
## , , 2017-05-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4535984 0.4582236 0.3732591
## FBreturn 0.4535984 1.0000000 0.5908588 0.6194653
## AMZNreturn 0.4582236 0.5908588 1.0000000 0.5895396
## GOOGLreturn 0.3732591 0.6194653 0.5895396 1.0000000
##
## , , 2017-05-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4575798 0.4468057 0.3740896
## FBreturn 0.4575798 1.0000000 0.5728383 0.6086459
## AMZNreturn 0.4468057 0.5728383 1.0000000 0.5970759
## GOOGLreturn 0.3740896 0.6086459 0.5970759 1.0000000
##
## , , 2017-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5765954 0.5179389 0.4557138
## FBreturn 0.5765954 1.0000000 0.6300761 0.6532289
## AMZNreturn 0.5179389 0.6300761 1.0000000 0.6388872
## GOOGLreturn 0.4557138 0.6532289 0.6388872 1.0000000
##
## , , 2017-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5816616 0.5205629 0.4631931
## FBreturn 0.5816616 1.0000000 0.6361196 0.6571177
## AMZNreturn 0.5205629 0.6361196 1.0000000 0.6454989
## GOOGLreturn 0.4631931 0.6571177 0.6454989 1.0000000
##
## , , 2017-05-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5757477 0.5125512 0.4615283
## FBreturn 0.5757477 1.0000000 0.6320066 0.6549241
## AMZNreturn 0.5125512 0.6320066 1.0000000 0.6451508
## GOOGLreturn 0.4615283 0.6549241 0.6451508 1.0000000
##
## , , 2017-05-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5688628 0.5076678 0.4622618
## FBreturn 0.5688628 1.0000000 0.6247234 0.6478161
## AMZNreturn 0.5076678 0.6247234 1.0000000 0.6502053
## GOOGLreturn 0.4622618 0.6478161 0.6502053 1.0000000
##
## , , 2017-05-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5635255 0.5009880 0.4565589
## FBreturn 0.5635255 1.0000000 0.6220162 0.6417686
## AMZNreturn 0.5009880 0.6220162 1.0000000 0.6466672
## GOOGLreturn 0.4565589 0.6417686 0.6466672 1.0000000
##
## , , 2017-05-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5452684 0.4871204 0.4485481
## FBreturn 0.5452684 1.0000000 0.6237506 0.6441343
## AMZNreturn 0.4871204 0.6237506 1.0000000 0.6498800
## GOOGLreturn 0.4485481 0.6441343 0.6498800 1.0000000
##
## , , 2017-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5404354 0.4805594 0.4459983
## FBreturn 0.5404354 1.0000000 0.6277935 0.6497347
## AMZNreturn 0.4805594 0.6277935 1.0000000 0.6588431
## GOOGLreturn 0.4459983 0.6497347 0.6588431 1.0000000
##
## , , 2017-05-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5368048 0.4748465 0.4453160
## FBreturn 0.5368048 1.0000000 0.6243178 0.6479059
## AMZNreturn 0.4748465 0.6243178 1.0000000 0.6580225
## GOOGLreturn 0.4453160 0.6479059 0.6580225 1.0000000
##
## , , 2017-05-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5329865 0.4700462 0.4443682
## FBreturn 0.5329865 1.0000000 0.6212694 0.6459608
## AMZNreturn 0.4700462 0.6212694 1.0000000 0.6566175
## GOOGLreturn 0.4443682 0.6459608 0.6566175 1.0000000
##
## , , 2017-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.5339670 0.4680710 0.4505810
## FBreturn 0.533967 1.0000000 0.6200628 0.6494684
## AMZNreturn 0.468071 0.6200628 1.0000000 0.6563879
## GOOGLreturn 0.450581 0.6494684 0.6563879 1.0000000
##
## , , 2017-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5299009 0.4631429 0.4498036
## FBreturn 0.5299009 1.0000000 0.6173352 0.6475389
## AMZNreturn 0.4631429 0.6173352 1.0000000 0.6556247
## GOOGLreturn 0.4498036 0.6475389 0.6556247 1.0000000
##
## , , 2017-06-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5427639 0.4724910 0.4575198
## FBreturn 0.5427639 1.0000000 0.6238106 0.6501319
## AMZNreturn 0.4724910 0.6238106 1.0000000 0.6594360
## GOOGLreturn 0.4575198 0.6501319 0.6594360 1.0000000
##
## , , 2017-06-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5323663 0.4561145 0.4360872
## FBreturn 0.5323663 1.0000000 0.6202360 0.6457182
## AMZNreturn 0.4561145 0.6202360 1.0000000 0.6589601
## GOOGLreturn 0.4360872 0.6457182 0.6589601 1.0000000
##
## , , 2017-06-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5191185 0.4414899 0.4289925
## FBreturn 0.5191185 1.0000000 0.6253357 0.6496815
## AMZNreturn 0.4414899 0.6253357 1.0000000 0.6639508
## GOOGLreturn 0.4289925 0.6496815 0.6639508 1.0000000
##
## , , 2017-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5175131 0.4431367 0.4325863
## FBreturn 0.5175131 1.0000000 0.6227330 0.6484609
## AMZNreturn 0.4431367 0.6227330 1.0000000 0.6643355
## GOOGLreturn 0.4325863 0.6484609 0.6643355 1.0000000
##
## , , 2017-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007948 0.4415103 0.4310844
## FBreturn 0.5007948 1.0000000 0.6079412 0.6428136
## AMZNreturn 0.4415103 0.6079412 1.0000000 0.6618385
## GOOGLreturn 0.4310844 0.6428136 0.6618385 1.0000000
##
## , , 2017-06-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5911039 0.5325150 0.5248016
## FBreturn 0.5911039 1.0000000 0.6712534 0.6996367
## AMZNreturn 0.5325150 0.6712534 1.0000000 0.7116678
## GOOGLreturn 0.5248016 0.6996367 0.7116678 1.0000000
##
## , , 2017-06-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5891177 0.5331935 0.5181648
## FBreturn 0.5891177 1.0000000 0.6688778 0.6950505
## AMZNreturn 0.5331935 0.6688778 1.0000000 0.7070525
## GOOGLreturn 0.5181648 0.6950505 0.7070525 1.0000000
##
## , , 2017-06-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5843831 0.5274173 0.5152781
## FBreturn 0.5843831 1.0000000 0.6679917 0.6944353
## AMZNreturn 0.5274173 0.6679917 1.0000000 0.7075856
## GOOGLreturn 0.5152781 0.6944353 0.7075856 1.0000000
##
## , , 2017-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5786753 0.5217163 0.5122511
## FBreturn 0.5786753 1.0000000 0.6629271 0.6902121
## AMZNreturn 0.5217163 0.6629271 1.0000000 0.7043534
## GOOGLreturn 0.5122511 0.6902121 0.7043534 1.0000000
##
## , , 2017-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5734474 0.5158463 0.5089990
## FBreturn 0.5734474 1.0000000 0.6580932 0.6864096
## AMZNreturn 0.5158463 0.6580932 1.0000000 0.7045871
## GOOGLreturn 0.5089990 0.6864096 0.7045871 1.0000000
##
## , , 2017-06-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5555109 0.4682132 0.5028677
## FBreturn 0.5555109 1.0000000 0.6485331 0.6793411
## AMZNreturn 0.4682132 0.6485331 1.0000000 0.6799047
## GOOGLreturn 0.5028677 0.6793411 0.6799047 1.0000000
##
## , , 2017-06-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5622481 0.4626404 0.5221669
## FBreturn 0.5622481 1.0000000 0.6435782 0.6829132
## AMZNreturn 0.4626404 0.6435782 1.0000000 0.6710725
## GOOGLreturn 0.5221669 0.6829132 0.6710725 1.0000000
##
## , , 2017-06-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5577148 0.4612232 0.5215823
## FBreturn 0.5577148 1.0000000 0.6400397 0.6780858
## AMZNreturn 0.4612232 0.6400397 1.0000000 0.6697102
## GOOGLreturn 0.5215823 0.6780858 0.6697102 1.0000000
##
## , , 2017-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5540189 0.4598938 0.5171436
## FBreturn 0.5540189 1.0000000 0.6394651 0.6788095
## AMZNreturn 0.4598938 0.6394651 1.0000000 0.6714809
## GOOGLreturn 0.5171436 0.6788095 0.6714809 1.0000000
##
## , , 2017-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5492450 0.4568176 0.5116314
## FBreturn 0.5492450 1.0000000 0.6358652 0.6758957
## AMZNreturn 0.4568176 0.6358652 1.0000000 0.6702622
## GOOGLreturn 0.5116314 0.6758957 0.6702622 1.0000000
##
## , , 2017-06-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5446589 0.4533598 0.5066211
## FBreturn 0.5446589 1.0000000 0.6278917 0.6772534
## AMZNreturn 0.4533598 0.6278917 1.0000000 0.6644270
## GOOGLreturn 0.5066211 0.6772534 0.6644270 1.0000000
##
## , , 2017-06-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5400896 0.4516085 0.4991551
## FBreturn 0.5400896 1.0000000 0.6326620 0.6826426
## AMZNreturn 0.4516085 0.6326620 1.0000000 0.6716340
## GOOGLreturn 0.4991551 0.6826426 0.6716340 1.0000000
##
## , , 2017-06-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5510963 0.4663076 0.5122404
## FBreturn 0.5510963 1.0000000 0.6471430 0.6971598
## AMZNreturn 0.4663076 0.6471430 1.0000000 0.6874186
## GOOGLreturn 0.5122404 0.6971598 0.6874186 1.0000000
##
## , , 2017-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5601133 0.4731614 0.5180751
## FBreturn 0.5601133 1.0000000 0.6502294 0.6999623
## AMZNreturn 0.4731614 0.6502294 1.0000000 0.6904767
## GOOGLreturn 0.5180751 0.6999623 0.6904767 1.0000000
##
## , , 2017-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5683162 0.4848805 0.5329900
## FBreturn 0.5683162 1.0000000 0.6566502 0.7058039
## AMZNreturn 0.4848805 0.6566502 1.0000000 0.6987160
## GOOGLreturn 0.5329900 0.7058039 0.6987160 1.0000000
##
## , , 2017-07-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5616699 0.4738042 0.5218750
## FBreturn 0.5616699 1.0000000 0.6485455 0.6983759
## AMZNreturn 0.4738042 0.6485455 1.0000000 0.6969364
## GOOGLreturn 0.5218750 0.6983759 0.6969364 1.0000000
##
## , , 2017-07-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5532480 0.4692978 0.5157846
## FBreturn 0.5532480 1.0000000 0.6544971 0.7008791
## AMZNreturn 0.4692978 0.6544971 1.0000000 0.7004490
## GOOGLreturn 0.5157846 0.7008791 0.7004490 1.0000000
##
## , , 2017-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5484289 0.4658942 0.5100254
## FBreturn 0.5484289 1.0000000 0.6573946 0.7026590
## AMZNreturn 0.4658942 0.6573946 1.0000000 0.7046693
## GOOGLreturn 0.5100254 0.7026590 0.7046693 1.0000000
##
## , , 2017-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5519628 0.4677926 0.5099525
## FBreturn 0.5519628 1.0000000 0.6556436 0.7000863
## AMZNreturn 0.4677926 0.6556436 1.0000000 0.7029809
## GOOGLreturn 0.5099525 0.7000863 0.7029809 1.0000000
##
## , , 2017-07-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5550025 0.4715019 0.5135276
## FBreturn 0.5550025 1.0000000 0.6575879 0.7039407
## AMZNreturn 0.4715019 0.6575879 1.0000000 0.7050007
## GOOGLreturn 0.5135276 0.7039407 0.7050007 1.0000000
##
## , , 2017-07-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5518111 0.4696602 0.5103749
## FBreturn 0.5518111 1.0000000 0.6593332 0.7025464
## AMZNreturn 0.4696602 0.6593332 1.0000000 0.7052071
## GOOGLreturn 0.5103749 0.7025464 0.7052071 1.0000000
##
## , , 2017-07-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5458215 0.4626916 0.5047529
## FBreturn 0.5458215 1.0000000 0.6419298 0.6935628
## AMZNreturn 0.4626916 0.6419298 1.0000000 0.6991489
## GOOGLreturn 0.5047529 0.6935628 0.6991489 1.0000000
##
## , , 2017-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5282840 0.4563545 0.4941980
## FBreturn 0.5282840 1.0000000 0.6449994 0.6995653
## AMZNreturn 0.4563545 0.6449994 1.0000000 0.7014776
## GOOGLreturn 0.4941980 0.6995653 0.7014776 1.0000000
##
## , , 2017-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5134947 0.4278960 0.4794246
## FBreturn 0.5134947 1.0000000 0.6393765 0.6942764
## AMZNreturn 0.4278960 0.6393765 1.0000000 0.6958068
## GOOGLreturn 0.4794246 0.6942764 0.6958068 1.0000000
##
## , , 2017-07-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5142098 0.4232718 0.4816514
## FBreturn 0.5142098 1.0000000 0.6335198 0.6907616
## AMZNreturn 0.4232718 0.6335198 1.0000000 0.6884764
## GOOGLreturn 0.4816514 0.6907616 0.6884764 1.0000000
##
## , , 2017-07-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5099611 0.4238161 0.4760479
## FBreturn 0.5099611 1.0000000 0.6242146 0.6862455
## AMZNreturn 0.4238161 0.6242146 1.0000000 0.6791688
## GOOGLreturn 0.4760479 0.6862455 0.6791688 1.0000000
##
## , , 2017-07-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5028965 0.4239690 0.4736997
## FBreturn 0.5028965 1.0000000 0.6331726 0.6892018
## AMZNreturn 0.4239690 0.6331726 1.0000000 0.6839355
## GOOGLreturn 0.4736997 0.6892018 0.6839355 1.0000000
##
## , , 2017-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5041952 0.4220530 0.4728782
## FBreturn 0.5041952 1.0000000 0.6283333 0.6854696
## AMZNreturn 0.4220530 0.6283333 1.0000000 0.6804595
## GOOGLreturn 0.4728782 0.6854696 0.6804595 1.0000000
##
## , , 2017-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4992939 0.4196237 0.4707214
## FBreturn 0.4992939 1.0000000 0.6248988 0.6799693
## AMZNreturn 0.4196237 0.6248988 1.0000000 0.6775603
## GOOGLreturn 0.4707214 0.6799693 0.6775603 1.0000000
##
## , , 2017-07-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4983552 0.4192146 0.4676485
## FBreturn 0.4983552 1.0000000 0.6222934 0.6748257
## AMZNreturn 0.4192146 0.6222934 1.0000000 0.6725891
## GOOGLreturn 0.4676485 0.6748257 0.6725891 1.0000000
##
## , , 2017-07-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5069354 0.4363984 0.4661943
## FBreturn 0.5069354 1.0000000 0.6260120 0.6715114
## AMZNreturn 0.4363984 0.6260120 1.0000000 0.6690125
## GOOGLreturn 0.4661943 0.6715114 0.6690125 1.0000000
##
## , , 2017-07-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995382 0.4320875 0.4142090
## FBreturn 0.4995382 1.0000000 0.6229406 0.6474256
## AMZNreturn 0.4320875 0.6229406 1.0000000 0.6346380
## GOOGLreturn 0.4142090 0.6474256 0.6346380 1.0000000
##
## , , 2017-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5025598 0.4380079 0.4112540
## FBreturn 0.5025598 1.0000000 0.6237602 0.6404021
## AMZNreturn 0.4380079 0.6237602 1.0000000 0.6234393
## GOOGLreturn 0.4112540 0.6404021 0.6234393 1.0000000
##
## , , 2017-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3356409 0.4545593 0.4421552
## FBreturn 0.3356409 1.0000000 0.5186324 0.5180955
## AMZNreturn 0.4545593 0.5186324 1.0000000 0.6347967
## GOOGLreturn 0.4421552 0.5180955 0.6347967 1.0000000
##
## , , 2017-07-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3341308 0.4547018 0.4335826
## FBreturn 0.3341308 1.0000000 0.4607282 0.5288809
## AMZNreturn 0.4547018 0.4607282 1.0000000 0.5826593
## GOOGLreturn 0.4335826 0.5288809 0.5826593 1.0000000
##
## , , 2017-08-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3520865 0.4540809 0.4394891
## FBreturn 0.3520865 1.0000000 0.5145284 0.5608746
## AMZNreturn 0.4540809 0.5145284 1.0000000 0.6083373
## GOOGLreturn 0.4394891 0.5608746 0.6083373 1.0000000
##
## , , 2017-08-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3644430 0.4543878 0.4378534
## FBreturn 0.3644430 1.0000000 0.5209199 0.5657576
## AMZNreturn 0.4543878 0.5209199 1.0000000 0.6111914
## GOOGLreturn 0.4378534 0.5657576 0.6111914 1.0000000
##
## , , 2017-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3157886 0.3931478 0.3912365
## FBreturn 0.3157886 1.0000000 0.5260259 0.5698354
## AMZNreturn 0.3931478 0.5260259 1.0000000 0.6139677
## GOOGLreturn 0.3912365 0.5698354 0.6139677 1.0000000
##
## , , 2017-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3200343 0.4033848 0.4062083
## FBreturn 0.3200343 1.0000000 0.5244179 0.5649883
## AMZNreturn 0.4033848 0.5244179 1.0000000 0.6218487
## GOOGLreturn 0.4062083 0.5649883 0.6218487 1.0000000
##
## , , 2017-08-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3345552 0.4028379 0.4115231
## FBreturn 0.3345552 1.0000000 0.5279040 0.5716658
## AMZNreturn 0.4028379 0.5279040 1.0000000 0.6219086
## GOOGLreturn 0.4115231 0.5716658 0.6219086 1.0000000
##
## , , 2017-08-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3659951 0.4019555 0.4018465
## FBreturn 0.3659951 1.0000000 0.5296932 0.5637816
## AMZNreturn 0.4019555 0.5296932 1.0000000 0.6229749
## GOOGLreturn 0.4018465 0.5637816 0.6229749 1.0000000
##
## , , 2017-08-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3664296 0.3952718 0.3966234
## FBreturn 0.3664296 1.0000000 0.5352642 0.5698879
## AMZNreturn 0.3952718 0.5352642 1.0000000 0.6259998
## GOOGLreturn 0.3966234 0.5698879 0.6259998 1.0000000
##
## , , 2017-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3743681 0.3846674 0.3913170
## FBreturn 0.3743681 1.0000000 0.5358110 0.5724634
## AMZNreturn 0.3846674 0.5358110 1.0000000 0.6305755
## GOOGLreturn 0.3913170 0.5724634 0.6305755 1.0000000
##
## , , 2017-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4471352 0.4422646 0.4433677
## FBreturn 0.4471352 1.0000000 0.5740786 0.6049030
## AMZNreturn 0.4422646 0.5740786 1.0000000 0.6543542
## GOOGLreturn 0.4433677 0.6049030 0.6543542 1.0000000
##
## , , 2017-08-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4470333 0.4469475 0.4498668
## FBreturn 0.4470333 1.0000000 0.5732072 0.6044867
## AMZNreturn 0.4469475 0.5732072 1.0000000 0.6573065
## GOOGLreturn 0.4498668 0.6044867 0.6573065 1.0000000
##
## , , 2017-08-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4633208 0.4530717 0.4569183
## FBreturn 0.4633208 1.0000000 0.5822269 0.6125647
## AMZNreturn 0.4530717 0.5822269 1.0000000 0.6611637
## GOOGLreturn 0.4569183 0.6125647 0.6611637 1.0000000
##
## , , 2017-08-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4638140 0.4444820 0.4481125
## FBreturn 0.4638140 1.0000000 0.5818056 0.6123854
## AMZNreturn 0.4444820 0.5818056 1.0000000 0.6606321
## GOOGLreturn 0.4481125 0.6123854 0.6606321 1.0000000
##
## , , 2017-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4671987 0.4439406 0.4412655
## FBreturn 0.4671987 1.0000000 0.5841995 0.6044989
## AMZNreturn 0.4439406 0.5841995 1.0000000 0.6508804
## GOOGLreturn 0.4412655 0.6044989 0.6508804 1.0000000
##
## , , 2017-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968495 0.4642672 0.4687660
## FBreturn 0.4968495 1.0000000 0.6039433 0.6304208
## AMZNreturn 0.4642672 0.6039433 1.0000000 0.6662588
## GOOGLreturn 0.4687660 0.6304208 0.6662588 1.0000000
##
## , , 2017-08-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4953551 0.4607085 0.4664287
## FBreturn 0.4953551 1.0000000 0.6015500 0.6298322
## AMZNreturn 0.4607085 0.6015500 1.0000000 0.6648327
## GOOGLreturn 0.4664287 0.6298322 0.6648327 1.0000000
##
## , , 2017-08-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942273 0.4575239 0.4643477
## FBreturn 0.4942273 1.0000000 0.5982042 0.6258858
## AMZNreturn 0.4575239 0.5982042 1.0000000 0.6656499
## GOOGLreturn 0.4643477 0.6258858 0.6656499 1.0000000
##
## , , 2017-08-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5042880 0.4660261 0.4834769
## FBreturn 0.5042880 1.0000000 0.6041605 0.6333964
## AMZNreturn 0.4660261 0.6041605 1.0000000 0.6707864
## GOOGLreturn 0.4834769 0.6333964 0.6707864 1.0000000
##
## , , 2017-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5012280 0.4588869 0.4800464
## FBreturn 0.5012280 1.0000000 0.6070883 0.6305067
## AMZNreturn 0.4588869 0.6070883 1.0000000 0.6641107
## GOOGLreturn 0.4800464 0.6305067 0.6641107 1.0000000
##
## , , 2017-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5027316 0.4579143 0.4797401
## FBreturn 0.5027316 1.0000000 0.6082349 0.6336209
## AMZNreturn 0.4579143 0.6082349 1.0000000 0.6653842
## GOOGLreturn 0.4797401 0.6336209 0.6653842 1.0000000
##
## , , 2017-08-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916319 0.4472286 0.4695490
## FBreturn 0.4916319 1.0000000 0.6113217 0.6373848
## AMZNreturn 0.4472286 0.6113217 1.0000000 0.6674436
## GOOGLreturn 0.4695490 0.6373848 0.6674436 1.0000000
##
## , , 2017-08-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4961271 0.4397956 0.4579825
## FBreturn 0.4961271 1.0000000 0.6062446 0.6302891
## AMZNreturn 0.4397956 0.6062446 1.0000000 0.6657984
## GOOGLreturn 0.4579825 0.6302891 0.6657984 1.0000000
##
## , , 2017-08-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4991876 0.4424004 0.4624192
## FBreturn 0.4991876 1.0000000 0.6069620 0.6325997
## AMZNreturn 0.4424004 0.6069620 1.0000000 0.6669634
## GOOGLreturn 0.4624192 0.6325997 0.6669634 1.0000000
##
## , , 2017-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4960245 0.4384912 0.4603341
## FBreturn 0.4960245 1.0000000 0.6135313 0.6366644
## AMZNreturn 0.4384912 0.6135313 1.0000000 0.6695083
## GOOGLreturn 0.4603341 0.6366644 0.6695083 1.0000000
##
## , , 2017-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4957580 0.4376538 0.4593577
## FBreturn 0.4957580 1.0000000 0.6191356 0.6435550
## AMZNreturn 0.4376538 0.6191356 1.0000000 0.6747907
## GOOGLreturn 0.4593577 0.6435550 0.6747907 1.0000000
##
## , , 2017-09-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4951033 0.4356581 0.4573471
## FBreturn 0.4951033 1.0000000 0.6169081 0.6424191
## AMZNreturn 0.4356581 0.6169081 1.0000000 0.6741924
## GOOGLreturn 0.4573471 0.6424191 0.6741924 1.0000000
##
## , , 2017-09-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049274 0.4539242 0.4717436
## FBreturn 0.5049274 1.0000000 0.6221089 0.6478794
## AMZNreturn 0.4539242 0.6221089 1.0000000 0.6820193
## GOOGLreturn 0.4717436 0.6478794 0.6820193 1.0000000
##
## , , 2017-09-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4994285 0.4501343 0.4687896
## FBreturn 0.4994285 1.0000000 0.6181756 0.6439944
## AMZNreturn 0.4501343 0.6181756 1.0000000 0.6793663
## GOOGLreturn 0.4687896 0.6439944 0.6793663 1.0000000
##
## , , 2017-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906546 0.4329884 0.4554607
## FBreturn 0.4906546 1.0000000 0.6182087 0.6450180
## AMZNreturn 0.4329884 0.6182087 1.0000000 0.6809905
## GOOGLreturn 0.4554607 0.6450180 0.6809905 1.0000000
##
## , , 2017-09-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5187511 0.4583244 0.4707412
## FBreturn 0.5187511 1.0000000 0.6330415 0.6528451
## AMZNreturn 0.4583244 0.6330415 1.0000000 0.6865209
## GOOGLreturn 0.4707412 0.6528451 0.6865209 1.0000000
##
## , , 2017-09-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5340294 0.4687642 0.4638418
## FBreturn 0.5340294 1.0000000 0.6373628 0.6460461
## AMZNreturn 0.4687642 0.6373628 1.0000000 0.6813956
## GOOGLreturn 0.4638418 0.6460461 0.6813956 1.0000000
##
## , , 2017-09-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5309582 0.4614528 0.4590220
## FBreturn 0.5309582 1.0000000 0.6318082 0.6431110
## AMZNreturn 0.4614528 0.6318082 1.0000000 0.6789724
## GOOGLreturn 0.4590220 0.6431110 0.6789724 1.0000000
##
## , , 2017-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5259177 0.4250532 0.4479791
## FBreturn 0.5259177 1.0000000 0.6135449 0.6399475
## AMZNreturn 0.4250532 0.6135449 1.0000000 0.6730297
## GOOGLreturn 0.4479791 0.6399475 0.6730297 1.0000000
##
## , , 2017-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5341208 0.4339149 0.4587326
## FBreturn 0.5341208 1.0000000 0.6198782 0.6503649
## AMZNreturn 0.4339149 0.6198782 1.0000000 0.6775942
## GOOGLreturn 0.4587326 0.6503649 0.6775942 1.0000000
##
## , , 2017-09-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5316260 0.4147892 0.4432692
## FBreturn 0.5316260 1.0000000 0.6093253 0.6428284
## AMZNreturn 0.4147892 0.6093253 1.0000000 0.6770012
## GOOGLreturn 0.4432692 0.6428284 0.6770012 1.0000000
##
## , , 2017-09-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5344455 0.4251166 0.4490253
## FBreturn 0.5344455 1.0000000 0.6155927 0.6459374
## AMZNreturn 0.4251166 0.6155927 1.0000000 0.6785709
## GOOGLreturn 0.4490253 0.6459374 0.6785709 1.0000000
##
## , , 2017-09-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5215826 0.4231480 0.4457491
## FBreturn 0.5215826 1.0000000 0.5890204 0.6492522
## AMZNreturn 0.4231480 0.5890204 1.0000000 0.6638630
## GOOGLreturn 0.4457491 0.6492522 0.6638630 1.0000000
##
## , , 2017-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5208103 0.4033467 0.3979152
## FBreturn 0.5208103 1.0000000 0.5844059 0.6293647
## AMZNreturn 0.4033467 0.5844059 1.0000000 0.6605528
## GOOGLreturn 0.3979152 0.6293647 0.6605528 1.0000000
##
## , , 2017-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5340790 0.4192568 0.3943178
## FBreturn 0.5340790 1.0000000 0.5929485 0.6228922
## AMZNreturn 0.4192568 0.5929485 1.0000000 0.6556728
## GOOGLreturn 0.3943178 0.6228922 0.6556728 1.0000000
##
## , , 2017-09-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5358513 0.4278217 0.4024950
## FBreturn 0.5358513 1.0000000 0.5976809 0.6256899
## AMZNreturn 0.4278217 0.5976809 1.0000000 0.6572001
## GOOGLreturn 0.4024950 0.6256899 0.6572001 1.0000000
##
## , , 2017-09-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5138731 0.4365871 0.4138809
## FBreturn 0.5138731 1.0000000 0.6069305 0.6107758
## AMZNreturn 0.4365871 0.6069305 1.0000000 0.6650220
## GOOGLreturn 0.4138809 0.6107758 0.6650220 1.0000000
##
## , , 2017-09-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5157415 0.4211699 0.4206108
## FBreturn 0.5157415 1.0000000 0.6003330 0.6135485
## AMZNreturn 0.4211699 0.6003330 1.0000000 0.6592957
## GOOGLreturn 0.4206108 0.6135485 0.6592957 1.0000000
##
## , , 2017-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5175789 0.4256683 0.4257643
## FBreturn 0.5175789 1.0000000 0.6071290 0.6292440
## AMZNreturn 0.4256683 0.6071290 1.0000000 0.6627126
## GOOGLreturn 0.4257643 0.6292440 0.6627126 1.0000000
##
## , , 2017-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5106509 0.4174002 0.4215077
## FBreturn 0.5106509 1.0000000 0.6054758 0.6290187
## AMZNreturn 0.4174002 0.6054758 1.0000000 0.6620527
## GOOGLreturn 0.4215077 0.6290187 0.6620527 1.0000000
##
## , , 2017-10-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110574 0.4185708 0.4261249
## FBreturn 0.5110574 1.0000000 0.6048234 0.6321435
## AMZNreturn 0.4185708 0.6048234 1.0000000 0.6611442
## GOOGLreturn 0.4261249 0.6321435 0.6611442 1.0000000
##
## , , 2017-10-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5101286 0.4193280 0.4284797
## FBreturn 0.5101286 1.0000000 0.6046754 0.6356246
## AMZNreturn 0.4193280 0.6046754 1.0000000 0.6608947
## GOOGLreturn 0.4284797 0.6356246 0.6608947 1.0000000
##
## , , 2017-10-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087117 0.4145485 0.4312542
## FBreturn 0.5087117 1.0000000 0.6004129 0.6350206
## AMZNreturn 0.4145485 0.6004129 1.0000000 0.6539841
## GOOGLreturn 0.4312542 0.6350206 0.6539841 1.0000000
##
## , , 2017-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120215 0.3998848 0.4375973
## FBreturn 0.5120215 1.0000000 0.5827849 0.6379697
## AMZNreturn 0.3998848 0.5827849 1.0000000 0.6372466
## GOOGLreturn 0.4375973 0.6379697 0.6372466 1.0000000
##
## , , 2017-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5221871 0.4185755 0.4577539
## FBreturn 0.5221871 1.0000000 0.5947228 0.6483177
## AMZNreturn 0.4185755 0.5947228 1.0000000 0.6531495
## GOOGLreturn 0.4577539 0.6483177 0.6531495 1.0000000
##
## , , 2017-10-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5174572 0.4129009 0.4516971
## FBreturn 0.5174572 1.0000000 0.5944312 0.6470751
## AMZNreturn 0.4129009 0.5944312 1.0000000 0.6556026
## GOOGLreturn 0.4516971 0.6470751 0.6556026 1.0000000
##
## , , 2017-10-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5142151 0.4123416 0.4484857
## FBreturn 0.5142151 1.0000000 0.5937633 0.6452869
## AMZNreturn 0.4123416 0.5937633 1.0000000 0.6549009
## GOOGLreturn 0.4484857 0.6452869 0.6549009 1.0000000
##
## , , 2017-10-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110463 0.4110456 0.4464702
## FBreturn 0.5110463 1.0000000 0.5952123 0.6455098
## AMZNreturn 0.4110456 0.5952123 1.0000000 0.6568706
## GOOGLreturn 0.4464702 0.6455098 0.6568706 1.0000000
##
## , , 2017-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110721 0.4144176 0.4472250
## FBreturn 0.5110721 1.0000000 0.5971744 0.6424337
## AMZNreturn 0.4144176 0.5971744 1.0000000 0.6582454
## GOOGLreturn 0.4472250 0.6424337 0.6582454 1.0000000
##
## , , 2017-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5105418 0.4064456 0.4471255
## FBreturn 0.5105418 1.0000000 0.5911910 0.6416006
## AMZNreturn 0.4064456 0.5911910 1.0000000 0.6538910
## GOOGLreturn 0.4471255 0.6416006 0.6538910 1.0000000
##
## , , 2017-10-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5113009 0.4052431 0.4464495
## FBreturn 0.5113009 1.0000000 0.5894648 0.6403829
## AMZNreturn 0.4052431 0.5894648 1.0000000 0.6533341
## GOOGLreturn 0.4464495 0.6403829 0.6533341 1.0000000
##
## , , 2017-10-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5028090 0.3986581 0.4302550
## FBreturn 0.5028090 1.0000000 0.5896151 0.6386628
## AMZNreturn 0.3986581 0.5896151 1.0000000 0.6527873
## GOOGLreturn 0.4302550 0.6386628 0.6527873 1.0000000
##
## , , 2017-10-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5030605 0.3998137 0.4304468
## FBreturn 0.5030605 1.0000000 0.5854185 0.6324262
## AMZNreturn 0.3998137 0.5854185 1.0000000 0.6524904
## GOOGLreturn 0.4304468 0.6324262 0.6524904 1.0000000
##
## , , 2017-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014733 0.4090038 0.4289795
## FBreturn 0.5014733 1.0000000 0.5757976 0.6317208
## AMZNreturn 0.4090038 0.5757976 1.0000000 0.6351333
## GOOGLreturn 0.4289795 0.6317208 0.6351333 1.0000000
##
## , , 2017-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133878 0.4341719 0.4550344
## FBreturn 0.5133878 1.0000000 0.5860541 0.6397049
## AMZNreturn 0.4341719 0.5860541 1.0000000 0.6459849
## GOOGLreturn 0.4550344 0.6397049 0.6459849 1.0000000
##
## , , 2017-10-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5107248 0.4300882 0.4540444
## FBreturn 0.5107248 1.0000000 0.5856252 0.6372063
## AMZNreturn 0.4300882 0.5856252 1.0000000 0.6409673
## GOOGLreturn 0.4540444 0.6372063 0.6409673 1.0000000
##
## , , 2017-10-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4933417 0.4205728 0.4408037
## FBreturn 0.4933417 1.0000000 0.6116663 0.6627153
## AMZNreturn 0.4205728 0.6116663 1.0000000 0.6633729
## GOOGLreturn 0.4408037 0.6627153 0.6633729 1.0000000
##
## , , 2017-10-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4952880 0.4246558 0.4423293
## FBreturn 0.4952880 1.0000000 0.6116566 0.6606949
## AMZNreturn 0.4246558 0.6116566 1.0000000 0.6627790
## GOOGLreturn 0.4423293 0.6606949 0.6627790 1.0000000
##
## , , 2017-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4978471 0.4266104 0.4385355
## FBreturn 0.4978471 1.0000000 0.6117838 0.6526756
## AMZNreturn 0.4266104 0.6117838 1.0000000 0.6581490
## GOOGLreturn 0.4385355 0.6526756 0.6581490 1.0000000
##
## , , 2017-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4935719 0.4219383 0.4362955
## FBreturn 0.4935719 1.0000000 0.6099058 0.6506124
## AMZNreturn 0.4219383 0.6099058 1.0000000 0.6574462
## GOOGLreturn 0.4362955 0.6506124 0.6574462 1.0000000
##
## , , 2017-10-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5703706 0.5432384 0.5237708
## FBreturn 0.5703706 1.0000000 0.6844263 0.7064460
## AMZNreturn 0.5432384 0.6844263 1.0000000 0.7209067
## GOOGLreturn 0.5237708 0.7064460 0.7209067 1.0000000
##
## , , 2017-10-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5753663 0.5212406 0.4908894
## FBreturn 0.5753663 1.0000000 0.6719178 0.6859108
## AMZNreturn 0.5212406 0.6719178 1.0000000 0.7146960
## GOOGLreturn 0.4908894 0.6859108 0.7146960 1.0000000
##
## , , 2017-11-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5664999 0.4921687 0.4748485
## FBreturn 0.5664999 1.0000000 0.6610912 0.6799196
## AMZNreturn 0.4921687 0.6610912 1.0000000 0.7097021
## GOOGLreturn 0.4748485 0.6799196 0.7097021 1.0000000
##
## , , 2017-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5088707 0.4844418 0.4419366
## FBreturn 0.5088707 1.0000000 0.6387945 0.6804149
## AMZNreturn 0.4844418 0.6387945 1.0000000 0.6973464
## GOOGLreturn 0.4419366 0.6804149 0.6973464 1.0000000
##
## , , 2017-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4582816 0.4671202 0.4382250
## FBreturn 0.4582816 1.0000000 0.6331901 0.6528196
## AMZNreturn 0.4671202 0.6331901 1.0000000 0.6920765
## GOOGLreturn 0.4382250 0.6528196 0.6920765 1.0000000
##
## , , 2017-11-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4439863 0.4797265 0.4438025
## FBreturn 0.4439863 1.0000000 0.6255596 0.6492415
## AMZNreturn 0.4797265 0.6255596 1.0000000 0.6917815
## GOOGLreturn 0.4438025 0.6492415 0.6917815 1.0000000
##
## , , 2017-11-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4538541 0.4778056 0.4227475
## FBreturn 0.4538541 1.0000000 0.6241878 0.6266796
## AMZNreturn 0.4778056 0.6241878 1.0000000 0.6761276
## GOOGLreturn 0.4227475 0.6266796 0.6761276 1.0000000
##
## , , 2017-11-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4564170 0.4730545 0.4254500
## FBreturn 0.4564170 1.0000000 0.6213969 0.6248539
## AMZNreturn 0.4730545 0.6213969 1.0000000 0.6695138
## GOOGLreturn 0.4254500 0.6248539 0.6695138 1.0000000
##
## , , 2017-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4481176 0.4735407 0.4295234
## FBreturn 0.4481176 1.0000000 0.6097951 0.6185085
## AMZNreturn 0.4735407 0.6097951 1.0000000 0.6693055
## GOOGLreturn 0.4295234 0.6185085 0.6693055 1.0000000
##
## , , 2017-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4510974 0.4712051 0.4321872
## FBreturn 0.4510974 1.0000000 0.6075682 0.6145066
## AMZNreturn 0.4712051 0.6075682 1.0000000 0.6694014
## GOOGLreturn 0.4321872 0.6145066 0.6694014 1.0000000
##
## , , 2017-11-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4555013 0.4689994 0.4341659
## FBreturn 0.4555013 1.0000000 0.6075390 0.6166274
## AMZNreturn 0.4689994 0.6075390 1.0000000 0.6687686
## GOOGLreturn 0.4341659 0.6166274 0.6687686 1.0000000
##
## , , 2017-11-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4557916 0.4617419 0.4362731
## FBreturn 0.4557916 1.0000000 0.6059584 0.6162663
## AMZNreturn 0.4617419 0.6059584 1.0000000 0.6650555
## GOOGLreturn 0.4362731 0.6162663 0.6650555 1.0000000
##
## , , 2017-11-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4607316 0.4282852 0.4251687
## FBreturn 0.4607316 1.0000000 0.5966107 0.6158610
## AMZNreturn 0.4282852 0.5966107 1.0000000 0.6618977
## GOOGLreturn 0.4251687 0.6158610 0.6618977 1.0000000
##
## , , 2017-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4633381 0.4430183 0.4317468
## FBreturn 0.4633381 1.0000000 0.5958955 0.6180753
## AMZNreturn 0.4430183 0.5958955 1.0000000 0.6629374
## GOOGLreturn 0.4317468 0.6180753 0.6629374 1.0000000
##
## , , 2017-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4711511 0.4499331 0.4452004
## FBreturn 0.4711511 1.0000000 0.5989540 0.6226414
## AMZNreturn 0.4499331 0.5989540 1.0000000 0.6670614
## GOOGLreturn 0.4452004 0.6226414 0.6670614 1.0000000
##
## , , 2017-11-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4749486 0.4531794 0.4521640
## FBreturn 0.4749486 1.0000000 0.5998181 0.6221641
## AMZNreturn 0.4531794 0.5998181 1.0000000 0.6715265
## GOOGLreturn 0.4521640 0.6221641 0.6715265 1.0000000
##
## , , 2017-11-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4758856 0.4501335 0.4511574
## FBreturn 0.4758856 1.0000000 0.5990044 0.6227223
## AMZNreturn 0.4501335 0.5990044 1.0000000 0.6693781
## GOOGLreturn 0.4511574 0.6227223 0.6693781 1.0000000
##
## , , 2017-11-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034824 0.4626741 0.4740316
## FBreturn 0.5034824 1.0000000 0.6078872 0.6388986
## AMZNreturn 0.4626741 0.6078872 1.0000000 0.6754091
## GOOGLreturn 0.4740316 0.6388986 0.6754091 1.0000000
##
## , , 2017-11-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4835487 0.4703404 0.4651025
## FBreturn 0.4835487 1.0000000 0.5794599 0.6365771
## AMZNreturn 0.4703404 0.5794599 1.0000000 0.6611228
## GOOGLreturn 0.4651025 0.6365771 0.6611228 1.0000000
##
## , , 2017-11-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4739818 0.4434080 0.4613916
## FBreturn 0.4739818 1.0000000 0.5961167 0.6347548
## AMZNreturn 0.4434080 0.5961167 1.0000000 0.6481800
## GOOGLreturn 0.4613916 0.6347548 0.6481800 1.0000000
##
## , , 2017-11-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4728746 0.4306488 0.4324811
## FBreturn 0.4728746 1.0000000 0.5934660 0.6232399
## AMZNreturn 0.4306488 0.5934660 1.0000000 0.6493829
## GOOGLreturn 0.4324811 0.6232399 0.6493829 1.0000000
##
## , , 2017-11-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4801807 0.4322432 0.4413144
## FBreturn 0.4801807 1.0000000 0.5945270 0.6286898
## AMZNreturn 0.4322432 0.5945270 1.0000000 0.6500001
## GOOGLreturn 0.4413144 0.6286898 0.6500001 1.0000000
##
## , , 2017-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5382843 0.4839502 0.4852221
## FBreturn 0.5382843 1.0000000 0.6521660 0.6654160
## AMZNreturn 0.4839502 0.6521660 1.0000000 0.6823782
## GOOGLreturn 0.4852221 0.6654160 0.6823782 1.0000000
##
## , , 2017-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5424814 0.4878675 0.4767721
## FBreturn 0.5424814 1.0000000 0.6521077 0.6596185
## AMZNreturn 0.4878675 0.6521077 1.0000000 0.6769341
## GOOGLreturn 0.4767721 0.6596185 0.6769341 1.0000000
##
## , , 2017-12-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5413596 0.4862199 0.4775237
## FBreturn 0.5413596 1.0000000 0.6522442 0.6617181
## AMZNreturn 0.4862199 0.6522442 1.0000000 0.6820994
## GOOGLreturn 0.4775237 0.6617181 0.6820994 1.0000000
##
## , , 2017-12-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5434841 0.4883132 0.4816929
## FBreturn 0.5434841 1.0000000 0.6622928 0.6690345
## AMZNreturn 0.4883132 0.6622928 1.0000000 0.6893621
## GOOGLreturn 0.4816929 0.6690345 0.6893621 1.0000000
##
## , , 2017-12-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5368975 0.4816899 0.4745575
## FBreturn 0.5368975 1.0000000 0.6580310 0.6680855
## AMZNreturn 0.4816899 0.6580310 1.0000000 0.6868444
## GOOGLreturn 0.4745575 0.6680855 0.6868444 1.0000000
##
## , , 2017-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5162872 0.4703026 0.4552277
## FBreturn 0.5162872 1.0000000 0.6540081 0.6725510
## AMZNreturn 0.4703026 0.6540081 1.0000000 0.6844817
## GOOGLreturn 0.4552277 0.6725510 0.6844817 1.0000000
##
## , , 2017-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5079437 0.4659722 0.4515995
## FBreturn 0.5079437 1.0000000 0.6464026 0.6757104
## AMZNreturn 0.4659722 0.6464026 1.0000000 0.6813341
## GOOGLreturn 0.4515995 0.6757104 0.6813341 1.0000000
##
## , , 2017-12-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5045617 0.4618189 0.4500176
## FBreturn 0.5045617 1.0000000 0.6383658 0.6652395
## AMZNreturn 0.4618189 0.6383658 1.0000000 0.6787062
## GOOGLreturn 0.4500176 0.6652395 0.6787062 1.0000000
##
## , , 2017-12-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850148 0.4537504 0.4409868
## FBreturn 0.4850148 1.0000000 0.6335280 0.6618252
## AMZNreturn 0.4537504 0.6335280 1.0000000 0.6766487
## GOOGLreturn 0.4409868 0.6618252 0.6766487 1.0000000
##
## , , 2017-12-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4903500 0.4538879 0.4440561
## FBreturn 0.4903500 1.0000000 0.6319706 0.6608285
## AMZNreturn 0.4538879 0.6319706 1.0000000 0.6758416
## GOOGLreturn 0.4440561 0.6608285 0.6758416 1.0000000
##
## , , 2017-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4913001 0.4488662 0.4443823
## FBreturn 0.4913001 1.0000000 0.6245125 0.6585368
## AMZNreturn 0.4488662 0.6245125 1.0000000 0.6720013
## GOOGLreturn 0.4443823 0.6585368 0.6720013 1.0000000
##
## , , 2017-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909223 0.4430468 0.4419830
## FBreturn 0.4909223 1.0000000 0.6183218 0.6539702
## AMZNreturn 0.4430468 0.6183218 1.0000000 0.6718138
## GOOGLreturn 0.4419830 0.6539702 0.6718138 1.0000000
##
## , , 2017-12-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968996 0.4395917 0.4554817
## FBreturn 0.4968996 1.0000000 0.6152472 0.6554768
## AMZNreturn 0.4395917 0.6152472 1.0000000 0.6640289
## GOOGLreturn 0.4554817 0.6554768 0.6640289 1.0000000
##
## , , 2017-12-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901996 0.4470305 0.4683049
## FBreturn 0.4901996 1.0000000 0.6116830 0.6496291
## AMZNreturn 0.4470305 0.6116830 1.0000000 0.6672879
## GOOGLreturn 0.4683049 0.6496291 0.6672879 1.0000000
##
## , , 2017-12-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4963458 0.4485270 0.4735407
## FBreturn 0.4963458 1.0000000 0.6120394 0.6509120
## AMZNreturn 0.4485270 0.6120394 1.0000000 0.6678859
## GOOGLreturn 0.4735407 0.6509120 0.6678859 1.0000000
##
## , , 2017-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942907 0.4447755 0.4709390
## FBreturn 0.4942907 1.0000000 0.6167525 0.6519952
## AMZNreturn 0.4447755 0.6167525 1.0000000 0.6691679
## GOOGLreturn 0.4709390 0.6519952 0.6691679 1.0000000
##
## , , 2017-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4907698 0.4379235 0.4649190
## FBreturn 0.4907698 1.0000000 0.6148237 0.6503958
## AMZNreturn 0.4379235 0.6148237 1.0000000 0.6682062
## GOOGLreturn 0.4649190 0.6503958 0.6682062 1.0000000
##
## , , 2017-12-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4904188 0.4345809 0.4626854
## FBreturn 0.4904188 1.0000000 0.6111670 0.6485854
## AMZNreturn 0.4345809 0.6111670 1.0000000 0.6666661
## GOOGLreturn 0.4626854 0.6485854 0.6666661 1.0000000
##
## , , 2017-12-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4918542 0.3765309 0.4498101
## FBreturn 0.4918542 1.0000000 0.5961134 0.6479663
## AMZNreturn 0.3765309 0.5961134 1.0000000 0.6578488
## GOOGLreturn 0.4498101 0.6479663 0.6578488 1.0000000
##
## , , 2017-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4897910 0.3787735 0.4479672
## FBreturn 0.4897910 1.0000000 0.5963220 0.6380644
## AMZNreturn 0.3787735 0.5963220 1.0000000 0.6515889
## GOOGLreturn 0.4479672 0.6380644 0.6515889 1.0000000
##
## , , 2017-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894979 0.3818996 0.4433808
## FBreturn 0.4894979 1.0000000 0.5955790 0.6345371
## AMZNreturn 0.3818996 0.5955790 1.0000000 0.6480003
## GOOGLreturn 0.4433808 0.6345371 0.6480003 1.0000000rcor(portfoliofit_1)## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5096229 0.4535035 0.4818998
## FBreturn 0.5096229 1.0000000 0.6508413 0.6710784
## AMZNreturn 0.4535035 0.6508413 1.0000000 0.6835661
## GOOGLreturn 0.4818998 0.6710784 0.6835661 1.0000000likelihood
the joint likelihood
rcor(portfoliofit)## , , 2015-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4857257 0.4134225 0.4382973
## FBreturn 0.4857257 1.0000000 0.5867207 0.6272999
## AMZNreturn 0.4134225 0.5867207 1.0000000 0.6496981
## GOOGLreturn 0.4382973 0.6272999 0.6496981 1.0000000
##
## , , 2015-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5102687 0.4462788 0.4758661
## FBreturn 0.5102687 1.0000000 0.6018490 0.6423674
## AMZNreturn 0.4462788 0.6018490 1.0000000 0.6657529
## GOOGLreturn 0.4758661 0.6423674 0.6657529 1.0000000
##
## , , 2015-01-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5003458 0.4348928 0.4585704
## FBreturn 0.5003458 1.0000000 0.6131002 0.6537795
## AMZNreturn 0.4348928 0.6131002 1.0000000 0.6785624
## GOOGLreturn 0.4585704 0.6537795 0.6785624 1.0000000
##
## , , 2015-01-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4974995 0.4382772 0.4488937
## FBreturn 0.4974995 1.0000000 0.6110023 0.6507981
## AMZNreturn 0.4382772 0.6110023 1.0000000 0.6724745
## GOOGLreturn 0.4488937 0.6507981 0.6724745 1.0000000
##
## , , 2015-01-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5380426 0.4252515 0.4369015
## FBreturn 0.5380426 1.0000000 0.5955869 0.6344017
## AMZNreturn 0.4252515 0.5955869 1.0000000 0.6711410
## GOOGLreturn 0.4369015 0.6344017 0.6711410 1.0000000
##
## , , 2015-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5338568 0.4203734 0.4274973
## FBreturn 0.5338568 1.0000000 0.5936407 0.6270265
## AMZNreturn 0.4203734 0.5936407 1.0000000 0.6757915
## GOOGLreturn 0.4274973 0.6270265 0.6757915 1.0000000
##
## , , 2015-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5425185 0.4422435 0.4359390
## FBreturn 0.5425185 1.0000000 0.6021010 0.6310249
## AMZNreturn 0.4422435 0.6021010 1.0000000 0.6766840
## GOOGLreturn 0.4359390 0.6310249 0.6766840 1.0000000
##
## , , 2015-01-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5282181 0.4442113 0.4415031
## FBreturn 0.5282181 1.0000000 0.5889857 0.6128743
## AMZNreturn 0.4442113 0.5889857 1.0000000 0.6779802
## GOOGLreturn 0.4415031 0.6128743 0.6779802 1.0000000
##
## , , 2015-01-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5255682 0.4437457 0.4336760
## FBreturn 0.5255682 1.0000000 0.5891282 0.6081701
## AMZNreturn 0.4437457 0.5891282 1.0000000 0.6644742
## GOOGLreturn 0.4336760 0.6081701 0.6644742 1.0000000
##
## , , 2015-01-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5595061 0.4687559 0.4365192
## FBreturn 0.5595061 1.0000000 0.6104448 0.5989241
## AMZNreturn 0.4687559 0.6104448 1.0000000 0.6623265
## GOOGLreturn 0.4365192 0.5989241 0.6623265 1.0000000
##
## , , 2015-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5421606 0.4533931 0.4156814
## FBreturn 0.5421606 1.0000000 0.6129224 0.6069113
## AMZNreturn 0.4533931 0.6129224 1.0000000 0.6657850
## GOOGLreturn 0.4156814 0.6069113 0.6657850 1.0000000
##
## , , 2015-01-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5431823 0.4295823 0.4009394
## FBreturn 0.5431823 1.0000000 0.6023339 0.6018966
## AMZNreturn 0.4295823 0.6023339 1.0000000 0.6651609
## GOOGLreturn 0.4009394 0.6018966 0.6651609 1.0000000
##
## , , 2015-01-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5414901 0.4317841 0.4074392
## FBreturn 0.5414901 1.0000000 0.6032597 0.6051554
## AMZNreturn 0.4317841 0.6032597 1.0000000 0.6801367
## GOOGLreturn 0.4074392 0.6051554 0.6801367 1.0000000
##
## , , 2015-01-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5436586 0.4649990 0.4464582
## FBreturn 0.5436586 1.0000000 0.6000606 0.6038034
## AMZNreturn 0.4649990 0.6000606 1.0000000 0.7101392
## GOOGLreturn 0.4464582 0.6038034 0.7101392 1.0000000
##
## , , 2015-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5395334 0.4615805 0.4462993
## FBreturn 0.5395334 1.0000000 0.5992214 0.6052238
## AMZNreturn 0.4615805 0.5992214 1.0000000 0.7054374
## GOOGLreturn 0.4462993 0.6052238 0.7054374 1.0000000
##
## , , 2015-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5344656 0.4552551 0.4411688
## FBreturn 0.5344656 1.0000000 0.6002127 0.6081913
## AMZNreturn 0.4552551 0.6002127 1.0000000 0.7057622
## GOOGLreturn 0.4411688 0.6081913 0.7057622 1.0000000
##
## , , 2015-01-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5622257 0.4617174 0.4935932
## FBreturn 0.5622257 1.0000000 0.6052353 0.6346342
## AMZNreturn 0.4617174 0.6052353 1.0000000 0.6987238
## GOOGLreturn 0.4935932 0.6346342 0.6987238 1.0000000
##
## , , 2015-01-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5375819 0.3904689 0.4123520
## FBreturn 0.5375819 1.0000000 0.5947623 0.6224435
## AMZNreturn 0.3904689 0.5947623 1.0000000 0.6992297
## GOOGLreturn 0.4123520 0.6224435 0.6992297 1.0000000
##
## , , 2015-01-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5621249 0.4209464 0.4033625
## FBreturn 0.5621249 1.0000000 0.6182668 0.5942786
## AMZNreturn 0.4209464 0.6182668 1.0000000 0.6782374
## GOOGLreturn 0.4033625 0.5942786 0.6782374 1.0000000
##
## , , 2015-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5662478 0.2571407 0.3198717
## FBreturn 0.5662478 1.0000000 0.3370731 0.4402346
## AMZNreturn 0.2571407 0.3370731 1.0000000 0.7345560
## GOOGLreturn 0.3198717 0.4402346 0.7345560 1.0000000
##
## , , 2015-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5458117 0.2708835 0.3186693
## FBreturn 0.5458117 1.0000000 0.3250430 0.4608159
## AMZNreturn 0.2708835 0.3250430 1.0000000 0.7034191
## GOOGLreturn 0.3186693 0.4608159 0.7034191 1.0000000
##
## , , 2015-02-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5389102 0.2789687 0.3261269
## FBreturn 0.5389102 1.0000000 0.3336247 0.4725517
## AMZNreturn 0.2789687 0.3336247 1.0000000 0.6969466
## GOOGLreturn 0.3261269 0.4725517 0.6969466 1.0000000
##
## , , 2015-02-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5347623 0.2874797 0.3161679
## FBreturn 0.5347623 1.0000000 0.3494048 0.4733412
## AMZNreturn 0.2874797 0.3494048 1.0000000 0.6796795
## GOOGLreturn 0.3161679 0.4733412 0.6796795 1.0000000
##
## , , 2015-02-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5309485 0.3023127 0.3279721
## FBreturn 0.5309485 1.0000000 0.3606215 0.4838868
## AMZNreturn 0.3023127 0.3606215 1.0000000 0.6775101
## GOOGLreturn 0.3279721 0.4838868 0.6775101 1.0000000
##
## , , 2015-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5339632 0.3099718 0.3242246
## FBreturn 0.5339632 1.0000000 0.3742837 0.4732075
## AMZNreturn 0.3099718 0.3742837 1.0000000 0.6708582
## GOOGLreturn 0.3242246 0.4732075 0.6708582 1.0000000
##
## , , 2015-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5276989 0.3068949 0.3230780
## FBreturn 0.5276989 1.0000000 0.3887458 0.4842603
## AMZNreturn 0.3068949 0.3887458 1.0000000 0.6740579
## GOOGLreturn 0.3230780 0.4842603 0.6740579 1.0000000
##
## , , 2015-02-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5331464 0.3180377 0.3593442
## FBreturn 0.5331464 1.0000000 0.4050651 0.5045340
## AMZNreturn 0.3180377 0.4050651 1.0000000 0.6667225
## GOOGLreturn 0.3593442 0.5045340 0.6667225 1.0000000
##
## , , 2015-02-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5462398 0.3253570 0.3362781
## FBreturn 0.5462398 1.0000000 0.4181546 0.4894675
## AMZNreturn 0.3253570 0.4181546 1.0000000 0.6589533
## GOOGLreturn 0.3362781 0.4894675 0.6589533 1.0000000
##
## , , 2015-02-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5343557 0.3330739 0.3574848
## FBreturn 0.5343557 1.0000000 0.4289931 0.4906099
## AMZNreturn 0.3330739 0.4289931 1.0000000 0.6554023
## GOOGLreturn 0.3574848 0.4906099 0.6554023 1.0000000
##
## , , 2015-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5252515 0.3407097 0.3651623
## FBreturn 0.5252515 1.0000000 0.4259935 0.4884354
## AMZNreturn 0.3407097 0.4259935 1.0000000 0.6590810
## GOOGLreturn 0.3651623 0.4884354 0.6590810 1.0000000
##
## , , 2015-02-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5194788 0.3243129 0.3567786
## FBreturn 0.5194788 1.0000000 0.4331812 0.4972601
## AMZNreturn 0.3243129 0.4331812 1.0000000 0.6687362
## GOOGLreturn 0.3567786 0.4972601 0.6687362 1.0000000
##
## , , 2015-02-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5225709 0.3222866 0.3550031
## FBreturn 0.5225709 1.0000000 0.4241420 0.4871572
## AMZNreturn 0.3222866 0.4241420 1.0000000 0.6687683
## GOOGLreturn 0.3550031 0.4871572 0.6687683 1.0000000
##
## , , 2015-02-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4775964 0.3210845 0.3579495
## FBreturn 0.4775964 1.0000000 0.4544188 0.4915827
## AMZNreturn 0.3210845 0.4544188 1.0000000 0.6692403
## GOOGLreturn 0.3579495 0.4915827 0.6692403 1.0000000
##
## , , 2015-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4778613 0.3360363 0.3432181
## FBreturn 0.4778613 1.0000000 0.4631317 0.4928345
## AMZNreturn 0.3360363 0.4631317 1.0000000 0.6388686
## GOOGLreturn 0.3432181 0.4928345 0.6388686 1.0000000
##
## , , 2015-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4064469 0.2799627 0.2790019
## FBreturn 0.4064469 1.0000000 0.4823472 0.5143532
## AMZNreturn 0.2799627 0.4823472 1.0000000 0.6473964
## GOOGLreturn 0.2790019 0.5143532 0.6473964 1.0000000
##
## , , 2015-02-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4101547 0.2943152 0.2815302
## FBreturn 0.4101547 1.0000000 0.4882068 0.5215850
## AMZNreturn 0.2943152 0.4882068 1.0000000 0.6378911
## GOOGLreturn 0.2815302 0.5215850 0.6378911 1.0000000
##
## , , 2015-02-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3489566 0.2274550 0.2138178
## FBreturn 0.3489566 1.0000000 0.5075521 0.5412966
## AMZNreturn 0.2274550 0.5075521 1.0000000 0.6512530
## GOOGLreturn 0.2138178 0.5412966 0.6512530 1.0000000
##
## , , 2015-02-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3607571 0.2344313 0.2498305
## FBreturn 0.3607571 1.0000000 0.5112060 0.5407527
## AMZNreturn 0.2344313 0.5112060 1.0000000 0.6226066
## GOOGLreturn 0.2498305 0.5407527 0.6226066 1.0000000
##
## , , 2015-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3958855 0.2685010 0.2515954
## FBreturn 0.3958855 1.0000000 0.5343978 0.5191021
## AMZNreturn 0.2685010 0.5343978 1.0000000 0.6086400
## GOOGLreturn 0.2515954 0.5191021 0.6086400 1.0000000
##
## , , 2015-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4040401 0.2817485 0.2667303
## FBreturn 0.4040401 1.0000000 0.5419214 0.5275094
## AMZNreturn 0.2817485 0.5419214 1.0000000 0.6232131
## GOOGLreturn 0.2667303 0.5275094 0.6232131 1.0000000
##
## , , 2015-03-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4090528 0.2906012 0.2788240
## FBreturn 0.4090528 1.0000000 0.5470040 0.5293944
## AMZNreturn 0.2906012 0.5470040 1.0000000 0.6195920
## GOOGLreturn 0.2788240 0.5293944 0.6195920 1.0000000
##
## , , 2015-03-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3924856 0.3045926 0.2917372
## FBreturn 0.3924856 1.0000000 0.5255990 0.5236302
## AMZNreturn 0.3045926 0.5255990 1.0000000 0.6217459
## GOOGLreturn 0.2917372 0.5236302 0.6217459 1.0000000
##
## , , 2015-03-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3911653 0.2751183 0.2869126
## FBreturn 0.3911653 1.0000000 0.5251562 0.5311261
## AMZNreturn 0.2751183 0.5251562 1.0000000 0.6238759
## GOOGLreturn 0.2869126 0.5311261 0.6238759 1.0000000
##
## , , 2015-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3864848 0.2746689 0.2913403
## FBreturn 0.3864848 1.0000000 0.5570825 0.5590739
## AMZNreturn 0.2746689 0.5570825 1.0000000 0.6434866
## GOOGLreturn 0.2913403 0.5590739 0.6434866 1.0000000
##
## , , 2015-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3890601 0.2815042 0.3033842
## FBreturn 0.3890601 1.0000000 0.5608377 0.5607562
## AMZNreturn 0.2815042 0.5608377 1.0000000 0.6412821
## GOOGLreturn 0.3033842 0.5607562 0.6412821 1.0000000
##
## , , 2015-03-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4337173 0.3320339 0.3603892
## FBreturn 0.4337173 1.0000000 0.5909328 0.5993788
## AMZNreturn 0.3320339 0.5909328 1.0000000 0.6667748
## GOOGLreturn 0.3603892 0.5993788 0.6667748 1.0000000
##
## , , 2015-03-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4309042 0.3456053 0.3700816
## FBreturn 0.4309042 1.0000000 0.5888597 0.6004422
## AMZNreturn 0.3456053 0.5888597 1.0000000 0.6669478
## GOOGLreturn 0.3700816 0.6004422 0.6669478 1.0000000
##
## , , 2015-03-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4492547 0.3694899 0.3880492
## FBreturn 0.4492547 1.0000000 0.5991413 0.6097499
## AMZNreturn 0.3694899 0.5991413 1.0000000 0.6721682
## GOOGLreturn 0.3880492 0.6097499 0.6721682 1.0000000
##
## , , 2015-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4573319 0.3787277 0.3993739
## FBreturn 0.4573319 1.0000000 0.6040167 0.6187871
## AMZNreturn 0.3787277 0.6040167 1.0000000 0.6757188
## GOOGLreturn 0.3993739 0.6187871 0.6757188 1.0000000
##
## , , 2015-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4569579 0.3847383 0.4134551
## FBreturn 0.4569579 1.0000000 0.6019815 0.6108471
## AMZNreturn 0.3847383 0.6019815 1.0000000 0.6724345
## GOOGLreturn 0.4134551 0.6108471 0.6724345 1.0000000
##
## , , 2015-03-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4737867 0.3715334 0.3884240
## FBreturn 0.4737867 1.0000000 0.5804612 0.5788223
## AMZNreturn 0.3715334 0.5804612 1.0000000 0.6720359
## GOOGLreturn 0.3884240 0.5788223 0.6720359 1.0000000
##
## , , 2015-03-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4870603 0.3800607 0.4044260
## FBreturn 0.4870603 1.0000000 0.5811902 0.5969605
## AMZNreturn 0.3800607 0.5811902 1.0000000 0.6715580
## GOOGLreturn 0.4044260 0.5969605 0.6715580 1.0000000
##
## , , 2015-03-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4492857 0.3873881 0.4126954
## FBreturn 0.4492857 1.0000000 0.5483166 0.5606985
## AMZNreturn 0.3873881 0.5483166 1.0000000 0.6721546
## GOOGLreturn 0.4126954 0.5606985 0.6721546 1.0000000
##
## , , 2015-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4285773 0.3597605 0.4087282
## FBreturn 0.4285773 1.0000000 0.5580660 0.5632957
## AMZNreturn 0.3597605 0.5580660 1.0000000 0.6645903
## GOOGLreturn 0.4087282 0.5632957 0.6645903 1.0000000
##
## , , 2015-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4349551 0.3445705 0.4080241
## FBreturn 0.4349551 1.0000000 0.5491405 0.5673095
## AMZNreturn 0.3445705 0.5491405 1.0000000 0.6585075
## GOOGLreturn 0.4080241 0.5673095 0.6585075 1.0000000
##
## , , 2015-03-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4276978 0.3516533 0.3842238
## FBreturn 0.4276978 1.0000000 0.5411955 0.5809580
## AMZNreturn 0.3516533 0.5411955 1.0000000 0.6264347
## GOOGLreturn 0.3842238 0.5809580 0.6264347 1.0000000
##
## , , 2015-03-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4905009 0.3715205 0.4314081
## FBreturn 0.4905009 1.0000000 0.5456419 0.6162727
## AMZNreturn 0.3715205 0.5456419 1.0000000 0.6327098
## GOOGLreturn 0.4314081 0.6162727 0.6327098 1.0000000
##
## , , 2015-03-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4888390 0.3612350 0.4273282
## FBreturn 0.4888390 1.0000000 0.5438481 0.6164847
## AMZNreturn 0.3612350 0.5438481 1.0000000 0.6336329
## GOOGLreturn 0.4273282 0.6164847 0.6336329 1.0000000
##
## , , 2015-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4830771 0.3552045 0.4345493
## FBreturn 0.4830771 1.0000000 0.5479395 0.6034749
## AMZNreturn 0.3552045 0.5479395 1.0000000 0.6116914
## GOOGLreturn 0.4345493 0.6034749 0.6116914 1.0000000
##
## , , 2015-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4644504 0.3728757 0.4399757
## FBreturn 0.4644504 1.0000000 0.5451974 0.6014233
## AMZNreturn 0.3728757 0.5451974 1.0000000 0.6176345
## GOOGLreturn 0.4399757 0.6014233 0.6176345 1.0000000
##
## , , 2015-04-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4740820 0.3886561 0.4561485
## FBreturn 0.4740820 1.0000000 0.5538502 0.6087028
## AMZNreturn 0.3886561 0.5538502 1.0000000 0.6273508
## GOOGLreturn 0.4561485 0.6087028 0.6273508 1.0000000
##
## , , 2015-04-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4744410 0.3905400 0.4538152
## FBreturn 0.4744410 1.0000000 0.5595884 0.6138231
## AMZNreturn 0.3905400 0.5595884 1.0000000 0.6320774
## GOOGLreturn 0.4538152 0.6138231 0.6320774 1.0000000
##
## , , 2015-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721542 0.3946238 0.4262832
## FBreturn 0.4721542 1.0000000 0.5603717 0.6065518
## AMZNreturn 0.3946238 0.5603717 1.0000000 0.6127477
## GOOGLreturn 0.4262832 0.6065518 0.6127477 1.0000000
##
## , , 2015-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4865057 0.4098400 0.4300050
## FBreturn 0.4865057 1.0000000 0.5712541 0.6088894
## AMZNreturn 0.4098400 0.5712541 1.0000000 0.6166812
## GOOGLreturn 0.4300050 0.6088894 0.6166812 1.0000000
##
## , , 2015-04-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4836304 0.4201901 0.4271408
## FBreturn 0.4836304 1.0000000 0.5688907 0.6102896
## AMZNreturn 0.4201901 0.5688907 1.0000000 0.6141265
## GOOGLreturn 0.4271408 0.6102896 0.6141265 1.0000000
##
## , , 2015-04-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4848149 0.4003552 0.4216426
## FBreturn 0.4848149 1.0000000 0.5476319 0.6043559
## AMZNreturn 0.4003552 0.5476319 1.0000000 0.6199358
## GOOGLreturn 0.4216426 0.6043559 0.6199358 1.0000000
##
## , , 2015-04-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4799660 0.4034344 0.4189363
## FBreturn 0.4799660 1.0000000 0.5477153 0.6067067
## AMZNreturn 0.4034344 0.5477153 1.0000000 0.6196174
## GOOGLreturn 0.4189363 0.6067067 0.6196174 1.0000000
##
## , , 2015-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4793499 0.3998847 0.4201396
## FBreturn 0.4793499 1.0000000 0.5504509 0.6083036
## AMZNreturn 0.3998847 0.5504509 1.0000000 0.6205120
## GOOGLreturn 0.4201396 0.6083036 0.6205120 1.0000000
##
## , , 2015-04-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4693704 0.4017512 0.4217300
## FBreturn 0.4693704 1.0000000 0.5418919 0.6016423
## AMZNreturn 0.4017512 0.5418919 1.0000000 0.6228812
## GOOGLreturn 0.4217300 0.6016423 0.6228812 1.0000000
##
## , , 2015-04-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4656301 0.3945926 0.4258229
## FBreturn 0.4656301 1.0000000 0.5474188 0.5749210
## AMZNreturn 0.3945926 0.5474188 1.0000000 0.5861415
## GOOGLreturn 0.4258229 0.5749210 0.5861415 1.0000000
##
## , , 2015-04-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4554386 0.3881207 0.4275315
## FBreturn 0.4554386 1.0000000 0.5562568 0.5705104
## AMZNreturn 0.3881207 0.5562568 1.0000000 0.5855018
## GOOGLreturn 0.4275315 0.5705104 0.5855018 1.0000000
##
## , , 2015-04-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4610772 0.3815468 0.4217142
## FBreturn 0.4610772 1.0000000 0.5503701 0.5688646
## AMZNreturn 0.3815468 0.5503701 1.0000000 0.5924604
## GOOGLreturn 0.4217142 0.5688646 0.5924604 1.0000000
##
## , , 2015-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852205 0.4148617 0.4469467
## FBreturn 0.4852205 1.0000000 0.5920033 0.6022544
## AMZNreturn 0.4148617 0.5920033 1.0000000 0.6309424
## GOOGLreturn 0.4469467 0.6022544 0.6309424 1.0000000
##
## , , 2015-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5277178 0.4604078 0.4805484
## FBreturn 0.5277178 1.0000000 0.6263916 0.6297726
## AMZNreturn 0.4604078 0.6263916 1.0000000 0.6552119
## GOOGLreturn 0.4805484 0.6297726 0.6552119 1.0000000
##
## , , 2015-04-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5140885 0.4537803 0.4815660
## FBreturn 0.5140885 1.0000000 0.6225945 0.6205476
## AMZNreturn 0.4537803 0.6225945 1.0000000 0.6518792
## GOOGLreturn 0.4815660 0.6205476 0.6518792 1.0000000
##
## , , 2015-04-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5218462 0.4340041 0.4905427
## FBreturn 0.5218462 1.0000000 0.6072341 0.6276902
## AMZNreturn 0.4340041 0.6072341 1.0000000 0.6365840
## GOOGLreturn 0.4905427 0.6276902 0.6365840 1.0000000
##
## , , 2015-04-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602840 0.4292041 0.4941088
## FBreturn 0.4602840 1.0000000 0.5793219 0.5381519
## AMZNreturn 0.4292041 0.5793219 1.0000000 0.6271436
## GOOGLreturn 0.4941088 0.5381519 0.6271436 1.0000000
##
## , , 2015-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4542000 0.3596602 0.4784816
## FBreturn 0.4542000 1.0000000 0.3795795 0.4807701
## AMZNreturn 0.3596602 0.3795795 1.0000000 0.6594218
## GOOGLreturn 0.4784816 0.4807701 0.6594218 1.0000000
##
## , , 2015-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4591748 0.3147511 0.4293681
## FBreturn 0.4591748 1.0000000 0.3729652 0.4739102
## AMZNreturn 0.3147511 0.3729652 1.0000000 0.6679018
## GOOGLreturn 0.4293681 0.4739102 0.6679018 1.0000000
##
## , , 2015-04-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4751802 0.3415051 0.4302531
## FBreturn 0.4751802 1.0000000 0.3975317 0.4869524
## AMZNreturn 0.3415051 0.3975317 1.0000000 0.6655777
## GOOGLreturn 0.4302531 0.4869524 0.6655777 1.0000000
##
## , , 2015-04-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4778274 0.3393584 0.4353974
## FBreturn 0.4778274 1.0000000 0.4081474 0.4994455
## AMZNreturn 0.3393584 0.4081474 1.0000000 0.6623606
## GOOGLreturn 0.4353974 0.4994455 0.6623606 1.0000000
##
## , , 2015-05-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5148935 0.3641082 0.4787034
## FBreturn 0.5148935 1.0000000 0.4348151 0.5401033
## AMZNreturn 0.3641082 0.4348151 1.0000000 0.6666257
## GOOGLreturn 0.4787034 0.5401033 0.6666257 1.0000000
##
## , , 2015-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4983616 0.3578233 0.4750090
## FBreturn 0.4983616 1.0000000 0.4442862 0.5460106
## AMZNreturn 0.3578233 0.4442862 1.0000000 0.6646181
## GOOGLreturn 0.4750090 0.5460106 0.6646181 1.0000000
##
## , , 2015-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4969640 0.3615037 0.4716672
## FBreturn 0.4969640 1.0000000 0.4532076 0.5520619
## AMZNreturn 0.3615037 0.4532076 1.0000000 0.6629090
## GOOGLreturn 0.4716672 0.5520619 0.6629090 1.0000000
##
## , , 2015-05-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5158579 0.3662413 0.4960688
## FBreturn 0.5158579 1.0000000 0.4628007 0.5753247
## AMZNreturn 0.3662413 0.4628007 1.0000000 0.6547754
## GOOGLreturn 0.4960688 0.5753247 0.6547754 1.0000000
##
## , , 2015-05-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086287 0.3713497 0.4943110
## FBreturn 0.5086287 1.0000000 0.4664352 0.5636378
## AMZNreturn 0.3713497 0.4664352 1.0000000 0.6544366
## GOOGLreturn 0.4943110 0.5636378 0.6544366 1.0000000
##
## , , 2015-05-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5078786 0.3786089 0.4932245
## FBreturn 0.5078786 1.0000000 0.4747183 0.5672717
## AMZNreturn 0.3786089 0.4747183 1.0000000 0.6615536
## GOOGLreturn 0.4932245 0.5672717 0.6615536 1.0000000
##
## , , 2015-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4984976 0.3930753 0.5012591
## FBreturn 0.4984976 1.0000000 0.4784045 0.5651692
## AMZNreturn 0.3930753 0.4784045 1.0000000 0.6664623
## GOOGLreturn 0.5012591 0.5651692 0.6664623 1.0000000
##
## , , 2015-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5006449 0.3971632 0.5027461
## FBreturn 0.5006449 1.0000000 0.4877707 0.5723660
## AMZNreturn 0.3971632 0.4877707 1.0000000 0.6660611
## GOOGLreturn 0.5027461 0.5723660 0.6660611 1.0000000
##
## , , 2015-05-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007077 0.3997992 0.4977150
## FBreturn 0.5007077 1.0000000 0.4978049 0.5824109
## AMZNreturn 0.3997992 0.4978049 1.0000000 0.6648002
## GOOGLreturn 0.4977150 0.5824109 0.6648002 1.0000000
##
## , , 2015-05-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4956717 0.3962038 0.4933793
## FBreturn 0.4956717 1.0000000 0.4766093 0.5821392
## AMZNreturn 0.3962038 0.4766093 1.0000000 0.6560610
## GOOGLreturn 0.4933793 0.5821392 0.6560610 1.0000000
##
## , , 2015-05-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5319561 0.4127213 0.5133173
## FBreturn 0.5319561 1.0000000 0.4949849 0.6086614
## AMZNreturn 0.4127213 0.4949849 1.0000000 0.6623095
## GOOGLreturn 0.5133173 0.6086614 0.6623095 1.0000000
##
## , , 2015-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5267030 0.4113762 0.5075572
## FBreturn 0.5267030 1.0000000 0.5149047 0.6164913
## AMZNreturn 0.4113762 0.5149047 1.0000000 0.6670318
## GOOGLreturn 0.5075572 0.6164913 0.6670318 1.0000000
##
## , , 2015-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5261989 0.4041241 0.4983713
## FBreturn 0.5261989 1.0000000 0.5170038 0.6161762
## AMZNreturn 0.4041241 0.5170038 1.0000000 0.6653998
## GOOGLreturn 0.4983713 0.6161762 0.6653998 1.0000000
##
## , , 2015-05-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5233820 0.4043978 0.4922196
## FBreturn 0.5233820 1.0000000 0.5225408 0.6143125
## AMZNreturn 0.4043978 0.5225408 1.0000000 0.6543448
## GOOGLreturn 0.4922196 0.6143125 0.6543448 1.0000000
##
## , , 2015-05-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5205086 0.4041666 0.4860578
## FBreturn 0.5205086 1.0000000 0.5249740 0.6110440
## AMZNreturn 0.4041666 0.5249740 1.0000000 0.6547984
## GOOGLreturn 0.4860578 0.6110440 0.6547984 1.0000000
##
## , , 2015-05-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5097221 0.4172236 0.4881129
## FBreturn 0.5097221 1.0000000 0.5155413 0.6062745
## AMZNreturn 0.4172236 0.5155413 1.0000000 0.6579503
## GOOGLreturn 0.4881129 0.6062745 0.6579503 1.0000000
##
## , , 2015-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5063707 0.3956272 0.4723752
## FBreturn 0.5063707 1.0000000 0.5137837 0.6052081
## AMZNreturn 0.3956272 0.5137837 1.0000000 0.6594746
## GOOGLreturn 0.4723752 0.6052081 0.6594746 1.0000000
##
## , , 2015-05-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5280444 0.4009925 0.4954348
## FBreturn 0.5280444 1.0000000 0.5228823 0.6207119
## AMZNreturn 0.4009925 0.5228823 1.0000000 0.6591662
## GOOGLreturn 0.4954348 0.6207119 0.6591662 1.0000000
##
## , , 2015-05-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5397008 0.4183356 0.5074395
## FBreturn 0.5397008 1.0000000 0.5387037 0.6313648
## AMZNreturn 0.4183356 0.5387037 1.0000000 0.6663177
## GOOGLreturn 0.5074395 0.6313648 0.6663177 1.0000000
##
## , , 2015-05-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5365715 0.4185286 0.5028150
## FBreturn 0.5365715 1.0000000 0.5451776 0.6316226
## AMZNreturn 0.4185286 0.5451776 1.0000000 0.6616505
## GOOGLreturn 0.5028150 0.6316226 0.6616505 1.0000000
##
## , , 2015-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5439253 0.4043799 0.5121336
## FBreturn 0.5439253 1.0000000 0.5292356 0.6442006
## AMZNreturn 0.4043799 0.5292356 1.0000000 0.6309580
## GOOGLreturn 0.5121336 0.6442006 0.6309580 1.0000000
##
## , , 2015-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5352206 0.4053365 0.5061749
## FBreturn 0.5352206 1.0000000 0.5290754 0.6468222
## AMZNreturn 0.4053365 0.5290754 1.0000000 0.6312611
## GOOGLreturn 0.5061749 0.6468222 0.6312611 1.0000000
##
## , , 2015-06-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5306515 0.4061840 0.4910023
## FBreturn 0.5306515 1.0000000 0.5336658 0.6415771
## AMZNreturn 0.4061840 0.5336658 1.0000000 0.6280442
## GOOGLreturn 0.4910023 0.6415771 0.6280442 1.0000000
##
## , , 2015-06-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5100148 0.4027331 0.4867941
## FBreturn 0.5100148 1.0000000 0.5521919 0.6229981
## AMZNreturn 0.4027331 0.5521919 1.0000000 0.6252495
## GOOGLreturn 0.4867941 0.6229981 0.6252495 1.0000000
##
## , , 2015-06-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5121253 0.4113486 0.4879732
## FBreturn 0.5121253 1.0000000 0.5601732 0.6273233
## AMZNreturn 0.4113486 0.5601732 1.0000000 0.6339284
## GOOGLreturn 0.4879732 0.6273233 0.6339284 1.0000000
##
## , , 2015-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086529 0.4166657 0.4862778
## FBreturn 0.5086529 1.0000000 0.5586616 0.6263479
## AMZNreturn 0.4166657 0.5586616 1.0000000 0.6366779
## GOOGLreturn 0.4862778 0.6263479 0.6366779 1.0000000
##
## , , 2015-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5126972 0.4225243 0.4894099
## FBreturn 0.5126972 1.0000000 0.5670424 0.6387652
## AMZNreturn 0.4225243 0.5670424 1.0000000 0.6431573
## GOOGLreturn 0.4894099 0.6387652 0.6431573 1.0000000
##
## , , 2015-06-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5098183 0.4193217 0.4857222
## FBreturn 0.5098183 1.0000000 0.5682850 0.6375340
## AMZNreturn 0.4193217 0.5682850 1.0000000 0.6421062
## GOOGLreturn 0.4857222 0.6375340 0.6421062 1.0000000
##
## , , 2015-06-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5226849 0.4301518 0.4988781
## FBreturn 0.5226849 1.0000000 0.5793328 0.6540167
## AMZNreturn 0.4301518 0.5793328 1.0000000 0.6496796
## GOOGLreturn 0.4988781 0.6540167 0.6496796 1.0000000
##
## , , 2015-06-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5218140 0.4253932 0.4963640
## FBreturn 0.5218140 1.0000000 0.5738571 0.6548093
## AMZNreturn 0.4253932 0.5738571 1.0000000 0.6416001
## GOOGLreturn 0.4963640 0.6548093 0.6416001 1.0000000
##
## , , 2015-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5196126 0.4361572 0.4950398
## FBreturn 0.5196126 1.0000000 0.5762259 0.6538353
## AMZNreturn 0.4361572 0.5762259 1.0000000 0.6443689
## GOOGLreturn 0.4950398 0.6538353 0.6443689 1.0000000
##
## , , 2015-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5153718 0.4322717 0.4906924
## FBreturn 0.5153718 1.0000000 0.5898988 0.6576795
## AMZNreturn 0.4322717 0.5898988 1.0000000 0.6509910
## GOOGLreturn 0.4906924 0.6576795 0.6509910 1.0000000
##
## , , 2015-06-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5149051 0.4345768 0.4879252
## FBreturn 0.5149051 1.0000000 0.5912903 0.6560714
## AMZNreturn 0.4345768 0.5912903 1.0000000 0.6517072
## GOOGLreturn 0.4879252 0.6560714 0.6517072 1.0000000
##
## , , 2015-06-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5030501 0.4328211 0.4814781
## FBreturn 0.5030501 1.0000000 0.5859754 0.6526305
## AMZNreturn 0.4328211 0.5859754 1.0000000 0.6508922
## GOOGLreturn 0.4814781 0.6526305 0.6508922 1.0000000
##
## , , 2015-06-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5044137 0.4308649 0.4794075
## FBreturn 0.5044137 1.0000000 0.5981535 0.6603135
## AMZNreturn 0.4308649 0.5981535 1.0000000 0.6699580
## GOOGLreturn 0.4794075 0.6603135 0.6699580 1.0000000
##
## , , 2015-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5106099 0.4462671 0.4669027
## FBreturn 0.5106099 1.0000000 0.6029526 0.6535496
## AMZNreturn 0.4462671 0.6029526 1.0000000 0.6585336
## GOOGLreturn 0.4669027 0.6535496 0.6585336 1.0000000
##
## , , 2015-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5160480 0.4437222 0.4663413
## FBreturn 0.5160480 1.0000000 0.5835408 0.6362748
## AMZNreturn 0.4437222 0.5835408 1.0000000 0.6581162
## GOOGLreturn 0.4663413 0.6362748 0.6581162 1.0000000
##
## , , 2015-06-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4447581 0.4091805 0.4567084
## FBreturn 0.4447581 1.0000000 0.6138033 0.6111958
## AMZNreturn 0.4091805 0.6138033 1.0000000 0.6525099
## GOOGLreturn 0.4567084 0.6111958 0.6525099 1.0000000
##
## , , 2015-06-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4534157 0.3802534 0.4273858
## FBreturn 0.4534157 1.0000000 0.5860849 0.5886928
## AMZNreturn 0.3802534 0.5860849 1.0000000 0.6609871
## GOOGLreturn 0.4273858 0.5886928 0.6609871 1.0000000
##
## , , 2015-06-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4604052 0.3840479 0.4293601
## FBreturn 0.4604052 1.0000000 0.5850610 0.5903561
## AMZNreturn 0.3840479 0.5850610 1.0000000 0.6603892
## GOOGLreturn 0.4293601 0.5903561 0.6603892 1.0000000
##
## , , 2015-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4604607 0.3915264 0.4380858
## FBreturn 0.4604607 1.0000000 0.5840489 0.5892394
## AMZNreturn 0.3915264 0.5840489 1.0000000 0.6621097
## GOOGLreturn 0.4380858 0.5892394 0.6621097 1.0000000
##
## , , 2015-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5050708 0.4295458 0.4762700
## FBreturn 0.5050708 1.0000000 0.6122335 0.6246192
## AMZNreturn 0.4295458 0.6122335 1.0000000 0.6813235
## GOOGLreturn 0.4762700 0.6246192 0.6813235 1.0000000
##
## , , 2015-07-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5002405 0.4336670 0.4697005
## FBreturn 0.5002405 1.0000000 0.6073756 0.6246026
## AMZNreturn 0.4336670 0.6073756 1.0000000 0.6752012
## GOOGLreturn 0.4697005 0.6246026 0.6752012 1.0000000
##
## , , 2015-07-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5081918 0.4349896 0.4715522
## FBreturn 0.5081918 1.0000000 0.6061889 0.6270105
## AMZNreturn 0.4349896 0.6061889 1.0000000 0.6744160
## GOOGLreturn 0.4715522 0.6270105 0.6744160 1.0000000
##
## , , 2015-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5043981 0.4334644 0.4645145
## FBreturn 0.5043981 1.0000000 0.6034920 0.6275373
## AMZNreturn 0.4334644 0.6034920 1.0000000 0.6689671
## GOOGLreturn 0.4645145 0.6275373 0.6689671 1.0000000
##
## , , 2015-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5012656 0.4343835 0.4647511
## FBreturn 0.5012656 1.0000000 0.6004279 0.6255894
## AMZNreturn 0.4343835 0.6004279 1.0000000 0.6688354
## GOOGLreturn 0.4647511 0.6255894 0.6688354 1.0000000
##
## , , 2015-07-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5013326 0.4320971 0.4549788
## FBreturn 0.5013326 1.0000000 0.5977202 0.6137370
## AMZNreturn 0.4320971 0.5977202 1.0000000 0.6639556
## GOOGLreturn 0.4549788 0.6137370 0.6639556 1.0000000
##
## , , 2015-07-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5380586 0.4688015 0.4893749
## FBreturn 0.5380586 1.0000000 0.6177348 0.6344252
## AMZNreturn 0.4688015 0.6177348 1.0000000 0.6784912
## GOOGLreturn 0.4893749 0.6344252 0.6784912 1.0000000
##
## , , 2015-07-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5209179 0.4262392 0.4548319
## FBreturn 0.5209179 1.0000000 0.6117136 0.6319253
## AMZNreturn 0.4262392 0.6117136 1.0000000 0.6787809
## GOOGLreturn 0.4548319 0.6319253 0.6787809 1.0000000
##
## , , 2015-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5423320 0.4531649 0.4859614
## FBreturn 0.5423320 1.0000000 0.6270100 0.6508103
## AMZNreturn 0.4531649 0.6270100 1.0000000 0.6926832
## GOOGLreturn 0.4859614 0.6508103 0.6926832 1.0000000
##
## , , 2015-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5570484 0.4730698 0.5047777
## FBreturn 0.5570484 1.0000000 0.6487202 0.6742297
## AMZNreturn 0.4730698 0.6487202 1.0000000 0.7112872
## GOOGLreturn 0.5047777 0.6742297 0.7112872 1.0000000
##
## , , 2015-07-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5520926 0.4520960 0.4819820
## FBreturn 0.5520926 1.0000000 0.6092170 0.6340799
## AMZNreturn 0.4520960 0.6092170 1.0000000 0.7201095
## GOOGLreturn 0.4819820 0.6340799 0.7201095 1.0000000
##
## , , 2015-07-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5429504 0.4297621 0.4748479
## FBreturn 0.5429504 1.0000000 0.6043084 0.6338072
## AMZNreturn 0.4297621 0.6043084 1.0000000 0.7102725
## GOOGLreturn 0.4748479 0.6338072 0.7102725 1.0000000
##
## , , 2015-07-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5489906 0.4482685 0.4895591
## FBreturn 0.5489906 1.0000000 0.6144846 0.6421193
## AMZNreturn 0.4482685 0.6144846 1.0000000 0.7318599
## GOOGLreturn 0.4895591 0.6421193 0.7318599 1.0000000
##
## , , 2015-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5263187 0.4507885 0.4156742
## FBreturn 0.5263187 1.0000000 0.6117242 0.7103194
## AMZNreturn 0.4507885 0.6117242 1.0000000 0.6364598
## GOOGLreturn 0.4156742 0.7103194 0.6364598 1.0000000
##
## , , 2015-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5301685 0.4583571 0.3940191
## FBreturn 0.5301685 1.0000000 0.6152956 0.6857376
## AMZNreturn 0.4583571 0.6152956 1.0000000 0.6124323
## GOOGLreturn 0.3940191 0.6857376 0.6124323 1.0000000
##
## , , 2015-07-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5103108 0.4550543 0.3905189
## FBreturn 0.5103108 1.0000000 0.6084087 0.6807132
## AMZNreturn 0.4550543 0.6084087 1.0000000 0.6126531
## GOOGLreturn 0.3905189 0.6807132 0.6126531 1.0000000
##
## , , 2015-07-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5397639 0.4169885 0.3649021
## FBreturn 0.5397639 1.0000000 0.5952175 0.6650008
## AMZNreturn 0.4169885 0.5952175 1.0000000 0.6138750
## GOOGLreturn 0.3649021 0.6650008 0.6138750 1.0000000
##
## , , 2015-07-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5208955 0.4116477 0.3588258
## FBreturn 0.5208955 1.0000000 0.6110898 0.6844501
## AMZNreturn 0.4116477 0.6110898 1.0000000 0.6307443
## GOOGLreturn 0.3588258 0.6844501 0.6307443 1.0000000
##
## , , 2015-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5017243 0.3183236 0.3631356
## FBreturn 0.5017243 1.0000000 0.6005552 0.6189858
## AMZNreturn 0.3183236 0.6005552 1.0000000 0.4006597
## GOOGLreturn 0.3631356 0.6189858 0.4006597 1.0000000
##
## , , 2015-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5112971 0.3258209 0.3575952
## FBreturn 0.5112971 1.0000000 0.5905009 0.5872640
## AMZNreturn 0.3258209 0.5905009 1.0000000 0.4104274
## GOOGLreturn 0.3575952 0.5872640 0.4104274 1.0000000
##
## , , 2015-07-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5098836 0.3245532 0.3627368
## FBreturn 0.5098836 1.0000000 0.5712254 0.5893526
## AMZNreturn 0.3245532 0.5712254 1.0000000 0.4157194
## GOOGLreturn 0.3627368 0.5893526 0.4157194 1.0000000
##
## , , 2015-07-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4970112 0.3279789 0.3665924
## FBreturn 0.4970112 1.0000000 0.5721375 0.5861304
## AMZNreturn 0.3279789 0.5721375 1.0000000 0.4285862
## GOOGLreturn 0.3665924 0.5861304 0.4285862 1.0000000
##
## , , 2015-07-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4959037 0.3228310 0.3681651
## FBreturn 0.4959037 1.0000000 0.5286434 0.5682136
## AMZNreturn 0.3228310 0.5286434 1.0000000 0.4419984
## GOOGLreturn 0.3681651 0.5682136 0.4419984 1.0000000
##
## , , 2015-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5011700 0.3314277 0.3802426
## FBreturn 0.5011700 1.0000000 0.5332667 0.5784233
## AMZNreturn 0.3314277 0.5332667 1.0000000 0.4560164
## GOOGLreturn 0.3802426 0.5784233 0.4560164 1.0000000
##
## , , 2015-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4853973 0.3388320 0.3440261
## FBreturn 0.4853973 1.0000000 0.5355277 0.5781193
## AMZNreturn 0.3388320 0.5355277 1.0000000 0.4575962
## GOOGLreturn 0.3440261 0.5781193 0.4575962 1.0000000
##
## , , 2015-08-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862073 0.3520664 0.3567613
## FBreturn 0.4862073 1.0000000 0.5415747 0.5834914
## AMZNreturn 0.3520664 0.5415747 1.0000000 0.4728423
## GOOGLreturn 0.3567613 0.5834914 0.4728423 1.0000000
##
## , , 2015-08-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862191 0.3590573 0.3641696
## FBreturn 0.4862191 1.0000000 0.5522647 0.6016215
## AMZNreturn 0.3590573 0.5522647 1.0000000 0.4935299
## GOOGLreturn 0.3641696 0.6016215 0.4935299 1.0000000
##
## , , 2015-08-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4775390 0.3550123 0.3668344
## FBreturn 0.4775390 1.0000000 0.5689720 0.6076123
## AMZNreturn 0.3550123 0.5689720 1.0000000 0.5099451
## GOOGLreturn 0.3668344 0.6076123 0.5099451 1.0000000
##
## , , 2015-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4741978 0.3508849 0.3667447
## FBreturn 0.4741978 1.0000000 0.5742436 0.6122257
## AMZNreturn 0.3508849 0.5742436 1.0000000 0.5265697
## GOOGLreturn 0.3667447 0.6122257 0.5265697 1.0000000
##
## , , 2015-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4552349 0.3461000 0.3506557
## FBreturn 0.4552349 1.0000000 0.5748925 0.6132170
## AMZNreturn 0.3461000 0.5748925 1.0000000 0.5341501
## GOOGLreturn 0.3506557 0.6132170 0.5341501 1.0000000
##
## , , 2015-08-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4291159 0.3119016 0.1811454
## FBreturn 0.4291159 1.0000000 0.5749272 0.5707350
## AMZNreturn 0.3119016 0.5749272 1.0000000 0.5205588
## GOOGLreturn 0.1811454 0.5707350 0.5205588 1.0000000
##
## , , 2015-08-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4235687 0.3148909 0.1974516
## FBreturn 0.4235687 1.0000000 0.5765244 0.5715232
## AMZNreturn 0.3148909 0.5765244 1.0000000 0.5283600
## GOOGLreturn 0.1974516 0.5715232 0.5283600 1.0000000
##
## , , 2015-08-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4271922 0.3205090 0.2129390
## FBreturn 0.4271922 1.0000000 0.5683702 0.5789201
## AMZNreturn 0.3205090 0.5683702 1.0000000 0.5247192
## GOOGLreturn 0.2129390 0.5789201 0.5247192 1.0000000
##
## , , 2015-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4329994 0.3274828 0.2298089
## FBreturn 0.4329994 1.0000000 0.5670392 0.5832959
## AMZNreturn 0.3274828 0.5670392 1.0000000 0.5333081
## GOOGLreturn 0.2298089 0.5832959 0.5333081 1.0000000
##
## , , 2015-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4298930 0.3369603 0.2476682
## FBreturn 0.4298930 1.0000000 0.5603808 0.5784040
## AMZNreturn 0.3369603 0.5603808 1.0000000 0.5437667
## GOOGLreturn 0.2476682 0.5784040 0.5437667 1.0000000
##
## , , 2015-08-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4205967 0.3440516 0.2649269
## FBreturn 0.4205967 1.0000000 0.5489817 0.5534137
## AMZNreturn 0.3440516 0.5489817 1.0000000 0.5520017
## GOOGLreturn 0.2649269 0.5534137 0.5520017 1.0000000
##
## , , 2015-08-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4239904 0.3541664 0.2668213
## FBreturn 0.4239904 1.0000000 0.5506598 0.5563565
## AMZNreturn 0.3541664 0.5506598 1.0000000 0.5489204
## GOOGLreturn 0.2668213 0.5563565 0.5489204 1.0000000
##
## , , 2015-08-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4484247 0.3883224 0.3074917
## FBreturn 0.4484247 1.0000000 0.6280652 0.5984445
## AMZNreturn 0.3883224 0.6280652 1.0000000 0.5938628
## GOOGLreturn 0.3074917 0.5984445 0.5938628 1.0000000
##
## , , 2015-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5090156 0.4532110 0.4077830
## FBreturn 0.5090156 1.0000000 0.6580021 0.6429510
## AMZNreturn 0.4532110 0.6580021 1.0000000 0.6393003
## GOOGLreturn 0.4077830 0.6429510 0.6393003 1.0000000
##
## , , 2015-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5167575 0.4613135 0.4215562
## FBreturn 0.5167575 1.0000000 0.6782835 0.6584241
## AMZNreturn 0.4613135 0.6782835 1.0000000 0.6572942
## GOOGLreturn 0.4215562 0.6584241 0.6572942 1.0000000
##
## , , 2015-08-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5157076 0.4587285 0.4198606
## FBreturn 0.5157076 1.0000000 0.6729306 0.6516184
## AMZNreturn 0.4587285 0.6729306 1.0000000 0.6542919
## GOOGLreturn 0.4198606 0.6516184 0.6542919 1.0000000
##
## , , 2015-08-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5426515 0.4907477 0.4809261
## FBreturn 0.5426515 1.0000000 0.6867294 0.6653542
## AMZNreturn 0.4907477 0.6867294 1.0000000 0.6747811
## GOOGLreturn 0.4809261 0.6653542 0.6747811 1.0000000
##
## , , 2015-08-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5469078 0.4940896 0.4797968
## FBreturn 0.5469078 1.0000000 0.6859213 0.6629077
## AMZNreturn 0.4940896 0.6859213 1.0000000 0.6730380
## GOOGLreturn 0.4797968 0.6629077 0.6730380 1.0000000
##
## , , 2015-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5418160 0.4882753 0.4686453
## FBreturn 0.5418160 1.0000000 0.6752669 0.6355831
## AMZNreturn 0.4882753 0.6752669 1.0000000 0.6656751
## GOOGLreturn 0.4686453 0.6355831 0.6656751 1.0000000
##
## , , 2015-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5378910 0.4836909 0.4637593
## FBreturn 0.5378910 1.0000000 0.6709950 0.6393618
## AMZNreturn 0.4836909 0.6709950 1.0000000 0.6634699
## GOOGLreturn 0.4637593 0.6393618 0.6634699 1.0000000
##
## , , 2015-09-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5460398 0.5010275 0.4933502
## FBreturn 0.5460398 1.0000000 0.6726588 0.6465736
## AMZNreturn 0.5010275 0.6726588 1.0000000 0.6753336
## GOOGLreturn 0.4933502 0.6465736 0.6753336 1.0000000
##
## , , 2015-09-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5548954 0.5086521 0.5107696
## FBreturn 0.5548954 1.0000000 0.6736973 0.6545817
## AMZNreturn 0.5086521 0.6736973 1.0000000 0.6813852
## GOOGLreturn 0.5107696 0.6545817 0.6813852 1.0000000
##
## , , 2015-09-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5554444 0.5063383 0.5141940
## FBreturn 0.5554444 1.0000000 0.6705185 0.6578074
## AMZNreturn 0.5063383 0.6705185 1.0000000 0.6809952
## GOOGLreturn 0.5141940 0.6578074 0.6809952 1.0000000
##
## , , 2015-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5497202 0.5018751 0.5116888
## FBreturn 0.5497202 1.0000000 0.6629312 0.6512055
## AMZNreturn 0.5018751 0.6629312 1.0000000 0.6808276
## GOOGLreturn 0.5116888 0.6512055 0.6808276 1.0000000
##
## , , 2015-09-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5493965 0.5110425 0.5230294
## FBreturn 0.5493965 1.0000000 0.6583192 0.6491979
## AMZNreturn 0.5110425 0.6583192 1.0000000 0.6926891
## GOOGLreturn 0.5230294 0.6491979 0.6926891 1.0000000
##
## , , 2015-09-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5294226 0.5039061 0.5178501
## FBreturn 0.5294226 1.0000000 0.6487297 0.6424275
## AMZNreturn 0.5039061 0.6487297 1.0000000 0.6900688
## GOOGLreturn 0.5178501 0.6424275 0.6900688 1.0000000
##
## , , 2015-09-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5307634 0.5006482 0.5206477
## FBreturn 0.5307634 1.0000000 0.6460803 0.6443413
## AMZNreturn 0.5006482 0.6460803 1.0000000 0.6884723
## GOOGLreturn 0.5206477 0.6443413 0.6884723 1.0000000
##
## , , 2015-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5259415 0.4979785 0.5166343
## FBreturn 0.5259415 1.0000000 0.6397687 0.6424834
## AMZNreturn 0.4979785 0.6397687 1.0000000 0.6864034
## GOOGLreturn 0.5166343 0.6424834 0.6864034 1.0000000
##
## , , 2015-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5234092 0.4774311 0.5047555
## FBreturn 0.5234092 1.0000000 0.6251379 0.6373836
## AMZNreturn 0.4774311 0.6251379 1.0000000 0.6851400
## GOOGLreturn 0.5047555 0.6373836 0.6851400 1.0000000
##
## , , 2015-09-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5219817 0.4721281 0.5009779
## FBreturn 0.5219817 1.0000000 0.6217231 0.6329576
## AMZNreturn 0.4721281 0.6217231 1.0000000 0.6699448
## GOOGLreturn 0.5009779 0.6329576 0.6699448 1.0000000
##
## , , 2015-09-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5188811 0.4662688 0.4963435
## FBreturn 0.5188811 1.0000000 0.6191303 0.6314104
## AMZNreturn 0.4662688 0.6191303 1.0000000 0.6651949
## GOOGLreturn 0.4963435 0.6314104 0.6651949 1.0000000
##
## , , 2015-09-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4954793 0.4201807 0.4642906
## FBreturn 0.4954793 1.0000000 0.6180263 0.6331852
## AMZNreturn 0.4201807 0.6180263 1.0000000 0.6683819
## GOOGLreturn 0.4642906 0.6331852 0.6683819 1.0000000
##
## , , 2015-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4955911 0.4190903 0.4608957
## FBreturn 0.4955911 1.0000000 0.6147649 0.6276561
## AMZNreturn 0.4190903 0.6147649 1.0000000 0.6524231
## GOOGLreturn 0.4608957 0.6276561 0.6524231 1.0000000
##
## , , 2015-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5015213 0.4279327 0.4657465
## FBreturn 0.5015213 1.0000000 0.6178105 0.6314448
## AMZNreturn 0.4279327 0.6178105 1.0000000 0.6563210
## GOOGLreturn 0.4657465 0.6314448 0.6563210 1.0000000
##
## , , 2015-09-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5141768 0.4423826 0.4795067
## FBreturn 0.5141768 1.0000000 0.6333929 0.6521762
## AMZNreturn 0.4423826 0.6333929 1.0000000 0.6730400
## GOOGLreturn 0.4795067 0.6521762 0.6730400 1.0000000
##
## , , 2015-09-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5149334 0.4347116 0.4762799
## FBreturn 0.5149334 1.0000000 0.6213497 0.6488455
## AMZNreturn 0.4347116 0.6213497 1.0000000 0.6692864
## GOOGLreturn 0.4762799 0.6488455 0.6692864 1.0000000
##
## , , 2015-09-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133460 0.4289682 0.4732907
## FBreturn 0.5133460 1.0000000 0.6152394 0.6470457
## AMZNreturn 0.4289682 0.6152394 1.0000000 0.6658968
## GOOGLreturn 0.4732907 0.6470457 0.6658968 1.0000000
##
## , , 2015-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5091175 0.4254161 0.4609392
## FBreturn 0.5091175 1.0000000 0.6241133 0.6562450
## AMZNreturn 0.4254161 0.6241133 1.0000000 0.6792576
## GOOGLreturn 0.4609392 0.6562450 0.6792576 1.0000000
##
## , , 2015-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5290870 0.4522805 0.4793493
## FBreturn 0.5290870 1.0000000 0.6539366 0.6731308
## AMZNreturn 0.4522805 0.6539366 1.0000000 0.6949723
## GOOGLreturn 0.4793493 0.6731308 0.6949723 1.0000000
##
## , , 2015-09-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5482054 0.4583618 0.4632120
## FBreturn 0.5482054 1.0000000 0.6529492 0.6574676
## AMZNreturn 0.4583618 0.6529492 1.0000000 0.6887135
## GOOGLreturn 0.4632120 0.6574676 0.6887135 1.0000000
##
## , , 2015-10-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5471821 0.4611859 0.4650872
## FBreturn 0.5471821 1.0000000 0.6618130 0.6740343
## AMZNreturn 0.4611859 0.6618130 1.0000000 0.6993545
## GOOGLreturn 0.4650872 0.6740343 0.6993545 1.0000000
##
## , , 2015-10-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5364100 0.4470554 0.4597734
## FBreturn 0.5364100 1.0000000 0.6575305 0.6709352
## AMZNreturn 0.4470554 0.6575305 1.0000000 0.6947770
## GOOGLreturn 0.4597734 0.6709352 0.6947770 1.0000000
##
## , , 2015-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5341658 0.4470618 0.4570087
## FBreturn 0.5341658 1.0000000 0.6536999 0.6627124
## AMZNreturn 0.4470618 0.6536999 1.0000000 0.6990954
## GOOGLreturn 0.4570087 0.6627124 0.6990954 1.0000000
##
## , , 2015-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5275478 0.4421576 0.4477693
## FBreturn 0.5275478 1.0000000 0.6552181 0.6676093
## AMZNreturn 0.4421576 0.6552181 1.0000000 0.7026066
## GOOGLreturn 0.4477693 0.6676093 0.7026066 1.0000000
##
## , , 2015-10-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5154533 0.4333030 0.4453095
## FBreturn 0.5154533 1.0000000 0.6551989 0.6629472
## AMZNreturn 0.4333030 0.6551989 1.0000000 0.6976871
## GOOGLreturn 0.4453095 0.6629472 0.6976871 1.0000000
##
## , , 2015-10-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5137858 0.4270036 0.4457117
## FBreturn 0.5137858 1.0000000 0.6465154 0.6606899
## AMZNreturn 0.4270036 0.6465154 1.0000000 0.6900650
## GOOGLreturn 0.4457117 0.6606899 0.6900650 1.0000000
##
## , , 2015-10-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5075943 0.4372987 0.4484809
## FBreturn 0.5075943 1.0000000 0.6335507 0.6568948
## AMZNreturn 0.4372987 0.6335507 1.0000000 0.6868124
## GOOGLreturn 0.4484809 0.6568948 0.6868124 1.0000000
##
## , , 2015-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5027167 0.4450361 0.4518562
## FBreturn 0.5027167 1.0000000 0.6305562 0.6554552
## AMZNreturn 0.4450361 0.6305562 1.0000000 0.6862169
## GOOGLreturn 0.4518562 0.6554552 0.6862169 1.0000000
##
## , , 2015-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4907413 0.4281160 0.4437782
## FBreturn 0.4907413 1.0000000 0.6325496 0.6558230
## AMZNreturn 0.4281160 0.6325496 1.0000000 0.6854466
## GOOGLreturn 0.4437782 0.6558230 0.6854466 1.0000000
##
## , , 2015-10-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4896739 0.4261351 0.4410912
## FBreturn 0.4896739 1.0000000 0.6295536 0.6441507
## AMZNreturn 0.4261351 0.6295536 1.0000000 0.6720767
## GOOGLreturn 0.4410912 0.6441507 0.6720767 1.0000000
##
## , , 2015-10-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4863971 0.4326949 0.4457909
## FBreturn 0.4863971 1.0000000 0.6254836 0.6426018
## AMZNreturn 0.4326949 0.6254836 1.0000000 0.6724730
## GOOGLreturn 0.4457909 0.6426018 0.6724730 1.0000000
##
## , , 2015-10-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4987141 0.4519955 0.4629135
## FBreturn 0.4987141 1.0000000 0.6338807 0.6522502
## AMZNreturn 0.4519955 0.6338807 1.0000000 0.6893520
## GOOGLreturn 0.4629135 0.6522502 0.6893520 1.0000000
##
## , , 2015-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4753265 0.4310982 0.4573841
## FBreturn 0.4753265 1.0000000 0.6362183 0.6450410
## AMZNreturn 0.4310982 0.6362183 1.0000000 0.6827081
## GOOGLreturn 0.4573841 0.6450410 0.6827081 1.0000000
##
## , , 2015-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4782616 0.4302767 0.4583548
## FBreturn 0.4782616 1.0000000 0.6323944 0.6451824
## AMZNreturn 0.4302767 0.6323944 1.0000000 0.6800111
## GOOGLreturn 0.4583548 0.6451824 0.6800111 1.0000000
##
## , , 2015-10-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4321498 0.3609584 0.3600232
## FBreturn 0.4321498 1.0000000 0.6413507 0.6534735
## AMZNreturn 0.3609584 0.6413507 1.0000000 0.7009825
## GOOGLreturn 0.3600232 0.6534735 0.7009825 1.0000000
##
## , , 2015-10-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4360727 0.3622491 0.3629992
## FBreturn 0.4360727 1.0000000 0.6250285 0.6389432
## AMZNreturn 0.3622491 0.6250285 1.0000000 0.7004298
## GOOGLreturn 0.3629992 0.6389432 0.7004298 1.0000000
##
## , , 2015-10-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4645663 0.3802074 0.3868813
## FBreturn 0.4645663 1.0000000 0.6288774 0.6493327
## AMZNreturn 0.3802074 0.6288774 1.0000000 0.7022770
## GOOGLreturn 0.3868813 0.6493327 0.7022770 1.0000000
##
## , , 2015-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5013630 0.4597100 0.4701153
## FBreturn 0.5013630 1.0000000 0.6475458 0.6653709
## AMZNreturn 0.4597100 0.6475458 1.0000000 0.7515132
## GOOGLreturn 0.4701153 0.6653709 0.7515132 1.0000000
##
## , , 2015-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4187500 0.3870056 0.3900115
## FBreturn 0.4187500 1.0000000 0.6476475 0.6677035
## AMZNreturn 0.3870056 0.6476475 1.0000000 0.7482297
## GOOGLreturn 0.3900115 0.6677035 0.7482297 1.0000000
##
## , , 2015-10-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4271002 0.3859228 0.3913702
## FBreturn 0.4271002 1.0000000 0.6367093 0.6598097
## AMZNreturn 0.3859228 0.6367093 1.0000000 0.7418358
## GOOGLreturn 0.3913702 0.6598097 0.7418358 1.0000000
##
## , , 2015-10-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4209019 0.3953962 0.3948708
## FBreturn 0.4209019 1.0000000 0.6326930 0.6574697
## AMZNreturn 0.3953962 0.6326930 1.0000000 0.7368599
## GOOGLreturn 0.3948708 0.6574697 0.7368599 1.0000000
##
## , , 2015-10-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4310237 0.4028785 0.4030666
## FBreturn 0.4310237 1.0000000 0.6351863 0.6595306
## AMZNreturn 0.4028785 0.6351863 1.0000000 0.7345169
## GOOGLreturn 0.4030666 0.6595306 0.7345169 1.0000000
##
## , , 2015-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4414032 0.4055925 0.4129280
## FBreturn 0.4414032 1.0000000 0.6168563 0.6644948
## AMZNreturn 0.4055925 0.6168563 1.0000000 0.7265623
## GOOGLreturn 0.4129280 0.6644948 0.7265623 1.0000000
##
## , , 2015-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4536903 0.4053860 0.4267386
## FBreturn 0.4536903 1.0000000 0.6118525 0.6687709
## AMZNreturn 0.4053860 0.6118525 1.0000000 0.7139084
## GOOGLreturn 0.4267386 0.6687709 0.7139084 1.0000000
##
## , , 2015-11-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4433802 0.3934389 0.4239775
## FBreturn 0.4433802 1.0000000 0.6128323 0.6643532
## AMZNreturn 0.3934389 0.6128323 1.0000000 0.7076211
## GOOGLreturn 0.4239775 0.6643532 0.7076211 1.0000000
##
## , , 2015-11-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4333477 0.3654706 0.4162628
## FBreturn 0.4333477 1.0000000 0.6202406 0.6658361
## AMZNreturn 0.3654706 0.6202406 1.0000000 0.7018564
## GOOGLreturn 0.4162628 0.6658361 0.7018564 1.0000000
##
## , , 2015-11-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3847637 0.3427529 0.4108436
## FBreturn 0.3847637 1.0000000 0.6447938 0.6448513
## AMZNreturn 0.3427529 0.6447938 1.0000000 0.6945279
## GOOGLreturn 0.4108436 0.6448513 0.6945279 1.0000000
##
## , , 2015-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3832411 0.3477497 0.4126112
## FBreturn 0.3832411 1.0000000 0.6174329 0.6354365
## AMZNreturn 0.3477497 0.6174329 1.0000000 0.6890118
## GOOGLreturn 0.4126112 0.6354365 0.6890118 1.0000000
##
## , , 2015-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3925989 0.3566807 0.4181706
## FBreturn 0.3925989 1.0000000 0.6164080 0.6356319
## AMZNreturn 0.3566807 0.6164080 1.0000000 0.6905661
## GOOGLreturn 0.4181706 0.6356319 0.6905661 1.0000000
##
## , , 2015-11-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3362710 0.3202181 0.3784382
## FBreturn 0.3362710 1.0000000 0.6164438 0.6363211
## AMZNreturn 0.3202181 0.6164438 1.0000000 0.6887375
## GOOGLreturn 0.3784382 0.6363211 0.6887375 1.0000000
##
## , , 2015-11-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3446645 0.3028241 0.3731036
## FBreturn 0.3446645 1.0000000 0.6024279 0.6343646
## AMZNreturn 0.3028241 0.6024279 1.0000000 0.6887729
## GOOGLreturn 0.3731036 0.6343646 0.6887729 1.0000000
##
## , , 2015-11-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3573496 0.3133261 0.3796240
## FBreturn 0.3573496 1.0000000 0.6095390 0.6410369
## AMZNreturn 0.3133261 0.6095390 1.0000000 0.6954243
## GOOGLreturn 0.3796240 0.6410369 0.6954243 1.0000000
##
## , , 2015-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4192825 0.3793112 0.4221259
## FBreturn 0.4192825 1.0000000 0.6531493 0.6662475
## AMZNreturn 0.3793112 0.6531493 1.0000000 0.7138239
## GOOGLreturn 0.4221259 0.6662475 0.7138239 1.0000000
##
## , , 2015-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4192510 0.3857205 0.4357781
## FBreturn 0.4192510 1.0000000 0.6471026 0.6535570
## AMZNreturn 0.3857205 0.6471026 1.0000000 0.7084766
## GOOGLreturn 0.4357781 0.6535570 0.7084766 1.0000000
##
## , , 2015-11-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4173491 0.3898333 0.4383174
## FBreturn 0.4173491 1.0000000 0.6321973 0.6364962
## AMZNreturn 0.3898333 0.6321973 1.0000000 0.7062362
## GOOGLreturn 0.4383174 0.6364962 0.7062362 1.0000000
##
## , , 2015-11-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4487352 0.4244793 0.4672907
## FBreturn 0.4487352 1.0000000 0.6442275 0.6502560
## AMZNreturn 0.4244793 0.6442275 1.0000000 0.7159205
## GOOGLreturn 0.4672907 0.6502560 0.7159205 1.0000000
##
## , , 2015-11-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4343467 0.4148059 0.4579777
## FBreturn 0.4343467 1.0000000 0.6417377 0.6486961
## AMZNreturn 0.4148059 0.6417377 1.0000000 0.7118881
## GOOGLreturn 0.4579777 0.6486961 0.7118881 1.0000000
##
## , , 2015-11-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4389826 0.4158646 0.4500339
## FBreturn 0.4389826 1.0000000 0.6405799 0.6490646
## AMZNreturn 0.4158646 0.6405799 1.0000000 0.7019569
## GOOGLreturn 0.4500339 0.6490646 0.7019569 1.0000000
##
## , , 2015-11-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4463362 0.3890555 0.4494114
## FBreturn 0.4463362 1.0000000 0.6214690 0.6480515
## AMZNreturn 0.3890555 0.6214690 1.0000000 0.6871614
## GOOGLreturn 0.4494114 0.6480515 0.6871614 1.0000000
##
## , , 2015-11-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4327645 0.3735952 0.4329025
## FBreturn 0.4327645 1.0000000 0.6257271 0.6521130
## AMZNreturn 0.3735952 0.6257271 1.0000000 0.6897470
## GOOGLreturn 0.4329025 0.6521130 0.6897470 1.0000000
##
## , , 2015-11-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4362707 0.3714678 0.4328034
## FBreturn 0.4362707 1.0000000 0.6216565 0.6502987
## AMZNreturn 0.3714678 0.6216565 1.0000000 0.6855555
## GOOGLreturn 0.4328034 0.6502987 0.6855555 1.0000000
##
## , , 2015-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4402365 0.3754707 0.4313957
## FBreturn 0.4402365 1.0000000 0.6187848 0.6472744
## AMZNreturn 0.3754707 0.6187848 1.0000000 0.6788304
## GOOGLreturn 0.4313957 0.6472744 0.6788304 1.0000000
##
## , , 2015-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4341005 0.3680693 0.4186343
## FBreturn 0.4341005 1.0000000 0.6240225 0.6535139
## AMZNreturn 0.3680693 0.6240225 1.0000000 0.6846738
## GOOGLreturn 0.4186343 0.6535139 0.6846738 1.0000000
##
## , , 2015-12-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3958297 0.3445076 0.3739606
## FBreturn 0.3958297 1.0000000 0.6386371 0.6771411
## AMZNreturn 0.3445076 0.6386371 1.0000000 0.6963327
## GOOGLreturn 0.3739606 0.6771411 0.6963327 1.0000000
##
## , , 2015-12-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4149360 0.3548589 0.3892720
## FBreturn 0.4149360 1.0000000 0.6358917 0.6802351
## AMZNreturn 0.3548589 0.6358917 1.0000000 0.6942338
## GOOGLreturn 0.3892720 0.6802351 0.6942338 1.0000000
##
## , , 2015-12-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4305487 0.3712938 0.4030921
## FBreturn 0.4305487 1.0000000 0.6424943 0.6842201
## AMZNreturn 0.3712938 0.6424943 1.0000000 0.6987821
## GOOGLreturn 0.4030921 0.6842201 0.6987821 1.0000000
##
## , , 2015-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4567605 0.3816084 0.4336392
## FBreturn 0.4567605 1.0000000 0.6417188 0.6885093
## AMZNreturn 0.3816084 0.6417188 1.0000000 0.6971624
## GOOGLreturn 0.4336392 0.6885093 0.6971624 1.0000000
##
## , , 2015-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602359 0.3880479 0.4405610
## FBreturn 0.4602359 1.0000000 0.6382287 0.6820812
## AMZNreturn 0.3880479 0.6382287 1.0000000 0.6951947
## GOOGLreturn 0.4405610 0.6820812 0.6951947 1.0000000
##
## , , 2015-12-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4601730 0.3868025 0.4398337
## FBreturn 0.4601730 1.0000000 0.6369720 0.6782127
## AMZNreturn 0.3868025 0.6369720 1.0000000 0.6909701
## GOOGLreturn 0.4398337 0.6782127 0.6909701 1.0000000
##
## , , 2015-12-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4878360 0.4234062 0.4702181
## FBreturn 0.4878360 1.0000000 0.6487864 0.6879124
## AMZNreturn 0.4234062 0.6487864 1.0000000 0.7029606
## GOOGLreturn 0.4702181 0.6879124 0.7029606 1.0000000
##
## , , 2015-12-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4892761 0.4192570 0.4655970
## FBreturn 0.4892761 1.0000000 0.6396696 0.6803549
## AMZNreturn 0.4192570 0.6396696 1.0000000 0.6992135
## GOOGLreturn 0.4655970 0.6803549 0.6992135 1.0000000
##
## , , 2015-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5264212 0.4632780 0.4865889
## FBreturn 0.5264212 1.0000000 0.6677211 0.6886911
## AMZNreturn 0.4632780 0.6677211 1.0000000 0.7062078
## GOOGLreturn 0.4865889 0.6886911 0.7062078 1.0000000
##
## , , 2015-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034658 0.4403459 0.4616442
## FBreturn 0.5034658 1.0000000 0.6731724 0.6952887
## AMZNreturn 0.4403459 0.6731724 1.0000000 0.7127634
## GOOGLreturn 0.4616442 0.6952887 0.7127634 1.0000000
##
## , , 2015-12-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5029055 0.4332418 0.4643077
## FBreturn 0.5029055 1.0000000 0.6665087 0.6913728
## AMZNreturn 0.4332418 0.6665087 1.0000000 0.7069879
## GOOGLreturn 0.4643077 0.6913728 0.7069879 1.0000000
##
## , , 2015-12-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5048033 0.4357354 0.4634967
## FBreturn 0.5048033 1.0000000 0.6703229 0.6959306
## AMZNreturn 0.4357354 0.6703229 1.0000000 0.7150808
## GOOGLreturn 0.4634967 0.6959306 0.7150808 1.0000000
##
## , , 2015-12-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5075224 0.4414025 0.4767245
## FBreturn 0.5075224 1.0000000 0.6665540 0.6930465
## AMZNreturn 0.4414025 0.6665540 1.0000000 0.7129406
## GOOGLreturn 0.4767245 0.6930465 0.7129406 1.0000000
##
## , , 2015-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5291172 0.4476321 0.4960687
## FBreturn 0.5291172 1.0000000 0.6627910 0.7009152
## AMZNreturn 0.4476321 0.6627910 1.0000000 0.7102302
## GOOGLreturn 0.4960687 0.7009152 0.7102302 1.0000000
##
## , , 2015-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5271955 0.4424576 0.4955723
## FBreturn 0.5271955 1.0000000 0.6562376 0.6961813
## AMZNreturn 0.4424576 0.6562376 1.0000000 0.7031967
## GOOGLreturn 0.4955723 0.6961813 0.7031967 1.0000000
##
## , , 2015-12-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5220830 0.4404574 0.4880530
## FBreturn 0.5220830 1.0000000 0.6467475 0.6925591
## AMZNreturn 0.4404574 0.6467475 1.0000000 0.6924500
## GOOGLreturn 0.4880530 0.6925591 0.6924500 1.0000000
##
## , , 2015-12-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5026229 0.4355727 0.4820460
## FBreturn 0.5026229 1.0000000 0.6389060 0.6833895
## AMZNreturn 0.4355727 0.6389060 1.0000000 0.6891396
## GOOGLreturn 0.4820460 0.6833895 0.6891396 1.0000000
##
## , , 2015-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4970304 0.4351272 0.4805597
## FBreturn 0.4970304 1.0000000 0.6314740 0.6739909
## AMZNreturn 0.4351272 0.6314740 1.0000000 0.6866995
## GOOGLreturn 0.4805597 0.6739909 0.6866995 1.0000000
##
## , , 2015-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4844694 0.4028965 0.4329730
## FBreturn 0.4844694 1.0000000 0.6282720 0.6651566
## AMZNreturn 0.4028965 0.6282720 1.0000000 0.6969645
## GOOGLreturn 0.4329730 0.6651566 0.6969645 1.0000000
##
## , , 2015-12-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4886072 0.4243692 0.4473834
## FBreturn 0.4886072 1.0000000 0.6202538 0.6632086
## AMZNreturn 0.4243692 0.6202538 1.0000000 0.7033602
## GOOGLreturn 0.4473834 0.6632086 0.7033602 1.0000000
##
## , , 2015-12-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4955798 0.4336932 0.4533657
## FBreturn 0.4955798 1.0000000 0.6223915 0.6635659
## AMZNreturn 0.4336932 0.6223915 1.0000000 0.7023830
## GOOGLreturn 0.4533657 0.6635659 0.7023830 1.0000000
##
## , , 2016-01-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5108915 0.4547090 0.4715493
## FBreturn 0.5108915 1.0000000 0.6335158 0.6720163
## AMZNreturn 0.4547090 0.6335158 1.0000000 0.7109729
## GOOGLreturn 0.4715493 0.6720163 0.7109729 1.0000000
##
## , , 2016-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4914357 0.4078822 0.4523763
## FBreturn 0.4914357 1.0000000 0.6562537 0.6878932
## AMZNreturn 0.4078822 0.6562537 1.0000000 0.7247568
## GOOGLreturn 0.4523763 0.6878932 0.7247568 1.0000000
##
## , , 2016-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4648161 0.4026679 0.4331205
## FBreturn 0.4648161 1.0000000 0.6484691 0.6837149
## AMZNreturn 0.4026679 0.6484691 1.0000000 0.7183490
## GOOGLreturn 0.4331205 0.6837149 0.7183490 1.0000000
##
## , , 2016-01-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4654434 0.3996239 0.4350297
## FBreturn 0.4654434 1.0000000 0.6438186 0.6798916
## AMZNreturn 0.3996239 0.6438186 1.0000000 0.7131660
## GOOGLreturn 0.4350297 0.6798916 0.7131660 1.0000000
##
## , , 2016-01-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5300073 0.4367068 0.4829705
## FBreturn 0.5300073 1.0000000 0.6561192 0.7066159
## AMZNreturn 0.4367068 0.6561192 1.0000000 0.7238044
## GOOGLreturn 0.4829705 0.7066159 0.7238044 1.0000000
##
## , , 2016-01-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5233549 0.4345257 0.4727474
## FBreturn 0.5233549 1.0000000 0.6506003 0.7021799
## AMZNreturn 0.4345257 0.6506003 1.0000000 0.7152382
## GOOGLreturn 0.4727474 0.7021799 0.7152382 1.0000000
##
## , , 2016-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5202646 0.4378670 0.4711696
## FBreturn 0.5202646 1.0000000 0.6458984 0.6970848
## AMZNreturn 0.4378670 0.6458984 1.0000000 0.7107345
## GOOGLreturn 0.4711696 0.6970848 0.7107345 1.0000000
##
## , , 2016-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5237290 0.4324178 0.4762244
## FBreturn 0.5237290 1.0000000 0.6324671 0.6996505
## AMZNreturn 0.4324178 0.6324671 1.0000000 0.6895546
## GOOGLreturn 0.4762244 0.6996505 0.6895546 1.0000000
##
## , , 2016-01-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5442782 0.4614213 0.5024407
## FBreturn 0.5442782 1.0000000 0.6604779 0.7222967
## AMZNreturn 0.4614213 0.6604779 1.0000000 0.7207540
## GOOGLreturn 0.5024407 0.7222967 0.7207540 1.0000000
##
## , , 2016-01-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5529321 0.4639469 0.5085572
## FBreturn 0.5529321 1.0000000 0.6575651 0.7222373
## AMZNreturn 0.4639469 0.6575651 1.0000000 0.7182824
## GOOGLreturn 0.5085572 0.7222373 0.7182824 1.0000000
##
## , , 2016-01-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5650740 0.4772897 0.5262109
## FBreturn 0.5650740 1.0000000 0.6655329 0.7316250
## AMZNreturn 0.4772897 0.6655329 1.0000000 0.7224315
## GOOGLreturn 0.5262109 0.7316250 0.7224315 1.0000000
##
## , , 2016-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5586307 0.4713562 0.5133238
## FBreturn 0.5586307 1.0000000 0.6602385 0.7219816
## AMZNreturn 0.4713562 0.6602385 1.0000000 0.7162029
## GOOGLreturn 0.5133238 0.7219816 0.7162029 1.0000000
##
## , , 2016-01-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5514448 0.4668557 0.5077965
## FBreturn 0.5514448 1.0000000 0.6550579 0.7151622
## AMZNreturn 0.4668557 0.6550579 1.0000000 0.7118556
## GOOGLreturn 0.5077965 0.7151622 0.7118556 1.0000000
##
## , , 2016-01-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5465999 0.4613424 0.4916775
## FBreturn 0.5465999 1.0000000 0.6496105 0.7007190
## AMZNreturn 0.4613424 0.6496105 1.0000000 0.7036978
## GOOGLreturn 0.4916775 0.7007190 0.7036978 1.0000000
##
## , , 2016-01-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5723369 0.4834529 0.5306824
## FBreturn 0.5723369 1.0000000 0.6582228 0.7128553
## AMZNreturn 0.4834529 0.6582228 1.0000000 0.7109805
## GOOGLreturn 0.5306824 0.7128553 0.7109805 1.0000000
##
## , , 2016-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5656608 0.4751766 0.5410319
## FBreturn 0.5656608 1.0000000 0.6531270 0.6991538
## AMZNreturn 0.4751766 0.6531270 1.0000000 0.6934560
## GOOGLreturn 0.5410319 0.6991538 0.6934560 1.0000000
##
## , , 2016-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5598772 0.4714934 0.5339643
## FBreturn 0.5598772 1.0000000 0.6481380 0.6941780
## AMZNreturn 0.4714934 0.6481380 1.0000000 0.6900650
## GOOGLreturn 0.5339643 0.6941780 0.6900650 1.0000000
##
## , , 2016-01-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5798659 0.5001198 0.5687875
## FBreturn 0.5798659 1.0000000 0.6583360 0.7048519
## AMZNreturn 0.5001198 0.6583360 1.0000000 0.7020898
## GOOGLreturn 0.5687875 0.7048519 0.7020898 1.0000000
##
## , , 2016-01-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4979527 0.4716056 0.5418455
## FBreturn 0.4979527 1.0000000 0.7120585 0.7310014
## AMZNreturn 0.4716056 0.7120585 1.0000000 0.7342060
## GOOGLreturn 0.5418455 0.7310014 0.7342060 1.0000000
##
## , , 2016-02-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5033315 0.3758371 0.5416839
## FBreturn 0.5033315 1.0000000 0.6224249 0.7276313
## AMZNreturn 0.3758371 0.6224249 1.0000000 0.6423312
## GOOGLreturn 0.5416839 0.7276313 0.6423312 1.0000000
##
## , , 2016-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901957 0.3799953 0.5277983
## FBreturn 0.4901957 1.0000000 0.6056445 0.7243622
## AMZNreturn 0.3799953 0.6056445 1.0000000 0.6338692
## GOOGLreturn 0.5277983 0.7243622 0.6338692 1.0000000
##
## , , 2016-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4932689 0.3916998 0.4996698
## FBreturn 0.4932689 1.0000000 0.6067763 0.7023304
## AMZNreturn 0.3916998 0.6067763 1.0000000 0.6068759
## GOOGLreturn 0.4996698 0.7023304 0.6068759 1.0000000
##
## , , 2016-02-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4678108 0.3741372 0.4175625
## FBreturn 0.4678108 1.0000000 0.6129140 0.6967278
## AMZNreturn 0.3741372 0.6129140 1.0000000 0.6085096
## GOOGLreturn 0.4175625 0.6967278 0.6085096 1.0000000
##
## , , 2016-02-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4618136 0.3778089 0.4036701
## FBreturn 0.4618136 1.0000000 0.6063794 0.6945011
## AMZNreturn 0.3778089 0.6063794 1.0000000 0.5981294
## GOOGLreturn 0.4036701 0.6945011 0.5981294 1.0000000
##
## , , 2016-02-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850532 0.4028270 0.4290580
## FBreturn 0.4850532 1.0000000 0.6312828 0.7143720
## AMZNreturn 0.4028270 0.6312828 1.0000000 0.6252289
## GOOGLreturn 0.4290580 0.7143720 0.6252289 1.0000000
##
## , , 2016-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4590951 0.3948625 0.4302303
## FBreturn 0.4590951 1.0000000 0.6304282 0.6886302
## AMZNreturn 0.3948625 0.6304282 1.0000000 0.6216214
## GOOGLreturn 0.4302303 0.6886302 0.6216214 1.0000000
##
## , , 2016-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4605964 0.3960839 0.4303954
## FBreturn 0.4605964 1.0000000 0.6268467 0.6840374
## AMZNreturn 0.3960839 0.6268467 1.0000000 0.6241871
## GOOGLreturn 0.4303954 0.6840374 0.6241871 1.0000000
##
## , , 2016-02-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4563934 0.3928858 0.4232626
## FBreturn 0.4563934 1.0000000 0.6256352 0.6825035
## AMZNreturn 0.3928858 0.6256352 1.0000000 0.6274195
## GOOGLreturn 0.4232626 0.6825035 0.6274195 1.0000000
##
## , , 2016-02-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4559916 0.3871634 0.4248479
## FBreturn 0.4559916 1.0000000 0.6225640 0.6777058
## AMZNreturn 0.3871634 0.6225640 1.0000000 0.6231029
## GOOGLreturn 0.4248479 0.6777058 0.6231029 1.0000000
##
## , , 2016-02-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4578268 0.3892759 0.4256320
## FBreturn 0.4578268 1.0000000 0.6199036 0.6744116
## AMZNreturn 0.3892759 0.6199036 1.0000000 0.6248208
## GOOGLreturn 0.4256320 0.6744116 0.6248208 1.0000000
##
## , , 2016-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4452234 0.4033888 0.4458993
## FBreturn 0.4452234 1.0000000 0.6102686 0.6563593
## AMZNreturn 0.4033888 0.6102686 1.0000000 0.6327384
## GOOGLreturn 0.4458993 0.6563593 0.6327384 1.0000000
##
## , , 2016-02-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4580034 0.4105782 0.4551695
## FBreturn 0.4580034 1.0000000 0.6131493 0.6696697
## AMZNreturn 0.4105782 0.6131493 1.0000000 0.6378894
## GOOGLreturn 0.4551695 0.6696697 0.6378894 1.0000000
##
## , , 2016-02-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4700566 0.4202233 0.4750212
## FBreturn 0.4700566 1.0000000 0.6159141 0.6706074
## AMZNreturn 0.4202233 0.6159141 1.0000000 0.6409370
## GOOGLreturn 0.4750212 0.6706074 0.6409370 1.0000000
##
## , , 2016-02-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4692531 0.4160722 0.4697283
## FBreturn 0.4692531 1.0000000 0.6155731 0.6691055
## AMZNreturn 0.4160722 0.6155731 1.0000000 0.6437667
## GOOGLreturn 0.4697283 0.6691055 0.6437667 1.0000000
##
## , , 2016-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4740684 0.4191955 0.4706564
## FBreturn 0.4740684 1.0000000 0.6234135 0.6707378
## AMZNreturn 0.4191955 0.6234135 1.0000000 0.6476504
## GOOGLreturn 0.4706564 0.6707378 0.6476504 1.0000000
##
## , , 2016-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4849970 0.4279506 0.4910227
## FBreturn 0.4849970 1.0000000 0.6248414 0.6723261
## AMZNreturn 0.4279506 0.6248414 1.0000000 0.6507456
## GOOGLreturn 0.4910227 0.6723261 0.6507456 1.0000000
##
## , , 2016-02-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894526 0.4243655 0.4904618
## FBreturn 0.4894526 1.0000000 0.6205588 0.6708246
## AMZNreturn 0.4243655 0.6205588 1.0000000 0.6495197
## GOOGLreturn 0.4904618 0.6708246 0.6495197 1.0000000
##
## , , 2016-02-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4911277 0.4229680 0.4887538
## FBreturn 0.4911277 1.0000000 0.6162523 0.6701333
## AMZNreturn 0.4229680 0.6162523 1.0000000 0.6449459
## GOOGLreturn 0.4887538 0.6701333 0.6449459 1.0000000
##
## , , 2016-02-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4903843 0.4221211 0.4817746
## FBreturn 0.4903843 1.0000000 0.6139829 0.6658981
## AMZNreturn 0.4221211 0.6139829 1.0000000 0.6428197
## GOOGLreturn 0.4817746 0.6658981 0.6428197 1.0000000
##
## , , 2016-03-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4904342 0.4220598 0.4771738
## FBreturn 0.4904342 1.0000000 0.6132745 0.6647665
## AMZNreturn 0.4220598 0.6132745 1.0000000 0.6437588
## GOOGLreturn 0.4771738 0.6647665 0.6437588 1.0000000
##
## , , 2016-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5185910 0.4788864 0.5285088
## FBreturn 0.5185910 1.0000000 0.6311524 0.6781377
## AMZNreturn 0.4788864 0.6311524 1.0000000 0.6805773
## GOOGLreturn 0.5285088 0.6781377 0.6805773 1.0000000
##
## , , 2016-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5159453 0.4739046 0.5202664
## FBreturn 0.5159453 1.0000000 0.6272766 0.6702119
## AMZNreturn 0.4739046 0.6272766 1.0000000 0.6772116
## GOOGLreturn 0.5202664 0.6702119 0.6772116 1.0000000
##
## , , 2016-03-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5097994 0.4625656 0.4977200
## FBreturn 0.5097994 1.0000000 0.6245106 0.6643564
## AMZNreturn 0.4625656 0.6245106 1.0000000 0.6758660
## GOOGLreturn 0.4977200 0.6643564 0.6758660 1.0000000
##
## , , 2016-03-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4880704 0.4435239 0.4828174
## FBreturn 0.4880704 1.0000000 0.6231414 0.6613776
## AMZNreturn 0.4435239 0.6231414 1.0000000 0.6740638
## GOOGLreturn 0.4828174 0.6613776 0.6740638 1.0000000
##
## , , 2016-03-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995950 0.4553557 0.4928862
## FBreturn 0.4995950 1.0000000 0.6355843 0.6736471
## AMZNreturn 0.4553557 0.6355843 1.0000000 0.6908830
## GOOGLreturn 0.4928862 0.6736471 0.6908830 1.0000000
##
## , , 2016-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4941646 0.4541026 0.4847018
## FBreturn 0.4941646 1.0000000 0.6294806 0.6702908
## AMZNreturn 0.4541026 0.6294806 1.0000000 0.6855593
## GOOGLreturn 0.4847018 0.6702908 0.6855593 1.0000000
##
## , , 2016-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4912974 0.4506395 0.4731466
## FBreturn 0.4912974 1.0000000 0.6201268 0.6708105
## AMZNreturn 0.4506395 0.6201268 1.0000000 0.6655950
## GOOGLreturn 0.4731466 0.6708105 0.6655950 1.0000000
##
## , , 2016-03-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4905628 0.4476847 0.4678000
## FBreturn 0.4905628 1.0000000 0.6174912 0.6590662
## AMZNreturn 0.4476847 0.6174912 1.0000000 0.6596951
## GOOGLreturn 0.4678000 0.6590662 0.6596951 1.0000000
##
## , , 2016-03-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4990314 0.4554884 0.4763022
## FBreturn 0.4990314 1.0000000 0.6248986 0.6660063
## AMZNreturn 0.4554884 0.6248986 1.0000000 0.6699893
## GOOGLreturn 0.4763022 0.6660063 0.6699893 1.0000000
##
## , , 2016-03-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4980689 0.4521693 0.4731935
## FBreturn 0.4980689 1.0000000 0.6219396 0.6627674
## AMZNreturn 0.4521693 0.6219396 1.0000000 0.6691865
## GOOGLreturn 0.4731935 0.6627674 0.6691865 1.0000000
##
## , , 2016-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4951730 0.4481890 0.4549315
## FBreturn 0.4951730 1.0000000 0.6200602 0.6582597
## AMZNreturn 0.4481890 0.6200602 1.0000000 0.6659880
## GOOGLreturn 0.4549315 0.6582597 0.6659880 1.0000000
##
## , , 2016-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5064770 0.4235385 0.4615641
## FBreturn 0.5064770 1.0000000 0.5951009 0.6600309
## AMZNreturn 0.4235385 0.5951009 1.0000000 0.6499561
## GOOGLreturn 0.4615641 0.6600309 0.6499561 1.0000000
##
## , , 2016-03-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049928 0.4145080 0.4598331
## FBreturn 0.5049928 1.0000000 0.5989993 0.6541892
## AMZNreturn 0.4145080 0.5989993 1.0000000 0.6259731
## GOOGLreturn 0.4598331 0.6541892 0.6259731 1.0000000
##
## , , 2016-03-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034768 0.4101476 0.4563362
## FBreturn 0.5034768 1.0000000 0.5908331 0.6488251
## AMZNreturn 0.4101476 0.5908331 1.0000000 0.6299857
## GOOGLreturn 0.4563362 0.6488251 0.6299857 1.0000000
##
## , , 2016-03-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5017115 0.4101929 0.4518716
## FBreturn 0.5017115 1.0000000 0.5907209 0.6459395
## AMZNreturn 0.4101929 0.5907209 1.0000000 0.6302742
## GOOGLreturn 0.4518716 0.6459395 0.6302742 1.0000000
##
## , , 2016-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4990894 0.4161754 0.4417188
## FBreturn 0.4990894 1.0000000 0.5888287 0.6424033
## AMZNreturn 0.4161754 0.5888287 1.0000000 0.6220769
## GOOGLreturn 0.4417188 0.6424033 0.6220769 1.0000000
##
## , , 2016-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916236 0.3966839 0.4443170
## FBreturn 0.4916236 1.0000000 0.5877176 0.6373962
## AMZNreturn 0.3966839 0.5877176 1.0000000 0.6093267
## GOOGLreturn 0.4443170 0.6373962 0.6093267 1.0000000
##
## , , 2016-03-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4859861 0.3719028 0.4462543
## FBreturn 0.4859861 1.0000000 0.5827419 0.6327162
## AMZNreturn 0.3719028 0.5827419 1.0000000 0.5868897
## GOOGLreturn 0.4462543 0.6327162 0.5868897 1.0000000
##
## , , 2016-03-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4784042 0.3802397 0.4467354
## FBreturn 0.4784042 1.0000000 0.5741877 0.6286852
## AMZNreturn 0.3802397 0.5741877 1.0000000 0.5923225
## GOOGLreturn 0.4467354 0.6286852 0.5923225 1.0000000
##
## , , 2016-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120255 0.4260122 0.4788552
## FBreturn 0.5120255 1.0000000 0.5964959 0.6451388
## AMZNreturn 0.4260122 0.5964959 1.0000000 0.6159747
## GOOGLreturn 0.4788552 0.6451388 0.6159747 1.0000000
##
## , , 2016-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4571815 0.4268481 0.4643733
## FBreturn 0.4571815 1.0000000 0.5789400 0.6356737
## AMZNreturn 0.4268481 0.5789400 1.0000000 0.6177967
## GOOGLreturn 0.4643733 0.6356737 0.6177967 1.0000000
##
## , , 2016-04-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4602942 0.4335795 0.4684224
## FBreturn 0.4602942 1.0000000 0.5784997 0.6344855
## AMZNreturn 0.4335795 0.5784997 1.0000000 0.6259558
## GOOGLreturn 0.4684224 0.6344855 0.6259558 1.0000000
##
## , , 2016-04-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4757849 0.4377499 0.4745584
## FBreturn 0.4757849 1.0000000 0.5822663 0.6402810
## AMZNreturn 0.4377499 0.5822663 1.0000000 0.6310163
## GOOGLreturn 0.4745584 0.6402810 0.6310163 1.0000000
##
## , , 2016-04-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3946709 0.4079850 0.4465676
## FBreturn 0.3946709 1.0000000 0.5881806 0.6366129
## AMZNreturn 0.4079850 0.5881806 1.0000000 0.6379494
## GOOGLreturn 0.4465676 0.6366129 0.6379494 1.0000000
##
## , , 2016-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3935937 0.4273800 0.4565050
## FBreturn 0.3935937 1.0000000 0.5797978 0.6316664
## AMZNreturn 0.4273800 0.5797978 1.0000000 0.6446857
## GOOGLreturn 0.4565050 0.6316664 0.6446857 1.0000000
##
## , , 2016-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4105823 0.4463141 0.4685064
## FBreturn 0.4105823 1.0000000 0.5861679 0.6371671
## AMZNreturn 0.4463141 0.5861679 1.0000000 0.6568507
## GOOGLreturn 0.4685064 0.6371671 0.6568507 1.0000000
##
## , , 2016-04-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4019779 0.4786933 0.4884710
## FBreturn 0.4019779 1.0000000 0.5757716 0.6301946
## AMZNreturn 0.4786933 0.5757716 1.0000000 0.6678316
## GOOGLreturn 0.4884710 0.6301946 0.6678316 1.0000000
##
## , , 2016-04-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3860870 0.4741114 0.4842828
## FBreturn 0.3860870 1.0000000 0.5366619 0.6064950
## AMZNreturn 0.4741114 0.5366619 1.0000000 0.6648626
## GOOGLreturn 0.4842828 0.6064950 0.6648626 1.0000000
##
## , , 2016-04-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3869497 0.4692653 0.4793923
## FBreturn 0.3869497 1.0000000 0.5370053 0.6069651
## AMZNreturn 0.4692653 0.5370053 1.0000000 0.6634634
## GOOGLreturn 0.4793923 0.6069651 0.6634634 1.0000000
##
## , , 2016-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4070962 0.4730619 0.4857798
## FBreturn 0.4070962 1.0000000 0.5472377 0.6152564
## AMZNreturn 0.4730619 0.5472377 1.0000000 0.6666328
## GOOGLreturn 0.4857798 0.6152564 0.6666328 1.0000000
##
## , , 2016-04-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4043723 0.4848473 0.4908937
## FBreturn 0.4043723 1.0000000 0.5380886 0.6104952
## AMZNreturn 0.4848473 0.5380886 1.0000000 0.6703127
## GOOGLreturn 0.4908937 0.6104952 0.6703127 1.0000000
##
## , , 2016-04-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4097571 0.4769137 0.4854948
## FBreturn 0.4097571 1.0000000 0.5426319 0.6124105
## AMZNreturn 0.4769137 0.5426319 1.0000000 0.6694518
## GOOGLreturn 0.4854948 0.6124105 0.6694518 1.0000000
##
## , , 2016-04-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4301695 0.4341712 0.4449977
## FBreturn 0.4301695 1.0000000 0.5310084 0.5986910
## AMZNreturn 0.4341712 0.5310084 1.0000000 0.6696051
## GOOGLreturn 0.4449977 0.5986910 0.6696051 1.0000000
##
## , , 2016-04-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4134444 0.3750663 0.3940486
## FBreturn 0.4134444 1.0000000 0.5333895 0.5995229
## AMZNreturn 0.3750663 0.5333895 1.0000000 0.6752818
## GOOGLreturn 0.3940486 0.5995229 0.6752818 1.0000000
##
## , , 2016-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4080393 0.3827590 0.4015116
## FBreturn 0.4080393 1.0000000 0.5070114 0.5622348
## AMZNreturn 0.3827590 0.5070114 1.0000000 0.6844676
## GOOGLreturn 0.4015116 0.5622348 0.6844676 1.0000000
##
## , , 2016-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4136461 0.3858431 0.4029418
## FBreturn 0.4136461 1.0000000 0.5107804 0.5673525
## AMZNreturn 0.3858431 0.5107804 1.0000000 0.6752926
## GOOGLreturn 0.4029418 0.5673525 0.6752926 1.0000000
##
## , , 2016-04-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4020719 0.3927296 0.3906417
## FBreturn 0.4020719 1.0000000 0.5064518 0.5757145
## AMZNreturn 0.3927296 0.5064518 1.0000000 0.6632581
## GOOGLreturn 0.3906417 0.5757145 0.6632581 1.0000000
##
## , , 2016-04-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4012402 0.3931192 0.3628501
## FBreturn 0.4012402 1.0000000 0.5418336 0.6283364
## AMZNreturn 0.3931192 0.5418336 1.0000000 0.6688099
## GOOGLreturn 0.3628501 0.6283364 0.6688099 1.0000000
##
## , , 2016-04-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4060118 0.3894946 0.3650408
## FBreturn 0.4060118 1.0000000 0.5454735 0.6284292
## AMZNreturn 0.3894946 0.5454735 1.0000000 0.6683526
## GOOGLreturn 0.3650408 0.6284292 0.6683526 1.0000000
##
## , , 2016-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4197163 0.4007184 0.3809168
## FBreturn 0.4197163 1.0000000 0.5599226 0.6369124
## AMZNreturn 0.4007184 0.5599226 1.0000000 0.6815706
## GOOGLreturn 0.3809168 0.6369124 0.6815706 1.0000000
##
## , , 2016-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3619807 0.4333314 0.3597380
## FBreturn 0.3619807 1.0000000 0.5485086 0.6341212
## AMZNreturn 0.4333314 0.5485086 1.0000000 0.6756001
## GOOGLreturn 0.3597380 0.6341212 0.6756001 1.0000000
##
## , , 2016-04-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2595495 0.4356210 0.3886959
## FBreturn 0.2595495 1.0000000 0.4680456 0.4466270
## AMZNreturn 0.4356210 0.4680456 1.0000000 0.6674025
## GOOGLreturn 0.3886959 0.4466270 0.6674025 1.0000000
##
## , , 2016-05-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2742479 0.3434946 0.3903038
## FBreturn 0.2742479 1.0000000 0.4040741 0.4584332
## AMZNreturn 0.3434946 0.4040741 1.0000000 0.5790603
## GOOGLreturn 0.3903038 0.4584332 0.5790603 1.0000000
##
## , , 2016-05-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2862105 0.3350119 0.3882757
## FBreturn 0.2862105 1.0000000 0.4208669 0.4743370
## AMZNreturn 0.3350119 0.4208669 1.0000000 0.5916112
## GOOGLreturn 0.3882757 0.4743370 0.5916112 1.0000000
##
## , , 2016-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2868482 0.3168900 0.3765926
## FBreturn 0.2868482 1.0000000 0.4422919 0.4921921
## AMZNreturn 0.3168900 0.4422919 1.0000000 0.6030567
## GOOGLreturn 0.3765926 0.4921921 0.6030567 1.0000000
##
## , , 2016-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.2937157 0.3233038 0.3767261
## FBreturn 0.2937157 1.0000000 0.4487089 0.5031888
## AMZNreturn 0.3233038 0.4487089 1.0000000 0.6045575
## GOOGLreturn 0.3767261 0.5031888 0.6045575 1.0000000
##
## , , 2016-05-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3087458 0.3299956 0.3788824
## FBreturn 0.3087458 1.0000000 0.4609884 0.5075458
## AMZNreturn 0.3299956 0.4609884 1.0000000 0.5918817
## GOOGLreturn 0.3788824 0.5075458 0.5918817 1.0000000
##
## , , 2016-05-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3138392 0.3235485 0.3698019
## FBreturn 0.3138392 1.0000000 0.4795785 0.5258176
## AMZNreturn 0.3235485 0.4795785 1.0000000 0.6070087
## GOOGLreturn 0.3698019 0.5258176 0.6070087 1.0000000
##
## , , 2016-05-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3262716 0.3288731 0.3741148
## FBreturn 0.3262716 1.0000000 0.4813179 0.5279397
## AMZNreturn 0.3288731 0.4813179 1.0000000 0.6108321
## GOOGLreturn 0.3741148 0.5279397 0.6108321 1.0000000
##
## , , 2016-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3408942 0.3349833 0.3806218
## FBreturn 0.3408942 1.0000000 0.4968679 0.5426180
## AMZNreturn 0.3349833 0.4968679 1.0000000 0.6275794
## GOOGLreturn 0.3806218 0.5426180 0.6275794 1.0000000
##
## , , 2016-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3587070 0.3277976 0.3936314
## FBreturn 0.3587070 1.0000000 0.4861588 0.5566090
## AMZNreturn 0.3277976 0.4861588 1.0000000 0.5985767
## GOOGLreturn 0.3936314 0.5566090 0.5985767 1.0000000
##
## , , 2016-05-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3470763 0.3203559 0.3963967
## FBreturn 0.3470763 1.0000000 0.4943090 0.5573826
## AMZNreturn 0.3203559 0.4943090 1.0000000 0.5998105
## GOOGLreturn 0.3963967 0.5573826 0.5998105 1.0000000
##
## , , 2016-05-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3546769 0.3224765 0.3978642
## FBreturn 0.3546769 1.0000000 0.5074093 0.5653436
## AMZNreturn 0.3224765 0.5074093 1.0000000 0.6053879
## GOOGLreturn 0.3978642 0.5653436 0.6053879 1.0000000
##
## , , 2016-05-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3192558 0.3173626 0.4098816
## FBreturn 0.3192558 1.0000000 0.5096763 0.5524455
## AMZNreturn 0.3173626 0.5096763 1.0000000 0.6056408
## GOOGLreturn 0.4098816 0.5524455 0.6056408 1.0000000
##
## , , 2016-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3345242 0.3256510 0.4125394
## FBreturn 0.3345242 1.0000000 0.5185723 0.5618110
## AMZNreturn 0.3256510 0.5185723 1.0000000 0.6270985
## GOOGLreturn 0.4125394 0.5618110 0.6270985 1.0000000
##
## , , 2016-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3478189 0.3323408 0.4151088
## FBreturn 0.3478189 1.0000000 0.5237733 0.5673484
## AMZNreturn 0.3323408 0.5237733 1.0000000 0.6288547
## GOOGLreturn 0.4151088 0.5673484 0.6288547 1.0000000
##
## , , 2016-05-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3608480 0.3382046 0.4183965
## FBreturn 0.3608480 1.0000000 0.5268727 0.5765344
## AMZNreturn 0.3382046 0.5268727 1.0000000 0.6248608
## GOOGLreturn 0.4183965 0.5765344 0.6248608 1.0000000
##
## , , 2016-05-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3744524 0.3459726 0.4265388
## FBreturn 0.3744524 1.0000000 0.5324674 0.5826594
## AMZNreturn 0.3459726 0.5324674 1.0000000 0.6267377
## GOOGLreturn 0.4265388 0.5826594 0.6267377 1.0000000
##
## , , 2016-05-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3578928 0.3338017 0.4098421
## FBreturn 0.3578928 1.0000000 0.5444663 0.5927225
## AMZNreturn 0.3338017 0.5444663 1.0000000 0.6330467
## GOOGLreturn 0.4098421 0.5927225 0.6330467 1.0000000
##
## , , 2016-05-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3869386 0.3484445 0.4315109
## FBreturn 0.3869386 1.0000000 0.5527355 0.6160270
## AMZNreturn 0.3484445 0.5527355 1.0000000 0.6346495
## GOOGLreturn 0.4315109 0.6160270 0.6346495 1.0000000
##
## , , 2016-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3885424 0.3555654 0.4347143
## FBreturn 0.3885424 1.0000000 0.5545230 0.6155235
## AMZNreturn 0.3555654 0.5545230 1.0000000 0.6366329
## GOOGLreturn 0.4347143 0.6155235 0.6366329 1.0000000
##
## , , 2016-05-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4024167 0.3640311 0.4298648
## FBreturn 0.4024167 1.0000000 0.5607545 0.5971333
## AMZNreturn 0.3640311 0.5607545 1.0000000 0.6311674
## GOOGLreturn 0.4298648 0.5971333 0.6311674 1.0000000
##
## , , 2016-05-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4092229 0.3678595 0.4219257
## FBreturn 0.4092229 1.0000000 0.5621695 0.5884296
## AMZNreturn 0.3678595 0.5621695 1.0000000 0.6088604
## GOOGLreturn 0.4219257 0.5884296 0.6088604 1.0000000
##
## , , 2016-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4200398 0.3531929 0.4219352
## FBreturn 0.4200398 1.0000000 0.5350557 0.5877753
## AMZNreturn 0.3531929 0.5350557 1.0000000 0.6040039
## GOOGLreturn 0.4219352 0.5877753 0.6040039 1.0000000
##
## , , 2016-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4223714 0.3677061 0.4188099
## FBreturn 0.4223714 1.0000000 0.5386468 0.5910593
## AMZNreturn 0.3677061 0.5386468 1.0000000 0.6060355
## GOOGLreturn 0.4188099 0.5910593 0.6060355 1.0000000
##
## , , 2016-06-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4284154 0.3525493 0.4251680
## FBreturn 0.4284154 1.0000000 0.5323022 0.5941848
## AMZNreturn 0.3525493 0.5323022 1.0000000 0.5884517
## GOOGLreturn 0.4251680 0.5941848 0.5884517 1.0000000
##
## , , 2016-06-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4304700 0.3546176 0.4180504
## FBreturn 0.4304700 1.0000000 0.5396230 0.5997083
## AMZNreturn 0.3546176 0.5396230 1.0000000 0.5970390
## GOOGLreturn 0.4180504 0.5997083 0.5970390 1.0000000
##
## , , 2016-06-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4375539 0.3577907 0.4062198
## FBreturn 0.4375539 1.0000000 0.5425790 0.5919455
## AMZNreturn 0.3577907 0.5425790 1.0000000 0.5981109
## GOOGLreturn 0.4062198 0.5919455 0.5981109 1.0000000
##
## , , 2016-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4322033 0.3560890 0.4088116
## FBreturn 0.4322033 1.0000000 0.5507833 0.5896257
## AMZNreturn 0.3560890 0.5507833 1.0000000 0.5990618
## GOOGLreturn 0.4088116 0.5896257 0.5990618 1.0000000
##
## , , 2016-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4334151 0.3598070 0.3977765
## FBreturn 0.4334151 1.0000000 0.5543557 0.5946766
## AMZNreturn 0.3598070 0.5543557 1.0000000 0.5969676
## GOOGLreturn 0.3977765 0.5946766 0.5969676 1.0000000
##
## , , 2016-06-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4335582 0.3629386 0.3968650
## FBreturn 0.4335582 1.0000000 0.5568698 0.5978207
## AMZNreturn 0.3629386 0.5568698 1.0000000 0.6010295
## GOOGLreturn 0.3968650 0.5978207 0.6010295 1.0000000
##
## , , 2016-06-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4521088 0.3829851 0.4135028
## FBreturn 0.4521088 1.0000000 0.5823852 0.6169296
## AMZNreturn 0.3829851 0.5823852 1.0000000 0.6204924
## GOOGLreturn 0.4135028 0.6169296 0.6204924 1.0000000
##
## , , 2016-06-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852945 0.3900913 0.4103147
## FBreturn 0.4852945 1.0000000 0.5752169 0.5953933
## AMZNreturn 0.3900913 0.5752169 1.0000000 0.6225304
## GOOGLreturn 0.4103147 0.5953933 0.6225304 1.0000000
##
## , , 2016-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4840476 0.3917400 0.4125435
## FBreturn 0.4840476 1.0000000 0.5777477 0.5984410
## AMZNreturn 0.3917400 0.5777477 1.0000000 0.6253857
## GOOGLreturn 0.4125435 0.5984410 0.6253857 1.0000000
##
## , , 2016-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4857460 0.3967062 0.4159369
## FBreturn 0.4857460 1.0000000 0.5800991 0.6015769
## AMZNreturn 0.3967062 0.5800991 1.0000000 0.6271069
## GOOGLreturn 0.4159369 0.6015769 0.6271069 1.0000000
##
## , , 2016-06-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4823335 0.3995483 0.4033330
## FBreturn 0.4823335 1.0000000 0.5775717 0.6021536
## AMZNreturn 0.3995483 0.5775717 1.0000000 0.6129525
## GOOGLreturn 0.4033330 0.6021536 0.6129525 1.0000000
##
## , , 2016-06-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4976554 0.4396268 0.4584849
## FBreturn 0.4976554 1.0000000 0.5892914 0.6121249
## AMZNreturn 0.4396268 0.5892914 1.0000000 0.6411343
## GOOGLreturn 0.4584849 0.6121249 0.6411343 1.0000000
##
## , , 2016-06-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4958201 0.4323727 0.4556741
## FBreturn 0.4958201 1.0000000 0.5883613 0.6137439
## AMZNreturn 0.4323727 0.5883613 1.0000000 0.6416667
## GOOGLreturn 0.4556741 0.6137439 0.6416667 1.0000000
##
## , , 2016-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995075 0.4293563 0.4558587
## FBreturn 0.4995075 1.0000000 0.5858715 0.6155047
## AMZNreturn 0.4293563 0.5858715 1.0000000 0.6418871
## GOOGLreturn 0.4558587 0.6155047 0.6418871 1.0000000
##
## , , 2016-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5002827 0.4311253 0.4531336
## FBreturn 0.5002827 1.0000000 0.5884543 0.6144310
## AMZNreturn 0.4311253 0.5884543 1.0000000 0.6370251
## GOOGLreturn 0.4531336 0.6144310 0.6370251 1.0000000
##
## , , 2016-06-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5023170 0.4337031 0.4547067
## FBreturn 0.5023170 1.0000000 0.5955149 0.6184568
## AMZNreturn 0.4337031 0.5955149 1.0000000 0.6397038
## GOOGLreturn 0.4547067 0.6184568 0.6397038 1.0000000
##
## , , 2016-06-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5543037 0.4967565 0.5253102
## FBreturn 0.5543037 1.0000000 0.6418936 0.6691697
## AMZNreturn 0.4967565 0.6418936 1.0000000 0.6922026
## GOOGLreturn 0.5253102 0.6691697 0.6922026 1.0000000
##
## , , 2016-06-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5588580 0.4958889 0.5175214
## FBreturn 0.5588580 1.0000000 0.6349940 0.6466024
## AMZNreturn 0.4958889 0.6349940 1.0000000 0.6883683
## GOOGLreturn 0.5175214 0.6466024 0.6883683 1.0000000
##
## , , 2016-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5682025 0.5031560 0.5257329
## FBreturn 0.5682025 1.0000000 0.6453605 0.6615364
## AMZNreturn 0.5031560 0.6453605 1.0000000 0.6957652
## GOOGLreturn 0.5257329 0.6615364 0.6957652 1.0000000
##
## , , 2016-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5654949 0.4991466 0.5200155
## FBreturn 0.5654949 1.0000000 0.6434897 0.6586301
## AMZNreturn 0.4991466 0.6434897 1.0000000 0.6926695
## GOOGLreturn 0.5200155 0.6586301 0.6926695 1.0000000
##
## , , 2016-07-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5552815 0.4860289 0.5219196
## FBreturn 0.5552815 1.0000000 0.6391606 0.6506770
## AMZNreturn 0.4860289 0.6391606 1.0000000 0.6804402
## GOOGLreturn 0.5219196 0.6506770 0.6804402 1.0000000
##
## , , 2016-07-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5494990 0.4793358 0.5148165
## FBreturn 0.5494990 1.0000000 0.6288411 0.6438308
## AMZNreturn 0.4793358 0.6288411 1.0000000 0.6819467
## GOOGLreturn 0.5148165 0.6438308 0.6819467 1.0000000
##
## , , 2016-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5419096 0.4693650 0.5160401
## FBreturn 0.5419096 1.0000000 0.6254437 0.6396884
## AMZNreturn 0.4693650 0.6254437 1.0000000 0.6738131
## GOOGLreturn 0.5160401 0.6396884 0.6738131 1.0000000
##
## , , 2016-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5378228 0.4682744 0.5122593
## FBreturn 0.5378228 1.0000000 0.6296538 0.6382294
## AMZNreturn 0.4682744 0.6296538 1.0000000 0.6740785
## GOOGLreturn 0.5122593 0.6382294 0.6740785 1.0000000
##
## , , 2016-07-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5258047 0.4612590 0.5022186
## FBreturn 0.5258047 1.0000000 0.6266395 0.6391942
## AMZNreturn 0.4612590 0.6266395 1.0000000 0.6728349
## GOOGLreturn 0.5022186 0.6391942 0.6728349 1.0000000
##
## , , 2016-07-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5278928 0.4631845 0.5031491
## FBreturn 0.5278928 1.0000000 0.6299614 0.6466918
## AMZNreturn 0.4631845 0.6299614 1.0000000 0.6774492
## GOOGLreturn 0.5031491 0.6466918 0.6774492 1.0000000
##
## , , 2016-07-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5248691 0.4588317 0.4959303
## FBreturn 0.5248691 1.0000000 0.6265773 0.6434733
## AMZNreturn 0.4588317 0.6265773 1.0000000 0.6797863
## GOOGLreturn 0.4959303 0.6434733 0.6797863 1.0000000
##
## , , 2016-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5200855 0.4455977 0.4927267
## FBreturn 0.5200855 1.0000000 0.6211083 0.6384366
## AMZNreturn 0.4455977 0.6211083 1.0000000 0.6603807
## GOOGLreturn 0.4927267 0.6384366 0.6603807 1.0000000
##
## , , 2016-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5229242 0.4486235 0.4919504
## FBreturn 0.5229242 1.0000000 0.6240619 0.6403628
## AMZNreturn 0.4486235 0.6240619 1.0000000 0.6621512
## GOOGLreturn 0.4919504 0.6403628 0.6621512 1.0000000
##
## , , 2016-07-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5136130 0.4208097 0.4976762
## FBreturn 0.5136130 1.0000000 0.6181226 0.6393110
## AMZNreturn 0.4208097 0.6181226 1.0000000 0.6511078
## GOOGLreturn 0.4976762 0.6393110 0.6511078 1.0000000
##
## , , 2016-07-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5115371 0.4188378 0.4930978
## FBreturn 0.5115371 1.0000000 0.6151859 0.6387965
## AMZNreturn 0.4188378 0.6151859 1.0000000 0.6494555
## GOOGLreturn 0.4930978 0.6387965 0.6494555 1.0000000
##
## , , 2016-07-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5242150 0.4130312 0.5047854
## FBreturn 0.5242150 1.0000000 0.5933026 0.6613726
## AMZNreturn 0.4130312 0.5933026 1.0000000 0.6229985
## GOOGLreturn 0.5047854 0.6613726 0.6229985 1.0000000
##
## , , 2016-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5177990 0.4114060 0.4996613
## FBreturn 0.5177990 1.0000000 0.5944787 0.6524360
## AMZNreturn 0.4114060 0.5944787 1.0000000 0.6212515
## GOOGLreturn 0.4996613 0.6524360 0.6212515 1.0000000
##
## , , 2016-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5119772 0.4105484 0.4943203
## FBreturn 0.5119772 1.0000000 0.5976416 0.6509665
## AMZNreturn 0.4105484 0.5976416 1.0000000 0.6247802
## GOOGLreturn 0.4943203 0.6509665 0.6247802 1.0000000
##
## , , 2016-07-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5168250 0.4134932 0.4931332
## FBreturn 0.5168250 1.0000000 0.5963046 0.6501575
## AMZNreturn 0.4134932 0.5963046 1.0000000 0.6281125
## GOOGLreturn 0.4931332 0.6501575 0.6281125 1.0000000
##
## , , 2016-07-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049215 0.4121889 0.4703227
## FBreturn 0.5049215 1.0000000 0.5944233 0.6483354
## AMZNreturn 0.4121889 0.5944233 1.0000000 0.6256108
## GOOGLreturn 0.4703227 0.6483354 0.6256108 1.0000000
##
## , , 2016-07-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862989 0.4267988 0.4670032
## FBreturn 0.4862989 1.0000000 0.5853351 0.6443571
## AMZNreturn 0.4267988 0.5853351 1.0000000 0.6280127
## GOOGLreturn 0.4670032 0.6443571 0.6280127 1.0000000
##
## , , 2016-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4913594 0.4311902 0.4629981
## FBreturn 0.4913594 1.0000000 0.5891635 0.6407419
## AMZNreturn 0.4311902 0.5891635 1.0000000 0.6278109
## GOOGLreturn 0.4629981 0.6407419 0.6278109 1.0000000
##
## , , 2016-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5158997 0.3681290 0.4307236
## FBreturn 0.5158997 1.0000000 0.5772913 0.6396036
## AMZNreturn 0.3681290 0.5772913 1.0000000 0.6281558
## GOOGLreturn 0.4307236 0.6396036 0.6281558 1.0000000
##
## , , 2016-07-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5292484 0.3928430 0.4294819
## FBreturn 0.5292484 1.0000000 0.6058372 0.6223902
## AMZNreturn 0.3928430 0.6058372 1.0000000 0.6155167
## GOOGLreturn 0.4294819 0.6223902 0.6155167 1.0000000
##
## , , 2016-08-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5257768 0.3901434 0.3923102
## FBreturn 0.5257768 1.0000000 0.5888904 0.5397376
## AMZNreturn 0.3901434 0.5888904 1.0000000 0.6060022
## GOOGLreturn 0.3923102 0.5397376 0.6060022 1.0000000
##
## , , 2016-08-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087521 0.4083037 0.4095538
## FBreturn 0.5087521 1.0000000 0.5782738 0.5384435
## AMZNreturn 0.4083037 0.5782738 1.0000000 0.6169005
## GOOGLreturn 0.4095538 0.5384435 0.6169005 1.0000000
##
## , , 2016-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5194648 0.4303030 0.4106862
## FBreturn 0.5194648 1.0000000 0.5887077 0.5453227
## AMZNreturn 0.4303030 0.5887077 1.0000000 0.6160586
## GOOGLreturn 0.4106862 0.5453227 0.6160586 1.0000000
##
## , , 2016-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4929865 0.4036001 0.4049260
## FBreturn 0.4929865 1.0000000 0.5941049 0.5508279
## AMZNreturn 0.4036001 0.5941049 1.0000000 0.6166771
## GOOGLreturn 0.4049260 0.5508279 0.6166771 1.0000000
##
## , , 2016-08-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4949338 0.4078787 0.4025311
## FBreturn 0.4949338 1.0000000 0.5963988 0.5334702
## AMZNreturn 0.4078787 0.5963988 1.0000000 0.6122995
## GOOGLreturn 0.4025311 0.5334702 0.6122995 1.0000000
##
## , , 2016-08-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995134 0.4130561 0.4205692
## FBreturn 0.4995134 1.0000000 0.5979146 0.5454528
## AMZNreturn 0.4130561 0.5979146 1.0000000 0.6174928
## GOOGLreturn 0.4205692 0.5454528 0.6174928 1.0000000
##
## , , 2016-08-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4967834 0.4088786 0.4135109
## FBreturn 0.4967834 1.0000000 0.5966836 0.5505752
## AMZNreturn 0.4088786 0.5966836 1.0000000 0.6201820
## GOOGLreturn 0.4135109 0.5505752 0.6201820 1.0000000
##
## , , 2016-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942909 0.4087624 0.4158914
## FBreturn 0.4942909 1.0000000 0.5956634 0.5560306
## AMZNreturn 0.4087624 0.5956634 1.0000000 0.6225321
## GOOGLreturn 0.4158914 0.5560306 0.6225321 1.0000000
##
## , , 2016-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4936245 0.4090294 0.4139954
## FBreturn 0.4936245 1.0000000 0.5952352 0.5614400
## AMZNreturn 0.4090294 0.5952352 1.0000000 0.6244914
## GOOGLreturn 0.4139954 0.5614400 0.6244914 1.0000000
##
## , , 2016-08-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4932207 0.4082905 0.4159389
## FBreturn 0.4932207 1.0000000 0.5927140 0.5670314
## AMZNreturn 0.4082905 0.5927140 1.0000000 0.6257630
## GOOGLreturn 0.4159389 0.5670314 0.6257630 1.0000000
##
## , , 2016-08-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4917989 0.4083453 0.4164156
## FBreturn 0.4917989 1.0000000 0.5921370 0.5723325
## AMZNreturn 0.4083453 0.5921370 1.0000000 0.6275947
## GOOGLreturn 0.4164156 0.5723325 0.6275947 1.0000000
##
## , , 2016-08-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4563745 0.3794726 0.4063946
## FBreturn 0.4563745 1.0000000 0.5983296 0.5756919
## AMZNreturn 0.3794726 0.5983296 1.0000000 0.6285025
## GOOGLreturn 0.4063946 0.5756919 0.6285025 1.0000000
##
## , , 2016-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4592022 0.3822201 0.4092642
## FBreturn 0.4592022 1.0000000 0.5989519 0.5820583
## AMZNreturn 0.3822201 0.5989519 1.0000000 0.6347294
## GOOGLreturn 0.4092642 0.5820583 0.6347294 1.0000000
##
## , , 2016-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4525684 0.3848607 0.4082161
## FBreturn 0.4525684 1.0000000 0.5904972 0.5886263
## AMZNreturn 0.3848607 0.5904972 1.0000000 0.6335339
## GOOGLreturn 0.4082161 0.5886263 0.6335339 1.0000000
##
## , , 2016-08-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4560841 0.3877265 0.4118308
## FBreturn 0.4560841 1.0000000 0.5894854 0.5946664
## AMZNreturn 0.3877265 0.5894854 1.0000000 0.6350306
## GOOGLreturn 0.4118308 0.5946664 0.6350306 1.0000000
##
## , , 2016-08-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4552750 0.3771156 0.4105222
## FBreturn 0.4552750 1.0000000 0.5893819 0.5989990
## AMZNreturn 0.3771156 0.5893819 1.0000000 0.6364628
## GOOGLreturn 0.4105222 0.5989990 0.6364628 1.0000000
##
## , , 2016-08-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4408050 0.3728391 0.4166165
## FBreturn 0.4408050 1.0000000 0.5890430 0.5937271
## AMZNreturn 0.3728391 0.5890430 1.0000000 0.6347801
## GOOGLreturn 0.4166165 0.5937271 0.6347801 1.0000000
##
## , , 2016-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4437285 0.3772730 0.4170601
## FBreturn 0.4437285 1.0000000 0.5882365 0.5966532
## AMZNreturn 0.3772730 0.5882365 1.0000000 0.6349836
## GOOGLreturn 0.4170601 0.5966532 0.6349836 1.0000000
##
## , , 2016-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4579076 0.3924473 0.4236327
## FBreturn 0.4579076 1.0000000 0.5958019 0.6019439
## AMZNreturn 0.3924473 0.5958019 1.0000000 0.6384218
## GOOGLreturn 0.4236327 0.6019439 0.6384218 1.0000000
##
## , , 2016-08-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4558805 0.3912097 0.4268341
## FBreturn 0.4558805 1.0000000 0.5952192 0.6016526
## AMZNreturn 0.3912097 0.5952192 1.0000000 0.6376246
## GOOGLreturn 0.4268341 0.6016526 0.6376246 1.0000000
##
## , , 2016-08-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4381877 0.3670948 0.4222142
## FBreturn 0.4381877 1.0000000 0.6025121 0.6021758
## AMZNreturn 0.3670948 0.6025121 1.0000000 0.6339297
## GOOGLreturn 0.4222142 0.6021758 0.6339297 1.0000000
##
## , , 2016-08-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4289679 0.3702811 0.4218945
## FBreturn 0.4289679 1.0000000 0.5940678 0.6006119
## AMZNreturn 0.3702811 0.5940678 1.0000000 0.6353638
## GOOGLreturn 0.4218945 0.6006119 0.6353638 1.0000000
##
## , , 2016-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4453343 0.3828452 0.4308410
## FBreturn 0.4453343 1.0000000 0.5988910 0.6077864
## AMZNreturn 0.3828452 0.5988910 1.0000000 0.6402408
## GOOGLreturn 0.4308410 0.6077864 0.6402408 1.0000000
##
## , , 2016-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4487876 0.3855054 0.4306091
## FBreturn 0.4487876 1.0000000 0.5978861 0.6082308
## AMZNreturn 0.3855054 0.5978861 1.0000000 0.6400049
## GOOGLreturn 0.4306091 0.6082308 0.6400049 1.0000000
##
## , , 2016-09-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4493910 0.3862238 0.4308990
## FBreturn 0.4493910 1.0000000 0.5968934 0.6096951
## AMZNreturn 0.3862238 0.5968934 1.0000000 0.6407855
## GOOGLreturn 0.4308990 0.6096951 0.6407855 1.0000000
##
## , , 2016-09-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4535919 0.3852778 0.4382084
## FBreturn 0.4535919 1.0000000 0.5957090 0.6121583
## AMZNreturn 0.3852778 0.5957090 1.0000000 0.6396899
## GOOGLreturn 0.4382084 0.6121583 0.6396899 1.0000000
##
## , , 2016-09-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4140070 0.3652897 0.4268648
## FBreturn 0.4140070 1.0000000 0.6347292 0.6263410
## AMZNreturn 0.3652897 0.6347292 1.0000000 0.6549607
## GOOGLreturn 0.4268648 0.6263410 0.6549607 1.0000000
##
## , , 2016-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4255930 0.3531785 0.4224904
## FBreturn 0.4255930 1.0000000 0.6076689 0.6179664
## AMZNreturn 0.3531785 0.6076689 1.0000000 0.6533043
## GOOGLreturn 0.4224904 0.6179664 0.6533043 1.0000000
##
## , , 2016-09-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4424137 0.3420513 0.4338913
## FBreturn 0.4424137 1.0000000 0.6045655 0.6241691
## AMZNreturn 0.3420513 0.6045655 1.0000000 0.6515705
## GOOGLreturn 0.4338913 0.6241691 0.6515705 1.0000000
##
## , , 2016-09-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4949559 0.4064656 0.4662868
## FBreturn 0.4949559 1.0000000 0.6640137 0.6487856
## AMZNreturn 0.4064656 0.6640137 1.0000000 0.6735157
## GOOGLreturn 0.4662868 0.6487856 0.6735157 1.0000000
##
## , , 2016-09-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5062772 0.4216790 0.4826177
## FBreturn 0.5062772 1.0000000 0.6641312 0.6538748
## AMZNreturn 0.4216790 0.6641312 1.0000000 0.6780348
## GOOGLreturn 0.4826177 0.6538748 0.6780348 1.0000000
##
## , , 2016-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4593227 0.3749902 0.4157218
## FBreturn 0.4593227 1.0000000 0.6655175 0.6598344
## AMZNreturn 0.3749902 0.6655175 1.0000000 0.6844899
## GOOGLreturn 0.4157218 0.6598344 0.6844899 1.0000000
##
## , , 2016-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4704546 0.3545301 0.4040782
## FBreturn 0.4704546 1.0000000 0.6536804 0.6553595
## AMZNreturn 0.3545301 0.6536804 1.0000000 0.6810482
## GOOGLreturn 0.4040782 0.6553595 0.6810482 1.0000000
##
## , , 2016-09-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.4797270 0.3667360 0.4301700
## FBreturn 0.479727 1.0000000 0.6517808 0.6580241
## AMZNreturn 0.366736 0.6517808 1.0000000 0.6809636
## GOOGLreturn 0.430170 0.6580241 0.6809636 1.0000000
##
## , , 2016-09-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4675588 0.3605214 0.4344553
## FBreturn 0.4675588 1.0000000 0.6500639 0.6390472
## AMZNreturn 0.3605214 0.6500639 1.0000000 0.6648478
## GOOGLreturn 0.4344553 0.6390472 0.6648478 1.0000000
##
## , , 2016-09-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721222 0.3695865 0.4372170
## FBreturn 0.4721222 1.0000000 0.6468649 0.6392468
## AMZNreturn 0.3695865 0.6468649 1.0000000 0.6648278
## GOOGLreturn 0.4372170 0.6392468 0.6648278 1.0000000
##
## , , 2016-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4728891 0.3715572 0.4353389
## FBreturn 0.4728891 1.0000000 0.6384442 0.6333040
## AMZNreturn 0.3715572 0.6384442 1.0000000 0.6650396
## GOOGLreturn 0.4353389 0.6333040 0.6650396 1.0000000
##
## , , 2016-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4686144 0.3701813 0.4327239
## FBreturn 0.4686144 1.0000000 0.6395679 0.6358125
## AMZNreturn 0.3701813 0.6395679 1.0000000 0.6665038
## GOOGLreturn 0.4327239 0.6358125 0.6665038 1.0000000
##
## , , 2016-09-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.4656650 0.3839350 0.4415720
## FBreturn 0.465665 1.0000000 0.6200552 0.6231571
## AMZNreturn 0.383935 0.6200552 1.0000000 0.6757239
## GOOGLreturn 0.441572 0.6231571 0.6757239 1.0000000
##
## , , 2016-09-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4935725 0.3817371 0.4393794
## FBreturn 0.4935725 1.0000000 0.6046899 0.6147414
## AMZNreturn 0.3817371 0.6046899 1.0000000 0.6737219
## GOOGLreturn 0.4393794 0.6147414 0.6737219 1.0000000
##
## , , 2016-09-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4896055 0.3796599 0.4286741
## FBreturn 0.4896055 1.0000000 0.6082951 0.6204366
## AMZNreturn 0.3796599 0.6082951 1.0000000 0.6787135
## GOOGLreturn 0.4286741 0.6204366 0.6787135 1.0000000
##
## , , 2016-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4867792 0.3775630 0.4288353
## FBreturn 0.4867792 1.0000000 0.6192669 0.6280852
## AMZNreturn 0.3775630 0.6192669 1.0000000 0.6818814
## GOOGLreturn 0.4288353 0.6280852 0.6818814 1.0000000
##
## , , 2016-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873200 0.3867290 0.4252023
## FBreturn 0.4873200 1.0000000 0.6132992 0.6262717
## AMZNreturn 0.3867290 0.6132992 1.0000000 0.6645137
## GOOGLreturn 0.4252023 0.6262717 0.6645137 1.0000000
##
## , , 2016-09-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4976393 0.3874253 0.4416419
## FBreturn 0.4976393 1.0000000 0.6104861 0.6324573
## AMZNreturn 0.3874253 0.6104861 1.0000000 0.6608193
## GOOGLreturn 0.4416419 0.6324573 0.6608193 1.0000000
##
## , , 2016-10-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4943384 0.3953932 0.4420302
## FBreturn 0.4943384 1.0000000 0.6040302 0.6315659
## AMZNreturn 0.3953932 0.6040302 1.0000000 0.6586945
## GOOGLreturn 0.4420302 0.6315659 0.6586945 1.0000000
##
## , , 2016-10-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873678 0.3986169 0.4448280
## FBreturn 0.4873678 1.0000000 0.5980900 0.6229071
## AMZNreturn 0.3986169 0.5980900 1.0000000 0.6588177
## GOOGLreturn 0.4448280 0.6229071 0.6588177 1.0000000
##
## , , 2016-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4799607 0.3945959 0.4451332
## FBreturn 0.4799607 1.0000000 0.5996779 0.6172364
## AMZNreturn 0.3945959 0.5996779 1.0000000 0.6535619
## GOOGLreturn 0.4451332 0.6172364 0.6535619 1.0000000
##
## , , 2016-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4801325 0.3905482 0.4443181
## FBreturn 0.4801325 1.0000000 0.5950441 0.6162256
## AMZNreturn 0.3905482 0.5950441 1.0000000 0.6380761
## GOOGLreturn 0.4443181 0.6162256 0.6380761 1.0000000
##
## , , 2016-10-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4807569 0.3811741 0.4440048
## FBreturn 0.4807569 1.0000000 0.5896278 0.6173876
## AMZNreturn 0.3811741 0.5896278 1.0000000 0.6342597
## GOOGLreturn 0.4440048 0.6173876 0.6342597 1.0000000
##
## , , 2016-10-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4812624 0.3821377 0.4417948
## FBreturn 0.4812624 1.0000000 0.5863210 0.6152310
## AMZNreturn 0.3821377 0.5863210 1.0000000 0.6370735
## GOOGLreturn 0.4417948 0.6152310 0.6370735 1.0000000
##
## , , 2016-10-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968553 0.3787545 0.4683068
## FBreturn 0.4968553 1.0000000 0.5827288 0.6265430
## AMZNreturn 0.3787545 0.5827288 1.0000000 0.6272459
## GOOGLreturn 0.4683068 0.6265430 0.6272459 1.0000000
##
## , , 2016-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4852610 0.3701573 0.4612355
## FBreturn 0.4852610 1.0000000 0.5991839 0.6331409
## AMZNreturn 0.3701573 0.5991839 1.0000000 0.6353061
## GOOGLreturn 0.4612355 0.6331409 0.6353061 1.0000000
##
## , , 2016-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4843370 0.3745684 0.4595558
## FBreturn 0.4843370 1.0000000 0.5984778 0.6329369
## AMZNreturn 0.3745684 0.5984778 1.0000000 0.6368953
## GOOGLreturn 0.4595558 0.6329369 0.6368953 1.0000000
##
## , , 2016-10-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873946 0.3815928 0.4610686
## FBreturn 0.4873946 1.0000000 0.6037007 0.6409168
## AMZNreturn 0.3815928 0.6037007 1.0000000 0.6434714
## GOOGLreturn 0.4610686 0.6409168 0.6434714 1.0000000
##
## , , 2016-10-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4862396 0.3687147 0.4582487
## FBreturn 0.4862396 1.0000000 0.5961562 0.6397985
## AMZNreturn 0.3687147 0.5961562 1.0000000 0.6375215
## GOOGLreturn 0.4582487 0.6397985 0.6375215 1.0000000
##
## , , 2016-10-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4865067 0.3702439 0.4558187
## FBreturn 0.4865067 1.0000000 0.5946849 0.6363443
## AMZNreturn 0.3702439 0.5946849 1.0000000 0.6243227
## GOOGLreturn 0.4558187 0.6363443 0.6243227 1.0000000
##
## , , 2016-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4814133 0.3716742 0.4373685
## FBreturn 0.4814133 1.0000000 0.5959907 0.6391111
## AMZNreturn 0.3716742 0.5959907 1.0000000 0.6227510
## GOOGLreturn 0.4373685 0.6391111 0.6227510 1.0000000
##
## , , 2016-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4655726 0.3755121 0.4300903
## FBreturn 0.4655726 1.0000000 0.5870841 0.6397415
## AMZNreturn 0.3755121 0.5870841 1.0000000 0.6222338
## GOOGLreturn 0.4300903 0.6397415 0.6222338 1.0000000
##
## , , 2016-10-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4675891 0.3781259 0.4303991
## FBreturn 0.4675891 1.0000000 0.5896231 0.6408961
## AMZNreturn 0.3781259 0.5896231 1.0000000 0.6302467
## GOOGLreturn 0.4303991 0.6408961 0.6302467 1.0000000
##
## , , 2016-10-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4357285 0.3680582 0.4270892
## FBreturn 0.4357285 1.0000000 0.5969909 0.6285018
## AMZNreturn 0.3680582 0.5969909 1.0000000 0.6309032
## GOOGLreturn 0.4270892 0.6285018 0.6309032 1.0000000
##
## , , 2016-10-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4485517 0.3932918 0.4427304
## FBreturn 0.4485517 1.0000000 0.6007597 0.6340103
## AMZNreturn 0.3932918 0.6007597 1.0000000 0.6467970
## GOOGLreturn 0.4427304 0.6340103 0.6467970 1.0000000
##
## , , 2016-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4358184 0.3867647 0.4270118
## FBreturn 0.4358184 1.0000000 0.6037061 0.6414239
## AMZNreturn 0.3867647 0.6037061 1.0000000 0.6504179
## GOOGLreturn 0.4270118 0.6414239 0.6504179 1.0000000
##
## , , 2016-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4566292 0.4306897 0.4368795
## FBreturn 0.4566292 1.0000000 0.6122781 0.6453880
## AMZNreturn 0.4306897 0.6122781 1.0000000 0.6547903
## GOOGLreturn 0.4368795 0.6453880 0.6547903 1.0000000
##
## , , 2016-10-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4720332 0.4334295 0.4419593
## FBreturn 0.4720332 1.0000000 0.6088615 0.6434090
## AMZNreturn 0.4334295 0.6088615 1.0000000 0.6561023
## GOOGLreturn 0.4419593 0.6434090 0.6561023 1.0000000
##
## , , 2016-10-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4494537 0.4279966 0.4355932
## FBreturn 0.4494537 1.0000000 0.4688937 0.6394853
## AMZNreturn 0.4279966 0.4688937 1.0000000 0.5727974
## GOOGLreturn 0.4355932 0.6394853 0.5727974 1.0000000
##
## , , 2016-11-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4511464 0.4227205 0.4308367
## FBreturn 0.4511464 1.0000000 0.4595644 0.6444990
## AMZNreturn 0.4227205 0.4595644 1.0000000 0.5445321
## GOOGLreturn 0.4308367 0.6444990 0.5445321 1.0000000
##
## , , 2016-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4727857 0.4216794 0.4347985
## FBreturn 0.4727857 1.0000000 0.4703781 0.6444706
## AMZNreturn 0.4216794 0.4703781 1.0000000 0.5537331
## GOOGLreturn 0.4347985 0.6444706 0.5537331 1.0000000
##
## , , 2016-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4532641 0.4145612 0.4184430
## FBreturn 0.4532641 1.0000000 0.4988392 0.6688874
## AMZNreturn 0.4145612 0.4988392 1.0000000 0.5764000
## GOOGLreturn 0.4184430 0.6688874 0.5764000 1.0000000
##
## , , 2016-11-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4573815 0.4101980 0.4258015
## FBreturn 0.4573815 1.0000000 0.4384091 0.6200958
## AMZNreturn 0.4101980 0.4384091 1.0000000 0.5792482
## GOOGLreturn 0.4258015 0.6200958 0.5792482 1.0000000
##
## , , 2016-11-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4468648 0.4195150 0.4214454
## FBreturn 0.4468648 1.0000000 0.4368292 0.6197228
## AMZNreturn 0.4195150 0.4368292 1.0000000 0.5785378
## GOOGLreturn 0.4214454 0.6197228 0.5785378 1.0000000
##
## , , 2016-11-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4521746 0.4404271 0.4482198
## FBreturn 0.4521746 1.0000000 0.4480229 0.6083853
## AMZNreturn 0.4404271 0.4480229 1.0000000 0.6100968
## GOOGLreturn 0.4482198 0.6083853 0.6100968 1.0000000
##
## , , 2016-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4560850 0.4378360 0.4490895
## FBreturn 0.4560850 1.0000000 0.4541719 0.6151138
## AMZNreturn 0.4378360 0.4541719 1.0000000 0.6076253
## GOOGLreturn 0.4490895 0.6151138 0.6076253 1.0000000
##
## , , 2016-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4591065 0.4359467 0.4486344
## FBreturn 0.4591065 1.0000000 0.4694065 0.6196231
## AMZNreturn 0.4359467 0.4694065 1.0000000 0.6189139
## GOOGLreturn 0.4486344 0.6196231 0.6189139 1.0000000
##
## , , 2016-11-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4808376 0.4772628 0.5054554
## FBreturn 0.4808376 1.0000000 0.4953088 0.6294213
## AMZNreturn 0.4772628 0.4953088 1.0000000 0.6494249
## GOOGLreturn 0.5054554 0.6294213 0.6494249 1.0000000
##
## , , 2016-11-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4665057 0.4693771 0.4913466
## FBreturn 0.4665057 1.0000000 0.5004163 0.6324374
## AMZNreturn 0.4693771 0.5004163 1.0000000 0.6490148
## GOOGLreturn 0.4913466 0.6324374 0.6490148 1.0000000
##
## , , 2016-11-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4973950 0.4862143 0.5202274
## FBreturn 0.4973950 1.0000000 0.5247241 0.6535106
## AMZNreturn 0.4862143 0.5247241 1.0000000 0.6618895
## GOOGLreturn 0.5202274 0.6535106 0.6618895 1.0000000
##
## , , 2016-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5042619 0.4915086 0.5250623
## FBreturn 0.5042619 1.0000000 0.5385005 0.6567049
## AMZNreturn 0.4915086 0.5385005 1.0000000 0.6739084
## GOOGLreturn 0.5250623 0.6567049 0.6739084 1.0000000
##
## , , 2016-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4738104 0.4761277 0.5153352
## FBreturn 0.4738104 1.0000000 0.5397494 0.6491774
## AMZNreturn 0.4761277 0.5397494 1.0000000 0.6718961
## GOOGLreturn 0.5153352 0.6491774 0.6718961 1.0000000
##
## , , 2016-11-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4695367 0.4692028 0.5065942
## FBreturn 0.4695367 1.0000000 0.5461845 0.6508126
## AMZNreturn 0.4692028 0.5461845 1.0000000 0.6721455
## GOOGLreturn 0.5065942 0.6508126 0.6721455 1.0000000
##
## , , 2016-11-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4694863 0.4649214 0.4934254
## FBreturn 0.4694863 1.0000000 0.5460642 0.6498211
## AMZNreturn 0.4649214 0.5460642 1.0000000 0.6555395
## GOOGLreturn 0.4934254 0.6498211 0.6555395 1.0000000
##
## , , 2016-11-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901055 0.4752567 0.4996134
## FBreturn 0.4901055 1.0000000 0.5672507 0.6530271
## AMZNreturn 0.4752567 0.5672507 1.0000000 0.6622190
## GOOGLreturn 0.4996134 0.6530271 0.6622190 1.0000000
##
## , , 2016-11-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4895527 0.4701034 0.4948567
## FBreturn 0.4895527 1.0000000 0.5665708 0.6517133
## AMZNreturn 0.4701034 0.5665708 1.0000000 0.6589253
## GOOGLreturn 0.4948567 0.6517133 0.6589253 1.0000000
##
## , , 2016-11-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4908749 0.4686320 0.4941691
## FBreturn 0.4908749 1.0000000 0.5694120 0.6506220
## AMZNreturn 0.4686320 0.5694120 1.0000000 0.6608092
## GOOGLreturn 0.4941691 0.6506220 0.6608092 1.0000000
##
## , , 2016-11-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4868265 0.4628426 0.4900250
## FBreturn 0.4868265 1.0000000 0.5705834 0.6475690
## AMZNreturn 0.4628426 0.5705834 1.0000000 0.6596021
## GOOGLreturn 0.4900250 0.6475690 0.6596021 1.0000000
##
## , , 2016-11-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4863856 0.4575560 0.4808337
## FBreturn 0.4863856 1.0000000 0.5624320 0.6437073
## AMZNreturn 0.4575560 0.5624320 1.0000000 0.6303327
## GOOGLreturn 0.4808337 0.6437073 0.6303327 1.0000000
##
## , , 2016-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4859865 0.4544318 0.4758641
## FBreturn 0.4859865 1.0000000 0.5629836 0.6421581
## AMZNreturn 0.4544318 0.5629836 1.0000000 0.6277913
## GOOGLreturn 0.4758641 0.6421581 0.6277913 1.0000000
##
## , , 2016-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4972849 0.4613295 0.4850268
## FBreturn 0.4972849 1.0000000 0.5779176 0.6578539
## AMZNreturn 0.4613295 0.5779176 1.0000000 0.6408482
## GOOGLreturn 0.4850268 0.6578539 0.6408482 1.0000000
##
## , , 2016-12-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5077503 0.4636653 0.4909856
## FBreturn 0.5077503 1.0000000 0.5824645 0.6658975
## AMZNreturn 0.4636653 0.5824645 1.0000000 0.6456820
## GOOGLreturn 0.4909856 0.6658975 0.6456820 1.0000000
##
## , , 2016-12-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5065858 0.4553482 0.4869927
## FBreturn 0.5065858 1.0000000 0.5796603 0.6631484
## AMZNreturn 0.4553482 0.5796603 1.0000000 0.6436660
## GOOGLreturn 0.4869927 0.6631484 0.6436660 1.0000000
##
## , , 2016-12-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4820488 0.4157965 0.4466938
## FBreturn 0.4820488 1.0000000 0.5909721 0.6686151
## AMZNreturn 0.4157965 0.5909721 1.0000000 0.6601531
## GOOGLreturn 0.4466938 0.6686151 0.6601531 1.0000000
##
## , , 2016-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4753777 0.4176962 0.4380646
## FBreturn 0.4753777 1.0000000 0.5866586 0.6665518
## AMZNreturn 0.4176962 0.5866586 1.0000000 0.6542731
## GOOGLreturn 0.4380646 0.6665518 0.6542731 1.0000000
##
## , , 2016-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4787771 0.4202894 0.4525118
## FBreturn 0.4787771 1.0000000 0.5879377 0.6579894
## AMZNreturn 0.4202894 0.5879377 1.0000000 0.6481633
## GOOGLreturn 0.4525118 0.6579894 0.6481633 1.0000000
##
## , , 2016-12-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4818411 0.4073833 0.4518617
## FBreturn 0.4818411 1.0000000 0.5815931 0.6561226
## AMZNreturn 0.4073833 0.5815931 1.0000000 0.6439505
## GOOGLreturn 0.4518617 0.6561226 0.6439505 1.0000000
##
## , , 2016-12-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4818793 0.3988877 0.4749641
## FBreturn 0.4818793 1.0000000 0.5813085 0.6504998
## AMZNreturn 0.3988877 0.5813085 1.0000000 0.6316963
## GOOGLreturn 0.4749641 0.6504998 0.6316963 1.0000000
##
## , , 2016-12-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909155 0.4099356 0.4748832
## FBreturn 0.4909155 1.0000000 0.5925653 0.6483025
## AMZNreturn 0.4099356 0.5925653 1.0000000 0.6334305
## GOOGLreturn 0.4748832 0.6483025 0.6334305 1.0000000
##
## , , 2016-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5115700 0.4349955 0.4838593
## FBreturn 0.5115700 1.0000000 0.6066343 0.6533108
## AMZNreturn 0.4349955 0.6066343 1.0000000 0.6416387
## GOOGLreturn 0.4838593 0.6533108 0.6416387 1.0000000
##
## , , 2016-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5096302 0.4321922 0.4800284
## FBreturn 0.5096302 1.0000000 0.6022918 0.6510676
## AMZNreturn 0.4321922 0.6022918 1.0000000 0.6365668
## GOOGLreturn 0.4800284 0.6510676 0.6365668 1.0000000
##
## , , 2016-12-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5072037 0.4150573 0.4703792
## FBreturn 0.5072037 1.0000000 0.5936408 0.6474144
## AMZNreturn 0.4150573 0.5936408 1.0000000 0.6381876
## GOOGLreturn 0.4703792 0.6474144 0.6381876 1.0000000
##
## , , 2016-12-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5031538 0.4129266 0.4627076
## FBreturn 0.5031538 1.0000000 0.5948100 0.6477251
## AMZNreturn 0.4129266 0.5948100 1.0000000 0.6409515
## GOOGLreturn 0.4627076 0.6477251 0.6409515 1.0000000
##
## , , 2016-12-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4938080 0.4188353 0.4621213
## FBreturn 0.4938080 1.0000000 0.5838033 0.6423698
## AMZNreturn 0.4188353 0.5838033 1.0000000 0.6417331
## GOOGLreturn 0.4621213 0.6423698 0.6417331 1.0000000
##
## , , 2016-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4925548 0.4191109 0.4606944
## FBreturn 0.4925548 1.0000000 0.5824862 0.6401636
## AMZNreturn 0.4191109 0.5824862 1.0000000 0.6430082
## GOOGLreturn 0.4606944 0.6401636 0.6430082 1.0000000
##
## , , 2016-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4919319 0.4182900 0.4577889
## FBreturn 0.4919319 1.0000000 0.5828667 0.6385079
## AMZNreturn 0.4182900 0.5828667 1.0000000 0.6443014
## GOOGLreturn 0.4577889 0.6385079 0.6443014 1.0000000
##
## , , 2016-12-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5016620 0.4251489 0.4587505
## FBreturn 0.5016620 1.0000000 0.5888313 0.6370311
## AMZNreturn 0.4251489 0.5888313 1.0000000 0.6460508
## GOOGLreturn 0.4587505 0.6370311 0.6460508 1.0000000
##
## , , 2016-12-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4993998 0.4176693 0.4557497
## FBreturn 0.4993998 1.0000000 0.5869648 0.6364834
## AMZNreturn 0.4176693 0.5869648 1.0000000 0.6452596
## GOOGLreturn 0.4557497 0.6364834 0.6452596 1.0000000
##
## , , 2016-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014466 0.4270012 0.4542927
## FBreturn 0.5014466 1.0000000 0.5886859 0.6358212
## AMZNreturn 0.4270012 0.5886859 1.0000000 0.6409842
## GOOGLreturn 0.4542927 0.6358212 0.6409842 1.0000000
##
## , , 2016-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5056206 0.4259287 0.4589180
## FBreturn 0.5056206 1.0000000 0.5870427 0.6399088
## AMZNreturn 0.4259287 0.5870427 1.0000000 0.6399473
## GOOGLreturn 0.4589180 0.6399088 0.6399473 1.0000000
##
## , , 2016-12-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5037505 0.4219339 0.4573128
## FBreturn 0.5037505 1.0000000 0.5885333 0.6391779
## AMZNreturn 0.4219339 0.5885333 1.0000000 0.6375395
## GOOGLreturn 0.4573128 0.6391779 0.6375395 1.0000000
##
## , , 2017-01-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133371 0.4415488 0.4711811
## FBreturn 0.5133371 1.0000000 0.6000918 0.6475559
## AMZNreturn 0.4415488 0.6000918 1.0000000 0.6545803
## GOOGLreturn 0.4711811 0.6475559 0.6545803 1.0000000
##
## , , 2017-01-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120110 0.4406334 0.4679100
## FBreturn 0.5120110 1.0000000 0.5971764 0.6592336
## AMZNreturn 0.4406334 0.5971764 1.0000000 0.6466426
## GOOGLreturn 0.4679100 0.6592336 0.6466426 1.0000000
##
## , , 2017-01-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4975696 0.4357449 0.4663977
## FBreturn 0.4975696 1.0000000 0.5952769 0.6440598
## AMZNreturn 0.4357449 0.5952769 1.0000000 0.6444265
## GOOGLreturn 0.4663977 0.6440598 0.6444265 1.0000000
##
## , , 2017-01-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5024982 0.4394120 0.4674166
## FBreturn 0.5024982 1.0000000 0.6109989 0.6438538
## AMZNreturn 0.4394120 0.6109989 1.0000000 0.6370051
## GOOGLreturn 0.4674166 0.6438538 0.6370051 1.0000000
##
## , , 2017-01-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5223799 0.4560918 0.4825414
## FBreturn 0.5223799 1.0000000 0.6256464 0.6570345
## AMZNreturn 0.4560918 0.6256464 1.0000000 0.6500929
## GOOGLreturn 0.4825414 0.6570345 0.6500929 1.0000000
##
## , , 2017-01-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5280205 0.4452724 0.4732317
## FBreturn 0.5280205 1.0000000 0.6156974 0.6491833
## AMZNreturn 0.4452724 0.6156974 1.0000000 0.6499799
## GOOGLreturn 0.4732317 0.6491833 0.6499799 1.0000000
##
## , , 2017-01-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5227507 0.4419630 0.4693813
## FBreturn 0.5227507 1.0000000 0.6141806 0.6483308
## AMZNreturn 0.4419630 0.6141806 1.0000000 0.6505331
## GOOGLreturn 0.4693813 0.6483308 0.6505331 1.0000000
##
## , , 2017-01-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5258628 0.4401675 0.4693995
## FBreturn 0.5258628 1.0000000 0.6076354 0.6459825
## AMZNreturn 0.4401675 0.6076354 1.0000000 0.6507461
## GOOGLreturn 0.4693995 0.6459825 0.6507461 1.0000000
##
## , , 2017-01-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5161520 0.4050150 0.4674034
## FBreturn 0.5161520 1.0000000 0.5993136 0.6425319
## AMZNreturn 0.4050150 0.5993136 1.0000000 0.6286974
## GOOGLreturn 0.4674034 0.6425319 0.6286974 1.0000000
##
## , , 2017-01-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4973463 0.4037130 0.4633484
## FBreturn 0.4973463 1.0000000 0.5940254 0.6351227
## AMZNreturn 0.4037130 0.5940254 1.0000000 0.6304858
## GOOGLreturn 0.4633484 0.6351227 0.6304858 1.0000000
##
## , , 2017-01-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4765987 0.3729640 0.4421640
## FBreturn 0.4765987 1.0000000 0.5973164 0.6370072
## AMZNreturn 0.3729640 0.5973164 1.0000000 0.6352106
## GOOGLreturn 0.4421640 0.6370072 0.6352106 1.0000000
##
## , , 2017-01-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4771126 0.3761708 0.4416030
## FBreturn 0.4771126 1.0000000 0.5943974 0.6362368
## AMZNreturn 0.3761708 0.5943974 1.0000000 0.6341992
## GOOGLreturn 0.4416030 0.6362368 0.6341992 1.0000000
##
## , , 2017-01-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4794956 0.3784501 0.4436178
## FBreturn 0.4794956 1.0000000 0.5921171 0.6373838
## AMZNreturn 0.3784501 0.5921171 1.0000000 0.6317250
## GOOGLreturn 0.4436178 0.6373838 0.6317250 1.0000000
##
## , , 2017-01-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4768043 0.3796347 0.4439432
## FBreturn 0.4768043 1.0000000 0.5926424 0.6298186
## AMZNreturn 0.3796347 0.5926424 1.0000000 0.6288164
## GOOGLreturn 0.4439432 0.6298186 0.6288164 1.0000000
##
## , , 2017-01-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4671561 0.3775791 0.4286987
## FBreturn 0.4671561 1.0000000 0.6031342 0.6466027
## AMZNreturn 0.3775791 0.6031342 1.0000000 0.6406782
## GOOGLreturn 0.4286987 0.6466027 0.6406782 1.0000000
##
## , , 2017-01-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4685788 0.3763237 0.4254440
## FBreturn 0.4685788 1.0000000 0.6000831 0.6434503
## AMZNreturn 0.3763237 0.6000831 1.0000000 0.6425624
## GOOGLreturn 0.4254440 0.6434503 0.6425624 1.0000000
##
## , , 2017-01-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995829 0.4164505 0.4429342
## FBreturn 0.4995829 1.0000000 0.6172207 0.6500458
## AMZNreturn 0.4164505 0.6172207 1.0000000 0.6510231
## GOOGLreturn 0.4429342 0.6500458 0.6510231 1.0000000
##
## , , 2017-01-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909294 0.4160018 0.4426158
## FBreturn 0.4909294 1.0000000 0.6094838 0.6317821
## AMZNreturn 0.4160018 0.6094838 1.0000000 0.6492700
## GOOGLreturn 0.4426158 0.6317821 0.6492700 1.0000000
##
## , , 2017-01-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4890266 0.4146695 0.4344930
## FBreturn 0.4890266 1.0000000 0.6110363 0.6344793
## AMZNreturn 0.4146695 0.6110363 1.0000000 0.6518646
## GOOGLreturn 0.4344930 0.6344793 0.6518646 1.0000000
##
## , , 2017-01-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4912013 0.4177737 0.4330821
## FBreturn 0.4912013 1.0000000 0.6156398 0.6400432
## AMZNreturn 0.4177737 0.6156398 1.0000000 0.6570442
## GOOGLreturn 0.4330821 0.6400432 0.6570442 1.0000000
##
## , , 2017-02-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916157 0.4181634 0.4343208
## FBreturn 0.4916157 1.0000000 0.6125071 0.6396413
## AMZNreturn 0.4181634 0.6125071 1.0000000 0.6542517
## GOOGLreturn 0.4343208 0.6396413 0.6542517 1.0000000
##
## , , 2017-02-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5543253 0.4085792 0.2866206
## FBreturn 0.5543253 1.0000000 0.6167756 0.5789843
## AMZNreturn 0.4085792 0.6167756 1.0000000 0.6332676
## GOOGLreturn 0.2866206 0.5789843 0.6332676 1.0000000
##
## , , 2017-02-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5477447 0.4038147 0.2960082
## FBreturn 0.5477447 1.0000000 0.5916547 0.5737436
## AMZNreturn 0.4038147 0.5916547 1.0000000 0.6333304
## GOOGLreturn 0.2960082 0.5737436 0.6333304 1.0000000
##
## , , 2017-02-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5430989 0.3467318 0.3067806
## FBreturn 0.5430989 1.0000000 0.5340491 0.5780018
## AMZNreturn 0.3467318 0.5340491 1.0000000 0.5649620
## GOOGLreturn 0.3067806 0.5780018 0.5649620 1.0000000
##
## , , 2017-02-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5449562 0.3436868 0.3125216
## FBreturn 0.5449562 1.0000000 0.5331856 0.5793490
## AMZNreturn 0.3436868 0.5331856 1.0000000 0.5711448
## GOOGLreturn 0.3125216 0.5793490 0.5711448 1.0000000
##
## , , 2017-02-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5285437 0.3496966 0.3324448
## FBreturn 0.5285437 1.0000000 0.5351712 0.5754113
## AMZNreturn 0.3496966 0.5351712 1.0000000 0.5773485
## GOOGLreturn 0.3324448 0.5754113 0.5773485 1.0000000
##
## , , 2017-02-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5191663 0.3557869 0.3390840
## FBreturn 0.5191663 1.0000000 0.5349721 0.5575660
## AMZNreturn 0.3557869 0.5349721 1.0000000 0.5814402
## GOOGLreturn 0.3390840 0.5575660 0.5814402 1.0000000
##
## , , 2017-02-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087971 0.3572702 0.3410487
## FBreturn 0.5087971 1.0000000 0.5386089 0.5633983
## AMZNreturn 0.3572702 0.5386089 1.0000000 0.5866848
## GOOGLreturn 0.3410487 0.5633983 0.5866848 1.0000000
##
## , , 2017-02-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5056710 0.3570147 0.3427424
## FBreturn 0.5056710 1.0000000 0.5420030 0.5677593
## AMZNreturn 0.3570147 0.5420030 1.0000000 0.5932564
## GOOGLreturn 0.3427424 0.5677593 0.5932564 1.0000000
##
## , , 2017-02-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906665 0.3693022 0.3541256
## FBreturn 0.4906665 1.0000000 0.5374244 0.5678156
## AMZNreturn 0.3693022 0.5374244 1.0000000 0.5997099
## GOOGLreturn 0.3541256 0.5678156 0.5997099 1.0000000
##
## , , 2017-02-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4743484 0.3577023 0.3531543
## FBreturn 0.4743484 1.0000000 0.5417120 0.5725450
## AMZNreturn 0.3577023 0.5417120 1.0000000 0.6034400
## GOOGLreturn 0.3531543 0.5725450 0.6034400 1.0000000
##
## , , 2017-02-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4717392 0.3640406 0.3544735
## FBreturn 0.4717392 1.0000000 0.5412131 0.5780702
## AMZNreturn 0.3640406 0.5412131 1.0000000 0.6003175
## GOOGLreturn 0.3544735 0.5780702 0.6003175 1.0000000
##
## , , 2017-02-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4691040 0.3677545 0.3566445
## FBreturn 0.4691040 1.0000000 0.5433273 0.5842326
## AMZNreturn 0.3677545 0.5433273 1.0000000 0.6019299
## GOOGLreturn 0.3566445 0.5842326 0.6019299 1.0000000
##
## , , 2017-02-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4651580 0.3706757 0.3643454
## FBreturn 0.4651580 1.0000000 0.5456006 0.5797815
## AMZNreturn 0.3706757 0.5456006 1.0000000 0.6044795
## GOOGLreturn 0.3643454 0.5797815 0.6044795 1.0000000
##
## , , 2017-02-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4637606 0.3856659 0.3712035
## FBreturn 0.4637606 1.0000000 0.5435363 0.5837550
## AMZNreturn 0.3856659 0.5435363 1.0000000 0.6059655
## GOOGLreturn 0.3712035 0.5837550 0.6059655 1.0000000
##
## , , 2017-02-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4562357 0.3848196 0.3770221
## FBreturn 0.4562357 1.0000000 0.5063557 0.5672491
## AMZNreturn 0.3848196 0.5063557 1.0000000 0.6076487
## GOOGLreturn 0.3770221 0.5672491 0.6076487 1.0000000
##
## , , 2017-02-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4654597 0.3914888 0.3833292
## FBreturn 0.4654597 1.0000000 0.5170437 0.5711013
## AMZNreturn 0.3914888 0.5170437 1.0000000 0.6118077
## GOOGLreturn 0.3833292 0.5711013 0.6118077 1.0000000
##
## , , 2017-02-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4668594 0.3884950 0.3865162
## FBreturn 0.4668594 1.0000000 0.5198734 0.5754975
## AMZNreturn 0.3884950 0.5198734 1.0000000 0.6169593
## GOOGLreturn 0.3865162 0.5754975 0.6169593 1.0000000
##
## , , 2017-02-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4689861 0.3913476 0.3911979
## FBreturn 0.4689861 1.0000000 0.5259613 0.5781273
## AMZNreturn 0.3913476 0.5259613 1.0000000 0.6199925
## GOOGLreturn 0.3911979 0.5781273 0.6199925 1.0000000
##
## , , 2017-03-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4662172 0.3920867 0.3935566
## FBreturn 0.4662172 1.0000000 0.5361175 0.5880259
## AMZNreturn 0.3920867 0.5361175 1.0000000 0.6259638
## GOOGLreturn 0.3935566 0.5880259 0.6259638 1.0000000
##
## , , 2017-03-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5070683 0.4063359 0.4305599
## FBreturn 0.5070683 1.0000000 0.5482885 0.6085008
## AMZNreturn 0.4063359 0.5482885 1.0000000 0.6340686
## GOOGLreturn 0.4305599 0.6085008 0.6340686 1.0000000
##
## , , 2017-03-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5113724 0.4156254 0.4433759
## FBreturn 0.5113724 1.0000000 0.5557845 0.6143809
## AMZNreturn 0.4156254 0.5557845 1.0000000 0.6406931
## GOOGLreturn 0.4433759 0.6143809 0.6406931 1.0000000
##
## , , 2017-03-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5103576 0.4122743 0.4384580
## FBreturn 0.5103576 1.0000000 0.5576010 0.6141791
## AMZNreturn 0.4122743 0.5576010 1.0000000 0.6414692
## GOOGLreturn 0.4384580 0.6141791 0.6414692 1.0000000
##
## , , 2017-03-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5044501 0.4160769 0.4401947
## FBreturn 0.5044501 1.0000000 0.5547951 0.6126729
## AMZNreturn 0.4160769 0.5547951 1.0000000 0.6432168
## GOOGLreturn 0.4401947 0.6126729 0.6432168 1.0000000
##
## , , 2017-03-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014879 0.4149294 0.4401426
## FBreturn 0.5014879 1.0000000 0.5580682 0.6095326
## AMZNreturn 0.4149294 0.5580682 1.0000000 0.6405821
## GOOGLreturn 0.4401426 0.6095326 0.6405821 1.0000000
##
## , , 2017-03-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4948095 0.4068684 0.4352062
## FBreturn 0.4948095 1.0000000 0.5611111 0.6113592
## AMZNreturn 0.4068684 0.5611111 1.0000000 0.6416849
## GOOGLreturn 0.4352062 0.6113592 0.6416849 1.0000000
##
## , , 2017-03-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906339 0.4053177 0.4299350
## FBreturn 0.4906339 1.0000000 0.5634998 0.6132928
## AMZNreturn 0.4053177 0.5634998 1.0000000 0.6422318
## GOOGLreturn 0.4299350 0.6132928 0.6422318 1.0000000
##
## , , 2017-03-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4910740 0.4031583 0.4318876
## FBreturn 0.4910740 1.0000000 0.5633428 0.6150844
## AMZNreturn 0.4031583 0.5633428 1.0000000 0.6399692
## GOOGLreturn 0.4318876 0.6150844 0.6399692 1.0000000
##
## , , 2017-03-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4879247 0.4038179 0.4318281
## FBreturn 0.4879247 1.0000000 0.5643819 0.6164647
## AMZNreturn 0.4038179 0.5643819 1.0000000 0.6409139
## GOOGLreturn 0.4318281 0.6164647 0.6409139 1.0000000
##
## , , 2017-03-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894335 0.4065231 0.4316333
## FBreturn 0.4894335 1.0000000 0.5687439 0.6151329
## AMZNreturn 0.4065231 0.5687439 1.0000000 0.6397936
## GOOGLreturn 0.4316333 0.6151329 0.6397936 1.0000000
##
## , , 2017-03-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4853464 0.3957714 0.4298174
## FBreturn 0.4853464 1.0000000 0.5694399 0.6165439
## AMZNreturn 0.3957714 0.5694399 1.0000000 0.6397090
## GOOGLreturn 0.4298174 0.6165439 0.6397090 1.0000000
##
## , , 2017-03-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4856209 0.3965964 0.4305286
## FBreturn 0.4856209 1.0000000 0.5692520 0.6172281
## AMZNreturn 0.3965964 0.5692520 1.0000000 0.6402341
## GOOGLreturn 0.4305286 0.6172281 0.6402341 1.0000000
##
## , , 2017-03-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4873499 0.4010535 0.4248219
## FBreturn 0.4873499 1.0000000 0.5719248 0.6159380
## AMZNreturn 0.4010535 0.5719248 1.0000000 0.6385557
## GOOGLreturn 0.4248219 0.6159380 0.6385557 1.0000000
##
## , , 2017-03-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4720057 0.4073072 0.3992021
## FBreturn 0.4720057 1.0000000 0.5691822 0.6170069
## AMZNreturn 0.4073072 0.5691822 1.0000000 0.6287706
## GOOGLreturn 0.3992021 0.6170069 0.6287706 1.0000000
##
## , , 2017-03-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4947890 0.4451423 0.4390877
## FBreturn 0.4947890 1.0000000 0.5904797 0.6348145
## AMZNreturn 0.4451423 0.5904797 1.0000000 0.6596711
## GOOGLreturn 0.4390877 0.6348145 0.6596711 1.0000000
##
## , , 2017-03-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5089096 0.4455799 0.4310003
## FBreturn 0.5089096 1.0000000 0.5917765 0.6270336
## AMZNreturn 0.4455799 0.5917765 1.0000000 0.6576536
## GOOGLreturn 0.4310003 0.6270336 0.6576536 1.0000000
##
## , , 2017-03-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5054697 0.4444062 0.4368858
## FBreturn 0.5054697 1.0000000 0.5908128 0.6160188
## AMZNreturn 0.4444062 0.5908128 1.0000000 0.6526759
## GOOGLreturn 0.4368858 0.6160188 0.6526759 1.0000000
##
## , , 2017-03-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4953370 0.4428995 0.4382491
## FBreturn 0.4953370 1.0000000 0.5786783 0.6020884
## AMZNreturn 0.4428995 0.5786783 1.0000000 0.6537465
## GOOGLreturn 0.4382491 0.6020884 0.6537465 1.0000000
##
## , , 2017-03-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4933354 0.4402095 0.4388894
## FBreturn 0.4933354 1.0000000 0.5791656 0.6020676
## AMZNreturn 0.4402095 0.5791656 1.0000000 0.6526561
## GOOGLreturn 0.4388894 0.6020676 0.6526561 1.0000000
##
## , , 2017-03-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5173710 0.4540828 0.4240233
## FBreturn 0.5173710 1.0000000 0.5894235 0.5978597
## AMZNreturn 0.4540828 0.5894235 1.0000000 0.6493069
## GOOGLreturn 0.4240233 0.5978597 0.6493069 1.0000000
##
## , , 2017-03-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120140 0.4424115 0.4246439
## FBreturn 0.5120140 1.0000000 0.6034851 0.6087532
## AMZNreturn 0.4424115 0.6034851 1.0000000 0.6562398
## GOOGLreturn 0.4246439 0.6087532 0.6562398 1.0000000
##
## , , 2017-03-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5116560 0.4398256 0.4264047
## FBreturn 0.5116560 1.0000000 0.6008856 0.6104715
## AMZNreturn 0.4398256 0.6008856 1.0000000 0.6555963
## GOOGLreturn 0.4264047 0.6104715 0.6555963 1.0000000
##
## , , 2017-04-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5111942 0.4247975 0.4284573
## FBreturn 0.5111942 1.0000000 0.5797616 0.6127132
## AMZNreturn 0.4247975 0.5797616 1.0000000 0.6412240
## GOOGLreturn 0.4284573 0.6127132 0.6412240 1.0000000
##
## , , 2017-04-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5086631 0.4227901 0.4232205
## FBreturn 0.5086631 1.0000000 0.5806317 0.6107087
## AMZNreturn 0.4227901 0.5806317 1.0000000 0.6416737
## GOOGLreturn 0.4232205 0.6107087 0.6416737 1.0000000
##
## , , 2017-04-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4822338 0.4355863 0.4082110
## FBreturn 0.4822338 1.0000000 0.5309570 0.6164120
## AMZNreturn 0.4355863 0.5309570 1.0000000 0.6021169
## GOOGLreturn 0.4082110 0.6164120 0.6021169 1.0000000
##
## , , 2017-04-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4721602 0.4315964 0.4149880
## FBreturn 0.4721602 1.0000000 0.5344575 0.6114505
## AMZNreturn 0.4315964 0.5344575 1.0000000 0.6051881
## GOOGLreturn 0.4149880 0.6114505 0.6051881 1.0000000
##
## , , 2017-04-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4760789 0.4319826 0.4194168
## FBreturn 0.4760789 1.0000000 0.5497823 0.6156006
## AMZNreturn 0.4319826 0.5497823 1.0000000 0.6091092
## GOOGLreturn 0.4194168 0.6156006 0.6091092 1.0000000
##
## , , 2017-04-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4788055 0.4324033 0.4227777
## FBreturn 0.4788055 1.0000000 0.5552778 0.6183764
## AMZNreturn 0.4324033 0.5552778 1.0000000 0.6140897
## GOOGLreturn 0.4227777 0.6183764 0.6140897 1.0000000
##
## , , 2017-04-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4783494 0.4192898 0.4243270
## FBreturn 0.4783494 1.0000000 0.5535302 0.6186393
## AMZNreturn 0.4192898 0.5535302 1.0000000 0.6060665
## GOOGLreturn 0.4243270 0.6186393 0.6060665 1.0000000
##
## , , 2017-04-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4993540 0.4304359 0.4243798
## FBreturn 0.4993540 1.0000000 0.5638456 0.6163605
## AMZNreturn 0.4304359 0.5638456 1.0000000 0.6101766
## GOOGLreturn 0.4243798 0.6163605 0.6101766 1.0000000
##
## , , 2017-04-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4948358 0.4247091 0.4256663
## FBreturn 0.4948358 1.0000000 0.5703176 0.6119874
## AMZNreturn 0.4247091 0.5703176 1.0000000 0.6061554
## GOOGLreturn 0.4256663 0.6119874 0.6061554 1.0000000
##
## , , 2017-04-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4961908 0.4343911 0.4280469
## FBreturn 0.4961908 1.0000000 0.5705737 0.6140402
## AMZNreturn 0.4343911 0.5705737 1.0000000 0.6056386
## GOOGLreturn 0.4280469 0.6140402 0.6056386 1.0000000
##
## , , 2017-04-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5015562 0.4410666 0.4373657
## FBreturn 0.5015562 1.0000000 0.5931757 0.6359657
## AMZNreturn 0.4410666 0.5931757 1.0000000 0.6282523
## GOOGLreturn 0.4373657 0.6359657 0.6282523 1.0000000
##
## , , 2017-04-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5070171 0.4366935 0.4399616
## FBreturn 0.5070171 1.0000000 0.5889172 0.6360060
## AMZNreturn 0.4366935 0.5889172 1.0000000 0.6293566
## GOOGLreturn 0.4399616 0.6360060 0.6293566 1.0000000
##
## , , 2017-04-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850072 0.4389797 0.4351161
## FBreturn 0.4850072 1.0000000 0.5647460 0.6328315
## AMZNreturn 0.4389797 0.5647460 1.0000000 0.6244396
## GOOGLreturn 0.4351161 0.6328315 0.6244396 1.0000000
##
## , , 2017-04-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007751 0.4334726 0.4343279
## FBreturn 0.5007751 1.0000000 0.5641010 0.6306728
## AMZNreturn 0.4334726 0.5641010 1.0000000 0.6269220
## GOOGLreturn 0.4343279 0.6306728 0.6269220 1.0000000
##
## , , 2017-04-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4998976 0.4330977 0.4355917
## FBreturn 0.4998976 1.0000000 0.5657246 0.6305219
## AMZNreturn 0.4330977 0.5657246 1.0000000 0.6298655
## GOOGLreturn 0.4355917 0.6305219 0.6298655 1.0000000
##
## , , 2017-04-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5159498 0.4419873 0.4589027
## FBreturn 0.5159498 1.0000000 0.5755853 0.6512716
## AMZNreturn 0.4419873 0.5755853 1.0000000 0.6348639
## GOOGLreturn 0.4589027 0.6512716 0.6348639 1.0000000
##
## , , 2017-04-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5168710 0.4357365 0.4624858
## FBreturn 0.5168710 1.0000000 0.5723662 0.6522215
## AMZNreturn 0.4357365 0.5723662 1.0000000 0.6283455
## GOOGLreturn 0.4624858 0.6522215 0.6283455 1.0000000
##
## , , 2017-04-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5137742 0.4293801 0.4592636
## FBreturn 0.5137742 1.0000000 0.5730853 0.6503821
## AMZNreturn 0.4293801 0.5730853 1.0000000 0.6298570
## GOOGLreturn 0.4592636 0.6503821 0.6298570 1.0000000
##
## , , 2017-04-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5080521 0.4248446 0.4573878
## FBreturn 0.5080521 1.0000000 0.5806820 0.6468646
## AMZNreturn 0.4248446 0.5806820 1.0000000 0.6296968
## GOOGLreturn 0.4573878 0.6468646 0.6296968 1.0000000
##
## , , 2017-05-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4737422 0.4194158 0.4087043
## FBreturn 0.4737422 1.0000000 0.5777216 0.6816006
## AMZNreturn 0.4194158 0.5777216 1.0000000 0.6133841
## GOOGLreturn 0.4087043 0.6816006 0.6133841 1.0000000
##
## , , 2017-05-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4938568 0.4731655 0.4132154
## FBreturn 0.4938568 1.0000000 0.5912153 0.6788465
## AMZNreturn 0.4731655 0.5912153 1.0000000 0.6065284
## GOOGLreturn 0.4132154 0.6788465 0.6065284 1.0000000
##
## , , 2017-05-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4959442 0.4580032 0.4163734
## FBreturn 0.4959442 1.0000000 0.5835921 0.6753533
## AMZNreturn 0.4580032 0.5835921 1.0000000 0.6052553
## GOOGLreturn 0.4163734 0.6753533 0.6052553 1.0000000
##
## , , 2017-05-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4994966 0.4590322 0.4015321
## FBreturn 0.4994966 1.0000000 0.5912895 0.6352891
## AMZNreturn 0.4590322 0.5912895 1.0000000 0.5799883
## GOOGLreturn 0.4015321 0.6352891 0.5799883 1.0000000
##
## , , 2017-05-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5050238 0.4591800 0.3943681
## FBreturn 0.5050238 1.0000000 0.5932374 0.6088850
## AMZNreturn 0.4591800 0.5932374 1.0000000 0.5763931
## GOOGLreturn 0.3943681 0.6088850 0.5763931 1.0000000
##
## , , 2017-05-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4508519 0.4178177 0.3622481
## FBreturn 0.4508519 1.0000000 0.5959835 0.6134543
## AMZNreturn 0.4178177 0.5959835 1.0000000 0.5847934
## GOOGLreturn 0.3622481 0.6134543 0.5847934 1.0000000
##
## , , 2017-05-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4703577 0.4528994 0.3802142
## FBreturn 0.4703577 1.0000000 0.6059087 0.6202186
## AMZNreturn 0.4528994 0.6059087 1.0000000 0.5964987
## GOOGLreturn 0.3802142 0.6202186 0.5964987 1.0000000
##
## , , 2017-05-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4663232 0.4491921 0.3769439
## FBreturn 0.4663232 1.0000000 0.6036024 0.6212622
## AMZNreturn 0.4491921 0.6036024 1.0000000 0.5989254
## GOOGLreturn 0.3769439 0.6212622 0.5989254 1.0000000
##
## , , 2017-05-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4666507 0.4519304 0.3831243
## FBreturn 0.4666507 1.0000000 0.6004783 0.6217393
## AMZNreturn 0.4519304 0.6004783 1.0000000 0.6034076
## GOOGLreturn 0.3831243 0.6217393 0.6034076 1.0000000
##
## , , 2017-05-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4525388 0.4374023 0.3842033
## FBreturn 0.4525388 1.0000000 0.6004022 0.6203438
## AMZNreturn 0.4374023 0.6004022 1.0000000 0.6063035
## GOOGLreturn 0.3842033 0.6203438 0.6063035 1.0000000
##
## , , 2017-05-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4531054 0.4584848 0.3725872
## FBreturn 0.4531054 1.0000000 0.5963337 0.6188643
## AMZNreturn 0.4584848 0.5963337 1.0000000 0.5937247
## GOOGLreturn 0.3725872 0.6188643 0.5937247 1.0000000
##
## , , 2017-05-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4535984 0.4582236 0.3732591
## FBreturn 0.4535984 1.0000000 0.5908588 0.6194653
## AMZNreturn 0.4582236 0.5908588 1.0000000 0.5895396
## GOOGLreturn 0.3732591 0.6194653 0.5895396 1.0000000
##
## , , 2017-05-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4575798 0.4468057 0.3740896
## FBreturn 0.4575798 1.0000000 0.5728383 0.6086459
## AMZNreturn 0.4468057 0.5728383 1.0000000 0.5970759
## GOOGLreturn 0.3740896 0.6086459 0.5970759 1.0000000
##
## , , 2017-05-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5765954 0.5179389 0.4557138
## FBreturn 0.5765954 1.0000000 0.6300761 0.6532289
## AMZNreturn 0.5179389 0.6300761 1.0000000 0.6388872
## GOOGLreturn 0.4557138 0.6532289 0.6388872 1.0000000
##
## , , 2017-05-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5816616 0.5205629 0.4631931
## FBreturn 0.5816616 1.0000000 0.6361196 0.6571177
## AMZNreturn 0.5205629 0.6361196 1.0000000 0.6454989
## GOOGLreturn 0.4631931 0.6571177 0.6454989 1.0000000
##
## , , 2017-05-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5757477 0.5125512 0.4615283
## FBreturn 0.5757477 1.0000000 0.6320066 0.6549241
## AMZNreturn 0.5125512 0.6320066 1.0000000 0.6451508
## GOOGLreturn 0.4615283 0.6549241 0.6451508 1.0000000
##
## , , 2017-05-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5688628 0.5076678 0.4622618
## FBreturn 0.5688628 1.0000000 0.6247234 0.6478161
## AMZNreturn 0.5076678 0.6247234 1.0000000 0.6502053
## GOOGLreturn 0.4622618 0.6478161 0.6502053 1.0000000
##
## , , 2017-05-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5635255 0.5009880 0.4565589
## FBreturn 0.5635255 1.0000000 0.6220162 0.6417686
## AMZNreturn 0.5009880 0.6220162 1.0000000 0.6466672
## GOOGLreturn 0.4565589 0.6417686 0.6466672 1.0000000
##
## , , 2017-05-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5452684 0.4871204 0.4485481
## FBreturn 0.5452684 1.0000000 0.6237506 0.6441343
## AMZNreturn 0.4871204 0.6237506 1.0000000 0.6498800
## GOOGLreturn 0.4485481 0.6441343 0.6498800 1.0000000
##
## , , 2017-05-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5404354 0.4805594 0.4459983
## FBreturn 0.5404354 1.0000000 0.6277935 0.6497347
## AMZNreturn 0.4805594 0.6277935 1.0000000 0.6588431
## GOOGLreturn 0.4459983 0.6497347 0.6588431 1.0000000
##
## , , 2017-05-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5368048 0.4748465 0.4453160
## FBreturn 0.5368048 1.0000000 0.6243178 0.6479059
## AMZNreturn 0.4748465 0.6243178 1.0000000 0.6580225
## GOOGLreturn 0.4453160 0.6479059 0.6580225 1.0000000
##
## , , 2017-05-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5329865 0.4700462 0.4443682
## FBreturn 0.5329865 1.0000000 0.6212694 0.6459608
## AMZNreturn 0.4700462 0.6212694 1.0000000 0.6566175
## GOOGLreturn 0.4443682 0.6459608 0.6566175 1.0000000
##
## , , 2017-06-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.000000 0.5339670 0.4680710 0.4505810
## FBreturn 0.533967 1.0000000 0.6200628 0.6494684
## AMZNreturn 0.468071 0.6200628 1.0000000 0.6563879
## GOOGLreturn 0.450581 0.6494684 0.6563879 1.0000000
##
## , , 2017-06-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5299009 0.4631429 0.4498036
## FBreturn 0.5299009 1.0000000 0.6173352 0.6475389
## AMZNreturn 0.4631429 0.6173352 1.0000000 0.6556247
## GOOGLreturn 0.4498036 0.6475389 0.6556247 1.0000000
##
## , , 2017-06-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5427639 0.4724910 0.4575198
## FBreturn 0.5427639 1.0000000 0.6238106 0.6501319
## AMZNreturn 0.4724910 0.6238106 1.0000000 0.6594360
## GOOGLreturn 0.4575198 0.6501319 0.6594360 1.0000000
##
## , , 2017-06-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5323663 0.4561145 0.4360872
## FBreturn 0.5323663 1.0000000 0.6202360 0.6457182
## AMZNreturn 0.4561145 0.6202360 1.0000000 0.6589601
## GOOGLreturn 0.4360872 0.6457182 0.6589601 1.0000000
##
## , , 2017-06-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5191185 0.4414899 0.4289925
## FBreturn 0.5191185 1.0000000 0.6253357 0.6496815
## AMZNreturn 0.4414899 0.6253357 1.0000000 0.6639508
## GOOGLreturn 0.4289925 0.6496815 0.6639508 1.0000000
##
## , , 2017-06-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5175131 0.4431367 0.4325863
## FBreturn 0.5175131 1.0000000 0.6227330 0.6484609
## AMZNreturn 0.4431367 0.6227330 1.0000000 0.6643355
## GOOGLreturn 0.4325863 0.6484609 0.6643355 1.0000000
##
## , , 2017-06-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5007948 0.4415103 0.4310844
## FBreturn 0.5007948 1.0000000 0.6079412 0.6428136
## AMZNreturn 0.4415103 0.6079412 1.0000000 0.6618385
## GOOGLreturn 0.4310844 0.6428136 0.6618385 1.0000000
##
## , , 2017-06-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5911039 0.5325150 0.5248016
## FBreturn 0.5911039 1.0000000 0.6712534 0.6996367
## AMZNreturn 0.5325150 0.6712534 1.0000000 0.7116678
## GOOGLreturn 0.5248016 0.6996367 0.7116678 1.0000000
##
## , , 2017-06-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5891177 0.5331935 0.5181648
## FBreturn 0.5891177 1.0000000 0.6688778 0.6950505
## AMZNreturn 0.5331935 0.6688778 1.0000000 0.7070525
## GOOGLreturn 0.5181648 0.6950505 0.7070525 1.0000000
##
## , , 2017-06-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5843831 0.5274173 0.5152781
## FBreturn 0.5843831 1.0000000 0.6679917 0.6944353
## AMZNreturn 0.5274173 0.6679917 1.0000000 0.7075856
## GOOGLreturn 0.5152781 0.6944353 0.7075856 1.0000000
##
## , , 2017-06-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5786753 0.5217163 0.5122511
## FBreturn 0.5786753 1.0000000 0.6629271 0.6902121
## AMZNreturn 0.5217163 0.6629271 1.0000000 0.7043534
## GOOGLreturn 0.5122511 0.6902121 0.7043534 1.0000000
##
## , , 2017-06-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5734474 0.5158463 0.5089990
## FBreturn 0.5734474 1.0000000 0.6580932 0.6864096
## AMZNreturn 0.5158463 0.6580932 1.0000000 0.7045871
## GOOGLreturn 0.5089990 0.6864096 0.7045871 1.0000000
##
## , , 2017-06-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5555109 0.4682132 0.5028677
## FBreturn 0.5555109 1.0000000 0.6485331 0.6793411
## AMZNreturn 0.4682132 0.6485331 1.0000000 0.6799047
## GOOGLreturn 0.5028677 0.6793411 0.6799047 1.0000000
##
## , , 2017-06-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5622481 0.4626404 0.5221669
## FBreturn 0.5622481 1.0000000 0.6435782 0.6829132
## AMZNreturn 0.4626404 0.6435782 1.0000000 0.6710725
## GOOGLreturn 0.5221669 0.6829132 0.6710725 1.0000000
##
## , , 2017-06-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5577148 0.4612232 0.5215823
## FBreturn 0.5577148 1.0000000 0.6400397 0.6780858
## AMZNreturn 0.4612232 0.6400397 1.0000000 0.6697102
## GOOGLreturn 0.5215823 0.6780858 0.6697102 1.0000000
##
## , , 2017-06-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5540189 0.4598938 0.5171436
## FBreturn 0.5540189 1.0000000 0.6394651 0.6788095
## AMZNreturn 0.4598938 0.6394651 1.0000000 0.6714809
## GOOGLreturn 0.5171436 0.6788095 0.6714809 1.0000000
##
## , , 2017-06-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5492450 0.4568176 0.5116314
## FBreturn 0.5492450 1.0000000 0.6358652 0.6758957
## AMZNreturn 0.4568176 0.6358652 1.0000000 0.6702622
## GOOGLreturn 0.5116314 0.6758957 0.6702622 1.0000000
##
## , , 2017-06-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5446589 0.4533598 0.5066211
## FBreturn 0.5446589 1.0000000 0.6278917 0.6772534
## AMZNreturn 0.4533598 0.6278917 1.0000000 0.6644270
## GOOGLreturn 0.5066211 0.6772534 0.6644270 1.0000000
##
## , , 2017-06-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5400896 0.4516085 0.4991551
## FBreturn 0.5400896 1.0000000 0.6326620 0.6826426
## AMZNreturn 0.4516085 0.6326620 1.0000000 0.6716340
## GOOGLreturn 0.4991551 0.6826426 0.6716340 1.0000000
##
## , , 2017-06-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5510963 0.4663076 0.5122404
## FBreturn 0.5510963 1.0000000 0.6471430 0.6971598
## AMZNreturn 0.4663076 0.6471430 1.0000000 0.6874186
## GOOGLreturn 0.5122404 0.6971598 0.6874186 1.0000000
##
## , , 2017-06-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5601133 0.4731614 0.5180751
## FBreturn 0.5601133 1.0000000 0.6502294 0.6999623
## AMZNreturn 0.4731614 0.6502294 1.0000000 0.6904767
## GOOGLreturn 0.5180751 0.6999623 0.6904767 1.0000000
##
## , , 2017-06-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5683162 0.4848805 0.5329900
## FBreturn 0.5683162 1.0000000 0.6566502 0.7058039
## AMZNreturn 0.4848805 0.6566502 1.0000000 0.6987160
## GOOGLreturn 0.5329900 0.7058039 0.6987160 1.0000000
##
## , , 2017-07-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5616699 0.4738042 0.5218750
## FBreturn 0.5616699 1.0000000 0.6485455 0.6983759
## AMZNreturn 0.4738042 0.6485455 1.0000000 0.6969364
## GOOGLreturn 0.5218750 0.6983759 0.6969364 1.0000000
##
## , , 2017-07-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5532480 0.4692978 0.5157846
## FBreturn 0.5532480 1.0000000 0.6544971 0.7008791
## AMZNreturn 0.4692978 0.6544971 1.0000000 0.7004490
## GOOGLreturn 0.5157846 0.7008791 0.7004490 1.0000000
##
## , , 2017-07-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5484289 0.4658942 0.5100254
## FBreturn 0.5484289 1.0000000 0.6573946 0.7026590
## AMZNreturn 0.4658942 0.6573946 1.0000000 0.7046693
## GOOGLreturn 0.5100254 0.7026590 0.7046693 1.0000000
##
## , , 2017-07-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5519628 0.4677926 0.5099525
## FBreturn 0.5519628 1.0000000 0.6556436 0.7000863
## AMZNreturn 0.4677926 0.6556436 1.0000000 0.7029809
## GOOGLreturn 0.5099525 0.7000863 0.7029809 1.0000000
##
## , , 2017-07-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5550025 0.4715019 0.5135276
## FBreturn 0.5550025 1.0000000 0.6575879 0.7039407
## AMZNreturn 0.4715019 0.6575879 1.0000000 0.7050007
## GOOGLreturn 0.5135276 0.7039407 0.7050007 1.0000000
##
## , , 2017-07-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5518111 0.4696602 0.5103749
## FBreturn 0.5518111 1.0000000 0.6593332 0.7025464
## AMZNreturn 0.4696602 0.6593332 1.0000000 0.7052071
## GOOGLreturn 0.5103749 0.7025464 0.7052071 1.0000000
##
## , , 2017-07-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5458215 0.4626916 0.5047529
## FBreturn 0.5458215 1.0000000 0.6419298 0.6935628
## AMZNreturn 0.4626916 0.6419298 1.0000000 0.6991489
## GOOGLreturn 0.5047529 0.6935628 0.6991489 1.0000000
##
## , , 2017-07-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5282840 0.4563545 0.4941980
## FBreturn 0.5282840 1.0000000 0.6449994 0.6995653
## AMZNreturn 0.4563545 0.6449994 1.0000000 0.7014776
## GOOGLreturn 0.4941980 0.6995653 0.7014776 1.0000000
##
## , , 2017-07-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5134947 0.4278960 0.4794246
## FBreturn 0.5134947 1.0000000 0.6393765 0.6942764
## AMZNreturn 0.4278960 0.6393765 1.0000000 0.6958068
## GOOGLreturn 0.4794246 0.6942764 0.6958068 1.0000000
##
## , , 2017-07-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5142098 0.4232718 0.4816514
## FBreturn 0.5142098 1.0000000 0.6335198 0.6907616
## AMZNreturn 0.4232718 0.6335198 1.0000000 0.6884764
## GOOGLreturn 0.4816514 0.6907616 0.6884764 1.0000000
##
## , , 2017-07-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5099611 0.4238161 0.4760479
## FBreturn 0.5099611 1.0000000 0.6242146 0.6862455
## AMZNreturn 0.4238161 0.6242146 1.0000000 0.6791688
## GOOGLreturn 0.4760479 0.6862455 0.6791688 1.0000000
##
## , , 2017-07-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5028965 0.4239690 0.4736997
## FBreturn 0.5028965 1.0000000 0.6331726 0.6892018
## AMZNreturn 0.4239690 0.6331726 1.0000000 0.6839355
## GOOGLreturn 0.4736997 0.6892018 0.6839355 1.0000000
##
## , , 2017-07-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5041952 0.4220530 0.4728782
## FBreturn 0.5041952 1.0000000 0.6283333 0.6854696
## AMZNreturn 0.4220530 0.6283333 1.0000000 0.6804595
## GOOGLreturn 0.4728782 0.6854696 0.6804595 1.0000000
##
## , , 2017-07-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4992939 0.4196237 0.4707214
## FBreturn 0.4992939 1.0000000 0.6248988 0.6799693
## AMZNreturn 0.4196237 0.6248988 1.0000000 0.6775603
## GOOGLreturn 0.4707214 0.6799693 0.6775603 1.0000000
##
## , , 2017-07-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4983552 0.4192146 0.4676485
## FBreturn 0.4983552 1.0000000 0.6222934 0.6748257
## AMZNreturn 0.4192146 0.6222934 1.0000000 0.6725891
## GOOGLreturn 0.4676485 0.6748257 0.6725891 1.0000000
##
## , , 2017-07-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5069354 0.4363984 0.4661943
## FBreturn 0.5069354 1.0000000 0.6260120 0.6715114
## AMZNreturn 0.4363984 0.6260120 1.0000000 0.6690125
## GOOGLreturn 0.4661943 0.6715114 0.6690125 1.0000000
##
## , , 2017-07-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4995382 0.4320875 0.4142090
## FBreturn 0.4995382 1.0000000 0.6229406 0.6474256
## AMZNreturn 0.4320875 0.6229406 1.0000000 0.6346380
## GOOGLreturn 0.4142090 0.6474256 0.6346380 1.0000000
##
## , , 2017-07-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5025598 0.4380079 0.4112540
## FBreturn 0.5025598 1.0000000 0.6237602 0.6404021
## AMZNreturn 0.4380079 0.6237602 1.0000000 0.6234393
## GOOGLreturn 0.4112540 0.6404021 0.6234393 1.0000000
##
## , , 2017-07-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3356409 0.4545593 0.4421552
## FBreturn 0.3356409 1.0000000 0.5186324 0.5180955
## AMZNreturn 0.4545593 0.5186324 1.0000000 0.6347967
## GOOGLreturn 0.4421552 0.5180955 0.6347967 1.0000000
##
## , , 2017-07-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3341308 0.4547018 0.4335826
## FBreturn 0.3341308 1.0000000 0.4607282 0.5288809
## AMZNreturn 0.4547018 0.4607282 1.0000000 0.5826593
## GOOGLreturn 0.4335826 0.5288809 0.5826593 1.0000000
##
## , , 2017-08-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3520865 0.4540809 0.4394891
## FBreturn 0.3520865 1.0000000 0.5145284 0.5608746
## AMZNreturn 0.4540809 0.5145284 1.0000000 0.6083373
## GOOGLreturn 0.4394891 0.5608746 0.6083373 1.0000000
##
## , , 2017-08-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3644430 0.4543878 0.4378534
## FBreturn 0.3644430 1.0000000 0.5209199 0.5657576
## AMZNreturn 0.4543878 0.5209199 1.0000000 0.6111914
## GOOGLreturn 0.4378534 0.5657576 0.6111914 1.0000000
##
## , , 2017-08-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3157886 0.3931478 0.3912365
## FBreturn 0.3157886 1.0000000 0.5260259 0.5698354
## AMZNreturn 0.3931478 0.5260259 1.0000000 0.6139677
## GOOGLreturn 0.3912365 0.5698354 0.6139677 1.0000000
##
## , , 2017-08-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3200343 0.4033848 0.4062083
## FBreturn 0.3200343 1.0000000 0.5244179 0.5649883
## AMZNreturn 0.4033848 0.5244179 1.0000000 0.6218487
## GOOGLreturn 0.4062083 0.5649883 0.6218487 1.0000000
##
## , , 2017-08-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3345552 0.4028379 0.4115231
## FBreturn 0.3345552 1.0000000 0.5279040 0.5716658
## AMZNreturn 0.4028379 0.5279040 1.0000000 0.6219086
## GOOGLreturn 0.4115231 0.5716658 0.6219086 1.0000000
##
## , , 2017-08-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3659951 0.4019555 0.4018465
## FBreturn 0.3659951 1.0000000 0.5296932 0.5637816
## AMZNreturn 0.4019555 0.5296932 1.0000000 0.6229749
## GOOGLreturn 0.4018465 0.5637816 0.6229749 1.0000000
##
## , , 2017-08-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3664296 0.3952718 0.3966234
## FBreturn 0.3664296 1.0000000 0.5352642 0.5698879
## AMZNreturn 0.3952718 0.5352642 1.0000000 0.6259998
## GOOGLreturn 0.3966234 0.5698879 0.6259998 1.0000000
##
## , , 2017-08-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.3743681 0.3846674 0.3913170
## FBreturn 0.3743681 1.0000000 0.5358110 0.5724634
## AMZNreturn 0.3846674 0.5358110 1.0000000 0.6305755
## GOOGLreturn 0.3913170 0.5724634 0.6305755 1.0000000
##
## , , 2017-08-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4471352 0.4422646 0.4433677
## FBreturn 0.4471352 1.0000000 0.5740786 0.6049030
## AMZNreturn 0.4422646 0.5740786 1.0000000 0.6543542
## GOOGLreturn 0.4433677 0.6049030 0.6543542 1.0000000
##
## , , 2017-08-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4470333 0.4469475 0.4498668
## FBreturn 0.4470333 1.0000000 0.5732072 0.6044867
## AMZNreturn 0.4469475 0.5732072 1.0000000 0.6573065
## GOOGLreturn 0.4498668 0.6044867 0.6573065 1.0000000
##
## , , 2017-08-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4633208 0.4530717 0.4569183
## FBreturn 0.4633208 1.0000000 0.5822269 0.6125647
## AMZNreturn 0.4530717 0.5822269 1.0000000 0.6611637
## GOOGLreturn 0.4569183 0.6125647 0.6611637 1.0000000
##
## , , 2017-08-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4638140 0.4444820 0.4481125
## FBreturn 0.4638140 1.0000000 0.5818056 0.6123854
## AMZNreturn 0.4444820 0.5818056 1.0000000 0.6606321
## GOOGLreturn 0.4481125 0.6123854 0.6606321 1.0000000
##
## , , 2017-08-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4671987 0.4439406 0.4412655
## FBreturn 0.4671987 1.0000000 0.5841995 0.6044989
## AMZNreturn 0.4439406 0.5841995 1.0000000 0.6508804
## GOOGLreturn 0.4412655 0.6044989 0.6508804 1.0000000
##
## , , 2017-08-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968495 0.4642672 0.4687660
## FBreturn 0.4968495 1.0000000 0.6039433 0.6304208
## AMZNreturn 0.4642672 0.6039433 1.0000000 0.6662588
## GOOGLreturn 0.4687660 0.6304208 0.6662588 1.0000000
##
## , , 2017-08-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4953551 0.4607085 0.4664287
## FBreturn 0.4953551 1.0000000 0.6015500 0.6298322
## AMZNreturn 0.4607085 0.6015500 1.0000000 0.6648327
## GOOGLreturn 0.4664287 0.6298322 0.6648327 1.0000000
##
## , , 2017-08-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942273 0.4575239 0.4643477
## FBreturn 0.4942273 1.0000000 0.5982042 0.6258858
## AMZNreturn 0.4575239 0.5982042 1.0000000 0.6656499
## GOOGLreturn 0.4643477 0.6258858 0.6656499 1.0000000
##
## , , 2017-08-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5042880 0.4660261 0.4834769
## FBreturn 0.5042880 1.0000000 0.6041605 0.6333964
## AMZNreturn 0.4660261 0.6041605 1.0000000 0.6707864
## GOOGLreturn 0.4834769 0.6333964 0.6707864 1.0000000
##
## , , 2017-08-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5012280 0.4588869 0.4800464
## FBreturn 0.5012280 1.0000000 0.6070883 0.6305067
## AMZNreturn 0.4588869 0.6070883 1.0000000 0.6641107
## GOOGLreturn 0.4800464 0.6305067 0.6641107 1.0000000
##
## , , 2017-08-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5027316 0.4579143 0.4797401
## FBreturn 0.5027316 1.0000000 0.6082349 0.6336209
## AMZNreturn 0.4579143 0.6082349 1.0000000 0.6653842
## GOOGLreturn 0.4797401 0.6336209 0.6653842 1.0000000
##
## , , 2017-08-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4916319 0.4472286 0.4695490
## FBreturn 0.4916319 1.0000000 0.6113217 0.6373848
## AMZNreturn 0.4472286 0.6113217 1.0000000 0.6674436
## GOOGLreturn 0.4695490 0.6373848 0.6674436 1.0000000
##
## , , 2017-08-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4961271 0.4397956 0.4579825
## FBreturn 0.4961271 1.0000000 0.6062446 0.6302891
## AMZNreturn 0.4397956 0.6062446 1.0000000 0.6657984
## GOOGLreturn 0.4579825 0.6302891 0.6657984 1.0000000
##
## , , 2017-08-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4991876 0.4424004 0.4624192
## FBreturn 0.4991876 1.0000000 0.6069620 0.6325997
## AMZNreturn 0.4424004 0.6069620 1.0000000 0.6669634
## GOOGLreturn 0.4624192 0.6325997 0.6669634 1.0000000
##
## , , 2017-08-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4960245 0.4384912 0.4603341
## FBreturn 0.4960245 1.0000000 0.6135313 0.6366644
## AMZNreturn 0.4384912 0.6135313 1.0000000 0.6695083
## GOOGLreturn 0.4603341 0.6366644 0.6695083 1.0000000
##
## , , 2017-09-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4957580 0.4376538 0.4593577
## FBreturn 0.4957580 1.0000000 0.6191356 0.6435550
## AMZNreturn 0.4376538 0.6191356 1.0000000 0.6747907
## GOOGLreturn 0.4593577 0.6435550 0.6747907 1.0000000
##
## , , 2017-09-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4951033 0.4356581 0.4573471
## FBreturn 0.4951033 1.0000000 0.6169081 0.6424191
## AMZNreturn 0.4356581 0.6169081 1.0000000 0.6741924
## GOOGLreturn 0.4573471 0.6424191 0.6741924 1.0000000
##
## , , 2017-09-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5049274 0.4539242 0.4717436
## FBreturn 0.5049274 1.0000000 0.6221089 0.6478794
## AMZNreturn 0.4539242 0.6221089 1.0000000 0.6820193
## GOOGLreturn 0.4717436 0.6478794 0.6820193 1.0000000
##
## , , 2017-09-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4994285 0.4501343 0.4687896
## FBreturn 0.4994285 1.0000000 0.6181756 0.6439944
## AMZNreturn 0.4501343 0.6181756 1.0000000 0.6793663
## GOOGLreturn 0.4687896 0.6439944 0.6793663 1.0000000
##
## , , 2017-09-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4906546 0.4329884 0.4554607
## FBreturn 0.4906546 1.0000000 0.6182087 0.6450180
## AMZNreturn 0.4329884 0.6182087 1.0000000 0.6809905
## GOOGLreturn 0.4554607 0.6450180 0.6809905 1.0000000
##
## , , 2017-09-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5187511 0.4583244 0.4707412
## FBreturn 0.5187511 1.0000000 0.6330415 0.6528451
## AMZNreturn 0.4583244 0.6330415 1.0000000 0.6865209
## GOOGLreturn 0.4707412 0.6528451 0.6865209 1.0000000
##
## , , 2017-09-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5340294 0.4687642 0.4638418
## FBreturn 0.5340294 1.0000000 0.6373628 0.6460461
## AMZNreturn 0.4687642 0.6373628 1.0000000 0.6813956
## GOOGLreturn 0.4638418 0.6460461 0.6813956 1.0000000
##
## , , 2017-09-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5309582 0.4614528 0.4590220
## FBreturn 0.5309582 1.0000000 0.6318082 0.6431110
## AMZNreturn 0.4614528 0.6318082 1.0000000 0.6789724
## GOOGLreturn 0.4590220 0.6431110 0.6789724 1.0000000
##
## , , 2017-09-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5259177 0.4250532 0.4479791
## FBreturn 0.5259177 1.0000000 0.6135449 0.6399475
## AMZNreturn 0.4250532 0.6135449 1.0000000 0.6730297
## GOOGLreturn 0.4479791 0.6399475 0.6730297 1.0000000
##
## , , 2017-09-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5341208 0.4339149 0.4587326
## FBreturn 0.5341208 1.0000000 0.6198782 0.6503649
## AMZNreturn 0.4339149 0.6198782 1.0000000 0.6775942
## GOOGLreturn 0.4587326 0.6503649 0.6775942 1.0000000
##
## , , 2017-09-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5316260 0.4147892 0.4432692
## FBreturn 0.5316260 1.0000000 0.6093253 0.6428284
## AMZNreturn 0.4147892 0.6093253 1.0000000 0.6770012
## GOOGLreturn 0.4432692 0.6428284 0.6770012 1.0000000
##
## , , 2017-09-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5344455 0.4251166 0.4490253
## FBreturn 0.5344455 1.0000000 0.6155927 0.6459374
## AMZNreturn 0.4251166 0.6155927 1.0000000 0.6785709
## GOOGLreturn 0.4490253 0.6459374 0.6785709 1.0000000
##
## , , 2017-09-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5215826 0.4231480 0.4457491
## FBreturn 0.5215826 1.0000000 0.5890204 0.6492522
## AMZNreturn 0.4231480 0.5890204 1.0000000 0.6638630
## GOOGLreturn 0.4457491 0.6492522 0.6638630 1.0000000
##
## , , 2017-09-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5208103 0.4033467 0.3979152
## FBreturn 0.5208103 1.0000000 0.5844059 0.6293647
## AMZNreturn 0.4033467 0.5844059 1.0000000 0.6605528
## GOOGLreturn 0.3979152 0.6293647 0.6605528 1.0000000
##
## , , 2017-09-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5340790 0.4192568 0.3943178
## FBreturn 0.5340790 1.0000000 0.5929485 0.6228922
## AMZNreturn 0.4192568 0.5929485 1.0000000 0.6556728
## GOOGLreturn 0.3943178 0.6228922 0.6556728 1.0000000
##
## , , 2017-09-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5358513 0.4278217 0.4024950
## FBreturn 0.5358513 1.0000000 0.5976809 0.6256899
## AMZNreturn 0.4278217 0.5976809 1.0000000 0.6572001
## GOOGLreturn 0.4024950 0.6256899 0.6572001 1.0000000
##
## , , 2017-09-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5138731 0.4365871 0.4138809
## FBreturn 0.5138731 1.0000000 0.6069305 0.6107758
## AMZNreturn 0.4365871 0.6069305 1.0000000 0.6650220
## GOOGLreturn 0.4138809 0.6107758 0.6650220 1.0000000
##
## , , 2017-09-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5157415 0.4211699 0.4206108
## FBreturn 0.5157415 1.0000000 0.6003330 0.6135485
## AMZNreturn 0.4211699 0.6003330 1.0000000 0.6592957
## GOOGLreturn 0.4206108 0.6135485 0.6592957 1.0000000
##
## , , 2017-09-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5175789 0.4256683 0.4257643
## FBreturn 0.5175789 1.0000000 0.6071290 0.6292440
## AMZNreturn 0.4256683 0.6071290 1.0000000 0.6627126
## GOOGLreturn 0.4257643 0.6292440 0.6627126 1.0000000
##
## , , 2017-09-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5106509 0.4174002 0.4215077
## FBreturn 0.5106509 1.0000000 0.6054758 0.6290187
## AMZNreturn 0.4174002 0.6054758 1.0000000 0.6620527
## GOOGLreturn 0.4215077 0.6290187 0.6620527 1.0000000
##
## , , 2017-10-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110574 0.4185708 0.4261249
## FBreturn 0.5110574 1.0000000 0.6048234 0.6321435
## AMZNreturn 0.4185708 0.6048234 1.0000000 0.6611442
## GOOGLreturn 0.4261249 0.6321435 0.6611442 1.0000000
##
## , , 2017-10-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5101286 0.4193280 0.4284797
## FBreturn 0.5101286 1.0000000 0.6046754 0.6356246
## AMZNreturn 0.4193280 0.6046754 1.0000000 0.6608947
## GOOGLreturn 0.4284797 0.6356246 0.6608947 1.0000000
##
## , , 2017-10-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5087117 0.4145485 0.4312542
## FBreturn 0.5087117 1.0000000 0.6004129 0.6350206
## AMZNreturn 0.4145485 0.6004129 1.0000000 0.6539841
## GOOGLreturn 0.4312542 0.6350206 0.6539841 1.0000000
##
## , , 2017-10-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5120215 0.3998848 0.4375973
## FBreturn 0.5120215 1.0000000 0.5827849 0.6379697
## AMZNreturn 0.3998848 0.5827849 1.0000000 0.6372466
## GOOGLreturn 0.4375973 0.6379697 0.6372466 1.0000000
##
## , , 2017-10-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5221871 0.4185755 0.4577539
## FBreturn 0.5221871 1.0000000 0.5947228 0.6483177
## AMZNreturn 0.4185755 0.5947228 1.0000000 0.6531495
## GOOGLreturn 0.4577539 0.6483177 0.6531495 1.0000000
##
## , , 2017-10-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5174572 0.4129009 0.4516971
## FBreturn 0.5174572 1.0000000 0.5944312 0.6470751
## AMZNreturn 0.4129009 0.5944312 1.0000000 0.6556026
## GOOGLreturn 0.4516971 0.6470751 0.6556026 1.0000000
##
## , , 2017-10-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5142151 0.4123416 0.4484857
## FBreturn 0.5142151 1.0000000 0.5937633 0.6452869
## AMZNreturn 0.4123416 0.5937633 1.0000000 0.6549009
## GOOGLreturn 0.4484857 0.6452869 0.6549009 1.0000000
##
## , , 2017-10-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110463 0.4110456 0.4464702
## FBreturn 0.5110463 1.0000000 0.5952123 0.6455098
## AMZNreturn 0.4110456 0.5952123 1.0000000 0.6568706
## GOOGLreturn 0.4464702 0.6455098 0.6568706 1.0000000
##
## , , 2017-10-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5110721 0.4144176 0.4472250
## FBreturn 0.5110721 1.0000000 0.5971744 0.6424337
## AMZNreturn 0.4144176 0.5971744 1.0000000 0.6582454
## GOOGLreturn 0.4472250 0.6424337 0.6582454 1.0000000
##
## , , 2017-10-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5105418 0.4064456 0.4471255
## FBreturn 0.5105418 1.0000000 0.5911910 0.6416006
## AMZNreturn 0.4064456 0.5911910 1.0000000 0.6538910
## GOOGLreturn 0.4471255 0.6416006 0.6538910 1.0000000
##
## , , 2017-10-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5113009 0.4052431 0.4464495
## FBreturn 0.5113009 1.0000000 0.5894648 0.6403829
## AMZNreturn 0.4052431 0.5894648 1.0000000 0.6533341
## GOOGLreturn 0.4464495 0.6403829 0.6533341 1.0000000
##
## , , 2017-10-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5028090 0.3986581 0.4302550
## FBreturn 0.5028090 1.0000000 0.5896151 0.6386628
## AMZNreturn 0.3986581 0.5896151 1.0000000 0.6527873
## GOOGLreturn 0.4302550 0.6386628 0.6527873 1.0000000
##
## , , 2017-10-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5030605 0.3998137 0.4304468
## FBreturn 0.5030605 1.0000000 0.5854185 0.6324262
## AMZNreturn 0.3998137 0.5854185 1.0000000 0.6524904
## GOOGLreturn 0.4304468 0.6324262 0.6524904 1.0000000
##
## , , 2017-10-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5014733 0.4090038 0.4289795
## FBreturn 0.5014733 1.0000000 0.5757976 0.6317208
## AMZNreturn 0.4090038 0.5757976 1.0000000 0.6351333
## GOOGLreturn 0.4289795 0.6317208 0.6351333 1.0000000
##
## , , 2017-10-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5133878 0.4341719 0.4550344
## FBreturn 0.5133878 1.0000000 0.5860541 0.6397049
## AMZNreturn 0.4341719 0.5860541 1.0000000 0.6459849
## GOOGLreturn 0.4550344 0.6397049 0.6459849 1.0000000
##
## , , 2017-10-23
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5107248 0.4300882 0.4540444
## FBreturn 0.5107248 1.0000000 0.5856252 0.6372063
## AMZNreturn 0.4300882 0.5856252 1.0000000 0.6409673
## GOOGLreturn 0.4540444 0.6372063 0.6409673 1.0000000
##
## , , 2017-10-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4933417 0.4205728 0.4408037
## FBreturn 0.4933417 1.0000000 0.6116663 0.6627153
## AMZNreturn 0.4205728 0.6116663 1.0000000 0.6633729
## GOOGLreturn 0.4408037 0.6627153 0.6633729 1.0000000
##
## , , 2017-10-25
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4952880 0.4246558 0.4423293
## FBreturn 0.4952880 1.0000000 0.6116566 0.6606949
## AMZNreturn 0.4246558 0.6116566 1.0000000 0.6627790
## GOOGLreturn 0.4423293 0.6606949 0.6627790 1.0000000
##
## , , 2017-10-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4978471 0.4266104 0.4385355
## FBreturn 0.4978471 1.0000000 0.6117838 0.6526756
## AMZNreturn 0.4266104 0.6117838 1.0000000 0.6581490
## GOOGLreturn 0.4385355 0.6526756 0.6581490 1.0000000
##
## , , 2017-10-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4935719 0.4219383 0.4362955
## FBreturn 0.4935719 1.0000000 0.6099058 0.6506124
## AMZNreturn 0.4219383 0.6099058 1.0000000 0.6574462
## GOOGLreturn 0.4362955 0.6506124 0.6574462 1.0000000
##
## , , 2017-10-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5703706 0.5432384 0.5237708
## FBreturn 0.5703706 1.0000000 0.6844263 0.7064460
## AMZNreturn 0.5432384 0.6844263 1.0000000 0.7209067
## GOOGLreturn 0.5237708 0.7064460 0.7209067 1.0000000
##
## , , 2017-10-31
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5753663 0.5212406 0.4908894
## FBreturn 0.5753663 1.0000000 0.6719178 0.6859108
## AMZNreturn 0.5212406 0.6719178 1.0000000 0.7146960
## GOOGLreturn 0.4908894 0.6859108 0.7146960 1.0000000
##
## , , 2017-11-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5664999 0.4921687 0.4748485
## FBreturn 0.5664999 1.0000000 0.6610912 0.6799196
## AMZNreturn 0.4921687 0.6610912 1.0000000 0.7097021
## GOOGLreturn 0.4748485 0.6799196 0.7097021 1.0000000
##
## , , 2017-11-02
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5088707 0.4844418 0.4419366
## FBreturn 0.5088707 1.0000000 0.6387945 0.6804149
## AMZNreturn 0.4844418 0.6387945 1.0000000 0.6973464
## GOOGLreturn 0.4419366 0.6804149 0.6973464 1.0000000
##
## , , 2017-11-03
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4582816 0.4671202 0.4382250
## FBreturn 0.4582816 1.0000000 0.6331901 0.6528196
## AMZNreturn 0.4671202 0.6331901 1.0000000 0.6920765
## GOOGLreturn 0.4382250 0.6528196 0.6920765 1.0000000
##
## , , 2017-11-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4439863 0.4797265 0.4438025
## FBreturn 0.4439863 1.0000000 0.6255596 0.6492415
## AMZNreturn 0.4797265 0.6255596 1.0000000 0.6917815
## GOOGLreturn 0.4438025 0.6492415 0.6917815 1.0000000
##
## , , 2017-11-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4538541 0.4778056 0.4227475
## FBreturn 0.4538541 1.0000000 0.6241878 0.6266796
## AMZNreturn 0.4778056 0.6241878 1.0000000 0.6761276
## GOOGLreturn 0.4227475 0.6266796 0.6761276 1.0000000
##
## , , 2017-11-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4564170 0.4730545 0.4254500
## FBreturn 0.4564170 1.0000000 0.6213969 0.6248539
## AMZNreturn 0.4730545 0.6213969 1.0000000 0.6695138
## GOOGLreturn 0.4254500 0.6248539 0.6695138 1.0000000
##
## , , 2017-11-09
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4481176 0.4735407 0.4295234
## FBreturn 0.4481176 1.0000000 0.6097951 0.6185085
## AMZNreturn 0.4735407 0.6097951 1.0000000 0.6693055
## GOOGLreturn 0.4295234 0.6185085 0.6693055 1.0000000
##
## , , 2017-11-10
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4510974 0.4712051 0.4321872
## FBreturn 0.4510974 1.0000000 0.6075682 0.6145066
## AMZNreturn 0.4712051 0.6075682 1.0000000 0.6694014
## GOOGLreturn 0.4321872 0.6145066 0.6694014 1.0000000
##
## , , 2017-11-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4555013 0.4689994 0.4341659
## FBreturn 0.4555013 1.0000000 0.6075390 0.6166274
## AMZNreturn 0.4689994 0.6075390 1.0000000 0.6687686
## GOOGLreturn 0.4341659 0.6166274 0.6687686 1.0000000
##
## , , 2017-11-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4557916 0.4617419 0.4362731
## FBreturn 0.4557916 1.0000000 0.6059584 0.6162663
## AMZNreturn 0.4617419 0.6059584 1.0000000 0.6650555
## GOOGLreturn 0.4362731 0.6162663 0.6650555 1.0000000
##
## , , 2017-11-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4607316 0.4282852 0.4251687
## FBreturn 0.4607316 1.0000000 0.5966107 0.6158610
## AMZNreturn 0.4282852 0.5966107 1.0000000 0.6618977
## GOOGLreturn 0.4251687 0.6158610 0.6618977 1.0000000
##
## , , 2017-11-16
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4633381 0.4430183 0.4317468
## FBreturn 0.4633381 1.0000000 0.5958955 0.6180753
## AMZNreturn 0.4430183 0.5958955 1.0000000 0.6629374
## GOOGLreturn 0.4317468 0.6180753 0.6629374 1.0000000
##
## , , 2017-11-17
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4711511 0.4499331 0.4452004
## FBreturn 0.4711511 1.0000000 0.5989540 0.6226414
## AMZNreturn 0.4499331 0.5989540 1.0000000 0.6670614
## GOOGLreturn 0.4452004 0.6226414 0.6670614 1.0000000
##
## , , 2017-11-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4749486 0.4531794 0.4521640
## FBreturn 0.4749486 1.0000000 0.5998181 0.6221641
## AMZNreturn 0.4531794 0.5998181 1.0000000 0.6715265
## GOOGLreturn 0.4521640 0.6221641 0.6715265 1.0000000
##
## , , 2017-11-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4758856 0.4501335 0.4511574
## FBreturn 0.4758856 1.0000000 0.5990044 0.6227223
## AMZNreturn 0.4501335 0.5990044 1.0000000 0.6693781
## GOOGLreturn 0.4511574 0.6227223 0.6693781 1.0000000
##
## , , 2017-11-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5034824 0.4626741 0.4740316
## FBreturn 0.5034824 1.0000000 0.6078872 0.6388986
## AMZNreturn 0.4626741 0.6078872 1.0000000 0.6754091
## GOOGLreturn 0.4740316 0.6388986 0.6754091 1.0000000
##
## , , 2017-11-24
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4835487 0.4703404 0.4651025
## FBreturn 0.4835487 1.0000000 0.5794599 0.6365771
## AMZNreturn 0.4703404 0.5794599 1.0000000 0.6611228
## GOOGLreturn 0.4651025 0.6365771 0.6611228 1.0000000
##
## , , 2017-11-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4739818 0.4434080 0.4613916
## FBreturn 0.4739818 1.0000000 0.5961167 0.6347548
## AMZNreturn 0.4434080 0.5961167 1.0000000 0.6481800
## GOOGLreturn 0.4613916 0.6347548 0.6481800 1.0000000
##
## , , 2017-11-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4728746 0.4306488 0.4324811
## FBreturn 0.4728746 1.0000000 0.5934660 0.6232399
## AMZNreturn 0.4306488 0.5934660 1.0000000 0.6493829
## GOOGLreturn 0.4324811 0.6232399 0.6493829 1.0000000
##
## , , 2017-11-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4801807 0.4322432 0.4413144
## FBreturn 0.4801807 1.0000000 0.5945270 0.6286898
## AMZNreturn 0.4322432 0.5945270 1.0000000 0.6500001
## GOOGLreturn 0.4413144 0.6286898 0.6500001 1.0000000
##
## , , 2017-11-30
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5382843 0.4839502 0.4852221
## FBreturn 0.5382843 1.0000000 0.6521660 0.6654160
## AMZNreturn 0.4839502 0.6521660 1.0000000 0.6823782
## GOOGLreturn 0.4852221 0.6654160 0.6823782 1.0000000
##
## , , 2017-12-01
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5424814 0.4878675 0.4767721
## FBreturn 0.5424814 1.0000000 0.6521077 0.6596185
## AMZNreturn 0.4878675 0.6521077 1.0000000 0.6769341
## GOOGLreturn 0.4767721 0.6596185 0.6769341 1.0000000
##
## , , 2017-12-04
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5413596 0.4862199 0.4775237
## FBreturn 0.5413596 1.0000000 0.6522442 0.6617181
## AMZNreturn 0.4862199 0.6522442 1.0000000 0.6820994
## GOOGLreturn 0.4775237 0.6617181 0.6820994 1.0000000
##
## , , 2017-12-05
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5434841 0.4883132 0.4816929
## FBreturn 0.5434841 1.0000000 0.6622928 0.6690345
## AMZNreturn 0.4883132 0.6622928 1.0000000 0.6893621
## GOOGLreturn 0.4816929 0.6690345 0.6893621 1.0000000
##
## , , 2017-12-06
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5368975 0.4816899 0.4745575
## FBreturn 0.5368975 1.0000000 0.6580310 0.6680855
## AMZNreturn 0.4816899 0.6580310 1.0000000 0.6868444
## GOOGLreturn 0.4745575 0.6680855 0.6868444 1.0000000
##
## , , 2017-12-07
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5162872 0.4703026 0.4552277
## FBreturn 0.5162872 1.0000000 0.6540081 0.6725510
## AMZNreturn 0.4703026 0.6540081 1.0000000 0.6844817
## GOOGLreturn 0.4552277 0.6725510 0.6844817 1.0000000
##
## , , 2017-12-08
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5079437 0.4659722 0.4515995
## FBreturn 0.5079437 1.0000000 0.6464026 0.6757104
## AMZNreturn 0.4659722 0.6464026 1.0000000 0.6813341
## GOOGLreturn 0.4515995 0.6757104 0.6813341 1.0000000
##
## , , 2017-12-11
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5045617 0.4618189 0.4500176
## FBreturn 0.5045617 1.0000000 0.6383658 0.6652395
## AMZNreturn 0.4618189 0.6383658 1.0000000 0.6787062
## GOOGLreturn 0.4500176 0.6652395 0.6787062 1.0000000
##
## , , 2017-12-12
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4850148 0.4537504 0.4409868
## FBreturn 0.4850148 1.0000000 0.6335280 0.6618252
## AMZNreturn 0.4537504 0.6335280 1.0000000 0.6766487
## GOOGLreturn 0.4409868 0.6618252 0.6766487 1.0000000
##
## , , 2017-12-13
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4903500 0.4538879 0.4440561
## FBreturn 0.4903500 1.0000000 0.6319706 0.6608285
## AMZNreturn 0.4538879 0.6319706 1.0000000 0.6758416
## GOOGLreturn 0.4440561 0.6608285 0.6758416 1.0000000
##
## , , 2017-12-14
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4913001 0.4488662 0.4443823
## FBreturn 0.4913001 1.0000000 0.6245125 0.6585368
## AMZNreturn 0.4488662 0.6245125 1.0000000 0.6720013
## GOOGLreturn 0.4443823 0.6585368 0.6720013 1.0000000
##
## , , 2017-12-15
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4909223 0.4430468 0.4419830
## FBreturn 0.4909223 1.0000000 0.6183218 0.6539702
## AMZNreturn 0.4430468 0.6183218 1.0000000 0.6718138
## GOOGLreturn 0.4419830 0.6539702 0.6718138 1.0000000
##
## , , 2017-12-18
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4968996 0.4395917 0.4554817
## FBreturn 0.4968996 1.0000000 0.6152472 0.6554768
## AMZNreturn 0.4395917 0.6152472 1.0000000 0.6640289
## GOOGLreturn 0.4554817 0.6554768 0.6640289 1.0000000
##
## , , 2017-12-19
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4901996 0.4470305 0.4683049
## FBreturn 0.4901996 1.0000000 0.6116830 0.6496291
## AMZNreturn 0.4470305 0.6116830 1.0000000 0.6672879
## GOOGLreturn 0.4683049 0.6496291 0.6672879 1.0000000
##
## , , 2017-12-20
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4963458 0.4485270 0.4735407
## FBreturn 0.4963458 1.0000000 0.6120394 0.6509120
## AMZNreturn 0.4485270 0.6120394 1.0000000 0.6678859
## GOOGLreturn 0.4735407 0.6509120 0.6678859 1.0000000
##
## , , 2017-12-21
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4942907 0.4447755 0.4709390
## FBreturn 0.4942907 1.0000000 0.6167525 0.6519952
## AMZNreturn 0.4447755 0.6167525 1.0000000 0.6691679
## GOOGLreturn 0.4709390 0.6519952 0.6691679 1.0000000
##
## , , 2017-12-22
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4907698 0.4379235 0.4649190
## FBreturn 0.4907698 1.0000000 0.6148237 0.6503958
## AMZNreturn 0.4379235 0.6148237 1.0000000 0.6682062
## GOOGLreturn 0.4649190 0.6503958 0.6682062 1.0000000
##
## , , 2017-12-26
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4904188 0.4345809 0.4626854
## FBreturn 0.4904188 1.0000000 0.6111670 0.6485854
## AMZNreturn 0.4345809 0.6111670 1.0000000 0.6666661
## GOOGLreturn 0.4626854 0.6485854 0.6666661 1.0000000
##
## , , 2017-12-27
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4918542 0.3765309 0.4498101
## FBreturn 0.4918542 1.0000000 0.5961134 0.6479663
## AMZNreturn 0.3765309 0.5961134 1.0000000 0.6578488
## GOOGLreturn 0.4498101 0.6479663 0.6578488 1.0000000
##
## , , 2017-12-28
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4897910 0.3787735 0.4479672
## FBreturn 0.4897910 1.0000000 0.5963220 0.6380644
## AMZNreturn 0.3787735 0.5963220 1.0000000 0.6515889
## GOOGLreturn 0.4479672 0.6380644 0.6515889 1.0000000
##
## , , 2017-12-29
##
## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.4894979 0.3818996 0.4433808
## FBreturn 0.4894979 1.0000000 0.5955790 0.6345371
## AMZNreturn 0.3818996 0.5955790 1.0000000 0.6480003
## GOOGLreturn 0.4433808 0.6345371 0.6480003 1.0000000rcor(portfoliofit_1)## APPLreturn FBreturn AMZNreturn GOOGLreturn
## APPLreturn 1.0000000 0.5096229 0.4535035 0.4818998
## FBreturn 0.5096229 1.0000000 0.6508413 0.6710784
## AMZNreturn 0.4535035 0.6508413 1.0000000 0.6835661
## GOOGLreturn 0.4818998 0.6710784 0.6835661 1.0000000cordist
Given an array of correlation snapshots in time, returns a matrix of some rolling distance measure on the correlations.
cordist(R=rcor(portfoliofit), distance = c("ma","ms","meda","meds","eigen", "cmd"), n = 25,
plot = TRUE, dates = NULL, title = NULL)
dcc garch
dcc test
A test of non-constant correlation based on Engle and Sheppard (2001).
DCCtest(Portfolio, garchOrder = c(1,1), n.lags = 1, solver = "solnp",
solver.control = list(), cluster = NULL, Z = NULL)## $H0
## [1] "Constant Probability"
##
## $p.value
## [1] 0.9845279
##
## $statistic
## [1] 0.03118613standardspec = ugarchspec(mean.model = list(armaOrder = c(0,0)),
variance.model = list(garchOrder = c(1,1),
model = "sGARCH"),
distribution.model = "norm" )
dcc=dccspec(uspec = multispec(replicate(4,standardspec)),distribution = "mvnorm")dcc fit
dccfit = dccfit(dcc, data =Portfolio)
dccfit##
## *---------------------------------*
## * DCC GARCH Fit *
## *---------------------------------*
##
## Distribution : mvnorm
## Model : DCC(1,1)
## No. Parameters : 24
## [VAR GARCH DCC UncQ] : [0+16+2+6]
## No. Series : 4
## No. Obs. : 754
## Log-Likelihood : 9003.843
## Av.Log-Likelihood : 11.94
##
## Optimal Parameters
## -----------------------------------
## Estimate Std. Error t value Pr(>|t|)
## [APPLreturn].mu 0.001060 0.000507 2.09318 0.036333
## [APPLreturn].omega 0.000002 0.000002 0.73669 0.461308
## [APPLreturn].alpha1 0.018059 0.004093 4.41177 0.000010
## [APPLreturn].beta1 0.972672 0.005962 163.15029 0.000000
## [FBreturn].mu 0.001291 0.000474 2.72529 0.006425
## [FBreturn].omega 0.000010 0.000003 3.37296 0.000744
## [FBreturn].alpha1 0.099713 0.017856 5.58425 0.000000
## [FBreturn].beta1 0.863100 0.027109 31.83804 0.000000
## [AMZNreturn].mu 0.001861 0.000768 2.42443 0.015333
## [AMZNreturn].omega 0.000002 0.000004 0.57501 0.565287
## [AMZNreturn].alpha1 0.009056 0.006891 1.31422 0.188772
## [AMZNreturn].beta1 0.982110 0.014328 68.54408 0.000000
## [GOOGLreturn].mu 0.000793 0.000462 1.71672 0.086030
## [GOOGLreturn].omega 0.000031 0.000013 2.42125 0.015467
## [GOOGLreturn].alpha1 0.241749 0.146884 1.64585 0.099795
## [GOOGLreturn].beta1 0.618876 0.128425 4.81899 0.000001
## [Joint]dcca1 0.004489 0.007977 0.56275 0.573607
## [Joint]dccb1 0.902555 0.047299 19.08173 0.000000
##
## Information Criteria
## ---------------------
##
## Akaike -23.819
## Bayes -23.672
## Shibata -23.821
## Hannan-Quinn -23.762
##
##
## Elapsed time : 2.561431nisurface(dccfit)
## $nisurface
## [,1] [,2] [,3] [,4] [,5]
## [1,] 1.247468e-04 1.243279e-04 1.238941e-04 1.234450e-04 1.229806e-04
## [2,] 1.243222e-04 1.239212e-04 1.235053e-04 1.230744e-04 1.226283e-04
## [3,] 1.238828e-04 1.234997e-04 1.231020e-04 1.226894e-04 1.222618e-04
## [4,] 1.234283e-04 1.230633e-04 1.226839e-04 1.222899e-04 1.218811e-04
## [5,] 1.229584e-04 1.226117e-04 1.222509e-04 1.218756e-04 1.214857e-04
## [6,] 1.224729e-04 1.221448e-04 1.218027e-04 1.214464e-04 1.210756e-04
## [7,] 1.219718e-04 1.216624e-04 1.213392e-04 1.210019e-04 1.206504e-04
## [8,] 1.214547e-04 1.211642e-04 1.208601e-04 1.205421e-04 1.202101e-04
## [9,] 1.209216e-04 1.206501e-04 1.203652e-04 1.200668e-04 1.197545e-04
## [10,] 1.203721e-04 1.201199e-04 1.198545e-04 1.195757e-04 1.192832e-04
## [11,] 1.198063e-04 1.195735e-04 1.193276e-04 1.190687e-04 1.187963e-04
## [12,] 1.192240e-04 1.190106e-04 1.187846e-04 1.185456e-04 1.182935e-04
## [13,] 1.186249e-04 1.184313e-04 1.182252e-04 1.180064e-04 1.177746e-04
## [14,] 1.180091e-04 1.178354e-04 1.176494e-04 1.174509e-04 1.172397e-04
## [15,] 1.173765e-04 1.172227e-04 1.170570e-04 1.168790e-04 1.166884e-04
## [16,] 1.167268e-04 1.165932e-04 1.164479e-04 1.162905e-04 1.161208e-04
## [17,] 1.160601e-04 1.159469e-04 1.158221e-04 1.156855e-04 1.155368e-04
## [18,] 1.153763e-04 1.152835e-04 1.151794e-04 1.150637e-04 1.149362e-04
## [19,] 1.146754e-04 1.146032e-04 1.145199e-04 1.144253e-04 1.143190e-04
## [20,] 1.139574e-04 1.139059e-04 1.138435e-04 1.137701e-04 1.136853e-04
## [21,] 1.132223e-04 1.131915e-04 1.131502e-04 1.130981e-04 1.130348e-04
## [22,] 1.124700e-04 1.124601e-04 1.124400e-04 1.124093e-04 1.123677e-04
## [23,] 1.117006e-04 1.117118e-04 1.117129e-04 1.117037e-04 1.116839e-04
## [24,] 1.109142e-04 1.109465e-04 1.109690e-04 1.109815e-04 1.109836e-04
## [25,] 1.101108e-04 1.101644e-04 1.102084e-04 1.102425e-04 1.102666e-04
## [26,] 1.092906e-04 1.093655e-04 1.094310e-04 1.094870e-04 1.095331e-04
## [27,] 1.084536e-04 1.085499e-04 1.086371e-04 1.087149e-04 1.087832e-04
## [28,] 1.076001e-04 1.077177e-04 1.078266e-04 1.079265e-04 1.080170e-04
## [29,] 1.067300e-04 1.068692e-04 1.069999e-04 1.071217e-04 1.072346e-04
## [30,] 1.058437e-04 1.060044e-04 1.061569e-04 1.063009e-04 1.064361e-04
## [31,] 1.049413e-04 1.051236e-04 1.052980e-04 1.054641e-04 1.056217e-04
## [32,] 1.040230e-04 1.042270e-04 1.044233e-04 1.046116e-04 1.047916e-04
## [33,] 1.030891e-04 1.033148e-04 1.035330e-04 1.037435e-04 1.039460e-04
## [34,] 1.021398e-04 1.023872e-04 1.026274e-04 1.028601e-04 1.030851e-04
## [35,] 1.011754e-04 1.014445e-04 1.017066e-04 1.019616e-04 1.022092e-04
## [36,] 1.001962e-04 1.004870e-04 1.007711e-04 1.010484e-04 1.013184e-04
## [37,] 9.920254e-05 9.951497e-05 9.982108e-05 1.001206e-04 1.004132e-04
## [38,] 9.819467e-05 9.852879e-05 9.885686e-05 9.917860e-05 9.949372e-05
## [39,] 9.717298e-05 9.752876e-05 9.787878e-05 9.822274e-05 9.856037e-05
## [40,] 9.613784e-05 9.651525e-05 9.688719e-05 9.725335e-05 9.761344e-05
## [41,] 9.508963e-05 9.548864e-05 9.588245e-05 9.627076e-05 9.665329e-05
## [42,] 9.402876e-05 9.444931e-05 9.486494e-05 9.527537e-05 9.568029e-05
## [43,] 9.295563e-05 9.339767e-05 9.383507e-05 9.426755e-05 9.469481e-05
## [44,] 9.187067e-05 9.233413e-05 9.279325e-05 9.324772e-05 9.369725e-05
## [45,] 9.077433e-05 9.125915e-05 9.173989e-05 9.221629e-05 9.268802e-05
## [46,] 8.966707e-05 9.017315e-05 9.067545e-05 9.117368e-05 9.166754e-05
## [47,] 8.854934e-05 8.907660e-05 8.960037e-05 9.012034e-05 9.063623e-05
## [48,] 8.742163e-05 8.796997e-05 8.851510e-05 8.905673e-05 8.959455e-05
## [49,] 8.628442e-05 8.685373e-05 8.742013e-05 8.798331e-05 8.854296e-05
## [50,] 8.513820e-05 8.572838e-05 8.631593e-05 8.690054e-05 8.748191e-05
## [51,] 8.398349e-05 8.459442e-05 8.520299e-05 8.580891e-05 8.641187e-05
## [52,] 8.282079e-05 8.345233e-05 8.408180e-05 8.470891e-05 8.533334e-05
## [53,] 8.165062e-05 8.230264e-05 8.295287e-05 8.360103e-05 8.424679e-05
## [54,] 8.047349e-05 8.114585e-05 8.181671e-05 8.248576e-05 8.315271e-05
## [55,] 7.928993e-05 7.998248e-05 8.067381e-05 8.136362e-05 8.205161e-05
## [56,] 7.810047e-05 7.881305e-05 7.952470e-05 8.023511e-05 8.094397e-05
## [57,] 7.690563e-05 7.763808e-05 7.836988e-05 7.910073e-05 7.983031e-05
## [58,] 7.570593e-05 7.645809e-05 7.720988e-05 7.796100e-05 7.871112e-05
## [59,] 7.450191e-05 7.527361e-05 7.604521e-05 7.681642e-05 7.758691e-05
## [60,] 7.329409e-05 7.408514e-05 7.487638e-05 7.566750e-05 7.645818e-05
## [61,] 7.208299e-05 7.289321e-05 7.370390e-05 7.451474e-05 7.532542e-05
## [62,] 7.086912e-05 7.169833e-05 7.252828e-05 7.335865e-05 7.418915e-05
## [63,] 6.965301e-05 7.050101e-05 7.135002e-05 7.219973e-05 7.304984e-05
## [64,] 6.843515e-05 6.930175e-05 7.016963e-05 7.103848e-05 7.190799e-05
## [65,] 6.721606e-05 6.810104e-05 6.898758e-05 6.987537e-05 7.076408e-05
## [66,] 6.599621e-05 6.689939e-05 6.780438e-05 6.871089e-05 6.961860e-05
## [67,] 6.477611e-05 6.569726e-05 6.662050e-05 6.754552e-05 6.847201e-05
## [68,] 6.355622e-05 6.449514e-05 6.543641e-05 6.637973e-05 6.732478e-05
## [69,] 6.233701e-05 6.329348e-05 6.425257e-05 6.521397e-05 6.617736e-05
## [70,] 6.111894e-05 6.209275e-05 6.306944e-05 6.404869e-05 6.503020e-05
## [71,] 5.990247e-05 6.089339e-05 6.188745e-05 6.288434e-05 6.388374e-05
## [72,] 5.868802e-05 5.969583e-05 6.070704e-05 6.172134e-05 6.273840e-05
## [73,] 5.747602e-05 5.850051e-05 5.952864e-05 6.056011e-05 6.159461e-05
## [74,] 5.626689e-05 5.730782e-05 5.835264e-05 5.940106e-05 6.045276e-05
## [75,] 5.506103e-05 5.611817e-05 5.717946e-05 5.824460e-05 5.931326e-05
## [76,] 5.385882e-05 5.493194e-05 5.600947e-05 5.709109e-05 5.817649e-05
## [77,] 5.266063e-05 5.374952e-05 5.484305e-05 5.594092e-05 5.704282e-05
## [78,] 5.146685e-05 5.257126e-05 5.368057e-05 5.479445e-05 5.591260e-05
## [79,] 5.027780e-05 5.139752e-05 5.252236e-05 5.365203e-05 5.478620e-05
## [80,] 4.909384e-05 5.022862e-05 5.136877e-05 5.251398e-05 5.366394e-05
## [81,] 4.791528e-05 4.906490e-05 5.022012e-05 5.138064e-05 5.254614e-05
## [82,] 4.674243e-05 4.790665e-05 4.907672e-05 5.025231e-05 5.143312e-05
## [83,] 4.557559e-05 4.675419e-05 4.793886e-05 4.912930e-05 5.032518e-05
## [84,] 4.441503e-05 4.560778e-05 4.680683e-05 4.801187e-05 4.922259e-05
## [85,] 4.326104e-05 4.446771e-05 4.568090e-05 4.690031e-05 4.812562e-05
## [86,] 4.211386e-05 4.333422e-05 4.456133e-05 4.579488e-05 4.703455e-05
## [87,] 4.097373e-05 4.220756e-05 4.344835e-05 4.469581e-05 4.594961e-05
## [88,] 3.984089e-05 4.108796e-05 4.234221e-05 4.360334e-05 4.487104e-05
## [89,] 3.871555e-05 3.997564e-05 4.124312e-05 4.251770e-05 4.379906e-05
## [90,] 3.759792e-05 3.887079e-05 4.015128e-05 4.143908e-05 4.273387e-05
## [91,] 3.648818e-05 3.777363e-05 3.906690e-05 4.036769e-05 4.167569e-05
## [92,] 3.538651e-05 3.668431e-05 3.799014e-05 3.930371e-05 4.062468e-05
## [93,] 3.429308e-05 3.560302e-05 3.692119e-05 3.824730e-05 3.958103e-05
## [94,] 3.320805e-05 3.452991e-05 3.586021e-05 3.719864e-05 3.854489e-05
## [95,] 3.213155e-05 3.346512e-05 3.480732e-05 3.615786e-05 3.751643e-05
## [96,] 3.106372e-05 3.240879e-05 3.376269e-05 3.512512e-05 3.649577e-05
## [97,] 3.000468e-05 3.136104e-05 3.272642e-05 3.410053e-05 3.548305e-05
## [98,] 2.895454e-05 3.032198e-05 3.169863e-05 3.308421e-05 3.447839e-05
## [99,] 2.791340e-05 2.929171e-05 3.067943e-05 3.207627e-05 3.348190e-05
## [100,] 2.688134e-05 2.827033e-05 2.966892e-05 3.107680e-05 3.249367e-05
## [,6] [,7] [,8] [,9] [,10]
## [1,] 1.225004e-04 1.220045e-04 1.214925e-04 1.209643e-04 1.204197e-04
## [2,] 1.221667e-04 1.216894e-04 1.211963e-04 1.206872e-04 1.201618e-04
## [3,] 1.218190e-04 1.213606e-04 1.208866e-04 1.203968e-04 1.198909e-04
## [4,] 1.214571e-04 1.210179e-04 1.205632e-04 1.200928e-04 1.196066e-04
## [5,] 1.210809e-04 1.206610e-04 1.202258e-04 1.197751e-04 1.193088e-04
## [6,] 1.206901e-04 1.202897e-04 1.198742e-04 1.194435e-04 1.189972e-04
## [7,] 1.202845e-04 1.199038e-04 1.195082e-04 1.190976e-04 1.186716e-04
## [8,] 1.198639e-04 1.195031e-04 1.191277e-04 1.187373e-04 1.183318e-04
## [9,] 1.194281e-04 1.190874e-04 1.187323e-04 1.183624e-04 1.179776e-04
## [10,] 1.189769e-04 1.186566e-04 1.183219e-04 1.179727e-04 1.176088e-04
## [11,] 1.185102e-04 1.182103e-04 1.178963e-04 1.175680e-04 1.172252e-04
## [12,] 1.180279e-04 1.177486e-04 1.174555e-04 1.171482e-04 1.168267e-04
## [13,] 1.175296e-04 1.172712e-04 1.169991e-04 1.167131e-04 1.164130e-04
## [14,] 1.170154e-04 1.167780e-04 1.165271e-04 1.162625e-04 1.159841e-04
## [15,] 1.164851e-04 1.162688e-04 1.160393e-04 1.157963e-04 1.155397e-04
## [16,] 1.159386e-04 1.157437e-04 1.155357e-04 1.153144e-04 1.150797e-04
## [17,] 1.153758e-04 1.152023e-04 1.150160e-04 1.148167e-04 1.146042e-04
## [18,] 1.147966e-04 1.146447e-04 1.144803e-04 1.143030e-04 1.141128e-04
## [19,] 1.142010e-04 1.140709e-04 1.139284e-04 1.137734e-04 1.136056e-04
## [20,] 1.135889e-04 1.134806e-04 1.133603e-04 1.132276e-04 1.130824e-04
## [21,] 1.129602e-04 1.128740e-04 1.127759e-04 1.126658e-04 1.125433e-04
## [22,] 1.123150e-04 1.122510e-04 1.121753e-04 1.120877e-04 1.119881e-04
## [23,] 1.116533e-04 1.116115e-04 1.115583e-04 1.114935e-04 1.114169e-04
## [24,] 1.109750e-04 1.109556e-04 1.109251e-04 1.108831e-04 1.108296e-04
## [25,] 1.102803e-04 1.102834e-04 1.102755e-04 1.102566e-04 1.102262e-04
## [26,] 1.095691e-04 1.095948e-04 1.096098e-04 1.096139e-04 1.096069e-04
## [27,] 1.088417e-04 1.088900e-04 1.089279e-04 1.089552e-04 1.089715e-04
## [28,] 1.080979e-04 1.081690e-04 1.082299e-04 1.082804e-04 1.083203e-04
## [29,] 1.073380e-04 1.074319e-04 1.075159e-04 1.075897e-04 1.076532e-04
## [30,] 1.065622e-04 1.066789e-04 1.067860e-04 1.068833e-04 1.069703e-04
## [31,] 1.057705e-04 1.059101e-04 1.060405e-04 1.061611e-04 1.062719e-04
## [32,] 1.049631e-04 1.051257e-04 1.052793e-04 1.054235e-04 1.055580e-04
## [33,] 1.041402e-04 1.043259e-04 1.045027e-04 1.046704e-04 1.048288e-04
## [34,] 1.033021e-04 1.035108e-04 1.037110e-04 1.039023e-04 1.040844e-04
## [35,] 1.024490e-04 1.026807e-04 1.029042e-04 1.031191e-04 1.033251e-04
## [36,] 1.015810e-04 1.018359e-04 1.020827e-04 1.023212e-04 1.025510e-04
## [37,] 1.006986e-04 1.009765e-04 1.012467e-04 1.015088e-04 1.017625e-04
## [38,] 9.980193e-05 1.001029e-04 1.003964e-04 1.006821e-04 1.009597e-04
## [39,] 9.889135e-05 9.921540e-05 9.953222e-05 9.984152e-05 1.001430e-04
## [40,] 9.796718e-05 9.831425e-05 9.865437e-05 9.898724e-05 9.931254e-05
## [41,] 9.702974e-05 9.739981e-05 9.776320e-05 9.811960e-05 9.846871e-05
## [42,] 9.607941e-05 9.647243e-05 9.685904e-05 9.723893e-05 9.761180e-05
## [43,] 9.511655e-05 9.553246e-05 9.594224e-05 9.634558e-05 9.674216e-05
## [44,] 9.414154e-05 9.458029e-05 9.501318e-05 9.543990e-05 9.586014e-05
## [45,] 9.315479e-05 9.361630e-05 9.407223e-05 9.452226e-05 9.496609e-05
## [46,] 9.215671e-05 9.264090e-05 9.311979e-05 9.359306e-05 9.406039e-05
## [47,] 9.114772e-05 9.165450e-05 9.215626e-05 9.265268e-05 9.314343e-05
## [48,] 9.012826e-05 9.065754e-05 9.118208e-05 9.170154e-05 9.221562e-05
## [49,] 8.909878e-05 8.965045e-05 9.019765e-05 9.074007e-05 9.127737e-05
## [50,] 8.805972e-05 8.863368e-05 8.920344e-05 8.976869e-05 9.032909e-05
## [51,] 8.701157e-05 8.760768e-05 8.819987e-05 8.878784e-05 8.937123e-05
## [52,] 8.595478e-05 8.657292e-05 8.718742e-05 8.779797e-05 8.840421e-05
## [53,] 8.488984e-05 8.552987e-05 8.616654e-05 8.679953e-05 8.742850e-05
## [54,] 8.381723e-05 8.447901e-05 8.513771e-05 8.579300e-05 8.644453e-05
## [55,] 8.273745e-05 8.342082e-05 8.410139e-05 8.477882e-05 8.545278e-05
## [56,] 8.165097e-05 8.235578e-05 8.305806e-05 8.375749e-05 8.445371e-05
## [57,] 8.055830e-05 8.128438e-05 8.200821e-05 8.272946e-05 8.344777e-05
## [58,] 7.945994e-05 8.020712e-05 8.095232e-05 8.169522e-05 8.243545e-05
## [59,] 7.835637e-05 7.912447e-05 7.989088e-05 8.065524e-05 8.141721e-05
## [60,] 7.724810e-05 7.803694e-05 7.882436e-05 7.961000e-05 8.039353e-05
## [61,] 7.613562e-05 7.694501e-05 7.775325e-05 7.855999e-05 7.936487e-05
## [62,] 7.501943e-05 7.584917e-05 7.667803e-05 7.750566e-05 7.833171e-05
## [63,] 7.390000e-05 7.474990e-05 7.559918e-05 7.644751e-05 7.729451e-05
## [64,] 7.277783e-05 7.364768e-05 7.451718e-05 7.538599e-05 7.625374e-05
## [65,] 7.165340e-05 7.254299e-05 7.343250e-05 7.432158e-05 7.520987e-05
## [66,] 7.052718e-05 7.143629e-05 7.234560e-05 7.325473e-05 7.416334e-05
## [67,] 6.939964e-05 7.032806e-05 7.125694e-05 7.218591e-05 7.311461e-05
## [68,] 6.827123e-05 6.921874e-05 7.016697e-05 7.111555e-05 7.206413e-05
## [69,] 6.714241e-05 6.810879e-05 6.907614e-05 7.004411e-05 7.101233e-05
## [70,] 6.601363e-05 6.699865e-05 6.798490e-05 6.897202e-05 6.995965e-05
## [71,] 6.488532e-05 6.588874e-05 6.689366e-05 6.789970e-05 6.890650e-05
## [72,] 6.375790e-05 6.477950e-05 6.580285e-05 6.682757e-05 6.785331e-05
## [73,] 6.263180e-05 6.367134e-05 6.471287e-05 6.575605e-05 6.680048e-05
## [74,] 6.150740e-05 6.256465e-05 6.362414e-05 6.468552e-05 6.574841e-05
## [75,] 6.038512e-05 6.145983e-05 6.253704e-05 6.361638e-05 6.469748e-05
## [76,] 5.926533e-05 6.035727e-05 6.145195e-05 6.254901e-05 6.364807e-05
## [77,] 5.814840e-05 5.925732e-05 6.036924e-05 6.148377e-05 6.260055e-05
## [78,] 5.703469e-05 5.816036e-05 5.928926e-05 6.042102e-05 6.155527e-05
## [79,] 5.592455e-05 5.706672e-05 5.821236e-05 5.936111e-05 6.051258e-05
## [80,] 5.481831e-05 5.597674e-05 5.713889e-05 5.830437e-05 5.947280e-05
## [81,] 5.371629e-05 5.489075e-05 5.606914e-05 5.725111e-05 5.843627e-05
## [82,] 5.261882e-05 5.380904e-05 5.500345e-05 5.620166e-05 5.740329e-05
## [83,] 5.152617e-05 5.273193e-05 5.394210e-05 5.515631e-05 5.637416e-05
## [84,] 5.043864e-05 5.165970e-05 5.288539e-05 5.411534e-05 5.534916e-05
## [85,] 4.935651e-05 5.059261e-05 5.183357e-05 5.307903e-05 5.432858e-05
## [86,] 4.828002e-05 4.953093e-05 5.078693e-05 5.204764e-05 5.331266e-05
## [87,] 4.720943e-05 4.847491e-05 4.974570e-05 5.102142e-05 5.230168e-05
## [88,] 4.614497e-05 4.742479e-05 4.871012e-05 5.000061e-05 5.129586e-05
## [89,] 4.508687e-05 4.638078e-05 4.768043e-05 4.898544e-05 5.029543e-05
## [90,] 4.403533e-05 4.534310e-05 4.665682e-05 4.797612e-05 4.930061e-05
## [91,] 4.299056e-05 4.431195e-05 4.563951e-05 4.697286e-05 4.831160e-05
## [92,] 4.195274e-05 4.328753e-05 4.462869e-05 4.597585e-05 4.732861e-05
## [93,] 4.092204e-05 4.227000e-05 4.362453e-05 4.498526e-05 4.635180e-05
## [94,] 3.989864e-05 4.125953e-05 4.262720e-05 4.400128e-05 4.538136e-05
## [95,] 3.888268e-05 4.025629e-05 4.163687e-05 4.302405e-05 4.441745e-05
## [96,] 3.787431e-05 3.926040e-05 4.065367e-05 4.205374e-05 4.346021e-05
## [97,] 3.687367e-05 3.827202e-05 3.967774e-05 4.109047e-05 4.250979e-05
## [98,] 3.588086e-05 3.729125e-05 3.870922e-05 4.013437e-05 4.156632e-05
## [99,] 3.489600e-05 3.631822e-05 3.774821e-05 3.918557e-05 4.062992e-05
## [100,] 3.391920e-05 3.535304e-05 3.679482e-05 3.824418e-05 3.970070e-05
## [,11] [,12] [,13] [,14] [,15]
## [1,] 1.198586e-04 1.192807e-04 1.186861e-04 1.180746e-04 1.174460e-04
## [2,] 1.196201e-04 1.190619e-04 1.184870e-04 1.178953e-04 1.172868e-04
## [3,] 1.193688e-04 1.188304e-04 1.182755e-04 1.177039e-04 1.171156e-04
## [4,] 1.191044e-04 1.185860e-04 1.180512e-04 1.175000e-04 1.169323e-04
## [5,] 1.188266e-04 1.183284e-04 1.178141e-04 1.172835e-04 1.167365e-04
## [6,] 1.185353e-04 1.180576e-04 1.175639e-04 1.170540e-04 1.165280e-04
## [7,] 1.182302e-04 1.177731e-04 1.173002e-04 1.168114e-04 1.163065e-04
## [8,] 1.179111e-04 1.174749e-04 1.170231e-04 1.165555e-04 1.160720e-04
## [9,] 1.175778e-04 1.171626e-04 1.167321e-04 1.162859e-04 1.158240e-04
## [10,] 1.172301e-04 1.168362e-04 1.164271e-04 1.160025e-04 1.155625e-04
## [11,] 1.168677e-04 1.164953e-04 1.161079e-04 1.157052e-04 1.152871e-04
## [12,] 1.164907e-04 1.161399e-04 1.157743e-04 1.153937e-04 1.149978e-04
## [13,] 1.160986e-04 1.157698e-04 1.154262e-04 1.150678e-04 1.146944e-04
## [14,] 1.156915e-04 1.153847e-04 1.150633e-04 1.147274e-04 1.143766e-04
## [15,] 1.152691e-04 1.149845e-04 1.146856e-04 1.143722e-04 1.140442e-04
## [16,] 1.148314e-04 1.145692e-04 1.142928e-04 1.140023e-04 1.136972e-04
## [17,] 1.143781e-04 1.141385e-04 1.138849e-04 1.136173e-04 1.133354e-04
## [18,] 1.139093e-04 1.136923e-04 1.134617e-04 1.132172e-04 1.129587e-04
## [19,] 1.134247e-04 1.132306e-04 1.130231e-04 1.128019e-04 1.125669e-04
## [20,] 1.129244e-04 1.127533e-04 1.125690e-04 1.123713e-04 1.121599e-04
## [21,] 1.124082e-04 1.122603e-04 1.120994e-04 1.119253e-04 1.117377e-04
## [22,] 1.118761e-04 1.117515e-04 1.116142e-04 1.114638e-04 1.113002e-04
## [23,] 1.113281e-04 1.112269e-04 1.111132e-04 1.109867e-04 1.108472e-04
## [24,] 1.107641e-04 1.106866e-04 1.105966e-04 1.104941e-04 1.103788e-04
## [25,] 1.101842e-04 1.101303e-04 1.100643e-04 1.099859e-04 1.098950e-04
## [26,] 1.095884e-04 1.095583e-04 1.095163e-04 1.094622e-04 1.093957e-04
## [27,] 1.089767e-04 1.089705e-04 1.089526e-04 1.089228e-04 1.088809e-04
## [28,] 1.083492e-04 1.083669e-04 1.083733e-04 1.083679e-04 1.083506e-04
## [29,] 1.077059e-04 1.077477e-04 1.077783e-04 1.077975e-04 1.078050e-04
## [30,] 1.070470e-04 1.071129e-04 1.071679e-04 1.072117e-04 1.072440e-04
## [31,] 1.063725e-04 1.064626e-04 1.065420e-04 1.066105e-04 1.066677e-04
## [32,] 1.056826e-04 1.057969e-04 1.059009e-04 1.059940e-04 1.060762e-04
## [33,] 1.049774e-04 1.051161e-04 1.052445e-04 1.053625e-04 1.054697e-04
## [34,] 1.042571e-04 1.044201e-04 1.045732e-04 1.047159e-04 1.048482e-04
## [35,] 1.035219e-04 1.037093e-04 1.038869e-04 1.040546e-04 1.042119e-04
## [36,] 1.027720e-04 1.029838e-04 1.031860e-04 1.033786e-04 1.035610e-04
## [37,] 1.020076e-04 1.022438e-04 1.024707e-04 1.026881e-04 1.028957e-04
## [38,] 1.012290e-04 1.014895e-04 1.017411e-04 1.019834e-04 1.022161e-04
## [39,] 1.004363e-04 1.007212e-04 1.009974e-04 1.012646e-04 1.015225e-04
## [40,] 9.962998e-05 9.993926e-05 1.002401e-04 1.005321e-04 1.008151e-04
## [41,] 9.881022e-05 9.914383e-05 9.946924e-05 9.978614e-05 1.000942e-04
## [42,] 9.797735e-05 9.833525e-05 9.868521e-05 9.902691e-05 9.936006e-05
## [43,] 9.713169e-05 9.751384e-05 9.788830e-05 9.825476e-05 9.861292e-05
## [44,] 9.627358e-05 9.667992e-05 9.707883e-05 9.746999e-05 9.785311e-05
## [45,] 9.540339e-05 9.583384e-05 9.625713e-05 9.667294e-05 9.708094e-05
## [46,] 9.452146e-05 9.497596e-05 9.542356e-05 9.586392e-05 9.629674e-05
## [47,] 9.362820e-05 9.410665e-05 9.457847e-05 9.504331e-05 9.550086e-05
## [48,] 9.272398e-05 9.322630e-05 9.372224e-05 9.421147e-05 9.469365e-05
## [49,] 9.180922e-05 9.233529e-05 9.285525e-05 9.336876e-05 9.387549e-05
## [50,] 9.088432e-05 9.143404e-05 9.197791e-05 9.251559e-05 9.304674e-05
## [51,] 8.994971e-05 9.052296e-05 9.109061e-05 9.165234e-05 9.220779e-05
## [52,] 8.900583e-05 8.960246e-05 9.019378e-05 9.077942e-05 9.135905e-05
## [53,] 8.805310e-05 8.867299e-05 8.928783e-05 8.989726e-05 9.050092e-05
## [54,] 8.709198e-05 8.773499e-05 8.837320e-05 8.900626e-05 8.963381e-05
## [55,] 8.612292e-05 8.678888e-05 8.745031e-05 8.810686e-05 8.875815e-05
## [56,] 8.514637e-05 8.583513e-05 8.651962e-05 8.719949e-05 8.787435e-05
## [57,] 8.416280e-05 8.487419e-05 8.558157e-05 8.628458e-05 8.698286e-05
## [58,] 8.317267e-05 8.390650e-05 8.463660e-05 8.536259e-05 8.608409e-05
## [59,] 8.217643e-05 8.293254e-05 8.368518e-05 8.443395e-05 8.517850e-05
## [60,] 8.117457e-05 8.195276e-05 8.272774e-05 8.349912e-05 8.426652e-05
## [61,] 8.016753e-05 8.096762e-05 8.176474e-05 8.255853e-05 8.334860e-05
## [62,] 7.915580e-05 7.997757e-05 8.079665e-05 8.161264e-05 8.242516e-05
## [63,] 7.813982e-05 7.898308e-05 7.982390e-05 8.066188e-05 8.149665e-05
## [64,] 7.712007e-05 7.798460e-05 7.884694e-05 7.970672e-05 8.056352e-05
## [65,] 7.609699e-05 7.698258e-05 7.786623e-05 7.874757e-05 7.962619e-05
## [66,] 7.507104e-05 7.597746e-05 7.688221e-05 7.778489e-05 7.868511e-05
## [67,] 7.404267e-05 7.496970e-05 7.589532e-05 7.681911e-05 7.774069e-05
## [68,] 7.301232e-05 7.395973e-05 7.490598e-05 7.585066e-05 7.679337e-05
## [69,] 7.198041e-05 7.294798e-05 7.391463e-05 7.487996e-05 7.584357e-05
## [70,] 7.094739e-05 7.193488e-05 7.292169e-05 7.390743e-05 7.489169e-05
## [71,] 6.991368e-05 7.092083e-05 7.192757e-05 7.293349e-05 7.393815e-05
## [72,] 6.887967e-05 6.990627e-05 7.093269e-05 7.195852e-05 7.298336e-05
## [73,] 6.784579e-05 6.889157e-05 6.993743e-05 7.098294e-05 7.202769e-05
## [74,] 6.681241e-05 6.787714e-05 6.894219e-05 7.000713e-05 7.107154e-05
## [75,] 6.577994e-05 6.686337e-05 6.794735e-05 6.903147e-05 7.011529e-05
## [76,] 6.474874e-05 6.585061e-05 6.695328e-05 6.805632e-05 6.915930e-05
## [77,] 6.371917e-05 6.483924e-05 6.596034e-05 6.708205e-05 6.820393e-05
## [78,] 6.269160e-05 6.382962e-05 6.496890e-05 6.610902e-05 6.724954e-05
## [79,] 6.166636e-05 6.282207e-05 6.397928e-05 6.513755e-05 6.629646e-05
## [80,] 6.064380e-05 6.181694e-05 6.299181e-05 6.416799e-05 6.534502e-05
## [81,] 5.962422e-05 6.081455e-05 6.200683e-05 6.320065e-05 6.439554e-05
## [82,] 5.860794e-05 5.981520e-05 6.102464e-05 6.223583e-05 6.344833e-05
## [83,] 5.759526e-05 5.881919e-05 6.004554e-05 6.127385e-05 6.250370e-05
## [84,] 5.658646e-05 5.782682e-05 5.906981e-05 6.031499e-05 6.156192e-05
## [85,] 5.558182e-05 5.683835e-05 5.809773e-05 5.935952e-05 6.062327e-05
## [86,] 5.458161e-05 5.585405e-05 5.712957e-05 5.840771e-05 5.968803e-05
## [87,] 5.358607e-05 5.487418e-05 5.616558e-05 5.745982e-05 5.875644e-05
## [88,] 5.259545e-05 5.389898e-05 5.520601e-05 5.651609e-05 5.782876e-05
## [89,] 5.160998e-05 5.292867e-05 5.425108e-05 5.557674e-05 5.690521e-05
## [90,] 5.062987e-05 5.196348e-05 5.330101e-05 5.464202e-05 5.598603e-05
## [91,] 4.965533e-05 5.100362e-05 5.235603e-05 5.371212e-05 5.507141e-05
## [92,] 4.868656e-05 5.004927e-05 5.141632e-05 5.278724e-05 5.416158e-05
## [93,] 4.772373e-05 4.910064e-05 5.048207e-05 5.186759e-05 5.325671e-05
## [94,] 4.676704e-05 4.815789e-05 4.955347e-05 5.095333e-05 5.235699e-05
## [95,] 4.581664e-05 4.722119e-05 4.863068e-05 5.004464e-05 5.146260e-05
## [96,] 4.487267e-05 4.629071e-05 4.771386e-05 4.914168e-05 5.057369e-05
## [97,] 4.393530e-05 4.536657e-05 4.680315e-05 4.824459e-05 4.969042e-05
## [98,] 4.300465e-05 4.444892e-05 4.589870e-05 4.735353e-05 4.881293e-05
## [99,] 4.208083e-05 4.353789e-05 4.500064e-05 4.646862e-05 4.794135e-05
## [100,] 4.116398e-05 4.263359e-05 4.410907e-05 4.558998e-05 4.707581e-05
## [,16] [,17] [,18] [,19] [,20]
## [1,] 1.168002e-04 1.161373e-04 1.154571e-04 1.147596e-04 1.140448e-04
## [2,] 1.166613e-04 1.160187e-04 1.153590e-04 1.146821e-04 1.139880e-04
## [3,] 1.165105e-04 1.158885e-04 1.152495e-04 1.145935e-04 1.139204e-04
## [4,] 1.163479e-04 1.157467e-04 1.151286e-04 1.144937e-04 1.138418e-04
## [5,] 1.161729e-04 1.155928e-04 1.149959e-04 1.143823e-04 1.137519e-04
## [6,] 1.159855e-04 1.154266e-04 1.148512e-04 1.142592e-04 1.136504e-04
## [7,] 1.157854e-04 1.152480e-04 1.146943e-04 1.141240e-04 1.135372e-04
## [8,] 1.155724e-04 1.150567e-04 1.145248e-04 1.139766e-04 1.134119e-04
## [9,] 1.153462e-04 1.148525e-04 1.143427e-04 1.138167e-04 1.132744e-04
## [10,] 1.151067e-04 1.146351e-04 1.141476e-04 1.136440e-04 1.131244e-04
## [11,] 1.148536e-04 1.144043e-04 1.139393e-04 1.134585e-04 1.129617e-04
## [12,] 1.145867e-04 1.141600e-04 1.137177e-04 1.132598e-04 1.127861e-04
## [13,] 1.143058e-04 1.139019e-04 1.134826e-04 1.130478e-04 1.125973e-04
## [14,] 1.140108e-04 1.136299e-04 1.132337e-04 1.128222e-04 1.123951e-04
## [15,] 1.137014e-04 1.133437e-04 1.129709e-04 1.125828e-04 1.121795e-04
## [16,] 1.133776e-04 1.130432e-04 1.126939e-04 1.123296e-04 1.119501e-04
## [17,] 1.130392e-04 1.127283e-04 1.124027e-04 1.120623e-04 1.117069e-04
## [18,] 1.126860e-04 1.123988e-04 1.120971e-04 1.117808e-04 1.114496e-04
## [19,] 1.123178e-04 1.120546e-04 1.117770e-04 1.114849e-04 1.111781e-04
## [20,] 1.119347e-04 1.116955e-04 1.114422e-04 1.111745e-04 1.108923e-04
## [21,] 1.115365e-04 1.113215e-04 1.110926e-04 1.108494e-04 1.105920e-04
## [22,] 1.111231e-04 1.109325e-04 1.107281e-04 1.105097e-04 1.102772e-04
## [23,] 1.106945e-04 1.105284e-04 1.103486e-04 1.101551e-04 1.099477e-04
## [24,] 1.102505e-04 1.101090e-04 1.099541e-04 1.097857e-04 1.096035e-04
## [25,] 1.097913e-04 1.096745e-04 1.095446e-04 1.094013e-04 1.092444e-04
## [26,] 1.093166e-04 1.092248e-04 1.091199e-04 1.090019e-04 1.088705e-04
## [27,] 1.088266e-04 1.087597e-04 1.086801e-04 1.085875e-04 1.084816e-04
## [28,] 1.083212e-04 1.082795e-04 1.082251e-04 1.081580e-04 1.080779e-04
## [29,] 1.078006e-04 1.077840e-04 1.077550e-04 1.077135e-04 1.076592e-04
## [30,] 1.072646e-04 1.072733e-04 1.072698e-04 1.072540e-04 1.072256e-04
## [31,] 1.067135e-04 1.067475e-04 1.067696e-04 1.067795e-04 1.067771e-04
## [32,] 1.061472e-04 1.062066e-04 1.062544e-04 1.062902e-04 1.063138e-04
## [33,] 1.055659e-04 1.056508e-04 1.057243e-04 1.057859e-04 1.058356e-04
## [34,] 1.049697e-04 1.050802e-04 1.051793e-04 1.052670e-04 1.053428e-04
## [35,] 1.043588e-04 1.044948e-04 1.046197e-04 1.047334e-04 1.048354e-04
## [36,] 1.037332e-04 1.038948e-04 1.040456e-04 1.041852e-04 1.043135e-04
## [37,] 1.030932e-04 1.032804e-04 1.034570e-04 1.036227e-04 1.037773e-04
## [38,] 1.024390e-04 1.026518e-04 1.028543e-04 1.030460e-04 1.032269e-04
## [39,] 1.017708e-04 1.020092e-04 1.022375e-04 1.024553e-04 1.026624e-04
## [40,] 1.010888e-04 1.013528e-04 1.016069e-04 1.018508e-04 1.020841e-04
## [41,] 1.003932e-04 1.006828e-04 1.009627e-04 1.012326e-04 1.014922e-04
## [42,] 9.968434e-05 9.999946e-05 1.003051e-04 1.006010e-04 1.008869e-04
## [43,] 9.896246e-05 9.930307e-05 9.963446e-05 9.995632e-05 1.002684e-04
## [44,] 9.822785e-05 9.859390e-05 9.895097e-05 9.929874e-05 9.963692e-05
## [45,] 9.748081e-05 9.787225e-05 9.825494e-05 9.862856e-05 9.899280e-05
## [46,] 9.672168e-05 9.713843e-05 9.754666e-05 9.794606e-05 9.833631e-05
## [47,] 9.595078e-05 9.639276e-05 9.682645e-05 9.725154e-05 9.766772e-05
## [48,] 9.516847e-05 9.563557e-05 9.609464e-05 9.654534e-05 9.698735e-05
## [49,] 9.437508e-05 9.486722e-05 9.535156e-05 9.582777e-05 9.629551e-05
## [50,] 9.357101e-05 9.408807e-05 9.459757e-05 9.509917e-05 9.559254e-05
## [51,] 9.275662e-05 9.329848e-05 9.383302e-05 9.435991e-05 9.487878e-05
## [52,] 9.193231e-05 9.249884e-05 9.305830e-05 9.361033e-05 9.415459e-05
## [53,] 9.109846e-05 9.168953e-05 9.227377e-05 9.285081e-05 9.342031e-05
## [54,] 9.025550e-05 9.087096e-05 9.147983e-05 9.208174e-05 9.267634e-05
## [55,] 8.940382e-05 9.004352e-05 9.067686e-05 9.130349e-05 9.192304e-05
## [56,] 8.854386e-05 8.920762e-05 8.986529e-05 9.051647e-05 9.116079e-05
## [57,] 8.767602e-05 8.836369e-05 8.904550e-05 8.972106e-05 9.039000e-05
## [58,] 8.680074e-05 8.751214e-05 8.821791e-05 8.891768e-05 8.961106e-05
## [59,] 8.591844e-05 8.665339e-05 8.738294e-05 8.810673e-05 8.882436e-05
## [60,] 8.502957e-05 8.578786e-05 8.654102e-05 8.728863e-05 8.803032e-05
## [61,] 8.413455e-05 8.491600e-05 8.569254e-05 8.646379e-05 8.722934e-05
## [62,] 8.323382e-05 8.403822e-05 8.483795e-05 8.563262e-05 8.642182e-05
## [63,] 8.232781e-05 8.315495e-05 8.397766e-05 8.479555e-05 8.560819e-05
## [64,] 8.141696e-05 8.226662e-05 8.311210e-05 8.395298e-05 8.478885e-05
## [65,] 8.050169e-05 8.137366e-05 8.224168e-05 8.310533e-05 8.396420e-05
## [66,] 7.958244e-05 8.047649e-05 8.136682e-05 8.225302e-05 8.313467e-05
## [67,] 7.865963e-05 7.957553e-05 8.048794e-05 8.139646e-05 8.230064e-05
## [68,] 7.773369e-05 7.867119e-05 7.960546e-05 8.053605e-05 8.146254e-05
## [69,] 7.680502e-05 7.776390e-05 7.871977e-05 7.967220e-05 8.062074e-05
## [70,] 7.587404e-05 7.685405e-05 7.783128e-05 7.880530e-05 7.977566e-05
## [71,] 7.494115e-05 7.594204e-05 7.694040e-05 7.793576e-05 7.892769e-05
## [72,] 7.400676e-05 7.502828e-05 7.604750e-05 7.706396e-05 7.807720e-05
## [73,] 7.307124e-05 7.411315e-05 7.515298e-05 7.619028e-05 7.722457e-05
## [74,] 7.213499e-05 7.319704e-05 7.425722e-05 7.531509e-05 7.637019e-05
## [75,] 7.119838e-05 7.228030e-05 7.336058e-05 7.443878e-05 7.551441e-05
## [76,] 7.026178e-05 7.136331e-05 7.246344e-05 7.356169e-05 7.465759e-05
## [77,] 6.932554e-05 7.044643e-05 7.156613e-05 7.268418e-05 7.380009e-05
## [78,] 6.839002e-05 6.953000e-05 7.066901e-05 7.180659e-05 7.294225e-05
## [79,] 6.745555e-05 6.861436e-05 6.977242e-05 7.092926e-05 7.208440e-05
## [80,] 6.652245e-05 6.769983e-05 6.887668e-05 7.005252e-05 7.122687e-05
## [81,] 6.559106e-05 6.678674e-05 6.798211e-05 6.917669e-05 7.036997e-05
## [82,] 6.466168e-05 6.587540e-05 6.708902e-05 6.830206e-05 6.951402e-05
## [83,] 6.373460e-05 6.496610e-05 6.619771e-05 6.742895e-05 6.865931e-05
## [84,] 6.281012e-05 6.405913e-05 6.530847e-05 6.655763e-05 6.780612e-05
## [85,] 6.188851e-05 6.315478e-05 6.442157e-05 6.568839e-05 6.695475e-05
## [86,] 6.097005e-05 6.225330e-05 6.353728e-05 6.482150e-05 6.610545e-05
## [87,] 6.005498e-05 6.135495e-05 6.265586e-05 6.395721e-05 6.525849e-05
## [88,] 5.914356e-05 6.045999e-05 6.177757e-05 6.309578e-05 6.441412e-05
## [89,] 5.823601e-05 5.956865e-05 6.090263e-05 6.223744e-05 6.357258e-05
## [90,] 5.733257e-05 5.868115e-05 6.003127e-05 6.138243e-05 6.273409e-05
## [91,] 5.643344e-05 5.779771e-05 5.916372e-05 6.053095e-05 6.189888e-05
## [92,] 5.553884e-05 5.691855e-05 5.830018e-05 5.968323e-05 6.106717e-05
## [93,] 5.464896e-05 5.604384e-05 5.744085e-05 5.883946e-05 6.023914e-05
## [94,] 5.376398e-05 5.517379e-05 5.658591e-05 5.799982e-05 5.941500e-05
## [95,] 5.288407e-05 5.430856e-05 5.573555e-05 5.716451e-05 5.859492e-05
## [96,] 5.200940e-05 5.344832e-05 5.488993e-05 5.633369e-05 5.777908e-05
## [97,] 5.114013e-05 5.259323e-05 5.404921e-05 5.550753e-05 5.696764e-05
## [98,] 5.027640e-05 5.174344e-05 5.321354e-05 5.468617e-05 5.616076e-05
## [99,] 4.941834e-05 5.089909e-05 5.238307e-05 5.386975e-05 5.535859e-05
## [100,] 4.856609e-05 5.006031e-05 5.155793e-05 5.305843e-05 5.456125e-05
## [,21] [,22] [,23] [,24] [,25]
## [1,] 1.133126e-04 1.125632e-04 1.117964e-04 1.110125e-04 1.102113e-04
## [2,] 1.132767e-04 1.125482e-04 1.118026e-04 1.110398e-04 1.102599e-04
## [3,] 1.132302e-04 1.125230e-04 1.117986e-04 1.110573e-04 1.102989e-04
## [4,] 1.131730e-04 1.124872e-04 1.117844e-04 1.110647e-04 1.103282e-04
## [5,] 1.131046e-04 1.124405e-04 1.117596e-04 1.110619e-04 1.103473e-04
## [6,] 1.130250e-04 1.123829e-04 1.117240e-04 1.110484e-04 1.103562e-04
## [7,] 1.129338e-04 1.123139e-04 1.116773e-04 1.110242e-04 1.103545e-04
## [8,] 1.128309e-04 1.122334e-04 1.116193e-04 1.109889e-04 1.103419e-04
## [9,] 1.127159e-04 1.121410e-04 1.115498e-04 1.109422e-04 1.103183e-04
## [10,] 1.125886e-04 1.120367e-04 1.114684e-04 1.108840e-04 1.102833e-04
## [11,] 1.124489e-04 1.119200e-04 1.113751e-04 1.108140e-04 1.102368e-04
## [12,] 1.122964e-04 1.117909e-04 1.112694e-04 1.107319e-04 1.101784e-04
## [13,] 1.121311e-04 1.116491e-04 1.111513e-04 1.106376e-04 1.101080e-04
## [14,] 1.119526e-04 1.114943e-04 1.110204e-04 1.105308e-04 1.100254e-04
## [15,] 1.117607e-04 1.113265e-04 1.108767e-04 1.104113e-04 1.099302e-04
## [16,] 1.115554e-04 1.111453e-04 1.107198e-04 1.102789e-04 1.098224e-04
## [17,] 1.113364e-04 1.109507e-04 1.105497e-04 1.101334e-04 1.097017e-04
## [18,] 1.111035e-04 1.107423e-04 1.103661e-04 1.099746e-04 1.095679e-04
## [19,] 1.108566e-04 1.105202e-04 1.101688e-04 1.098024e-04 1.094208e-04
## [20,] 1.105955e-04 1.102840e-04 1.099577e-04 1.096165e-04 1.092604e-04
## [21,] 1.103202e-04 1.100338e-04 1.097327e-04 1.094169e-04 1.090863e-04
## [22,] 1.100304e-04 1.097693e-04 1.094937e-04 1.092034e-04 1.088985e-04
## [23,] 1.097262e-04 1.094905e-04 1.092404e-04 1.089759e-04 1.086968e-04
## [24,] 1.094073e-04 1.091972e-04 1.089728e-04 1.087342e-04 1.084811e-04
## [25,] 1.090738e-04 1.088893e-04 1.086908e-04 1.084782e-04 1.082513e-04
## [26,] 1.087255e-04 1.085669e-04 1.083944e-04 1.082079e-04 1.080074e-04
## [27,] 1.083625e-04 1.082298e-04 1.080834e-04 1.079232e-04 1.077491e-04
## [28,] 1.079846e-04 1.078780e-04 1.077579e-04 1.076241e-04 1.074765e-04
## [29,] 1.075919e-04 1.075115e-04 1.074177e-04 1.073104e-04 1.071895e-04
## [30,] 1.071844e-04 1.071302e-04 1.070629e-04 1.069822e-04 1.068881e-04
## [31,] 1.067621e-04 1.067342e-04 1.066934e-04 1.066395e-04 1.065722e-04
## [32,] 1.063250e-04 1.063236e-04 1.063094e-04 1.062822e-04 1.062419e-04
## [33,] 1.058732e-04 1.058983e-04 1.059108e-04 1.059105e-04 1.058972e-04
## [34,] 1.054067e-04 1.054584e-04 1.054976e-04 1.055242e-04 1.055380e-04
## [35,] 1.049257e-04 1.050040e-04 1.050700e-04 1.051236e-04 1.051646e-04
## [36,] 1.044303e-04 1.045352e-04 1.046280e-04 1.047086e-04 1.047768e-04
## [37,] 1.039205e-04 1.040521e-04 1.041718e-04 1.042794e-04 1.043748e-04
## [38,] 1.033966e-04 1.035548e-04 1.037014e-04 1.038361e-04 1.039587e-04
## [39,] 1.028586e-04 1.030435e-04 1.032170e-04 1.033788e-04 1.035286e-04
## [40,] 1.023068e-04 1.025184e-04 1.027188e-04 1.029076e-04 1.030847e-04
## [41,] 1.017413e-04 1.019796e-04 1.022068e-04 1.024227e-04 1.026271e-04
## [42,] 1.011624e-04 1.014274e-04 1.016814e-04 1.019243e-04 1.021559e-04
## [43,] 1.005703e-04 1.008618e-04 1.011427e-04 1.014126e-04 1.016714e-04
## [44,] 9.996520e-05 1.002833e-04 1.005909e-04 1.008878e-04 1.011737e-04
## [45,] 9.934738e-05 9.969198e-05 1.000263e-04 1.003501e-04 1.006631e-04
## [46,] 9.871710e-05 9.908813e-05 9.944911e-05 9.979973e-05 1.001397e-04
## [47,] 9.807466e-05 9.847205e-05 9.885958e-05 9.923697e-05 9.960390e-05
## [48,] 9.742034e-05 9.784400e-05 9.825801e-05 9.866207e-05 9.905587e-05
## [49,] 9.675446e-05 9.720429e-05 9.764468e-05 9.807532e-05 9.849589e-05
## [50,] 9.607734e-05 9.655323e-05 9.701990e-05 9.747701e-05 9.792425e-05
## [51,] 9.538931e-05 9.589115e-05 9.638397e-05 9.686744e-05 9.734123e-05
## [52,] 9.469072e-05 9.521838e-05 9.573723e-05 9.624693e-05 9.674716e-05
## [53,] 9.398191e-05 9.453526e-05 9.508001e-05 9.561581e-05 9.614233e-05
## [54,] 9.326326e-05 9.384215e-05 9.441265e-05 9.497441e-05 9.552708e-05
## [55,] 9.253513e-05 9.313940e-05 9.373550e-05 9.432306e-05 9.490173e-05
## [56,] 9.179789e-05 9.242740e-05 9.304893e-05 9.366214e-05 9.426665e-05
## [57,] 9.105194e-05 9.170650e-05 9.235330e-05 9.299198e-05 9.362216e-05
## [58,] 9.029766e-05 9.097709e-05 9.164899e-05 9.231297e-05 9.296864e-05
## [59,] 8.953543e-05 9.023957e-05 9.093637e-05 9.162546e-05 9.230644e-05
## [60,] 8.876568e-05 8.949431e-05 9.021583e-05 9.092983e-05 9.163594e-05
## [61,] 8.798878e-05 8.874172e-05 8.948775e-05 9.022647e-05 9.095749e-05
## [62,] 8.720514e-05 8.798218e-05 8.875252e-05 8.951576e-05 9.027149e-05
## [63,] 8.641518e-05 8.721610e-05 8.801053e-05 8.879807e-05 8.957830e-05
## [64,] 8.561928e-05 8.644387e-05 8.726218e-05 8.807380e-05 8.887831e-05
## [65,] 8.481786e-05 8.566589e-05 8.650785e-05 8.734333e-05 8.817189e-05
## [66,] 8.401132e-05 8.488256e-05 8.574794e-05 8.660705e-05 8.745943e-05
## [67,] 8.320006e-05 8.409427e-05 8.498285e-05 8.586534e-05 8.674131e-05
## [68,] 8.238448e-05 8.330143e-05 8.421295e-05 8.511859e-05 8.601791e-05
## [69,] 8.156496e-05 8.250441e-05 8.343863e-05 8.436718e-05 8.528960e-05
## [70,] 8.074192e-05 8.170361e-05 8.266029e-05 8.361149e-05 8.455676e-05
## [71,] 7.991572e-05 8.089941e-05 8.187829e-05 8.285189e-05 8.381976e-05
## [72,] 7.908676e-05 8.009219e-05 8.109301e-05 8.208876e-05 8.307897e-05
## [73,] 7.825541e-05 7.928232e-05 8.030483e-05 8.132246e-05 8.233475e-05
## [74,] 7.742204e-05 7.847017e-05 7.951410e-05 8.055336e-05 8.158746e-05
## [75,] 7.658701e-05 7.765610e-05 7.872119e-05 7.978181e-05 8.083746e-05
## [76,] 7.575068e-05 7.684046e-05 7.792645e-05 7.900816e-05 8.008509e-05
## [77,] 7.491340e-05 7.602361e-05 7.713022e-05 7.823275e-05 7.933069e-05
## [78,] 7.407551e-05 7.520587e-05 7.633284e-05 7.745592e-05 7.857460e-05
## [79,] 7.323734e-05 7.438759e-05 7.553465e-05 7.667801e-05 7.781715e-05
## [80,] 7.239923e-05 7.356909e-05 7.473596e-05 7.589932e-05 7.705866e-05
## [81,] 7.156148e-05 7.275068e-05 7.393709e-05 7.512018e-05 7.629943e-05
## [82,] 7.072439e-05 7.193268e-05 7.313835e-05 7.434089e-05 7.553978e-05
## [83,] 6.988828e-05 7.111536e-05 7.234003e-05 7.356175e-05 7.478000e-05
## [84,] 6.905343e-05 7.029904e-05 7.154242e-05 7.278305e-05 7.402038e-05
## [85,] 6.822012e-05 6.948398e-05 7.074580e-05 7.200506e-05 7.326120e-05
## [86,] 6.738861e-05 6.867046e-05 6.995045e-05 7.122806e-05 7.250273e-05
## [87,] 6.655917e-05 6.785873e-05 6.915662e-05 7.045231e-05 7.174524e-05
## [88,] 6.573205e-05 6.704905e-05 6.836457e-05 6.967807e-05 7.098898e-05
## [89,] 6.490750e-05 6.624167e-05 6.757454e-05 6.890557e-05 7.023419e-05
## [90,] 6.408573e-05 6.543681e-05 6.678677e-05 6.813506e-05 6.948112e-05
## [91,] 6.326698e-05 6.463469e-05 6.600147e-05 6.736675e-05 6.872998e-05
## [92,] 6.245145e-05 6.383554e-05 6.521887e-05 6.660088e-05 6.798100e-05
## [93,] 6.163936e-05 6.303955e-05 6.443917e-05 6.583764e-05 6.723438e-05
## [94,] 6.083089e-05 6.224693e-05 6.366257e-05 6.507723e-05 6.649034e-05
## [95,] 6.002622e-05 6.145786e-05 6.288926e-05 6.431985e-05 6.574905e-05
## [96,] 5.922554e-05 6.067251e-05 6.211941e-05 6.356568e-05 6.501072e-05
## [97,] 5.842901e-05 5.989105e-05 6.135321e-05 6.281489e-05 6.427550e-05
## [98,] 5.763678e-05 5.911365e-05 6.059080e-05 6.206764e-05 6.354357e-05
## [99,] 5.684901e-05 5.834046e-05 5.983235e-05 6.132409e-05 6.281508e-05
## [100,] 5.606584e-05 5.757162e-05 5.907800e-05 6.058439e-05 6.209019e-05
## [,26] [,27] [,28] [,29] [,30]
## [1,] 1.093931e-04 1.085580e-04 1.077060e-04 1.068374e-04 1.059523e-04
## [2,] 1.094631e-04 1.086494e-04 1.078189e-04 1.069718e-04 1.061083e-04
## [3,] 1.095237e-04 1.087317e-04 1.079230e-04 1.070978e-04 1.062562e-04
## [4,] 1.095748e-04 1.088048e-04 1.080181e-04 1.072149e-04 1.063955e-04
## [5,] 1.096161e-04 1.088683e-04 1.081039e-04 1.073231e-04 1.065260e-04
## [6,] 1.096473e-04 1.089219e-04 1.081801e-04 1.074219e-04 1.066476e-04
## [7,] 1.096682e-04 1.089655e-04 1.082465e-04 1.075112e-04 1.067597e-04
## [8,] 1.096785e-04 1.089988e-04 1.083028e-04 1.075906e-04 1.068624e-04
## [9,] 1.096780e-04 1.090215e-04 1.083488e-04 1.076600e-04 1.069551e-04
## [10,] 1.096664e-04 1.090333e-04 1.083841e-04 1.077189e-04 1.070378e-04
## [11,] 1.096434e-04 1.090340e-04 1.084086e-04 1.077673e-04 1.071101e-04
## [12,] 1.096089e-04 1.090234e-04 1.084220e-04 1.078048e-04 1.071717e-04
## [13,] 1.095626e-04 1.090012e-04 1.084241e-04 1.078312e-04 1.072225e-04
## [14,] 1.095042e-04 1.089672e-04 1.084145e-04 1.078462e-04 1.072622e-04
## [15,] 1.094335e-04 1.089212e-04 1.083932e-04 1.078496e-04 1.072905e-04
## [16,] 1.093504e-04 1.088628e-04 1.083598e-04 1.078412e-04 1.073071e-04
## [17,] 1.092546e-04 1.087920e-04 1.083141e-04 1.078207e-04 1.073120e-04
## [18,] 1.091459e-04 1.087086e-04 1.082559e-04 1.077880e-04 1.073048e-04
## [19,] 1.090241e-04 1.086122e-04 1.081851e-04 1.077428e-04 1.072853e-04
## [20,] 1.088891e-04 1.085028e-04 1.081015e-04 1.076850e-04 1.072534e-04
## [21,] 1.087407e-04 1.083802e-04 1.080047e-04 1.076142e-04 1.072087e-04
## [22,] 1.085788e-04 1.082442e-04 1.078948e-04 1.075305e-04 1.071513e-04
## [23,] 1.084031e-04 1.080947e-04 1.077715e-04 1.074336e-04 1.070808e-04
## [24,] 1.082136e-04 1.079315e-04 1.076347e-04 1.073233e-04 1.069972e-04
## [25,] 1.080101e-04 1.077544e-04 1.074842e-04 1.071995e-04 1.069002e-04
## [26,] 1.077926e-04 1.075635e-04 1.073200e-04 1.070621e-04 1.067897e-04
## [27,] 1.075609e-04 1.073585e-04 1.071419e-04 1.069110e-04 1.066657e-04
## [28,] 1.073150e-04 1.071395e-04 1.069499e-04 1.067460e-04 1.065279e-04
## [29,] 1.070549e-04 1.069063e-04 1.067438e-04 1.065671e-04 1.063763e-04
## [30,] 1.067804e-04 1.066589e-04 1.065235e-04 1.063742e-04 1.062109e-04
## [31,] 1.064915e-04 1.063972e-04 1.062892e-04 1.061673e-04 1.060315e-04
## [32,] 1.061883e-04 1.061213e-04 1.060406e-04 1.059463e-04 1.058381e-04
## [33,] 1.058708e-04 1.058310e-04 1.057779e-04 1.057111e-04 1.056307e-04
## [34,] 1.055389e-04 1.055266e-04 1.055009e-04 1.054619e-04 1.054093e-04
## [35,] 1.051927e-04 1.052078e-04 1.052098e-04 1.051985e-04 1.051737e-04
## [36,] 1.048323e-04 1.048749e-04 1.049045e-04 1.049210e-04 1.049242e-04
## [37,] 1.044577e-04 1.045278e-04 1.045852e-04 1.046295e-04 1.046606e-04
## [38,] 1.040690e-04 1.041667e-04 1.042518e-04 1.043239e-04 1.043830e-04
## [39,] 1.036663e-04 1.037916e-04 1.039044e-04 1.040045e-04 1.040916e-04
## [40,] 1.032498e-04 1.034027e-04 1.035432e-04 1.036712e-04 1.037863e-04
## [41,] 1.028196e-04 1.030001e-04 1.031683e-04 1.033241e-04 1.034673e-04
## [42,] 1.023758e-04 1.025839e-04 1.027798e-04 1.029635e-04 1.031346e-04
## [43,] 1.019186e-04 1.021542e-04 1.023779e-04 1.025894e-04 1.027885e-04
## [44,] 1.014483e-04 1.017114e-04 1.019627e-04 1.022020e-04 1.024290e-04
## [45,] 1.009649e-04 1.012554e-04 1.015343e-04 1.018014e-04 1.020564e-04
## [46,] 1.004688e-04 1.007867e-04 1.010931e-04 1.013879e-04 1.016707e-04
## [47,] 9.996011e-05 1.003053e-04 1.006392e-04 1.009616e-04 1.012722e-04
## [48,] 9.943912e-05 9.981154e-05 1.001728e-04 1.005228e-04 1.008610e-04
## [49,] 9.890610e-05 9.930565e-05 9.969425e-05 1.000716e-04 1.004375e-04
## [50,] 9.836131e-05 9.878789e-05 9.920369e-05 9.960842e-05 1.000018e-04
## [51,] 9.780503e-05 9.825853e-05 9.870141e-05 9.913340e-05 9.955419e-05
## [52,] 9.723757e-05 9.771786e-05 9.818771e-05 9.864682e-05 9.909489e-05
## [53,] 9.665923e-05 9.716618e-05 9.766286e-05 9.814896e-05 9.862418e-05
## [54,] 9.607031e-05 9.660379e-05 9.712716e-05 9.764012e-05 9.814235e-05
## [55,] 9.547116e-05 9.603100e-05 9.658092e-05 9.712059e-05 9.764968e-05
## [56,] 9.486210e-05 9.544816e-05 9.602446e-05 9.659068e-05 9.714647e-05
## [57,] 9.424348e-05 9.485558e-05 9.545810e-05 9.605070e-05 9.663303e-05
## [58,] 9.361565e-05 9.425361e-05 9.488217e-05 9.550098e-05 9.610967e-05
## [59,] 9.297895e-05 9.364260e-05 9.429702e-05 9.494184e-05 9.557672e-05
## [60,] 9.233375e-05 9.302289e-05 9.370298e-05 9.437364e-05 9.503451e-05
## [61,] 9.168042e-05 9.239485e-05 9.310040e-05 9.379670e-05 9.448336e-05
## [62,] 9.101931e-05 9.175883e-05 9.248965e-05 9.321137e-05 9.392362e-05
## [63,] 9.035081e-05 9.111521e-05 9.187107e-05 9.261801e-05 9.335564e-05
## [64,] 8.967529e-05 9.046434e-05 9.124503e-05 9.201697e-05 9.277975e-05
## [65,] 8.899312e-05 8.980659e-05 9.061189e-05 9.140860e-05 9.219632e-05
## [66,] 8.830468e-05 8.914235e-05 8.997202e-05 9.079327e-05 9.160569e-05
## [67,] 8.761033e-05 8.847196e-05 8.932577e-05 9.017133e-05 9.100821e-05
## [68,] 8.691047e-05 8.779581e-05 8.867351e-05 8.954313e-05 9.040423e-05
## [69,] 8.620545e-05 8.711427e-05 8.801561e-05 8.890905e-05 8.979412e-05
## [70,] 8.549565e-05 8.642769e-05 8.735243e-05 8.826943e-05 8.917823e-05
## [71,] 8.478143e-05 8.573644e-05 8.668433e-05 8.762463e-05 8.855690e-05
## [72,] 8.406317e-05 8.504088e-05 8.601165e-05 8.697501e-05 8.793048e-05
## [73,] 8.334121e-05 8.434138e-05 8.533477e-05 8.632090e-05 8.729933e-05
## [74,] 8.261593e-05 8.363827e-05 8.465401e-05 8.566267e-05 8.666377e-05
## [75,] 8.188766e-05 8.293192e-05 8.396975e-05 8.500066e-05 8.602417e-05
## [76,] 8.115676e-05 8.222266e-05 8.328230e-05 8.433519e-05 8.538084e-05
## [77,] 8.042355e-05 8.151082e-05 8.259201e-05 8.366661e-05 8.473412e-05
## [78,] 7.968838e-05 8.079675e-05 8.189921e-05 8.299523e-05 8.408433e-05
## [79,] 7.895158e-05 8.008077e-05 8.120421e-05 8.232139e-05 8.343180e-05
## [80,] 7.821345e-05 7.936319e-05 8.050734e-05 8.164540e-05 8.277684e-05
## [81,] 7.747432e-05 7.864432e-05 7.980891e-05 8.096757e-05 8.211976e-05
## [82,] 7.673448e-05 7.792448e-05 7.910922e-05 8.028819e-05 8.146085e-05
## [83,] 7.599424e-05 7.720395e-05 7.840857e-05 7.960757e-05 8.080042e-05
## [84,] 7.525388e-05 7.648302e-05 7.770724e-05 7.892600e-05 8.013875e-05
## [85,] 7.451369e-05 7.576197e-05 7.700551e-05 7.824374e-05 7.947612e-05
## [86,] 7.377393e-05 7.504109e-05 7.630366e-05 7.756108e-05 7.881281e-05
## [87,] 7.303486e-05 7.432062e-05 7.560195e-05 7.687829e-05 7.814907e-05
## [88,] 7.229675e-05 7.360083e-05 7.490063e-05 7.619561e-05 7.748518e-05
## [89,] 7.155984e-05 7.288196e-05 7.419997e-05 7.551329e-05 7.682137e-05
## [90,] 7.082437e-05 7.216425e-05 7.350019e-05 7.483159e-05 7.615789e-05
## [91,] 7.009056e-05 7.144794e-05 7.280152e-05 7.415073e-05 7.549497e-05
## [92,] 6.935864e-05 7.073324e-05 7.210420e-05 7.347093e-05 7.483284e-05
## [93,] 6.862882e-05 7.002037e-05 7.140843e-05 7.279241e-05 7.417172e-05
## [94,] 6.790130e-05 6.930953e-05 7.071442e-05 7.211539e-05 7.351182e-05
## [95,] 6.717627e-05 6.860091e-05 7.002237e-05 7.144005e-05 7.285334e-05
## [96,] 6.645393e-05 6.789472e-05 6.933248e-05 7.076660e-05 7.219647e-05
## [97,] 6.573444e-05 6.719112e-05 6.864491e-05 7.009522e-05 7.154141e-05
## [98,] 6.501799e-05 6.649029e-05 6.795986e-05 6.942607e-05 7.088832e-05
## [99,] 6.430472e-05 6.579239e-05 6.727747e-05 6.875934e-05 7.023738e-05
## [100,] 6.359479e-05 6.509757e-05 6.659791e-05 6.809519e-05 6.958876e-05
## [,31] [,32] [,33] [,34] [,35]
## [1,] 1.050509e-04 1.041334e-04 1.032000e-04 1.022511e-04 1.012869e-04
## [2,] 1.052286e-04 1.043328e-04 1.034212e-04 1.024940e-04 1.015516e-04
## [3,] 1.053984e-04 1.045245e-04 1.036349e-04 1.027298e-04 1.018094e-04
## [4,] 1.055599e-04 1.047083e-04 1.038410e-04 1.029582e-04 1.020601e-04
## [5,] 1.057129e-04 1.048838e-04 1.040391e-04 1.031788e-04 1.023033e-04
## [6,] 1.058571e-04 1.050508e-04 1.042289e-04 1.033915e-04 1.025388e-04
## [7,] 1.059923e-04 1.052091e-04 1.044102e-04 1.035958e-04 1.027663e-04
## [8,] 1.061182e-04 1.053582e-04 1.045827e-04 1.037917e-04 1.029855e-04
## [9,] 1.062344e-04 1.054980e-04 1.047461e-04 1.039787e-04 1.031962e-04
## [10,] 1.063409e-04 1.056282e-04 1.049001e-04 1.041567e-04 1.033981e-04
## [11,] 1.064371e-04 1.057486e-04 1.050445e-04 1.043252e-04 1.035908e-04
## [12,] 1.065230e-04 1.058588e-04 1.051791e-04 1.044841e-04 1.037741e-04
## [13,] 1.065983e-04 1.059586e-04 1.053034e-04 1.046331e-04 1.039478e-04
## [14,] 1.066626e-04 1.060477e-04 1.054174e-04 1.047719e-04 1.041115e-04
## [15,] 1.067159e-04 1.061259e-04 1.055207e-04 1.049003e-04 1.042650e-04
## [16,] 1.067577e-04 1.061930e-04 1.056130e-04 1.050180e-04 1.044080e-04
## [17,] 1.067879e-04 1.062486e-04 1.056942e-04 1.051247e-04 1.045403e-04
## [18,] 1.068063e-04 1.062927e-04 1.057640e-04 1.052203e-04 1.046617e-04
## [19,] 1.068126e-04 1.063249e-04 1.058221e-04 1.053044e-04 1.047718e-04
## [20,] 1.068067e-04 1.063450e-04 1.058683e-04 1.053768e-04 1.048705e-04
## [21,] 1.067883e-04 1.063528e-04 1.059025e-04 1.054374e-04 1.049575e-04
## [22,] 1.067572e-04 1.063482e-04 1.059244e-04 1.054858e-04 1.050326e-04
## [23,] 1.067133e-04 1.063309e-04 1.059338e-04 1.055220e-04 1.050956e-04
## [24,] 1.066563e-04 1.063008e-04 1.059305e-04 1.055457e-04 1.051462e-04
## [25,] 1.065862e-04 1.062576e-04 1.059144e-04 1.055567e-04 1.051844e-04
## [26,] 1.065028e-04 1.062013e-04 1.058853e-04 1.055548e-04 1.052098e-04
## [27,] 1.064059e-04 1.061317e-04 1.058431e-04 1.055400e-04 1.052225e-04
## [28,] 1.062955e-04 1.060487e-04 1.057875e-04 1.055120e-04 1.052221e-04
## [29,] 1.061713e-04 1.059521e-04 1.057185e-04 1.054707e-04 1.052085e-04
## [30,] 1.060335e-04 1.058418e-04 1.056360e-04 1.054160e-04 1.051817e-04
## [31,] 1.058817e-04 1.057179e-04 1.055399e-04 1.053478e-04 1.051415e-04
## [32,] 1.057161e-04 1.055801e-04 1.054301e-04 1.052659e-04 1.050877e-04
## [33,] 1.055365e-04 1.054285e-04 1.053065e-04 1.051705e-04 1.050204e-04
## [34,] 1.053430e-04 1.052629e-04 1.051690e-04 1.050612e-04 1.049395e-04
## [35,] 1.051354e-04 1.050835e-04 1.050178e-04 1.049382e-04 1.048448e-04
## [36,] 1.049139e-04 1.048901e-04 1.048526e-04 1.048014e-04 1.047364e-04
## [37,] 1.046784e-04 1.046828e-04 1.046736e-04 1.046507e-04 1.046142e-04
## [38,] 1.044290e-04 1.044615e-04 1.044807e-04 1.044863e-04 1.044782e-04
## [39,] 1.041656e-04 1.042265e-04 1.042739e-04 1.043080e-04 1.043284e-04
## [40,] 1.038885e-04 1.039776e-04 1.040534e-04 1.041159e-04 1.041649e-04
## [41,] 1.035976e-04 1.037150e-04 1.038192e-04 1.039101e-04 1.039876e-04
## [42,] 1.032931e-04 1.034387e-04 1.035713e-04 1.036907e-04 1.037967e-04
## [43,] 1.029751e-04 1.031489e-04 1.033098e-04 1.034576e-04 1.035923e-04
## [44,] 1.026437e-04 1.028457e-04 1.030349e-04 1.032112e-04 1.033743e-04
## [45,] 1.022990e-04 1.025292e-04 1.027467e-04 1.029513e-04 1.031429e-04
## [46,] 1.019413e-04 1.021996e-04 1.024453e-04 1.026782e-04 1.028982e-04
## [47,] 1.015707e-04 1.018571e-04 1.021309e-04 1.023921e-04 1.026404e-04
## [48,] 1.011874e-04 1.015017e-04 1.018036e-04 1.020930e-04 1.023696e-04
## [49,] 1.007917e-04 1.011338e-04 1.014637e-04 1.017812e-04 1.020860e-04
## [50,] 1.003836e-04 1.007535e-04 1.011113e-04 1.014568e-04 1.017898e-04
## [51,] 9.996351e-05 1.003611e-04 1.007467e-04 1.011201e-04 1.014810e-04
## [52,] 9.953163e-05 9.995678e-05 1.003701e-04 1.007712e-04 1.011601e-04
## [53,] 9.908822e-05 9.954079e-05 9.998163e-05 1.004105e-04 1.008271e-04
## [54,] 9.863354e-05 9.911340e-05 9.958166e-05 1.000380e-04 1.004822e-04
## [55,] 9.816788e-05 9.867488e-05 9.917041e-05 9.965416e-05 1.001259e-04
## [56,] 9.769152e-05 9.822552e-05 9.874815e-05 9.925914e-05 9.975820e-05
## [57,] 9.720477e-05 9.776559e-05 9.831518e-05 9.885323e-05 9.937947e-05
## [58,] 9.670792e-05 9.729539e-05 9.787176e-05 9.843672e-05 9.898997e-05
## [59,] 9.620130e-05 9.681525e-05 9.741822e-05 9.800989e-05 9.858997e-05
## [60,] 9.568523e-05 9.632545e-05 9.695483e-05 9.757304e-05 9.817976e-05
## [61,] 9.516003e-05 9.582633e-05 9.648193e-05 9.712648e-05 9.775965e-05
## [62,] 9.462603e-05 9.531821e-05 9.599982e-05 9.667051e-05 9.732992e-05
## [63,] 9.408357e-05 9.480142e-05 9.550883e-05 9.620544e-05 9.689090e-05
## [64,] 9.353299e-05 9.427630e-05 9.500929e-05 9.573160e-05 9.644288e-05
## [65,] 9.297464e-05 9.374317e-05 9.450152e-05 9.524932e-05 9.598620e-05
## [66,] 9.240886e-05 9.320238e-05 9.398586e-05 9.475892e-05 9.552116e-05
## [67,] 9.183599e-05 9.265428e-05 9.346265e-05 9.426072e-05 9.504811e-05
## [68,] 9.125640e-05 9.209920e-05 9.293222e-05 9.375507e-05 9.456735e-05
## [69,] 9.067041e-05 9.153748e-05 9.239491e-05 9.324230e-05 9.407922e-05
## [70,] 9.007839e-05 9.096948e-05 9.185107e-05 9.272273e-05 9.358405e-05
## [71,] 8.948068e-05 9.039553e-05 9.130102e-05 9.219670e-05 9.308217e-05
## [72,] 8.887762e-05 8.981598e-05 9.074510e-05 9.166455e-05 9.257390e-05
## [73,] 8.826956e-05 8.923116e-05 9.018366e-05 9.112661e-05 9.205958e-05
## [74,] 8.765684e-05 8.864141e-05 8.961702e-05 9.058321e-05 9.153953e-05
## [75,] 8.703979e-05 8.804707e-05 8.904551e-05 9.003467e-05 9.101407e-05
## [76,] 8.641875e-05 8.744846e-05 8.846947e-05 8.948131e-05 9.048353e-05
## [77,] 8.579405e-05 8.684591e-05 8.788921e-05 8.892347e-05 8.994823e-05
## [78,] 8.516600e-05 8.623974e-05 8.730505e-05 8.836146e-05 8.940847e-05
## [79,] 8.453493e-05 8.563027e-05 8.671732e-05 8.779559e-05 8.886458e-05
## [80,] 8.390115e-05 8.501781e-05 8.612631e-05 8.722616e-05 8.831686e-05
## [81,] 8.326496e-05 8.440266e-05 8.553234e-05 8.665349e-05 8.776560e-05
## [82,] 8.262668e-05 8.378513e-05 8.493570e-05 8.607787e-05 8.721112e-05
## [83,] 8.198658e-05 8.316551e-05 8.433669e-05 8.549959e-05 8.665369e-05
## [84,] 8.134496e-05 8.254409e-05 8.373559e-05 8.491893e-05 8.609360e-05
## [85,] 8.070210e-05 8.192114e-05 8.313268e-05 8.433619e-05 8.553114e-05
## [86,] 8.005828e-05 8.129693e-05 8.252823e-05 8.375163e-05 8.496658e-05
## [87,] 7.941375e-05 8.067175e-05 8.192252e-05 8.316551e-05 8.440018e-05
## [88,] 7.876877e-05 8.004584e-05 8.131580e-05 8.257811e-05 8.383220e-05
## [89,] 7.812361e-05 7.941945e-05 8.070833e-05 8.198967e-05 8.326291e-05
## [90,] 7.747849e-05 7.879284e-05 8.010034e-05 8.140043e-05 8.269254e-05
## [91,] 7.683366e-05 7.816623e-05 7.949208e-05 8.081064e-05 8.212133e-05
## [92,] 7.618935e-05 7.753986e-05 7.888378e-05 8.022053e-05 8.154953e-05
## [93,] 7.554576e-05 7.691394e-05 7.827565e-05 7.963032e-05 8.097734e-05
## [94,] 7.490312e-05 7.628869e-05 7.766793e-05 7.904023e-05 8.040500e-05
## [95,] 7.426163e-05 7.566432e-05 7.706080e-05 7.845047e-05 7.983272e-05
## [96,] 7.362149e-05 7.504102e-05 7.645448e-05 7.786123e-05 7.926069e-05
## [97,] 7.298287e-05 7.441899e-05 7.584915e-05 7.727273e-05 7.868912e-05
## [98,] 7.234597e-05 7.379841e-05 7.524500e-05 7.668514e-05 7.811819e-05
## [99,] 7.171096e-05 7.317945e-05 7.464222e-05 7.609864e-05 7.754809e-05
## [100,] 7.107800e-05 7.256228e-05 7.404096e-05 7.551341e-05 7.697899e-05
## [,36] [,37] [,38] [,39] [,40]
## [1,] 1.003076e-04 9.931370e-05 9.830540e-05 9.728309e-05 9.624714e-05
## [2,] 1.005941e-04 9.962194e-05 9.863539e-05 9.763481e-05 9.662057e-05
## [3,] 1.008740e-04 9.992385e-05 9.895933e-05 9.798077e-05 9.698851e-05
## [4,] 1.011470e-04 1.002192e-04 9.927695e-05 9.832068e-05 9.735068e-05
## [5,] 1.014128e-04 1.005076e-04 9.958795e-05 9.865425e-05 9.770679e-05
## [6,] 1.016712e-04 1.007888e-04 9.989206e-05 9.898119e-05 9.805655e-05
## [7,] 1.019218e-04 1.010626e-04 1.001890e-04 9.930122e-05 9.839966e-05
## [8,] 1.021644e-04 1.013286e-04 1.004784e-04 9.961404e-05 9.873584e-05
## [9,] 1.023988e-04 1.015866e-04 1.007601e-04 9.991936e-05 9.906478e-05
## [10,] 1.026245e-04 1.018363e-04 1.010337e-04 1.002169e-04 9.938620e-05
## [11,] 1.028414e-04 1.020774e-04 1.012990e-04 1.005063e-04 9.969979e-05
## [12,] 1.030492e-04 1.023096e-04 1.015556e-04 1.007874e-04 1.000053e-04
## [13,] 1.032475e-04 1.025326e-04 1.018033e-04 1.010598e-04 1.003023e-04
## [14,] 1.034362e-04 1.027462e-04 1.020418e-04 1.013232e-04 1.005907e-04
## [15,] 1.036148e-04 1.029500e-04 1.022708e-04 1.015774e-04 1.008700e-04
## [16,] 1.037833e-04 1.031439e-04 1.024901e-04 1.018221e-04 1.011401e-04
## [17,] 1.039412e-04 1.033275e-04 1.026993e-04 1.020569e-04 1.014006e-04
## [18,] 1.040884e-04 1.035005e-04 1.028982e-04 1.022817e-04 1.016512e-04
## [19,] 1.042246e-04 1.036628e-04 1.030866e-04 1.024962e-04 1.018918e-04
## [20,] 1.043495e-04 1.038140e-04 1.032641e-04 1.027000e-04 1.021219e-04
## [21,] 1.044630e-04 1.039540e-04 1.034306e-04 1.028930e-04 1.023414e-04
## [22,] 1.045647e-04 1.040824e-04 1.035857e-04 1.030749e-04 1.025500e-04
## [23,] 1.046546e-04 1.041991e-04 1.037293e-04 1.032454e-04 1.027474e-04
## [24,] 1.047322e-04 1.043039e-04 1.038612e-04 1.034043e-04 1.029334e-04
## [25,] 1.047976e-04 1.043964e-04 1.039810e-04 1.035514e-04 1.031078e-04
## [26,] 1.048504e-04 1.044767e-04 1.040887e-04 1.036865e-04 1.032703e-04
## [27,] 1.048906e-04 1.045444e-04 1.041839e-04 1.038094e-04 1.034208e-04
## [28,] 1.049178e-04 1.045993e-04 1.042666e-04 1.039198e-04 1.035590e-04
## [29,] 1.049321e-04 1.046414e-04 1.043366e-04 1.040177e-04 1.036847e-04
## [30,] 1.049332e-04 1.046705e-04 1.043937e-04 1.041027e-04 1.037978e-04
## [31,] 1.049210e-04 1.046864e-04 1.044377e-04 1.041749e-04 1.038981e-04
## [32,] 1.048954e-04 1.046890e-04 1.044685e-04 1.042340e-04 1.039855e-04
## [33,] 1.048564e-04 1.046782e-04 1.044861e-04 1.042799e-04 1.040598e-04
## [34,] 1.048037e-04 1.046540e-04 1.044902e-04 1.043125e-04 1.041208e-04
## [35,] 1.047375e-04 1.046162e-04 1.044809e-04 1.043317e-04 1.041686e-04
## [36,] 1.046575e-04 1.045647e-04 1.044580e-04 1.043374e-04 1.042029e-04
## [37,] 1.045638e-04 1.044996e-04 1.044216e-04 1.043296e-04 1.042237e-04
## [38,] 1.044564e-04 1.044208e-04 1.043714e-04 1.043082e-04 1.042310e-04
## [39,] 1.043352e-04 1.043283e-04 1.043076e-04 1.042731e-04 1.042247e-04
## [40,] 1.042003e-04 1.042220e-04 1.042301e-04 1.042243e-04 1.042047e-04
## [41,] 1.040517e-04 1.041021e-04 1.041389e-04 1.041619e-04 1.041711e-04
## [42,] 1.038894e-04 1.039685e-04 1.040340e-04 1.040858e-04 1.041239e-04
## [43,] 1.037135e-04 1.038213e-04 1.039155e-04 1.039961e-04 1.040629e-04
## [44,] 1.035241e-04 1.036605e-04 1.037835e-04 1.038928e-04 1.039884e-04
## [45,] 1.033213e-04 1.034863e-04 1.036379e-04 1.037760e-04 1.039004e-04
## [46,] 1.031051e-04 1.032987e-04 1.034789e-04 1.036457e-04 1.037988e-04
## [47,] 1.028757e-04 1.030979e-04 1.033067e-04 1.035020e-04 1.036838e-04
## [48,] 1.026333e-04 1.028839e-04 1.031212e-04 1.033451e-04 1.035555e-04
## [49,] 1.023780e-04 1.026569e-04 1.029227e-04 1.031750e-04 1.034140e-04
## [50,] 1.021099e-04 1.024171e-04 1.027112e-04 1.029920e-04 1.032593e-04
## [51,] 1.018293e-04 1.021647e-04 1.024870e-04 1.027961e-04 1.030918e-04
## [52,] 1.015363e-04 1.018997e-04 1.022502e-04 1.025875e-04 1.029114e-04
## [53,] 1.012312e-04 1.016225e-04 1.020010e-04 1.023664e-04 1.027185e-04
## [54,] 1.009141e-04 1.013333e-04 1.017396e-04 1.021330e-04 1.025130e-04
## [55,] 1.005853e-04 1.010322e-04 1.014663e-04 1.018874e-04 1.022953e-04
## [56,] 1.002451e-04 1.007195e-04 1.011812e-04 1.016300e-04 1.020656e-04
## [57,] 9.989360e-05 1.003954e-04 1.008845e-04 1.013608e-04 1.018240e-04
## [58,] 9.953121e-05 1.000602e-04 1.005766e-04 1.010802e-04 1.015709e-04
## [59,] 9.915814e-05 9.971413e-05 1.002577e-04 1.007885e-04 1.013063e-04
## [60,] 9.877469e-05 9.935751e-05 9.992796e-05 1.004858e-04 1.010307e-04
## [61,] 9.838112e-05 9.899059e-05 9.958777e-05 1.001724e-04 1.007441e-04
## [62,] 9.797775e-05 9.861366e-05 9.923736e-05 9.984856e-05 1.004470e-04
## [63,] 9.756486e-05 9.822701e-05 9.887704e-05 9.951463e-05 1.001395e-04
## [64,] 9.714278e-05 9.783095e-05 9.850708e-05 9.917085e-05 9.982198e-05
## [65,] 9.671180e-05 9.742577e-05 9.812779e-05 9.881752e-05 9.949468e-05
## [66,] 9.627224e-05 9.701179e-05 9.773946e-05 9.845494e-05 9.915789e-05
## [67,] 9.582442e-05 9.658931e-05 9.734241e-05 9.808339e-05 9.881192e-05
## [68,] 9.536867e-05 9.615865e-05 9.693694e-05 9.770319e-05 9.845706e-05
## [69,] 9.490530e-05 9.572014e-05 9.652337e-05 9.731464e-05 9.809360e-05
## [70,] 9.443463e-05 9.527408e-05 9.610201e-05 9.691806e-05 9.772186e-05
## [71,] 9.395700e-05 9.482080e-05 9.567317e-05 9.651374e-05 9.734215e-05
## [72,] 9.347273e-05 9.436062e-05 9.523718e-05 9.610202e-05 9.695475e-05
## [73,] 9.298214e-05 9.389386e-05 9.479434e-05 9.568318e-05 9.656000e-05
## [74,] 9.248555e-05 9.342084e-05 9.434498e-05 9.525756e-05 9.615819e-05
## [75,] 9.198329e-05 9.294187e-05 9.388940e-05 9.482545e-05 9.574963e-05
## [76,] 9.147567e-05 9.245728e-05 9.342792e-05 9.438718e-05 9.533463e-05
## [77,] 9.096301e-05 9.196737e-05 9.296086e-05 9.394304e-05 9.491349e-05
## [78,] 9.044563e-05 9.147246e-05 9.248851e-05 9.349334e-05 9.448653e-05
## [79,] 8.992383e-05 9.097285e-05 9.201119e-05 9.303840e-05 9.405403e-05
## [80,] 8.939791e-05 9.046885e-05 9.152920e-05 9.257849e-05 9.361630e-05
## [81,] 8.886819e-05 8.996075e-05 9.104283e-05 9.211394e-05 9.317363e-05
## [82,] 8.833494e-05 8.944886e-05 9.055237e-05 9.164501e-05 9.272631e-05
## [83,] 8.779848e-05 8.893346e-05 9.005813e-05 9.117201e-05 9.227464e-05
## [84,] 8.725907e-05 8.841483e-05 8.956038e-05 9.069522e-05 9.181888e-05
## [85,] 8.671700e-05 8.789326e-05 8.905939e-05 9.021491e-05 9.135933e-05
## [86,] 8.617255e-05 8.736901e-05 8.855545e-05 8.973137e-05 9.089626e-05
## [87,] 8.562597e-05 8.684236e-05 8.804882e-05 8.924485e-05 9.042992e-05
## [88,] 8.507754e-05 8.631357e-05 8.753977e-05 8.875561e-05 8.996059e-05
## [89,] 8.452750e-05 8.578289e-05 8.702854e-05 8.826393e-05 8.948853e-05
## [90,] 8.397610e-05 8.525057e-05 8.651539e-05 8.777004e-05 8.901397e-05
## [91,] 8.342359e-05 8.471685e-05 8.600056e-05 8.727418e-05 8.853717e-05
## [92,] 8.287020e-05 8.418197e-05 8.548429e-05 8.677661e-05 8.805837e-05
## [93,] 8.231615e-05 8.364616e-05 8.496681e-05 8.627754e-05 8.757780e-05
## [94,] 8.176167e-05 8.310964e-05 8.444834e-05 8.577721e-05 8.709569e-05
## [95,] 8.120697e-05 8.257262e-05 8.392910e-05 8.527583e-05 8.661225e-05
## [96,] 8.065225e-05 8.203531e-05 8.340929e-05 8.477361e-05 8.612769e-05
## [97,] 8.009771e-05 8.149791e-05 8.288912e-05 8.427076e-05 8.564224e-05
## [98,] 7.954356e-05 8.096062e-05 8.236879e-05 8.376747e-05 8.515608e-05
## [99,] 7.898996e-05 8.042363e-05 8.184849e-05 8.326395e-05 8.466941e-05
## [100,] 7.843710e-05 7.988710e-05 8.132839e-05 8.276036e-05 8.418242e-05
## [,41] [,42] [,43] [,44] [,45]
## [1,] 9.519794e-05 9.413590e-05 9.306143e-05 9.197497e-05 9.087698e-05
## [2,] 9.559304e-05 9.455261e-05 9.349970e-05 9.243474e-05 9.135816e-05
## [3,] 9.598292e-05 9.496440e-05 9.393333e-05 9.289015e-05 9.183527e-05
## [4,] 9.636732e-05 9.537097e-05 9.436203e-05 9.334090e-05 9.230801e-05
## [5,] 9.674593e-05 9.577204e-05 9.478550e-05 9.378671e-05 9.277609e-05
## [6,] 9.711847e-05 9.616731e-05 9.520345e-05 9.422728e-05 9.323920e-05
## [7,] 9.748463e-05 9.655648e-05 9.561558e-05 9.466230e-05 9.369705e-05
## [8,] 9.784413e-05 9.693927e-05 9.602159e-05 9.509148e-05 9.414933e-05
## [9,] 9.819667e-05 9.731536e-05 9.642118e-05 9.551451e-05 9.459573e-05
## [10,] 9.854195e-05 9.768445e-05 9.681404e-05 9.593108e-05 9.503594e-05
## [11,] 9.887966e-05 9.804625e-05 9.719987e-05 9.634089e-05 9.546965e-05
## [12,] 9.920951e-05 9.840044e-05 9.757836e-05 9.674361e-05 9.589654e-05
## [13,] 9.953121e-05 9.874673e-05 9.794921e-05 9.713895e-05 9.631630e-05
## [14,] 9.984445e-05 9.908482e-05 9.831210e-05 9.752659e-05 9.672863e-05
## [15,] 1.001489e-04 9.941441e-05 9.866673e-05 9.790622e-05 9.713319e-05
## [16,] 1.004444e-04 9.973519e-05 9.901281e-05 9.827754e-05 9.752969e-05
## [17,] 1.007305e-04 1.000469e-04 9.935003e-05 9.864024e-05 9.791781e-05
## [18,] 1.010070e-04 1.003492e-04 9.967810e-05 9.899402e-05 9.829724e-05
## [19,] 1.012736e-04 1.006418e-04 9.999672e-05 9.933858e-05 9.866768e-05
## [20,] 1.015300e-04 1.009245e-04 1.003056e-04 9.967362e-05 9.902882e-05
## [21,] 1.017760e-04 1.011969e-04 1.006045e-04 9.999886e-05 9.938038e-05
## [22,] 1.020112e-04 1.014588e-04 1.008930e-04 1.003140e-04 9.972205e-05
## [23,] 1.022355e-04 1.017100e-04 1.011710e-04 1.006188e-04 1.000536e-04
## [24,] 1.024486e-04 1.019501e-04 1.014382e-04 1.009129e-04 1.003746e-04
## [25,] 1.026503e-04 1.021790e-04 1.016943e-04 1.011962e-04 1.006850e-04
## [26,] 1.028402e-04 1.023964e-04 1.019390e-04 1.014683e-04 1.009843e-04
## [27,] 1.030183e-04 1.026020e-04 1.021722e-04 1.017289e-04 1.012725e-04
## [28,] 1.031842e-04 1.027957e-04 1.023936e-04 1.019780e-04 1.015491e-04
## [29,] 1.033378e-04 1.029772e-04 1.026029e-04 1.022151e-04 1.018141e-04
## [30,] 1.034790e-04 1.031463e-04 1.028000e-04 1.024402e-04 1.020671e-04
## [31,] 1.036074e-04 1.033029e-04 1.029848e-04 1.026530e-04 1.023079e-04
## [32,] 1.037231e-04 1.034468e-04 1.031569e-04 1.028534e-04 1.025364e-04
## [33,] 1.038257e-04 1.035778e-04 1.033163e-04 1.030410e-04 1.027523e-04
## [34,] 1.039152e-04 1.036958e-04 1.034627e-04 1.032159e-04 1.029556e-04
## [35,] 1.039915e-04 1.038007e-04 1.035961e-04 1.033778e-04 1.031459e-04
## [36,] 1.040545e-04 1.038923e-04 1.037162e-04 1.035265e-04 1.033232e-04
## [37,] 1.041040e-04 1.039705e-04 1.038231e-04 1.036621e-04 1.034874e-04
## [38,] 1.041401e-04 1.040352e-04 1.039166e-04 1.037843e-04 1.036382e-04
## [39,] 1.041625e-04 1.040865e-04 1.039966e-04 1.038930e-04 1.037757e-04
## [40,] 1.041714e-04 1.041241e-04 1.040631e-04 1.039883e-04 1.038997e-04
## [41,] 1.041666e-04 1.041482e-04 1.041160e-04 1.040699e-04 1.040102e-04
## [42,] 1.041481e-04 1.041586e-04 1.041552e-04 1.041380e-04 1.041070e-04
## [43,] 1.041160e-04 1.041553e-04 1.041808e-04 1.041924e-04 1.041902e-04
## [44,] 1.040703e-04 1.041384e-04 1.041927e-04 1.042331e-04 1.042598e-04
## [45,] 1.040110e-04 1.041079e-04 1.041910e-04 1.042602e-04 1.043156e-04
## [46,] 1.039382e-04 1.040639e-04 1.041757e-04 1.042737e-04 1.043578e-04
## [47,] 1.038519e-04 1.040063e-04 1.041468e-04 1.042735e-04 1.043863e-04
## [48,] 1.037522e-04 1.039352e-04 1.041045e-04 1.042598e-04 1.044013e-04
## [49,] 1.036393e-04 1.038509e-04 1.040487e-04 1.042326e-04 1.044026e-04
## [50,] 1.035131e-04 1.037532e-04 1.039795e-04 1.041920e-04 1.043905e-04
## [51,] 1.033739e-04 1.036425e-04 1.038972e-04 1.041381e-04 1.043650e-04
## [52,] 1.032219e-04 1.035187e-04 1.038017e-04 1.040709e-04 1.043262e-04
## [53,] 1.030571e-04 1.033821e-04 1.036933e-04 1.039907e-04 1.042742e-04
## [54,] 1.028797e-04 1.032327e-04 1.035721e-04 1.038976e-04 1.042092e-04
## [55,] 1.026899e-04 1.030709e-04 1.034382e-04 1.037917e-04 1.041312e-04
## [56,] 1.024879e-04 1.028967e-04 1.032919e-04 1.036732e-04 1.040405e-04
## [57,] 1.022740e-04 1.027104e-04 1.031332e-04 1.035422e-04 1.039372e-04
## [58,] 1.020482e-04 1.025122e-04 1.029625e-04 1.033990e-04 1.038215e-04
## [59,] 1.018110e-04 1.023022e-04 1.027799e-04 1.032437e-04 1.036936e-04
## [60,] 1.015624e-04 1.020808e-04 1.025856e-04 1.030766e-04 1.035537e-04
## [61,] 1.013028e-04 1.018481e-04 1.023799e-04 1.028979e-04 1.034020e-04
## [62,] 1.010324e-04 1.016045e-04 1.021630e-04 1.027079e-04 1.032388e-04
## [63,] 1.007514e-04 1.013500e-04 1.019352e-04 1.025067e-04 1.030642e-04
## [64,] 1.004602e-04 1.010852e-04 1.016967e-04 1.022945e-04 1.028785e-04
## [65,] 1.001590e-04 1.008101e-04 1.014478e-04 1.020718e-04 1.026820e-04
## [66,] 9.984803e-05 1.005251e-04 1.011887e-04 1.018387e-04 1.024748e-04
## [67,] 9.952768e-05 1.002304e-04 1.009198e-04 1.015955e-04 1.022574e-04
## [68,] 9.919822e-05 9.992637e-05 1.006412e-04 1.013425e-04 1.020299e-04
## [69,] 9.885992e-05 9.961327e-05 1.003534e-04 1.010799e-04 1.017926e-04
## [70,] 9.851309e-05 9.929140e-05 1.000565e-04 1.008081e-04 1.015458e-04
## [71,] 9.815802e-05 9.896105e-05 9.975088e-05 1.005272e-04 1.012898e-04
## [72,] 9.779504e-05 9.862251e-05 9.943685e-05 1.002377e-04 1.010249e-04
## [73,] 9.742442e-05 9.827609e-05 9.911467e-05 9.993983e-05 1.007513e-04
## [74,] 9.704649e-05 9.792209e-05 9.878465e-05 9.963382e-05 1.004693e-04
## [75,] 9.666154e-05 9.756082e-05 9.844709e-05 9.932001e-05 1.001793e-04
## [76,] 9.626989e-05 9.719256e-05 9.810227e-05 9.899868e-05 9.988144e-05
## [77,] 9.587182e-05 9.681762e-05 9.775051e-05 9.867013e-05 9.957614e-05
## [78,] 9.546765e-05 9.643630e-05 9.739209e-05 9.833465e-05 9.926363e-05
## [79,] 9.505766e-05 9.604889e-05 9.702731e-05 9.799254e-05 9.894422e-05
## [80,] 9.464217e-05 9.565570e-05 9.665646e-05 9.764409e-05 9.861819e-05
## [81,] 9.422146e-05 9.525700e-05 9.627984e-05 9.728957e-05 9.828582e-05
## [82,] 9.379582e-05 9.485310e-05 9.589773e-05 9.692929e-05 9.794741e-05
## [83,] 9.336554e-05 9.444427e-05 9.551041e-05 9.656353e-05 9.760323e-05
## [84,] 9.293089e-05 9.403080e-05 9.511816e-05 9.619255e-05 9.725356e-05
## [85,] 9.249217e-05 9.361296e-05 9.472127e-05 9.581665e-05 9.689868e-05
## [86,] 9.204964e-05 9.319104e-05 9.432000e-05 9.543608e-05 9.653886e-05
## [87,] 9.160356e-05 9.276528e-05 9.391462e-05 9.505113e-05 9.617437e-05
## [88,] 9.115421e-05 9.233596e-05 9.350540e-05 9.466205e-05 9.580547e-05
## [89,] 9.070183e-05 9.190334e-05 9.309259e-05 9.426910e-05 9.543242e-05
## [90,] 9.024668e-05 9.146767e-05 9.267645e-05 9.387254e-05 9.505548e-05
## [91,] 8.978901e-05 9.102919e-05 9.225722e-05 9.347261e-05 9.467489e-05
## [92,] 8.932906e-05 9.058815e-05 9.183515e-05 9.306955e-05 9.429090e-05
## [93,] 8.886706e-05 9.014478e-05 9.141047e-05 9.266361e-05 9.390374e-05
## [94,] 8.840323e-05 8.969931e-05 9.098341e-05 9.225502e-05 9.351366e-05
## [95,] 8.793781e-05 8.925197e-05 9.055420e-05 9.184400e-05 9.312087e-05
## [96,] 8.747099e-05 8.880296e-05 9.012306e-05 9.143078e-05 9.272560e-05
## [97,] 8.700301e-05 8.835251e-05 8.969020e-05 9.101556e-05 9.232807e-05
## [98,] 8.653405e-05 8.790081e-05 8.925582e-05 9.059855e-05 9.192849e-05
## [99,] 8.606431e-05 8.744806e-05 8.882013e-05 9.017997e-05 9.152706e-05
## [100,] 8.559398e-05 8.699447e-05 8.838332e-05 8.976000e-05 9.112398e-05
## [,46] [,47] [,48] [,49] [,50]
## [1,] 8.976790e-05 8.864822e-05 8.751841e-05 8.637898e-05 8.523043e-05
## [2,] 9.027043e-05 8.917199e-05 8.806334e-05 8.694495e-05 8.581733e-05
## [3,] 9.076916e-05 8.969226e-05 8.860504e-05 8.750798e-05 8.640157e-05
## [4,] 9.126380e-05 9.020872e-05 8.914321e-05 8.806777e-05 8.698285e-05
## [5,] 9.175407e-05 9.072107e-05 8.967757e-05 8.862401e-05 8.756088e-05
## [6,] 9.223964e-05 9.122903e-05 9.020780e-05 8.917642e-05 8.813534e-05
## [7,] 9.272023e-05 9.173227e-05 9.073360e-05 8.972467e-05 8.870592e-05
## [8,] 9.319553e-05 9.223050e-05 9.125466e-05 9.026845e-05 8.927232e-05
## [9,] 9.366522e-05 9.272339e-05 9.177066e-05 9.080745e-05 8.983420e-05
## [10,] 9.412899e-05 9.321063e-05 9.228128e-05 9.134134e-05 9.039125e-05
## [11,] 9.458653e-05 9.369191e-05 9.278620e-05 9.186980e-05 9.094313e-05
## [12,] 9.503751e-05 9.416690e-05 9.328509e-05 9.239250e-05 9.148952e-05
## [13,] 9.548162e-05 9.463528e-05 9.377764e-05 9.290911e-05 9.203009e-05
## [14,] 9.591855e-05 9.509672e-05 9.426352e-05 9.341931e-05 9.256449e-05
## [15,] 9.634797e-05 9.555092e-05 9.474239e-05 9.392276e-05 9.309240e-05
## [16,] 9.676957e-05 9.599754e-05 9.521393e-05 9.441912e-05 9.361348e-05
## [17,] 9.718304e-05 9.643626e-05 9.567783e-05 9.490808e-05 9.412740e-05
## [18,] 9.758805e-05 9.686677e-05 9.613374e-05 9.538930e-05 9.463381e-05
## [19,] 9.798429e-05 9.728875e-05 9.658135e-05 9.586245e-05 9.513238e-05
## [20,] 9.837147e-05 9.770188e-05 9.702035e-05 9.632720e-05 9.562279e-05
## [21,] 9.874928e-05 9.810585e-05 9.745040e-05 9.678324e-05 9.610470e-05
## [22,] 9.911741e-05 9.850037e-05 9.787121e-05 9.723024e-05 9.657778e-05
## [23,] 9.947558e-05 9.888512e-05 9.828246e-05 9.766789e-05 9.704173e-05
## [24,] 9.982351e-05 9.925982e-05 9.868386e-05 9.809589e-05 9.749621e-05
## [25,] 1.001609e-04 9.962419e-05 9.907510e-05 9.851392e-05 9.794092e-05
## [26,] 1.004875e-04 9.997792e-05 9.945590e-05 9.892169e-05 9.837556e-05
## [27,] 1.008030e-04 1.003208e-04 9.982599e-05 9.931892e-05 9.879983e-05
## [28,] 1.011072e-04 1.006525e-04 1.001851e-04 9.970532e-05 9.921344e-05
## [29,] 1.013999e-04 1.009727e-04 1.005329e-04 1.000806e-04 9.961610e-05
## [30,] 1.016807e-04 1.012814e-04 1.008692e-04 1.004446e-04 1.000076e-04
## [31,] 1.019495e-04 1.015781e-04 1.011938e-04 1.007969e-04 1.003875e-04
## [32,] 1.022061e-04 1.018627e-04 1.015064e-04 1.011374e-04 1.007558e-04
## [33,] 1.024503e-04 1.021351e-04 1.018068e-04 1.014658e-04 1.011121e-04
## [34,] 1.026818e-04 1.023949e-04 1.020948e-04 1.017819e-04 1.014562e-04
## [35,] 1.029006e-04 1.026420e-04 1.023702e-04 1.020855e-04 1.017879e-04
## [36,] 1.031064e-04 1.028762e-04 1.026328e-04 1.023764e-04 1.021070e-04
## [37,] 1.032991e-04 1.030975e-04 1.028825e-04 1.026544e-04 1.024133e-04
## [38,] 1.034786e-04 1.033055e-04 1.031191e-04 1.029194e-04 1.027067e-04
## [39,] 1.036448e-04 1.035003e-04 1.033424e-04 1.031712e-04 1.029869e-04
## [40,] 1.037975e-04 1.036817e-04 1.035524e-04 1.034097e-04 1.032538e-04
## [41,] 1.039367e-04 1.038496e-04 1.037489e-04 1.036348e-04 1.035074e-04
## [42,] 1.040623e-04 1.040039e-04 1.039319e-04 1.038463e-04 1.037474e-04
## [43,] 1.041743e-04 1.041446e-04 1.041012e-04 1.040443e-04 1.039738e-04
## [44,] 1.042726e-04 1.042716e-04 1.042569e-04 1.042285e-04 1.041866e-04
## [45,] 1.043571e-04 1.043849e-04 1.043988e-04 1.043990e-04 1.043856e-04
## [46,] 1.044280e-04 1.044844e-04 1.045270e-04 1.045557e-04 1.045707e-04
## [47,] 1.044852e-04 1.045702e-04 1.046414e-04 1.046986e-04 1.047421e-04
## [48,] 1.045288e-04 1.046423e-04 1.047420e-04 1.048277e-04 1.048996e-04
## [49,] 1.045587e-04 1.047008e-04 1.048289e-04 1.049430e-04 1.050432e-04
## [50,] 1.045751e-04 1.047456e-04 1.049021e-04 1.050446e-04 1.051731e-04
## [51,] 1.045779e-04 1.047768e-04 1.049617e-04 1.051324e-04 1.052891e-04
## [52,] 1.045674e-04 1.047946e-04 1.050076e-04 1.052066e-04 1.053913e-04
## [53,] 1.045436e-04 1.047990e-04 1.050401e-04 1.052671e-04 1.054799e-04
## [54,] 1.045067e-04 1.047900e-04 1.050592e-04 1.053142e-04 1.055549e-04
## [55,] 1.044567e-04 1.047680e-04 1.050650e-04 1.053478e-04 1.056163e-04
## [56,] 1.043938e-04 1.047329e-04 1.050577e-04 1.053682e-04 1.056644e-04
## [57,] 1.043182e-04 1.046849e-04 1.050373e-04 1.053754e-04 1.056991e-04
## [58,] 1.042300e-04 1.046242e-04 1.050041e-04 1.053696e-04 1.057207e-04
## [59,] 1.041294e-04 1.045510e-04 1.049582e-04 1.053510e-04 1.057293e-04
## [60,] 1.040167e-04 1.044655e-04 1.048998e-04 1.053197e-04 1.057250e-04
## [61,] 1.038920e-04 1.043678e-04 1.048291e-04 1.052759e-04 1.057081e-04
## [62,] 1.037556e-04 1.042581e-04 1.047462e-04 1.052198e-04 1.056787e-04
## [63,] 1.036076e-04 1.041367e-04 1.046514e-04 1.051515e-04 1.056370e-04
## [64,] 1.034483e-04 1.040039e-04 1.045450e-04 1.050714e-04 1.055832e-04
## [65,] 1.032780e-04 1.038597e-04 1.044270e-04 1.049796e-04 1.055175e-04
## [66,] 1.030969e-04 1.037046e-04 1.042978e-04 1.048764e-04 1.054402e-04
## [67,] 1.029052e-04 1.035387e-04 1.041577e-04 1.047620e-04 1.053514e-04
## [68,] 1.027032e-04 1.033623e-04 1.040068e-04 1.046366e-04 1.052515e-04
## [69,] 1.024913e-04 1.031756e-04 1.038454e-04 1.045005e-04 1.051406e-04
## [70,] 1.022695e-04 1.029789e-04 1.036738e-04 1.043539e-04 1.050191e-04
## [71,] 1.020383e-04 1.027725e-04 1.034922e-04 1.041971e-04 1.048871e-04
## [72,] 1.017980e-04 1.025567e-04 1.033010e-04 1.040304e-04 1.047449e-04
## [73,] 1.015487e-04 1.023318e-04 1.031003e-04 1.038541e-04 1.045928e-04
## [74,] 1.012908e-04 1.020979e-04 1.028906e-04 1.036684e-04 1.044311e-04
## [75,] 1.010245e-04 1.018555e-04 1.026719e-04 1.034735e-04 1.042601e-04
## [76,] 1.007502e-04 1.016048e-04 1.024447e-04 1.032699e-04 1.040799e-04
## [77,] 1.004682e-04 1.013460e-04 1.022092e-04 1.030576e-04 1.038910e-04
## [78,] 1.001787e-04 1.010795e-04 1.019657e-04 1.028372e-04 1.036935e-04
## [79,] 9.988199e-05 1.008055e-04 1.017145e-04 1.026087e-04 1.034877e-04
## [80,] 9.957841e-05 1.005244e-04 1.014559e-04 1.023725e-04 1.032740e-04
## [81,] 9.926821e-05 1.002364e-04 1.011901e-04 1.021289e-04 1.030525e-04
## [82,] 9.895169e-05 9.994180e-05 1.009174e-04 1.018781e-04 1.028237e-04
## [83,] 9.862913e-05 9.964086e-05 1.006381e-04 1.016204e-04 1.025877e-04
## [84,] 9.830080e-05 9.933389e-05 1.003525e-04 1.013562e-04 1.023448e-04
## [85,] 9.796697e-05 9.902114e-05 1.000608e-04 1.010856e-04 1.020953e-04
## [86,] 9.762793e-05 9.870289e-05 9.976336e-05 1.008090e-04 1.018395e-04
## [87,] 9.728393e-05 9.837941e-05 9.946041e-05 1.005266e-04 1.015776e-04
## [88,] 9.693524e-05 9.805095e-05 9.915221e-05 1.002386e-04 1.013099e-04
## [89,] 9.658213e-05 9.771779e-05 9.883903e-05 9.994544e-05 1.010367e-04
## [90,] 9.622484e-05 9.738018e-05 9.852111e-05 9.964723e-05 1.007582e-04
## [91,] 9.586362e-05 9.703836e-05 9.819871e-05 9.934426e-05 1.004746e-04
## [92,] 9.549872e-05 9.669259e-05 9.787208e-05 9.903678e-05 1.001863e-04
## [93,] 9.513039e-05 9.634310e-05 9.754145e-05 9.872503e-05 9.989345e-05
## [94,] 9.475884e-05 9.599013e-05 9.720707e-05 9.840926e-05 9.959629e-05
## [95,] 9.438433e-05 9.563391e-05 9.686917e-05 9.808969e-05 9.929506e-05
## [96,] 9.400706e-05 9.527466e-05 9.652798e-05 9.776656e-05 9.899000e-05
## [97,] 9.362725e-05 9.491261e-05 9.618371e-05 9.744008e-05 9.868133e-05
## [98,] 9.324512e-05 9.454798e-05 9.583658e-05 9.711049e-05 9.836927e-05
## [99,] 9.286088e-05 9.418096e-05 9.548681e-05 9.677798e-05 9.805403e-05
## [100,] 9.247473e-05 9.381176e-05 9.513459e-05 9.644276e-05 9.773583e-05
## [,51] [,52] [,53] [,54] [,55]
## [1,] 8.407327e-05 8.290801e-05 8.173518e-05 8.055531e-05 7.936893e-05
## [2,] 8.468097e-05 8.353640e-05 8.238411e-05 8.122464e-05 8.005851e-05
## [3,] 8.528631e-05 8.416269e-05 8.303123e-05 8.189244e-05 8.074684e-05
## [4,] 8.588896e-05 8.478659e-05 8.367623e-05 8.255841e-05 8.143362e-05
## [5,] 8.648864e-05 8.540779e-05 8.431882e-05 8.322224e-05 8.211854e-05
## [6,] 8.708504e-05 8.602599e-05 8.495869e-05 8.388363e-05 8.280129e-05
## [7,] 8.767783e-05 8.664087e-05 8.559551e-05 8.454225e-05 8.348156e-05
## [8,] 8.826672e-05 8.725211e-05 8.622898e-05 8.519778e-05 8.415901e-05
## [9,] 8.885136e-05 8.785939e-05 8.685875e-05 8.584990e-05 8.483332e-05
## [10,] 8.943144e-05 8.846237e-05 8.748449e-05 8.649826e-05 8.550415e-05
## [11,] 9.000663e-05 8.906073e-05 8.810589e-05 8.714254e-05 8.617116e-05
## [12,] 9.057659e-05 8.965413e-05 8.872258e-05 8.778238e-05 8.683400e-05
## [13,] 9.114098e-05 9.024222e-05 8.933423e-05 8.841745e-05 8.749232e-05
## [14,] 9.169948e-05 9.082467e-05 8.994050e-05 8.904739e-05 8.814577e-05
## [15,] 9.225173e-05 9.140113e-05 9.054103e-05 8.967184e-05 8.879400e-05
## [16,] 9.279740e-05 9.197126e-05 9.113548e-05 9.029046e-05 8.943663e-05
## [17,] 9.333614e-05 9.253471e-05 9.172349e-05 9.090290e-05 9.007333e-05
## [18,] 9.386763e-05 9.309114e-05 9.230472e-05 9.150878e-05 9.070372e-05
## [19,] 9.439151e-05 9.364019e-05 9.287882e-05 9.210777e-05 9.132744e-05
## [20,] 9.490744e-05 9.418153e-05 9.344543e-05 9.269950e-05 9.194413e-05
## [21,] 9.541511e-05 9.471482e-05 9.400420e-05 9.328361e-05 9.255343e-05
## [22,] 9.591416e-05 9.523972e-05 9.455480e-05 9.385977e-05 9.315499e-05
## [23,] 9.640428e-05 9.575588e-05 9.509688e-05 9.442761e-05 9.374845e-05
## [24,] 9.688514e-05 9.626299e-05 9.563010e-05 9.498680e-05 9.433345e-05
## [25,] 9.735642e-05 9.676071e-05 9.615412e-05 9.553699e-05 9.490965e-05
## [26,] 9.781781e-05 9.724873e-05 9.666863e-05 9.607785e-05 9.547670e-05
## [27,] 9.826900e-05 9.772672e-05 9.717330e-05 9.660904e-05 9.603427e-05
## [28,] 9.870970e-05 9.819440e-05 9.766781e-05 9.713025e-05 9.658202e-05
## [29,] 9.913962e-05 9.865145e-05 9.815186e-05 9.764116e-05 9.711964e-05
## [30,] 9.955848e-05 9.909758e-05 9.862515e-05 9.814145e-05 9.764680e-05
## [31,] 9.996600e-05 9.953253e-05 9.908739e-05 9.863085e-05 9.816320e-05
## [32,] 1.003619e-04 9.995601e-05 9.953830e-05 9.910904e-05 9.866853e-05
## [33,] 1.007460e-04 1.003678e-04 9.997761e-05 9.957577e-05 9.916252e-05
## [34,] 1.011180e-04 1.007676e-04 1.004051e-04 1.000308e-04 9.964489e-05
## [35,] 1.014777e-04 1.011552e-04 1.008204e-04 1.004737e-04 1.001154e-04
## [36,] 1.018249e-04 1.015303e-04 1.012235e-04 1.009045e-04 1.005737e-04
## [37,] 1.021594e-04 1.018929e-04 1.016139e-04 1.013228e-04 1.010196e-04
## [38,] 1.024810e-04 1.022426e-04 1.019916e-04 1.017284e-04 1.014530e-04
## [39,] 1.027895e-04 1.025793e-04 1.023564e-04 1.021211e-04 1.018735e-04
## [40,] 1.030848e-04 1.029028e-04 1.027081e-04 1.025007e-04 1.022810e-04
## [41,] 1.033667e-04 1.032130e-04 1.030464e-04 1.028671e-04 1.026753e-04
## [42,] 1.036352e-04 1.035098e-04 1.033713e-04 1.032201e-04 1.030562e-04
## [43,] 1.038900e-04 1.037929e-04 1.036827e-04 1.035595e-04 1.034236e-04
## [44,] 1.041312e-04 1.040624e-04 1.039804e-04 1.038853e-04 1.037773e-04
## [45,] 1.043586e-04 1.043181e-04 1.042643e-04 1.041973e-04 1.041172e-04
## [46,] 1.045721e-04 1.045600e-04 1.045343e-04 1.044954e-04 1.044433e-04
## [47,] 1.047718e-04 1.047879e-04 1.047905e-04 1.047796e-04 1.047554e-04
## [48,] 1.049577e-04 1.050020e-04 1.050326e-04 1.050497e-04 1.050534e-04
## [49,] 1.051296e-04 1.052020e-04 1.052608e-04 1.053058e-04 1.053373e-04
## [50,] 1.052876e-04 1.053882e-04 1.054749e-04 1.055479e-04 1.056071e-04
## [51,] 1.054317e-04 1.055603e-04 1.056750e-04 1.057758e-04 1.058628e-04
## [52,] 1.055620e-04 1.057186e-04 1.058611e-04 1.059896e-04 1.061043e-04
## [53,] 1.056785e-04 1.058629e-04 1.060332e-04 1.061894e-04 1.063316e-04
## [54,] 1.057813e-04 1.059935e-04 1.061914e-04 1.063752e-04 1.065448e-04
## [55,] 1.058705e-04 1.061103e-04 1.063358e-04 1.065470e-04 1.067440e-04
## [56,] 1.059461e-04 1.062134e-04 1.064664e-04 1.067049e-04 1.069291e-04
## [57,] 1.060083e-04 1.063030e-04 1.065832e-04 1.068490e-04 1.071003e-04
## [58,] 1.060572e-04 1.063792e-04 1.066865e-04 1.069793e-04 1.072576e-04
## [59,] 1.060929e-04 1.064420e-04 1.067764e-04 1.070961e-04 1.074012e-04
## [60,] 1.061157e-04 1.064917e-04 1.068529e-04 1.071994e-04 1.075311e-04
## [61,] 1.061256e-04 1.065283e-04 1.069162e-04 1.072893e-04 1.076476e-04
## [62,] 1.061228e-04 1.065521e-04 1.069666e-04 1.073661e-04 1.077507e-04
## [63,] 1.061076e-04 1.065633e-04 1.070041e-04 1.074298e-04 1.078405e-04
## [64,] 1.060800e-04 1.065620e-04 1.070289e-04 1.074807e-04 1.079174e-04
## [65,] 1.060404e-04 1.065484e-04 1.070412e-04 1.075189e-04 1.079814e-04
## [66,] 1.059890e-04 1.065227e-04 1.070413e-04 1.075447e-04 1.080327e-04
## [67,] 1.059259e-04 1.064852e-04 1.070293e-04 1.075581e-04 1.080716e-04
## [68,] 1.058514e-04 1.064361e-04 1.070055e-04 1.075596e-04 1.080981e-04
## [69,] 1.057657e-04 1.063756e-04 1.069701e-04 1.075492e-04 1.081127e-04
## [70,] 1.056691e-04 1.063039e-04 1.069233e-04 1.075272e-04 1.081154e-04
## [71,] 1.055619e-04 1.062213e-04 1.068653e-04 1.074938e-04 1.081065e-04
## [72,] 1.054442e-04 1.061281e-04 1.067965e-04 1.074493e-04 1.080863e-04
## [73,] 1.053164e-04 1.060245e-04 1.067171e-04 1.073939e-04 1.080550e-04
## [74,] 1.051787e-04 1.059108e-04 1.066272e-04 1.073279e-04 1.080128e-04
## [75,] 1.050313e-04 1.057871e-04 1.065273e-04 1.072516e-04 1.079599e-04
## [76,] 1.048747e-04 1.056539e-04 1.064175e-04 1.071651e-04 1.078968e-04
## [77,] 1.047089e-04 1.055114e-04 1.062981e-04 1.070688e-04 1.078235e-04
## [78,] 1.045344e-04 1.053598e-04 1.061694e-04 1.069630e-04 1.077404e-04
## [79,] 1.043514e-04 1.051994e-04 1.060316e-04 1.068478e-04 1.076478e-04
## [80,] 1.041601e-04 1.050305e-04 1.058851e-04 1.067236e-04 1.075458e-04
## [81,] 1.039608e-04 1.048534e-04 1.057300e-04 1.065906e-04 1.074348e-04
## [82,] 1.037538e-04 1.046683e-04 1.055668e-04 1.064491e-04 1.073151e-04
## [83,] 1.035394e-04 1.044755e-04 1.053955e-04 1.062994e-04 1.071869e-04
## [84,] 1.033179e-04 1.042753e-04 1.052166e-04 1.061417e-04 1.070504e-04
## [85,] 1.030895e-04 1.040679e-04 1.050303e-04 1.059764e-04 1.069060e-04
## [86,] 1.028545e-04 1.038537e-04 1.048368e-04 1.058036e-04 1.067539e-04
## [87,] 1.026131e-04 1.036328e-04 1.046364e-04 1.056237e-04 1.065943e-04
## [88,] 1.023657e-04 1.034056e-04 1.044294e-04 1.054369e-04 1.064277e-04
## [89,] 1.021124e-04 1.031723e-04 1.042161e-04 1.052434e-04 1.062541e-04
## [90,] 1.018536e-04 1.029332e-04 1.039966e-04 1.050436e-04 1.060738e-04
## [91,] 1.015895e-04 1.026885e-04 1.037713e-04 1.048376e-04 1.058872e-04
## [92,] 1.013203e-04 1.024384e-04 1.035404e-04 1.046258e-04 1.056945e-04
## [93,] 1.010463e-04 1.021833e-04 1.033041e-04 1.044084e-04 1.054958e-04
## [94,] 1.007678e-04 1.019234e-04 1.030628e-04 1.041856e-04 1.052916e-04
## [95,] 1.004849e-04 1.016588e-04 1.028165e-04 1.039576e-04 1.050819e-04
## [96,] 1.001979e-04 1.013899e-04 1.025656e-04 1.037248e-04 1.048670e-04
## [97,] 9.990704e-05 1.011168e-04 1.023104e-04 1.034873e-04 1.046473e-04
## [98,] 9.961252e-05 1.008399e-04 1.020509e-04 1.032453e-04 1.044228e-04
## [99,] 9.931456e-05 1.005592e-04 1.017875e-04 1.029992e-04 1.041939e-04
## [100,] 9.901338e-05 1.002750e-04 1.015203e-04 1.027490e-04 1.039607e-04
## [,56] [,57] [,58] [,59] [,60]
## [1,] 7.817657e-05 7.697877e-05 7.577607e-05 7.456899e-05 7.335808e-05
## [2,] 7.888624e-05 7.770838e-05 7.652543e-05 7.533795e-05 7.414644e-05
## [3,] 7.959495e-05 7.843729e-05 7.727438e-05 7.610676e-05 7.493493e-05
## [4,] 8.030238e-05 7.916521e-05 7.802262e-05 7.687514e-05 7.572327e-05
## [5,] 8.100823e-05 7.989183e-05 7.876983e-05 7.764276e-05 7.651113e-05
## [6,] 8.171219e-05 8.061683e-05 7.951571e-05 7.840933e-05 7.729820e-05
## [7,] 8.241395e-05 8.133990e-05 8.025992e-05 7.917451e-05 7.808415e-05
## [8,] 8.311316e-05 8.206070e-05 8.100214e-05 7.993796e-05 7.886866e-05
## [9,] 8.380950e-05 8.277891e-05 8.174203e-05 8.069936e-05 7.965137e-05
## [10,] 8.450263e-05 8.349417e-05 8.247925e-05 8.145835e-05 8.043195e-05
## [11,] 8.519220e-05 8.420614e-05 8.321345e-05 8.221459e-05 8.121004e-05
## [12,] 8.587788e-05 8.491448e-05 8.394427e-05 8.296771e-05 8.198527e-05
## [13,] 8.655929e-05 8.561882e-05 8.467135e-05 8.371736e-05 8.275729e-05
## [14,] 8.723609e-05 8.631880e-05 8.539434e-05 8.446316e-05 8.352572e-05
## [15,] 8.790792e-05 8.701406e-05 8.611285e-05 8.520475e-05 8.429018e-05
## [16,] 8.857442e-05 8.770424e-05 8.682653e-05 8.594174e-05 8.505030e-05
## [17,] 8.923521e-05 8.838896e-05 8.753500e-05 8.667377e-05 8.580570e-05
## [18,] 8.988993e-05 8.906785e-05 8.823788e-05 8.740045e-05 8.655599e-05
## [19,] 9.053823e-05 8.974054e-05 8.893479e-05 8.812140e-05 8.730078e-05
## [20,] 9.117972e-05 9.040666e-05 8.962537e-05 8.883623e-05 8.803968e-05
## [21,] 9.181405e-05 9.106584e-05 9.030922e-05 8.954457e-05 8.877231e-05
## [22,] 9.244084e-05 9.171771e-05 9.098597e-05 9.024603e-05 8.949827e-05
## [23,] 9.305975e-05 9.236189e-05 9.165525e-05 9.094022e-05 9.021718e-05
## [24,] 9.367040e-05 9.299802e-05 9.231669e-05 9.162677e-05 9.092865e-05
## [25,] 9.427245e-05 9.362575e-05 9.296991e-05 9.230530e-05 9.163230e-05
## [26,] 9.486553e-05 9.424470e-05 9.361454e-05 9.297544e-05 9.232774e-05
## [27,] 9.544932e-05 9.485452e-05 9.425024e-05 9.363681e-05 9.301460e-05
## [28,] 9.602346e-05 9.545488e-05 9.487663e-05 9.428906e-05 9.369251e-05
## [29,] 9.658762e-05 9.604542e-05 9.549338e-05 9.493182e-05 9.436110e-05
## [30,] 9.714148e-05 9.662582e-05 9.610013e-05 9.556475e-05 9.502001e-05
## [31,] 9.768473e-05 9.719575e-05 9.669656e-05 9.618750e-05 9.566889e-05
## [32,] 9.821705e-05 9.775488e-05 9.728234e-05 9.679974e-05 9.630739e-05
## [33,] 9.873814e-05 9.830292e-05 9.785715e-05 9.740114e-05 9.693519e-05
## [34,] 9.924773e-05 9.883957e-05 9.842069e-05 9.799139e-05 9.755195e-05
## [35,] 9.974554e-05 9.936455e-05 9.897266e-05 9.857017e-05 9.815737e-05
## [36,] 1.002313e-04 9.987757e-05 9.951278e-05 9.913721e-05 9.875113e-05
## [37,] 1.007048e-04 1.003784e-04 1.000408e-04 9.969221e-05 9.933295e-05
## [38,] 1.011657e-04 1.008667e-04 1.005564e-04 1.002349e-04 9.990255e-05
## [39,] 1.016138e-04 1.013424e-04 1.010594e-04 1.007650e-04 1.004597e-04
## [40,] 1.020490e-04 1.018051e-04 1.015495e-04 1.012824e-04 1.010040e-04
## [41,] 1.024711e-04 1.022548e-04 1.020266e-04 1.017867e-04 1.015354e-04
## [42,] 1.028798e-04 1.026911e-04 1.024904e-04 1.022778e-04 1.020536e-04
## [43,] 1.032750e-04 1.031139e-04 1.029407e-04 1.027555e-04 1.025584e-04
## [44,] 1.036565e-04 1.035232e-04 1.033774e-04 1.032195e-04 1.030496e-04
## [45,] 1.040243e-04 1.039186e-04 1.038003e-04 1.036698e-04 1.035271e-04
## [46,] 1.043781e-04 1.043001e-04 1.042094e-04 1.041061e-04 1.039906e-04
## [47,] 1.047180e-04 1.046676e-04 1.046043e-04 1.045284e-04 1.044400e-04
## [48,] 1.050438e-04 1.050210e-04 1.049852e-04 1.049366e-04 1.048753e-04
## [49,] 1.053554e-04 1.053602e-04 1.053518e-04 1.053304e-04 1.052962e-04
## [50,] 1.056529e-04 1.056851e-04 1.057041e-04 1.057100e-04 1.057028e-04
## [51,] 1.059361e-04 1.059958e-04 1.060421e-04 1.060751e-04 1.060949e-04
## [52,] 1.062051e-04 1.062922e-04 1.063657e-04 1.064258e-04 1.064725e-04
## [53,] 1.064598e-04 1.065742e-04 1.066749e-04 1.067620e-04 1.068356e-04
## [54,] 1.067004e-04 1.068420e-04 1.069697e-04 1.070837e-04 1.071840e-04
## [55,] 1.069268e-04 1.070954e-04 1.072501e-04 1.073909e-04 1.075179e-04
## [56,] 1.071390e-04 1.073347e-04 1.075162e-04 1.076837e-04 1.078372e-04
## [57,] 1.073371e-04 1.075597e-04 1.077679e-04 1.079620e-04 1.081420e-04
## [58,] 1.075213e-04 1.077706e-04 1.080054e-04 1.082259e-04 1.084322e-04
## [59,] 1.076916e-04 1.079675e-04 1.082288e-04 1.084756e-04 1.087081e-04
## [60,] 1.078481e-04 1.081504e-04 1.084380e-04 1.087110e-04 1.089695e-04
## [61,] 1.079910e-04 1.083195e-04 1.086333e-04 1.089323e-04 1.092167e-04
## [62,] 1.081203e-04 1.084750e-04 1.088147e-04 1.091396e-04 1.094497e-04
## [63,] 1.082362e-04 1.086168e-04 1.089824e-04 1.093330e-04 1.096687e-04
## [64,] 1.083389e-04 1.087453e-04 1.091366e-04 1.095127e-04 1.098737e-04
## [65,] 1.084286e-04 1.088606e-04 1.092773e-04 1.096787e-04 1.100650e-04
## [66,] 1.085054e-04 1.089628e-04 1.094047e-04 1.098313e-04 1.102426e-04
## [67,] 1.085695e-04 1.090521e-04 1.095191e-04 1.099707e-04 1.104068e-04
## [68,] 1.086212e-04 1.091287e-04 1.096206e-04 1.100969e-04 1.105577e-04
## [69,] 1.086606e-04 1.091929e-04 1.097094e-04 1.102103e-04 1.106955e-04
## [70,] 1.086880e-04 1.092448e-04 1.097858e-04 1.103110e-04 1.108203e-04
## [71,] 1.087035e-04 1.092846e-04 1.098499e-04 1.103992e-04 1.109325e-04
## [72,] 1.087075e-04 1.093127e-04 1.099019e-04 1.104751e-04 1.110322e-04
## [73,] 1.087001e-04 1.093291e-04 1.099421e-04 1.105390e-04 1.111196e-04
## [74,] 1.086816e-04 1.093343e-04 1.099708e-04 1.105910e-04 1.111950e-04
## [75,] 1.086522e-04 1.093283e-04 1.099881e-04 1.106316e-04 1.112586e-04
## [76,] 1.086123e-04 1.093115e-04 1.099943e-04 1.106607e-04 1.113107e-04
## [77,] 1.085620e-04 1.092841e-04 1.099897e-04 1.106788e-04 1.113514e-04
## [78,] 1.085016e-04 1.092463e-04 1.099745e-04 1.106861e-04 1.113810e-04
## [79,] 1.084314e-04 1.091985e-04 1.099490e-04 1.106828e-04 1.113998e-04
## [80,] 1.083516e-04 1.091409e-04 1.099134e-04 1.106692e-04 1.114081e-04
## [81,] 1.082626e-04 1.090737e-04 1.098681e-04 1.106455e-04 1.114060e-04
## [82,] 1.081645e-04 1.089973e-04 1.098131e-04 1.106121e-04 1.113939e-04
## [83,] 1.080577e-04 1.089118e-04 1.097489e-04 1.105691e-04 1.113720e-04
## [84,] 1.079424e-04 1.088176e-04 1.096757e-04 1.105168e-04 1.113406e-04
## [85,] 1.078189e-04 1.087149e-04 1.095938e-04 1.104555e-04 1.112999e-04
## [86,] 1.076874e-04 1.086039e-04 1.095034e-04 1.103855e-04 1.112503e-04
## [87,] 1.075482e-04 1.084850e-04 1.094047e-04 1.103070e-04 1.111919e-04
## [88,] 1.074016e-04 1.083585e-04 1.092981e-04 1.102203e-04 1.111250e-04
## [89,] 1.072478e-04 1.082245e-04 1.091838e-04 1.101257e-04 1.110499e-04
## [90,] 1.070872e-04 1.080833e-04 1.090621e-04 1.100233e-04 1.109668e-04
## [91,] 1.069198e-04 1.079352e-04 1.089332e-04 1.099135e-04 1.108761e-04
## [92,] 1.067461e-04 1.077804e-04 1.087973e-04 1.097965e-04 1.107779e-04
## [93,] 1.065662e-04 1.076193e-04 1.086548e-04 1.096726e-04 1.106725e-04
## [94,] 1.063804e-04 1.074519e-04 1.085059e-04 1.095420e-04 1.105602e-04
## [95,] 1.061890e-04 1.072787e-04 1.083507e-04 1.094050e-04 1.104411e-04
## [96,] 1.059921e-04 1.070997e-04 1.081897e-04 1.092617e-04 1.103157e-04
## [97,] 1.057901e-04 1.069154e-04 1.080229e-04 1.091125e-04 1.101840e-04
## [98,] 1.055830e-04 1.067258e-04 1.078507e-04 1.089576e-04 1.100463e-04
## [99,] 1.053713e-04 1.065312e-04 1.076732e-04 1.087972e-04 1.099029e-04
## [100,] 1.051550e-04 1.063318e-04 1.074907e-04 1.086315e-04 1.097540e-04
## [,61] [,62] [,63] [,64] [,65]
## [1,] 7.214386e-05 7.092685e-05 6.970759e-05 6.848657e-05 6.726432e-05
## [2,] 7.295144e-05 7.175346e-05 7.055303e-05 6.935065e-05 6.814683e-05
## [3,] 7.375943e-05 7.258076e-05 7.139943e-05 7.021596e-05 6.903084e-05
## [4,] 7.456753e-05 7.340843e-05 7.224649e-05 7.108219e-05 6.991604e-05
## [5,] 7.537543e-05 7.423619e-05 7.309389e-05 7.194904e-05 7.080212e-05
## [6,] 7.618282e-05 7.506369e-05 7.394131e-05 7.281617e-05 7.168876e-05
## [7,] 7.698936e-05 7.589062e-05 7.478843e-05 7.368327e-05 7.257563e-05
## [8,] 7.779472e-05 7.671664e-05 7.563491e-05 7.455000e-05 7.346239e-05
## [9,] 7.859856e-05 7.754141e-05 7.648039e-05 7.541599e-05 7.434868e-05
## [10,] 7.940053e-05 7.836457e-05 7.732454e-05 7.628091e-05 7.523416e-05
## [11,] 8.020027e-05 7.918576e-05 7.816698e-05 7.714438e-05 7.611845e-05
## [12,] 8.099742e-05 8.000462e-05 7.900734e-05 7.800604e-05 7.700118e-05
## [13,] 8.179161e-05 8.082078e-05 7.984527e-05 7.886551e-05 7.788198e-05
## [14,] 8.258247e-05 8.163386e-05 8.068036e-05 7.972241e-05 7.876045e-05
## [15,] 8.336961e-05 8.244348e-05 8.151224e-05 8.057634e-05 7.963621e-05
## [16,] 8.415266e-05 8.324925e-05 8.234052e-05 8.142691e-05 8.050885e-05
## [17,] 8.493123e-05 8.405078e-05 8.316480e-05 8.227372e-05 8.137797e-05
## [18,] 8.570492e-05 8.484767e-05 8.398468e-05 8.311637e-05 8.224316e-05
## [19,] 8.647335e-05 8.563953e-05 8.479976e-05 8.395445e-05 8.310402e-05
## [20,] 8.723612e-05 8.642596e-05 8.560964e-05 8.478755e-05 8.396012e-05
## [21,] 8.799284e-05 8.720656e-05 8.641390e-05 8.561526e-05 8.481106e-05
## [22,] 8.874310e-05 8.798093e-05 8.721215e-05 8.643717e-05 8.565640e-05
## [23,] 8.948653e-05 8.874866e-05 8.800398e-05 8.725287e-05 8.649575e-05
## [24,] 9.022272e-05 8.950936e-05 8.878897e-05 8.806194e-05 8.732866e-05
## [25,] 9.095128e-05 9.026263e-05 8.956673e-05 8.886397e-05 8.815473e-05
## [26,] 9.167183e-05 9.100807e-05 9.033685e-05 8.965855e-05 8.897354e-05
## [27,] 9.238397e-05 9.174529e-05 9.109894e-05 9.044527e-05 8.978468e-05
## [28,] 9.308734e-05 9.247391e-05 9.185259e-05 9.122374e-05 9.058773e-05
## [29,] 9.378155e-05 9.319354e-05 9.259742e-05 9.199355e-05 9.138230e-05
## [30,] 9.446624e-05 9.390381e-05 9.333305e-05 9.275432e-05 9.216797e-05
## [31,] 9.514105e-05 9.460434e-05 9.405909e-05 9.350564e-05 9.294436e-05
## [32,] 9.580563e-05 9.529478e-05 9.477517e-05 9.424716e-05 9.371108e-05
## [33,] 9.645962e-05 9.597477e-05 9.548094e-05 9.497849e-05 9.446774e-05
## [34,] 9.710271e-05 9.664396e-05 9.617604e-05 9.569927e-05 9.521398e-05
## [35,] 9.773455e-05 9.730203e-05 9.686013e-05 9.640915e-05 9.594943e-05
## [36,] 9.835485e-05 9.794866e-05 9.753287e-05 9.710780e-05 9.667375e-05
## [37,] 9.896329e-05 9.858352e-05 9.819395e-05 9.779487e-05 9.738660e-05
## [38,] 9.955959e-05 9.920633e-05 9.884305e-05 9.847005e-05 9.808763e-05
## [39,] 1.001435e-04 9.981679e-05 9.947988e-05 9.913304e-05 9.877655e-05
## [40,] 1.007147e-04 1.004146e-04 1.001042e-04 9.978353e-05 9.945305e-05
## [41,] 1.012730e-04 1.009996e-04 1.007156e-04 1.004213e-04 1.001168e-04
## [42,] 1.018181e-04 1.015715e-04 1.013140e-04 1.010460e-04 1.007676e-04
## [43,] 1.023499e-04 1.021300e-04 1.018991e-04 1.016574e-04 1.014052e-04
## [44,] 1.028680e-04 1.026750e-04 1.024706e-04 1.022553e-04 1.020293e-04
## [45,] 1.033725e-04 1.032062e-04 1.030284e-04 1.028395e-04 1.026396e-04
## [46,] 1.038630e-04 1.037235e-04 1.035723e-04 1.034098e-04 1.032361e-04
## [47,] 1.043394e-04 1.042266e-04 1.041021e-04 1.039659e-04 1.038184e-04
## [48,] 1.048016e-04 1.047156e-04 1.046176e-04 1.045078e-04 1.043864e-04
## [49,] 1.052494e-04 1.051902e-04 1.051187e-04 1.050353e-04 1.049400e-04
## [50,] 1.056829e-04 1.056503e-04 1.056053e-04 1.055482e-04 1.054790e-04
## [51,] 1.061018e-04 1.060959e-04 1.060773e-04 1.060464e-04 1.060033e-04
## [52,] 1.065061e-04 1.065268e-04 1.065346e-04 1.065299e-04 1.065127e-04
## [53,] 1.068958e-04 1.069430e-04 1.069771e-04 1.069985e-04 1.070073e-04
## [54,] 1.072709e-04 1.073444e-04 1.074048e-04 1.074522e-04 1.074868e-04
## [55,] 1.076312e-04 1.077311e-04 1.078176e-04 1.078910e-04 1.079514e-04
## [56,] 1.079769e-04 1.081030e-04 1.082156e-04 1.083148e-04 1.084008e-04
## [57,] 1.083080e-04 1.084602e-04 1.085986e-04 1.087236e-04 1.088352e-04
## [58,] 1.086244e-04 1.088026e-04 1.089669e-04 1.091175e-04 1.092545e-04
## [59,] 1.089262e-04 1.091303e-04 1.093203e-04 1.094964e-04 1.096587e-04
## [60,] 1.092136e-04 1.094433e-04 1.096589e-04 1.098604e-04 1.100479e-04
## [61,] 1.094865e-04 1.097418e-04 1.099828e-04 1.102095e-04 1.104221e-04
## [62,] 1.097451e-04 1.100259e-04 1.102921e-04 1.105439e-04 1.107814e-04
## [63,] 1.099895e-04 1.102955e-04 1.105868e-04 1.108636e-04 1.111259e-04
## [64,] 1.102198e-04 1.105509e-04 1.108671e-04 1.111687e-04 1.114556e-04
## [65,] 1.104361e-04 1.107921e-04 1.111331e-04 1.114593e-04 1.117706e-04
## [66,] 1.106386e-04 1.110194e-04 1.113850e-04 1.117355e-04 1.120711e-04
## [67,] 1.108275e-04 1.112328e-04 1.116228e-04 1.119976e-04 1.123572e-04
## [68,] 1.110028e-04 1.114325e-04 1.118467e-04 1.122456e-04 1.126291e-04
## [69,] 1.111649e-04 1.116187e-04 1.120570e-04 1.124797e-04 1.128869e-04
## [70,] 1.113139e-04 1.117917e-04 1.122537e-04 1.127000e-04 1.131308e-04
## [71,] 1.114499e-04 1.119514e-04 1.124371e-04 1.129069e-04 1.133609e-04
## [72,] 1.115733e-04 1.120983e-04 1.126073e-04 1.131004e-04 1.135775e-04
## [73,] 1.116842e-04 1.122325e-04 1.127647e-04 1.132807e-04 1.137807e-04
## [74,] 1.117827e-04 1.123542e-04 1.129093e-04 1.134482e-04 1.139708e-04
## [75,] 1.118693e-04 1.124636e-04 1.130414e-04 1.136029e-04 1.141480e-04
## [76,] 1.119441e-04 1.125609e-04 1.131613e-04 1.137451e-04 1.143124e-04
## [77,] 1.120073e-04 1.126465e-04 1.132691e-04 1.138751e-04 1.144644e-04
## [78,] 1.120592e-04 1.127206e-04 1.133652e-04 1.139930e-04 1.146041e-04
## [79,] 1.121000e-04 1.127833e-04 1.134497e-04 1.140992e-04 1.147318e-04
## [80,] 1.121300e-04 1.128350e-04 1.135229e-04 1.141938e-04 1.148477e-04
## [81,] 1.121495e-04 1.128758e-04 1.135850e-04 1.142771e-04 1.149521e-04
## [82,] 1.121586e-04 1.129061e-04 1.136364e-04 1.143494e-04 1.150452e-04
## [83,] 1.121578e-04 1.129262e-04 1.136773e-04 1.144110e-04 1.151273e-04
## [84,] 1.121471e-04 1.129362e-04 1.137078e-04 1.144620e-04 1.151986e-04
## [85,] 1.121269e-04 1.129364e-04 1.137284e-04 1.145027e-04 1.152594e-04
## [86,] 1.120975e-04 1.129272e-04 1.137391e-04 1.145334e-04 1.153100e-04
## [87,] 1.120591e-04 1.129086e-04 1.137404e-04 1.145544e-04 1.153505e-04
## [88,] 1.120119e-04 1.128811e-04 1.137325e-04 1.145659e-04 1.153814e-04
## [89,] 1.119563e-04 1.128449e-04 1.137156e-04 1.145682e-04 1.154027e-04
## [90,] 1.118925e-04 1.128002e-04 1.136899e-04 1.145615e-04 1.154149e-04
## [91,] 1.118207e-04 1.127473e-04 1.136558e-04 1.145461e-04 1.154181e-04
## [92,] 1.117412e-04 1.126865e-04 1.136135e-04 1.145222e-04 1.154126e-04
## [93,] 1.116543e-04 1.126179e-04 1.135633e-04 1.144902e-04 1.153986e-04
## [94,] 1.115602e-04 1.125419e-04 1.135053e-04 1.144502e-04 1.153765e-04
## [95,] 1.114591e-04 1.124587e-04 1.134399e-04 1.144025e-04 1.153464e-04
## [96,] 1.113513e-04 1.123686e-04 1.133673e-04 1.143473e-04 1.153087e-04
## [97,] 1.112371e-04 1.122717e-04 1.132877e-04 1.142850e-04 1.152634e-04
## [98,] 1.111166e-04 1.121684e-04 1.132015e-04 1.142157e-04 1.152110e-04
## [99,] 1.109902e-04 1.120588e-04 1.131087e-04 1.141397e-04 1.151516e-04
## [100,] 1.108580e-04 1.119432e-04 1.130097e-04 1.140571e-04 1.150855e-04
## [,66] [,67] [,68] [,69] [,70]
## [1,] 6.604133e-05 6.481809e-05 6.359510e-05 6.237282e-05 6.115172e-05
## [2,] 6.694206e-05 6.573684e-05 6.453165e-05 6.332695e-05 6.212321e-05
## [3,] 6.784456e-05 6.665762e-05 6.547049e-05 6.428363e-05 6.309752e-05
## [4,] 6.874852e-05 6.758012e-05 6.641132e-05 6.524257e-05 6.407433e-05
## [5,] 6.965363e-05 6.850404e-05 6.735382e-05 6.620343e-05 6.505334e-05
## [6,] 7.055956e-05 6.942904e-05 6.829767e-05 6.716591e-05 6.603421e-05
## [7,] 7.146598e-05 7.035480e-05 6.924254e-05 6.812966e-05 6.701662e-05
## [8,] 7.237256e-05 7.128097e-05 7.018808e-05 6.909435e-05 6.800022e-05
## [9,] 7.327893e-05 7.220720e-05 7.113394e-05 7.005961e-05 6.898464e-05
## [10,] 7.418474e-05 7.313312e-05 7.207975e-05 7.102508e-05 6.996953e-05
## [11,] 7.508963e-05 7.405838e-05 7.302515e-05 7.199038e-05 7.095451e-05
## [12,] 7.599322e-05 7.498259e-05 7.396976e-05 7.295515e-05 7.193920e-05
## [13,] 7.689512e-05 7.590537e-05 7.491318e-05 7.391898e-05 7.292319e-05
## [14,] 7.779494e-05 7.682632e-05 7.585502e-05 7.488147e-05 7.390610e-05
## [15,] 7.869230e-05 7.774505e-05 7.679488e-05 7.584223e-05 7.488751e-05
## [16,] 7.958678e-05 7.866114e-05 7.773235e-05 7.680083e-05 7.586700e-05
## [17,] 8.047798e-05 7.957419e-05 7.866701e-05 7.775686e-05 7.684416e-05
## [18,] 8.136549e-05 8.048378e-05 7.959845e-05 7.870990e-05 7.781855e-05
## [19,] 8.224890e-05 8.138949e-05 8.052623e-05 7.965951e-05 7.878975e-05
## [20,] 8.312777e-05 8.229090e-05 8.144993e-05 8.060527e-05 7.975730e-05
## [21,] 8.400169e-05 8.318758e-05 8.236912e-05 8.154672e-05 8.072078e-05
## [22,] 8.487025e-05 8.407910e-05 8.328337e-05 8.248345e-05 8.167973e-05
## [23,] 8.573300e-05 8.496503e-05 8.419223e-05 8.341499e-05 8.263371e-05
## [24,] 8.658953e-05 8.584493e-05 8.509526e-05 8.434091e-05 8.358226e-05
## [25,] 8.743941e-05 8.671838e-05 8.599204e-05 8.526077e-05 8.452495e-05
## [26,] 8.828222e-05 8.758495e-05 8.688212e-05 8.617412e-05 8.546131e-05
## [27,] 8.911753e-05 8.844421e-05 8.776508e-05 8.708052e-05 8.639091e-05
## [28,] 8.994494e-05 8.929573e-05 8.864047e-05 8.797953e-05 8.731328e-05
## [29,] 9.076402e-05 9.013909e-05 8.950786e-05 8.887071e-05 8.822800e-05
## [30,] 9.157437e-05 9.097388e-05 9.036685e-05 8.975364e-05 8.913462e-05
## [31,] 9.237559e-05 9.179968e-05 9.121699e-05 9.062788e-05 9.003270e-05
## [32,] 9.316727e-05 9.261610e-05 9.205790e-05 9.149302e-05 9.092182e-05
## [33,] 9.394904e-05 9.342272e-05 9.288914e-05 9.234864e-05 9.180156e-05
## [34,] 9.472050e-05 9.421918e-05 9.371034e-05 9.319433e-05 9.267149e-05
## [35,] 9.548130e-05 9.500507e-05 9.452110e-05 9.402970e-05 9.353122e-05
## [36,] 9.623106e-05 9.578005e-05 9.532104e-05 9.485436e-05 9.438034e-05
## [37,] 9.696945e-05 9.654374e-05 9.610979e-05 9.566792e-05 9.521847e-05
## [38,] 9.769611e-05 9.729579e-05 9.688700e-05 9.647004e-05 9.604524e-05
## [39,] 9.841073e-05 9.803588e-05 9.765232e-05 9.726034e-05 9.686028e-05
## [40,] 9.911300e-05 9.876369e-05 9.840542e-05 9.803850e-05 9.766324e-05
## [41,] 9.980261e-05 9.947889e-05 9.914598e-05 9.880417e-05 9.845378e-05
## [42,] 1.004793e-04 1.001812e-04 9.987370e-05 9.955706e-05 9.923158e-05
## [43,] 1.011428e-04 1.008704e-04 1.005883e-04 1.002969e-04 9.999633e-05
## [44,] 1.017928e-04 1.015461e-04 1.012895e-04 1.010233e-04 1.007477e-04
## [45,] 1.024291e-04 1.022081e-04 1.019770e-04 1.017361e-04 1.014855e-04
## [46,] 1.030515e-04 1.028562e-04 1.026506e-04 1.024349e-04 1.022094e-04
## [47,] 1.036597e-04 1.034902e-04 1.033101e-04 1.031197e-04 1.029192e-04
## [48,] 1.042537e-04 1.041099e-04 1.039553e-04 1.037901e-04 1.036147e-04
## [49,] 1.048332e-04 1.047151e-04 1.045860e-04 1.044460e-04 1.042955e-04
## [50,] 1.053981e-04 1.053056e-04 1.052019e-04 1.050872e-04 1.049617e-04
## [51,] 1.059482e-04 1.058814e-04 1.058030e-04 1.057135e-04 1.056129e-04
## [52,] 1.064834e-04 1.064421e-04 1.063892e-04 1.063247e-04 1.062490e-04
## [53,] 1.070037e-04 1.069879e-04 1.069602e-04 1.069208e-04 1.068699e-04
## [54,] 1.075089e-04 1.075185e-04 1.075161e-04 1.075016e-04 1.074755e-04
## [55,] 1.079990e-04 1.080340e-04 1.080566e-04 1.080671e-04 1.080657e-04
## [56,] 1.084739e-04 1.085342e-04 1.085819e-04 1.086172e-04 1.086404e-04
## [57,] 1.089336e-04 1.090191e-04 1.090917e-04 1.091518e-04 1.091995e-04
## [58,] 1.093782e-04 1.094887e-04 1.095862e-04 1.096709e-04 1.097430e-04
## [59,] 1.098076e-04 1.099430e-04 1.100652e-04 1.101744e-04 1.102708e-04
## [60,] 1.102218e-04 1.103820e-04 1.105288e-04 1.106624e-04 1.107830e-04
## [61,] 1.106208e-04 1.108057e-04 1.109770e-04 1.111349e-04 1.112796e-04
## [62,] 1.110048e-04 1.112143e-04 1.114099e-04 1.115920e-04 1.117606e-04
## [63,] 1.113739e-04 1.116077e-04 1.118275e-04 1.120336e-04 1.122259e-04
## [64,] 1.117280e-04 1.119860e-04 1.122299e-04 1.124598e-04 1.126758e-04
## [65,] 1.120673e-04 1.123494e-04 1.126172e-04 1.128707e-04 1.131102e-04
## [66,] 1.123919e-04 1.126979e-04 1.129894e-04 1.132665e-04 1.135293e-04
## [67,] 1.127019e-04 1.130317e-04 1.133467e-04 1.136471e-04 1.139331e-04
## [68,] 1.129975e-04 1.133508e-04 1.136892e-04 1.140128e-04 1.143218e-04
## [69,] 1.132788e-04 1.136555e-04 1.140171e-04 1.143637e-04 1.146955e-04
## [70,] 1.135460e-04 1.139459e-04 1.143305e-04 1.146999e-04 1.150543e-04
## [71,] 1.137993e-04 1.142221e-04 1.146295e-04 1.150216e-04 1.153984e-04
## [72,] 1.140388e-04 1.144844e-04 1.149144e-04 1.153289e-04 1.157280e-04
## [73,] 1.142648e-04 1.147329e-04 1.151853e-04 1.156220e-04 1.160432e-04
## [74,] 1.144774e-04 1.149679e-04 1.154424e-04 1.159011e-04 1.163441e-04
## [75,] 1.146768e-04 1.151895e-04 1.156860e-04 1.161665e-04 1.166311e-04
## [76,] 1.148633e-04 1.153979e-04 1.159162e-04 1.164183e-04 1.169043e-04
## [77,] 1.150371e-04 1.155934e-04 1.161332e-04 1.166567e-04 1.171640e-04
## [78,] 1.151984e-04 1.157762e-04 1.163373e-04 1.168819e-04 1.174102e-04
## [79,] 1.153475e-04 1.159465e-04 1.165287e-04 1.170943e-04 1.176433e-04
## [80,] 1.154846e-04 1.161045e-04 1.167076e-04 1.172939e-04 1.178635e-04
## [81,] 1.156099e-04 1.162506e-04 1.168743e-04 1.174811e-04 1.180710e-04
## [82,] 1.157237e-04 1.163850e-04 1.170291e-04 1.176561e-04 1.182661e-04
## [83,] 1.158262e-04 1.165078e-04 1.171721e-04 1.178191e-04 1.184490e-04
## [84,] 1.159177e-04 1.166194e-04 1.173036e-04 1.179705e-04 1.186200e-04
## [85,] 1.159985e-04 1.167200e-04 1.174239e-04 1.181103e-04 1.187793e-04
## [86,] 1.160688e-04 1.168099e-04 1.175332e-04 1.182389e-04 1.189271e-04
## [87,] 1.161288e-04 1.168892e-04 1.176318e-04 1.183566e-04 1.190637e-04
## [88,] 1.161789e-04 1.169584e-04 1.177200e-04 1.184636e-04 1.191894e-04
## [89,] 1.162192e-04 1.170176e-04 1.177979e-04 1.185602e-04 1.193045e-04
## [90,] 1.162501e-04 1.170671e-04 1.178659e-04 1.186466e-04 1.194091e-04
## [91,] 1.162718e-04 1.171072e-04 1.179243e-04 1.187231e-04 1.195036e-04
## [92,] 1.162846e-04 1.171381e-04 1.179732e-04 1.187899e-04 1.195882e-04
## [93,] 1.162886e-04 1.171600e-04 1.180129e-04 1.188473e-04 1.196631e-04
## [94,] 1.162842e-04 1.171733e-04 1.180437e-04 1.188955e-04 1.197287e-04
## [95,] 1.162717e-04 1.171782e-04 1.180659e-04 1.189349e-04 1.197851e-04
## [96,] 1.162512e-04 1.171748e-04 1.180796e-04 1.189656e-04 1.198327e-04
## [97,] 1.162230e-04 1.171636e-04 1.180852e-04 1.189879e-04 1.198716e-04
## [98,] 1.161874e-04 1.171447e-04 1.180829e-04 1.190021e-04 1.199022e-04
## [99,] 1.161445e-04 1.171183e-04 1.180729e-04 1.190083e-04 1.199246e-04
## [100,] 1.160948e-04 1.170848e-04 1.180555e-04 1.190070e-04 1.199391e-04
## [,71] [,72] [,73] [,74] [,75]
## [1,] 5.993225e-05 5.871486e-05 5.749997e-05 5.628801e-05 5.507938e-05
## [2,] 6.092088e-05 5.972041e-05 5.852221e-05 5.732671e-05 5.613431e-05
## [3,] 6.191259e-05 6.072928e-05 5.954802e-05 5.836924e-05 5.719332e-05
## [4,] 6.290705e-05 6.174117e-05 6.057711e-05 5.941529e-05 5.825609e-05
## [5,] 6.390397e-05 6.275577e-05 6.160916e-05 6.046454e-05 5.932233e-05
## [6,] 6.490301e-05 6.377275e-05 6.264384e-05 6.151669e-05 6.039170e-05
## [7,] 6.590385e-05 6.479177e-05 6.368081e-05 6.257137e-05 6.146385e-05
## [8,] 6.690612e-05 6.581248e-05 6.471972e-05 6.362825e-05 6.253845e-05
## [9,] 6.790947e-05 6.683453e-05 6.576022e-05 6.468695e-05 6.361512e-05
## [10,] 6.891355e-05 6.785755e-05 6.680194e-05 6.574712e-05 6.469350e-05
## [11,] 6.991796e-05 6.888115e-05 6.784448e-05 6.680837e-05 6.577320e-05
## [12,] 7.092232e-05 6.990495e-05 6.888747e-05 6.787030e-05 6.685382e-05
## [13,] 7.192625e-05 7.092855e-05 6.993051e-05 6.893252e-05 6.793496e-05
## [14,] 7.292932e-05 7.195155e-05 7.097318e-05 6.999461e-05 6.901622e-05
## [15,] 7.393114e-05 7.297352e-05 7.201506e-05 7.105614e-05 7.009715e-05
## [16,] 7.493127e-05 7.399405e-05 7.305573e-05 7.211670e-05 7.117734e-05
## [17,] 7.592931e-05 7.501271e-05 7.409476e-05 7.317585e-05 7.225634e-05
## [18,] 7.692481e-05 7.602906e-05 7.513171e-05 7.423314e-05 7.333371e-05
## [19,] 7.791733e-05 7.704266e-05 7.616613e-05 7.528812e-05 7.440899e-05
## [20,] 7.890644e-05 7.805307e-05 7.719757e-05 7.634033e-05 7.548172e-05
## [21,] 7.989168e-05 7.905982e-05 7.822557e-05 7.738932e-05 7.655143e-05
## [22,] 8.087261e-05 8.006246e-05 7.924967e-05 7.843462e-05 7.761765e-05
## [23,] 8.184876e-05 8.106054e-05 8.026941e-05 7.947575e-05 7.867992e-05
## [24,] 8.281970e-05 8.205359e-05 8.128432e-05 8.051226e-05 7.973775e-05
## [25,] 8.378495e-05 8.304116e-05 8.229394e-05 8.154365e-05 8.079066e-05
## [26,] 8.474407e-05 8.402278e-05 8.329779e-05 8.256947e-05 8.183818e-05
## [27,] 8.569661e-05 8.499799e-05 8.429541e-05 8.358923e-05 8.287981e-05
## [28,] 8.664209e-05 8.596632e-05 8.528633e-05 8.460247e-05 8.391509e-05
## [29,] 8.758008e-05 8.692733e-05 8.627008e-05 8.560870e-05 8.494353e-05
## [30,] 8.851013e-05 8.788055e-05 8.724621e-05 8.660746e-05 8.596466e-05
## [31,] 8.943180e-05 8.882553e-05 8.821425e-05 8.759829e-05 8.697800e-05
## [32,] 9.034465e-05 8.976184e-05 8.917375e-05 8.858072e-05 8.798309e-05
## [33,] 9.124824e-05 9.068903e-05 9.012427e-05 8.955431e-05 8.897946e-05
## [34,] 9.214216e-05 9.160667e-05 9.106537e-05 9.051859e-05 8.996666e-05
## [35,] 9.302599e-05 9.251434e-05 9.199661e-05 9.147314e-05 9.094424e-05
## [36,] 9.389932e-05 9.341162e-05 9.291758e-05 9.241751e-05 9.191176e-05
## [37,] 9.476176e-05 9.429811e-05 9.382785e-05 9.335130e-05 9.286879e-05
## [38,] 9.561292e-05 9.517341e-05 9.472702e-05 9.427408e-05 9.381491e-05
## [39,] 9.645244e-05 9.603715e-05 9.561471e-05 9.518546e-05 9.474970e-05
## [40,] 9.727995e-05 9.688894e-05 9.649054e-05 9.608505e-05 9.567278e-05
## [41,] 9.809510e-05 9.772845e-05 9.735413e-05 9.697247e-05 9.658376e-05
## [42,] 9.889756e-05 9.855531e-05 9.820515e-05 9.784736e-05 9.748226e-05
## [43,] 9.968702e-05 9.936922e-05 9.904324e-05 9.870938e-05 9.836794e-05
## [44,] 1.004632e-04 1.001698e-04 9.986809e-05 9.955819e-05 9.924045e-05
## [45,] 1.012257e-04 1.009569e-04 1.006794e-04 1.003935e-04 1.000995e-04
## [46,] 1.019744e-04 1.017301e-04 1.014769e-04 1.012150e-04 1.009447e-04
## [47,] 1.027090e-04 1.024892e-04 1.022602e-04 1.020223e-04 1.017758e-04
## [48,] 1.034292e-04 1.032339e-04 1.030292e-04 1.028153e-04 1.025926e-04
## [49,] 1.041348e-04 1.039641e-04 1.037836e-04 1.035937e-04 1.033947e-04
## [50,] 1.048257e-04 1.046794e-04 1.045232e-04 1.043573e-04 1.041820e-04
## [51,] 1.055016e-04 1.053798e-04 1.052478e-04 1.051058e-04 1.049542e-04
## [52,] 1.061623e-04 1.060650e-04 1.059571e-04 1.058391e-04 1.057111e-04
## [53,] 1.068079e-04 1.067348e-04 1.066511e-04 1.065569e-04 1.064525e-04
## [54,] 1.074380e-04 1.073893e-04 1.073296e-04 1.072592e-04 1.071784e-04
## [55,] 1.080526e-04 1.080281e-04 1.079924e-04 1.079458e-04 1.078885e-04
## [56,] 1.086517e-04 1.086513e-04 1.086395e-04 1.086165e-04 1.085826e-04
## [57,] 1.092351e-04 1.092587e-04 1.092708e-04 1.092714e-04 1.092608e-04
## [58,] 1.098027e-04 1.098504e-04 1.098861e-04 1.099102e-04 1.099229e-04
## [59,] 1.103547e-04 1.104262e-04 1.104855e-04 1.105330e-04 1.105689e-04
## [60,] 1.108909e-04 1.109861e-04 1.110690e-04 1.111398e-04 1.111986e-04
## [61,] 1.114113e-04 1.115301e-04 1.116364e-04 1.117304e-04 1.118122e-04
## [62,] 1.119159e-04 1.120583e-04 1.121879e-04 1.123048e-04 1.124095e-04
## [63,] 1.124049e-04 1.125706e-04 1.127233e-04 1.128632e-04 1.129906e-04
## [64,] 1.128782e-04 1.130671e-04 1.132428e-04 1.134055e-04 1.135554e-04
## [65,] 1.133359e-04 1.135479e-04 1.137465e-04 1.139318e-04 1.141041e-04
## [66,] 1.137781e-04 1.140130e-04 1.142343e-04 1.144421e-04 1.146367e-04
## [67,] 1.142049e-04 1.144626e-04 1.147064e-04 1.149365e-04 1.151532e-04
## [68,] 1.146164e-04 1.148966e-04 1.151628e-04 1.154152e-04 1.156538e-04
## [69,] 1.150127e-04 1.153154e-04 1.156038e-04 1.158781e-04 1.161385e-04
## [70,] 1.153939e-04 1.157188e-04 1.160293e-04 1.163254e-04 1.166075e-04
## [71,] 1.157603e-04 1.161072e-04 1.164395e-04 1.167573e-04 1.170608e-04
## [72,] 1.161119e-04 1.164807e-04 1.168347e-04 1.171740e-04 1.174987e-04
## [73,] 1.164489e-04 1.168394e-04 1.172149e-04 1.175754e-04 1.179213e-04
## [74,] 1.167716e-04 1.171836e-04 1.175803e-04 1.179619e-04 1.183287e-04
## [75,] 1.170800e-04 1.175133e-04 1.179311e-04 1.183337e-04 1.187211e-04
## [76,] 1.173745e-04 1.178288e-04 1.182675e-04 1.186908e-04 1.190987e-04
## [77,] 1.176551e-04 1.181303e-04 1.185897e-04 1.190335e-04 1.194618e-04
## [78,] 1.179222e-04 1.184181e-04 1.188979e-04 1.193620e-04 1.198104e-04
## [79,] 1.181759e-04 1.186922e-04 1.191924e-04 1.196765e-04 1.201448e-04
## [80,] 1.184165e-04 1.189530e-04 1.194732e-04 1.199772e-04 1.204652e-04
## [81,] 1.186442e-04 1.192007e-04 1.197408e-04 1.202644e-04 1.207719e-04
## [82,] 1.188592e-04 1.194356e-04 1.199952e-04 1.205383e-04 1.210651e-04
## [83,] 1.190619e-04 1.196577e-04 1.202368e-04 1.207991e-04 1.213449e-04
## [84,] 1.192523e-04 1.198675e-04 1.204657e-04 1.210471e-04 1.216117e-04
## [85,] 1.194308e-04 1.200652e-04 1.206823e-04 1.212825e-04 1.218658e-04
## [86,] 1.195977e-04 1.202509e-04 1.208868e-04 1.215055e-04 1.221072e-04
## [87,] 1.197531e-04 1.204250e-04 1.210794e-04 1.217165e-04 1.223364e-04
## [88,] 1.198974e-04 1.205877e-04 1.212604e-04 1.219156e-04 1.225535e-04
## [89,] 1.200308e-04 1.207393e-04 1.214301e-04 1.221032e-04 1.227588e-04
## [90,] 1.201536e-04 1.208800e-04 1.215886e-04 1.222794e-04 1.229525e-04
## [91,] 1.202659e-04 1.210101e-04 1.217363e-04 1.224446e-04 1.231350e-04
## [92,] 1.203681e-04 1.211299e-04 1.218734e-04 1.225989e-04 1.233065e-04
## [93,] 1.204605e-04 1.212395e-04 1.220002e-04 1.227427e-04 1.234671e-04
## [94,] 1.205433e-04 1.213393e-04 1.221170e-04 1.228762e-04 1.236173e-04
## [95,] 1.206166e-04 1.214295e-04 1.222239e-04 1.229997e-04 1.237572e-04
## [96,] 1.206809e-04 1.215104e-04 1.223212e-04 1.231134e-04 1.238871e-04
## [97,] 1.207364e-04 1.215822e-04 1.224093e-04 1.232176e-04 1.240073e-04
## [98,] 1.207832e-04 1.216452e-04 1.224883e-04 1.233126e-04 1.241180e-04
## [99,] 1.208217e-04 1.216996e-04 1.225585e-04 1.233985e-04 1.242195e-04
## [100,] 1.208520e-04 1.217457e-04 1.226202e-04 1.234756e-04 1.243120e-04
## [,76] [,77] [,78] [,79] [,80]
## [1,] 5.387447e-05 5.267367e-05 5.147734e-05 5.028582e-05 4.909948e-05
## [2,] 5.494540e-05 5.376037e-05 5.257957e-05 5.140337e-05 5.023209e-05
## [3,] 5.602066e-05 5.485164e-05 5.368662e-05 5.252596e-05 5.137000e-05
## [4,] 5.709993e-05 5.594717e-05 5.479817e-05 5.365329e-05 5.251288e-05
## [5,] 5.818290e-05 5.704664e-05 5.591391e-05 5.478506e-05 5.366042e-05
## [6,] 5.926926e-05 5.814974e-05 5.703351e-05 5.592092e-05 5.481230e-05
## [7,] 6.035864e-05 5.925611e-05 5.815663e-05 5.706054e-05 5.596817e-05
## [8,] 6.145071e-05 6.036541e-05 5.928291e-05 5.820356e-05 5.712769e-05
## [9,] 6.254510e-05 6.147728e-05 6.041200e-05 5.934962e-05 5.829047e-05
## [10,] 6.364144e-05 6.259133e-05 6.154351e-05 6.049834e-05 5.945615e-05
## [11,] 6.473934e-05 6.370717e-05 6.267705e-05 6.164933e-05 6.062433e-05
## [12,] 6.583840e-05 6.482442e-05 6.381224e-05 6.280219e-05 6.179461e-05
## [13,] 6.693822e-05 6.594267e-05 6.494864e-05 6.395650e-05 6.296658e-05
## [14,] 6.803839e-05 6.706148e-05 6.608585e-05 6.511185e-05 6.413980e-05
## [15,] 6.913847e-05 6.818044e-05 6.722344e-05 6.626779e-05 6.531384e-05
## [16,] 7.023802e-05 6.929911e-05 6.836095e-05 6.742389e-05 6.648827e-05
## [17,] 7.133662e-05 7.041704e-05 6.949795e-05 6.857970e-05 6.766261e-05
## [18,] 7.243380e-05 7.153378e-05 7.063397e-05 6.973474e-05 6.883641e-05
## [19,] 7.352912e-05 7.264886e-05 7.176856e-05 7.088856e-05 7.000919e-05
## [20,] 7.462209e-05 7.376181e-05 7.290123e-05 7.204067e-05 7.118048e-05
## [21,] 7.571226e-05 7.487217e-05 7.403150e-05 7.319060e-05 7.234978e-05
## [22,] 7.679915e-05 7.597945e-05 7.515891e-05 7.433785e-05 7.351661e-05
## [23,] 7.788228e-05 7.708317e-05 7.628294e-05 7.548193e-05 7.468046e-05
## [24,] 7.896116e-05 7.818284e-05 7.740312e-05 7.662234e-05 7.584083e-05
## [25,] 8.003531e-05 7.927796e-05 7.851894e-05 7.775859e-05 7.699722e-05
## [26,] 8.110426e-05 8.036805e-05 7.962991e-05 7.889015e-05 7.814911e-05
## [27,] 8.216749e-05 8.145262e-05 8.073553e-05 8.001655e-05 7.929600e-05
## [28,] 8.322454e-05 8.253117e-05 8.183530e-05 8.113725e-05 8.043737e-05
## [29,] 8.427492e-05 8.360320e-05 8.292871e-05 8.225177e-05 8.157271e-05
## [30,] 8.531814e-05 8.466824e-05 8.401528e-05 8.335960e-05 8.270151e-05
## [31,] 8.635372e-05 8.572578e-05 8.509451e-05 8.446023e-05 8.382327e-05
## [32,] 8.738119e-05 8.677536e-05 8.616591e-05 8.555318e-05 8.493747e-05
## [33,] 8.840008e-05 8.781648e-05 8.722899e-05 8.663794e-05 8.604363e-05
## [34,] 8.940992e-05 8.884868e-05 8.828328e-05 8.771403e-05 8.714124e-05
## [35,] 9.041026e-05 8.987150e-05 8.932830e-05 8.878097e-05 8.822982e-05
## [36,] 9.140064e-05 9.088448e-05 9.036359e-05 8.983829e-05 8.930888e-05
## [37,] 9.238064e-05 9.188717e-05 9.138869e-05 9.088552e-05 9.037796e-05
## [38,] 9.334982e-05 9.287913e-05 9.240316e-05 9.192221e-05 9.143660e-05
## [39,] 9.430776e-05 9.385994e-05 9.340655e-05 9.294792e-05 9.248433e-05
## [40,] 9.525405e-05 9.482918e-05 9.439846e-05 9.396221e-05 9.352072e-05
## [41,] 9.618831e-05 9.578645e-05 9.537846e-05 9.496466e-05 9.454535e-05
## [42,] 9.711016e-05 9.673136e-05 9.634617e-05 9.595488e-05 9.555780e-05
## [43,] 9.801923e-05 9.766354e-05 9.730118e-05 9.693246e-05 9.655766e-05
## [44,] 9.891516e-05 9.858263e-05 9.824315e-05 9.789703e-05 9.754455e-05
## [45,] 9.979763e-05 9.948829e-05 9.917172e-05 9.884823e-05 9.851811e-05
## [46,] 1.006663e-04 1.003802e-04 1.000865e-04 9.978572e-05 9.947798e-05
## [47,] 1.015209e-04 1.012580e-04 1.009873e-04 1.007092e-04 1.004238e-04
## [48,] 1.023612e-04 1.021215e-04 1.018737e-04 1.016182e-04 1.013553e-04
## [49,] 1.031868e-04 1.029703e-04 1.027455e-04 1.025127e-04 1.022721e-04
## [50,] 1.039975e-04 1.038042e-04 1.036024e-04 1.033922e-04 1.031741e-04
## [51,] 1.047932e-04 1.046230e-04 1.044441e-04 1.042566e-04 1.040608e-04
## [52,] 1.055735e-04 1.054265e-04 1.052704e-04 1.051055e-04 1.049321e-04
## [53,] 1.063383e-04 1.062144e-04 1.060811e-04 1.059388e-04 1.057877e-04
## [54,] 1.070874e-04 1.069866e-04 1.068761e-04 1.067563e-04 1.066274e-04
## [55,] 1.078207e-04 1.077429e-04 1.076551e-04 1.075578e-04 1.074511e-04
## [56,] 1.085381e-04 1.084831e-04 1.084181e-04 1.083431e-04 1.082586e-04
## [57,] 1.092394e-04 1.092072e-04 1.091648e-04 1.091122e-04 1.090497e-04
## [58,] 1.099245e-04 1.099151e-04 1.098951e-04 1.098648e-04 1.098243e-04
## [59,] 1.105933e-04 1.106066e-04 1.106091e-04 1.106009e-04 1.105823e-04
## [60,] 1.112459e-04 1.112818e-04 1.113065e-04 1.113204e-04 1.113237e-04
## [61,] 1.118821e-04 1.119405e-04 1.119874e-04 1.120233e-04 1.120483e-04
## [62,] 1.125020e-04 1.125827e-04 1.126518e-04 1.127095e-04 1.127561e-04
## [63,] 1.131055e-04 1.132084e-04 1.132995e-04 1.133789e-04 1.134470e-04
## [64,] 1.136927e-04 1.138177e-04 1.139306e-04 1.140317e-04 1.141212e-04
## [65,] 1.142636e-04 1.144106e-04 1.145452e-04 1.146677e-04 1.147784e-04
## [66,] 1.148182e-04 1.149870e-04 1.151432e-04 1.152871e-04 1.154189e-04
## [67,] 1.153567e-04 1.155471e-04 1.157247e-04 1.158898e-04 1.160427e-04
## [68,] 1.158790e-04 1.160909e-04 1.162899e-04 1.164760e-04 1.166497e-04
## [69,] 1.163853e-04 1.166186e-04 1.168386e-04 1.170457e-04 1.172400e-04
## [70,] 1.168756e-04 1.171301e-04 1.173712e-04 1.175990e-04 1.178139e-04
## [71,] 1.173502e-04 1.176258e-04 1.178876e-04 1.181360e-04 1.183713e-04
## [72,] 1.178092e-04 1.181056e-04 1.183881e-04 1.186569e-04 1.189123e-04
## [73,] 1.182526e-04 1.185697e-04 1.188726e-04 1.191617e-04 1.194372e-04
## [74,] 1.186807e-04 1.190183e-04 1.193415e-04 1.196507e-04 1.199460e-04
## [75,] 1.190937e-04 1.194515e-04 1.197948e-04 1.201239e-04 1.204389e-04
## [76,] 1.194916e-04 1.198696e-04 1.202328e-04 1.205816e-04 1.209161e-04
## [77,] 1.198747e-04 1.202726e-04 1.206556e-04 1.210239e-04 1.213777e-04
## [78,] 1.202433e-04 1.206609e-04 1.210634e-04 1.214510e-04 1.218239e-04
## [79,] 1.205974e-04 1.210345e-04 1.214564e-04 1.218631e-04 1.222550e-04
## [80,] 1.209373e-04 1.213938e-04 1.218348e-04 1.222605e-04 1.226711e-04
## [81,] 1.212633e-04 1.217389e-04 1.221988e-04 1.226433e-04 1.230725e-04
## [82,] 1.215756e-04 1.220701e-04 1.225487e-04 1.230117e-04 1.234593e-04
## [83,] 1.218743e-04 1.223876e-04 1.228847e-04 1.233661e-04 1.238318e-04
## [84,] 1.221598e-04 1.226915e-04 1.232070e-04 1.237065e-04 1.241902e-04
## [85,] 1.224323e-04 1.229823e-04 1.235159e-04 1.240333e-04 1.245348e-04
## [86,] 1.226920e-04 1.232601e-04 1.238116e-04 1.243468e-04 1.248658e-04
## [87,] 1.229392e-04 1.235251e-04 1.240944e-04 1.246470e-04 1.251834e-04
## [88,] 1.231741e-04 1.237777e-04 1.243644e-04 1.249344e-04 1.254879e-04
## [89,] 1.233970e-04 1.240180e-04 1.246220e-04 1.252091e-04 1.257795e-04
## [90,] 1.236081e-04 1.242464e-04 1.248674e-04 1.254714e-04 1.260586e-04
## [91,] 1.238078e-04 1.244630e-04 1.251009e-04 1.257216e-04 1.263253e-04
## [92,] 1.239962e-04 1.246682e-04 1.253227e-04 1.259599e-04 1.265799e-04
## [93,] 1.241736e-04 1.248622e-04 1.255331e-04 1.261866e-04 1.268227e-04
## [94,] 1.243403e-04 1.250452e-04 1.257324e-04 1.264019e-04 1.270539e-04
## [95,] 1.244965e-04 1.252176e-04 1.259207e-04 1.266061e-04 1.272738e-04
## [96,] 1.246425e-04 1.253795e-04 1.260985e-04 1.267995e-04 1.274827e-04
## [97,] 1.247785e-04 1.255313e-04 1.262658e-04 1.269823e-04 1.276808e-04
## [98,] 1.249048e-04 1.256731e-04 1.264230e-04 1.271547e-04 1.278683e-04
## [99,] 1.250217e-04 1.258053e-04 1.265704e-04 1.273171e-04 1.280456e-04
## [100,] 1.251294e-04 1.259281e-04 1.267081e-04 1.274697e-04 1.282128e-04
## [,81] [,82] [,83] [,84] [,85]
## [1,] 4.791862e-05 4.674356e-05 4.557460e-05 4.441203e-05 4.325610e-05
## [2,] 4.906608e-05 4.790563e-05 4.675104e-05 4.560261e-05 4.446060e-05
## [3,] 5.021905e-05 4.907344e-05 4.793346e-05 4.679940e-05 4.567153e-05
## [4,] 5.137724e-05 5.024670e-05 4.912156e-05 4.800210e-05 4.688859e-05
## [5,] 5.254033e-05 5.142509e-05 5.031501e-05 4.921038e-05 4.811145e-05
## [6,] 5.370798e-05 5.260828e-05 5.151350e-05 5.042391e-05 4.933980e-05
## [7,] 5.487987e-05 5.379593e-05 5.271667e-05 5.164236e-05 5.057329e-05
## [8,] 5.605563e-05 5.498769e-05 5.392417e-05 5.286537e-05 5.181155e-05
## [9,] 5.723489e-05 5.618318e-05 5.513564e-05 5.409257e-05 5.305423e-05
## [10,] 5.841727e-05 5.738202e-05 5.635069e-05 5.532357e-05 5.430093e-05
## [11,] 5.960239e-05 5.858382e-05 5.756892e-05 5.655797e-05 5.555127e-05
## [12,] 6.078984e-05 5.978818e-05 5.878993e-05 5.779538e-05 5.680482e-05
## [13,] 6.197919e-05 6.099466e-05 6.001329e-05 5.903536e-05 5.806116e-05
## [14,] 6.317003e-05 6.220286e-05 6.123858e-05 6.027749e-05 5.931986e-05
## [15,] 6.436192e-05 6.341232e-05 6.246536e-05 6.152132e-05 6.058048e-05
## [16,] 6.555440e-05 6.462259e-05 6.369316e-05 6.276638e-05 6.184255e-05
## [17,] 6.674701e-05 6.583322e-05 6.492152e-05 6.401223e-05 6.310560e-05
## [18,] 6.793930e-05 6.704372e-05 6.614998e-05 6.525837e-05 6.436916e-05
## [19,] 6.913078e-05 6.825363e-05 6.737805e-05 6.650432e-05 6.563274e-05
## [20,] 7.032097e-05 6.946245e-05 6.860523e-05 6.774959e-05 6.689583e-05
## [21,] 7.150938e-05 7.066969e-05 6.983103e-05 6.899368e-05 6.815792e-05
## [22,] 7.269551e-05 7.187485e-05 7.105494e-05 7.023607e-05 6.941852e-05
## [23,] 7.387885e-05 7.307741e-05 7.227645e-05 7.147624e-05 7.067709e-05
## [24,] 7.505891e-05 7.427687e-05 7.349504e-05 7.271369e-05 7.193310e-05
## [25,] 7.623516e-05 7.547271e-05 7.471019e-05 7.394787e-05 7.318604e-05
## [26,] 7.740709e-05 7.666441e-05 7.592137e-05 7.517825e-05 7.443535e-05
## [27,] 7.857420e-05 7.785145e-05 7.712806e-05 7.640432e-05 7.568051e-05
## [28,] 7.973595e-05 7.903330e-05 7.832973e-05 7.762552e-05 7.692096e-05
## [29,] 8.089183e-05 8.020944e-05 7.952584e-05 7.884133e-05 7.815618e-05
## [30,] 8.204132e-05 8.137935e-05 8.071588e-05 8.005121e-05 7.938562e-05
## [31,] 8.318392e-05 8.254250e-05 8.189930e-05 8.125462e-05 8.060874e-05
## [32,] 8.431911e-05 8.369838e-05 8.307559e-05 8.245104e-05 8.182499e-05
## [33,] 8.544637e-05 8.484647e-05 8.424423e-05 8.363993e-05 8.303386e-05
## [34,] 8.656522e-05 8.598627e-05 8.540469e-05 8.482077e-05 8.423480e-05
## [35,] 8.767515e-05 8.711727e-05 8.655648e-05 8.599306e-05 8.542729e-05
## [36,] 8.877568e-05 8.823898e-05 8.769908e-05 8.715626e-05 8.661081e-05
## [37,] 8.986632e-05 8.935090e-05 8.883199e-05 8.830989e-05 8.778486e-05
## [38,] 9.094662e-05 9.045257e-05 8.995475e-05 8.945344e-05 8.894893e-05
## [39,] 9.201609e-05 9.154350e-05 9.106686e-05 9.058644e-05 9.010253e-05
## [40,] 9.307431e-05 9.262326e-05 9.216786e-05 9.170840e-05 9.124517e-05
## [41,] 9.412082e-05 9.369138e-05 9.325730e-05 9.281888e-05 9.237640e-05
## [42,] 9.515522e-05 9.474744e-05 9.433474e-05 9.391742e-05 9.349575e-05
## [43,] 9.617708e-05 9.579102e-05 9.539976e-05 9.500359e-05 9.460278e-05
## [44,] 9.718602e-05 9.682172e-05 9.645194e-05 9.607696e-05 9.569707e-05
## [45,] 9.818165e-05 9.783915e-05 9.749088e-05 9.713714e-05 9.677820e-05
## [46,] 9.916362e-05 9.884294e-05 9.851622e-05 9.818373e-05 9.784577e-05
## [47,] 1.001316e-04 9.983274e-05 9.952757e-05 9.921637e-05 9.889940e-05
## [48,] 1.010852e-04 1.008082e-04 1.005246e-04 1.002347e-04 9.993874e-05
## [49,] 1.020242e-04 1.017690e-04 1.015070e-04 1.012384e-04 1.009634e-04
## [50,] 1.029482e-04 1.027149e-04 1.024744e-04 1.022271e-04 1.019732e-04
## [51,] 1.038570e-04 1.036455e-04 1.034266e-04 1.032006e-04 1.029676e-04
## [52,] 1.047504e-04 1.045607e-04 1.043633e-04 1.041585e-04 1.039466e-04
## [53,] 1.056280e-04 1.054601e-04 1.052842e-04 1.051006e-04 1.049096e-04
## [54,] 1.064898e-04 1.063436e-04 1.061891e-04 1.060267e-04 1.058567e-04
## [55,] 1.073354e-04 1.072109e-04 1.070779e-04 1.069366e-04 1.067874e-04
## [56,] 1.081647e-04 1.080618e-04 1.079502e-04 1.078300e-04 1.077016e-04
## [57,] 1.089777e-04 1.088963e-04 1.088059e-04 1.087068e-04 1.085992e-04
## [58,] 1.097740e-04 1.097142e-04 1.096450e-04 1.095668e-04 1.094799e-04
## [59,] 1.105537e-04 1.105152e-04 1.104672e-04 1.104099e-04 1.103436e-04
## [60,] 1.113166e-04 1.112994e-04 1.112725e-04 1.112360e-04 1.111902e-04
## [61,] 1.120627e-04 1.120667e-04 1.120607e-04 1.120449e-04 1.120195e-04
## [62,] 1.127918e-04 1.128170e-04 1.128318e-04 1.128366e-04 1.128316e-04
## [63,] 1.135040e-04 1.135502e-04 1.135858e-04 1.136111e-04 1.136264e-04
## [64,] 1.141993e-04 1.142663e-04 1.143226e-04 1.143683e-04 1.144037e-04
## [65,] 1.148776e-04 1.149654e-04 1.150422e-04 1.151081e-04 1.151636e-04
## [66,] 1.155390e-04 1.156474e-04 1.157446e-04 1.158307e-04 1.159060e-04
## [67,] 1.161834e-04 1.163124e-04 1.164298e-04 1.165360e-04 1.166311e-04
## [68,] 1.168110e-04 1.169604e-04 1.170979e-04 1.172239e-04 1.173387e-04
## [69,] 1.174219e-04 1.175914e-04 1.177490e-04 1.178947e-04 1.180290e-04
## [70,] 1.180160e-04 1.182056e-04 1.183830e-04 1.185484e-04 1.187020e-04
## [71,] 1.185935e-04 1.188031e-04 1.190001e-04 1.191850e-04 1.193579e-04
## [72,] 1.191546e-04 1.193839e-04 1.196005e-04 1.198046e-04 1.199966e-04
## [73,] 1.196992e-04 1.199481e-04 1.201841e-04 1.204074e-04 1.206183e-04
## [74,] 1.202277e-04 1.204960e-04 1.207512e-04 1.209935e-04 1.212232e-04
## [75,] 1.207401e-04 1.210276e-04 1.213019e-04 1.215630e-04 1.218113e-04
## [76,] 1.212365e-04 1.215432e-04 1.218363e-04 1.221161e-04 1.223828e-04
## [77,] 1.217173e-04 1.220428e-04 1.223546e-04 1.226529e-04 1.229379e-04
## [78,] 1.221825e-04 1.225267e-04 1.228570e-04 1.231736e-04 1.234767e-04
## [79,] 1.226323e-04 1.229951e-04 1.233437e-04 1.236784e-04 1.239994e-04
## [80,] 1.230669e-04 1.234481e-04 1.238149e-04 1.241675e-04 1.245063e-04
## [81,] 1.234866e-04 1.238860e-04 1.242707e-04 1.246411e-04 1.249974e-04
## [82,] 1.238916e-04 1.243089e-04 1.247115e-04 1.250995e-04 1.254731e-04
## [83,] 1.242821e-04 1.247172e-04 1.251373e-04 1.255427e-04 1.259336e-04
## [84,] 1.246583e-04 1.251110e-04 1.255485e-04 1.259711e-04 1.263790e-04
## [85,] 1.250204e-04 1.254905e-04 1.259452e-04 1.263848e-04 1.268096e-04
## [86,] 1.253688e-04 1.258560e-04 1.263278e-04 1.267842e-04 1.272256e-04
## [87,] 1.257036e-04 1.262078e-04 1.266964e-04 1.271694e-04 1.276272e-04
## [88,] 1.260250e-04 1.265461e-04 1.270513e-04 1.275408e-04 1.280148e-04
## [89,] 1.263335e-04 1.268711e-04 1.273927e-04 1.278985e-04 1.283886e-04
## [90,] 1.266291e-04 1.271831e-04 1.277209e-04 1.282427e-04 1.287488e-04
## [91,] 1.269121e-04 1.274824e-04 1.280362e-04 1.285739e-04 1.290956e-04
## [92,] 1.271829e-04 1.277692e-04 1.283388e-04 1.288922e-04 1.294294e-04
## [93,] 1.274417e-04 1.280437e-04 1.286290e-04 1.291978e-04 1.297503e-04
## [94,] 1.276886e-04 1.283063e-04 1.289070e-04 1.294911e-04 1.300587e-04
## [95,] 1.279241e-04 1.285571e-04 1.291731e-04 1.297722e-04 1.303548e-04
## [96,] 1.281483e-04 1.287965e-04 1.294276e-04 1.300416e-04 1.306388e-04
## [97,] 1.283615e-04 1.290248e-04 1.296706e-04 1.302993e-04 1.309111e-04
## [98,] 1.285640e-04 1.292420e-04 1.299025e-04 1.305458e-04 1.311719e-04
## [99,] 1.287560e-04 1.294487e-04 1.301236e-04 1.307811e-04 1.314214e-04
## [100,] 1.289378e-04 1.296448e-04 1.303341e-04 1.310057e-04 1.316599e-04
## [,86] [,87] [,88] [,89] [,90]
## [1,] 4.210709e-05 4.096523e-05 3.983076e-05 3.870388e-05 3.758481e-05
## [2,] 4.332528e-05 4.219688e-05 4.107563e-05 3.996176e-05 3.885547e-05
## [3,] 4.455011e-05 4.343539e-05 4.232759e-05 4.122693e-05 4.013363e-05
## [4,] 4.578130e-05 4.468046e-05 4.358633e-05 4.249910e-05 4.141901e-05
## [5,] 4.701851e-05 4.593179e-05 4.485153e-05 4.377796e-05 4.271127e-05
## [6,] 4.826143e-05 4.718904e-05 4.612288e-05 4.506316e-05 4.401010e-05
## [7,] 4.950971e-05 4.845187e-05 4.740002e-05 4.635438e-05 4.531515e-05
## [8,] 5.076299e-05 4.971992e-05 4.868260e-05 4.765124e-05 4.662606e-05
## [9,] 5.202090e-05 5.099282e-05 4.997024e-05 4.895338e-05 4.794247e-05
## [10,] 5.328306e-05 5.227019e-05 5.126256e-05 5.026042e-05 4.926397e-05
## [11,] 5.454906e-05 5.355161e-05 5.255916e-05 5.157194e-05 5.059016e-05
## [12,] 5.581850e-05 5.483669e-05 5.385962e-05 5.288753e-05 5.192064e-05
## [13,] 5.709095e-05 5.612499e-05 5.516351e-05 5.420677e-05 5.325497e-05
## [14,] 5.836597e-05 5.741607e-05 5.647040e-05 5.552921e-05 5.459270e-05
## [15,] 5.964312e-05 5.870949e-05 5.777983e-05 5.685439e-05 5.593339e-05
## [16,] 6.092193e-05 6.000477e-05 5.909134e-05 5.818185e-05 5.727655e-05
## [17,] 6.220193e-05 6.130146e-05 6.040444e-05 5.951111e-05 5.862171e-05
## [18,] 6.348264e-05 6.259905e-05 6.171865e-05 6.084168e-05 5.996837e-05
## [19,] 6.476356e-05 6.389706e-05 6.303348e-05 6.217306e-05 6.131603e-05
## [20,] 6.604420e-05 6.519497e-05 6.434840e-05 6.350473e-05 6.266418e-05
## [21,] 6.732404e-05 6.649228e-05 6.566291e-05 6.483617e-05 6.401229e-05
## [22,] 6.860256e-05 6.778847e-05 6.697649e-05 6.616686e-05 6.535982e-05
## [23,] 6.987925e-05 6.908300e-05 6.828858e-05 6.749625e-05 6.670625e-05
## [24,] 7.115356e-05 7.037533e-05 6.959867e-05 6.882381e-05 6.805100e-05
## [25,] 7.242497e-05 7.166494e-05 7.090619e-05 7.014898e-05 6.939355e-05
## [26,] 7.369293e-05 7.295127e-05 7.221061e-05 7.147122e-05 7.073332e-05
## [27,] 7.495690e-05 7.423377e-05 7.351137e-05 7.278995e-05 7.206975e-05
## [28,] 7.621633e-05 7.551189e-05 7.480790e-05 7.410461e-05 7.340227e-05
## [29,] 7.747068e-05 7.678508e-05 7.609966e-05 7.541466e-05 7.473032e-05
## [30,] 7.871939e-05 7.805279e-05 7.738608e-05 7.671951e-05 7.605332e-05
## [31,] 7.996193e-05 7.931446e-05 7.866661e-05 7.801860e-05 7.737071e-05
## [32,] 8.119774e-05 8.056955e-05 7.994068e-05 7.931138e-05 7.868191e-05
## [33,] 8.242629e-05 8.181750e-05 8.120775e-05 8.059728e-05 7.998636e-05
## [34,] 8.364704e-05 8.305777e-05 8.246726e-05 8.187575e-05 8.128350e-05
## [35,] 8.485946e-05 8.428983e-05 8.371866e-05 8.314623e-05 8.257276e-05
## [36,] 8.606301e-05 8.551313e-05 8.496143e-05 8.440817e-05 8.385360e-05
## [37,] 8.725719e-05 8.672716e-05 8.619502e-05 8.566104e-05 8.512546e-05
## [38,] 8.844149e-05 8.793140e-05 8.741892e-05 8.690431e-05 8.638782e-05
## [39,] 8.961540e-05 8.912534e-05 8.863260e-05 8.813745e-05 8.764013e-05
## [40,] 9.077845e-05 9.030849e-05 8.983557e-05 8.935996e-05 8.888189e-05
## [41,] 9.193014e-05 9.148036e-05 9.102733e-05 9.057132e-05 9.011258e-05
## [42,] 9.307001e-05 9.264048e-05 9.220741e-05 9.177107e-05 9.133172e-05
## [43,] 9.419763e-05 9.378839e-05 9.337533e-05 9.295872e-05 9.253881e-05
## [44,] 9.531254e-05 9.492364e-05 9.453064e-05 9.413381e-05 9.373339e-05
## [45,] 9.641433e-05 9.604581e-05 9.567292e-05 9.529590e-05 9.491502e-05
## [46,] 9.750260e-05 9.715449e-05 9.680173e-05 9.644456e-05 9.608324e-05
## [47,] 9.857695e-05 9.824928e-05 9.791667e-05 9.757937e-05 9.723765e-05
## [48,] 9.963702e-05 9.932981e-05 9.901736e-05 9.869996e-05 9.837784e-05
## [49,] 1.006825e-04 1.003957e-04 1.001034e-04 9.980593e-05 9.950343e-05
## [50,] 1.017129e-04 1.014466e-04 1.011745e-04 1.008969e-04 1.006141e-04
## [51,] 1.027281e-04 1.024823e-04 1.022303e-04 1.019726e-04 1.017094e-04
## [52,] 1.037277e-04 1.035023e-04 1.032705e-04 1.030327e-04 1.027891e-04
## [53,] 1.047115e-04 1.045065e-04 1.042948e-04 1.040769e-04 1.038528e-04
## [54,] 1.056792e-04 1.054945e-04 1.053030e-04 1.051048e-04 1.049003e-04
## [55,] 1.066305e-04 1.064662e-04 1.062947e-04 1.061163e-04 1.059313e-04
## [56,] 1.075653e-04 1.074212e-04 1.072698e-04 1.071111e-04 1.069456e-04
## [57,] 1.084833e-04 1.083595e-04 1.082280e-04 1.080890e-04 1.079430e-04
## [58,] 1.093844e-04 1.092808e-04 1.091692e-04 1.090499e-04 1.089231e-04
## [59,] 1.102685e-04 1.101849e-04 1.100931e-04 1.099934e-04 1.098860e-04
## [60,] 1.111354e-04 1.110718e-04 1.109998e-04 1.109196e-04 1.108314e-04
## [61,] 1.119849e-04 1.119413e-04 1.118890e-04 1.118281e-04 1.117591e-04
## [62,] 1.128171e-04 1.127933e-04 1.127606e-04 1.127191e-04 1.126691e-04
## [63,] 1.136318e-04 1.136278e-04 1.136145e-04 1.135923e-04 1.135613e-04
## [64,] 1.144290e-04 1.144447e-04 1.144508e-04 1.144477e-04 1.144356e-04
## [65,] 1.152087e-04 1.152439e-04 1.152693e-04 1.152852e-04 1.152919e-04
## [66,] 1.159708e-04 1.160254e-04 1.160700e-04 1.161048e-04 1.161302e-04
## [67,] 1.167154e-04 1.167893e-04 1.168529e-04 1.169066e-04 1.169505e-04
## [68,] 1.174425e-04 1.175355e-04 1.176181e-04 1.176904e-04 1.177528e-04
## [69,] 1.181521e-04 1.182641e-04 1.183655e-04 1.184564e-04 1.185371e-04
## [70,] 1.188442e-04 1.189752e-04 1.190952e-04 1.192046e-04 1.193035e-04
## [71,] 1.195191e-04 1.196688e-04 1.198074e-04 1.199350e-04 1.200520e-04
## [72,] 1.201766e-04 1.203450e-04 1.205019e-04 1.206477e-04 1.207827e-04
## [73,] 1.208170e-04 1.210039e-04 1.211791e-04 1.213429e-04 1.214956e-04
## [74,] 1.214404e-04 1.216456e-04 1.218389e-04 1.220206e-04 1.221909e-04
## [75,] 1.220469e-04 1.222702e-04 1.224815e-04 1.226809e-04 1.228687e-04
## [76,] 1.226367e-04 1.228780e-04 1.231070e-04 1.233240e-04 1.235291e-04
## [77,] 1.232098e-04 1.234689e-04 1.237156e-04 1.239500e-04 1.241723e-04
## [78,] 1.237665e-04 1.240433e-04 1.243074e-04 1.245591e-04 1.247985e-04
## [79,] 1.243070e-04 1.246013e-04 1.248827e-04 1.251514e-04 1.254077e-04
## [80,] 1.248314e-04 1.251430e-04 1.254415e-04 1.257272e-04 1.260002e-04
## [81,] 1.253399e-04 1.256687e-04 1.259842e-04 1.262866e-04 1.265761e-04
## [82,] 1.258328e-04 1.261786e-04 1.265108e-04 1.268298e-04 1.271357e-04
## [83,] 1.263102e-04 1.266728e-04 1.270217e-04 1.273570e-04 1.276792e-04
## [84,] 1.267724e-04 1.271517e-04 1.275170e-04 1.278686e-04 1.282067e-04
## [85,] 1.272196e-04 1.276153e-04 1.279969e-04 1.283645e-04 1.287186e-04
## [86,] 1.276521e-04 1.280641e-04 1.284617e-04 1.288452e-04 1.292149e-04
## [87,] 1.280700e-04 1.284981e-04 1.289116e-04 1.293108e-04 1.296961e-04
## [88,] 1.284737e-04 1.289176e-04 1.293469e-04 1.297616e-04 1.301622e-04
## [89,] 1.288634e-04 1.293230e-04 1.297678e-04 1.301979e-04 1.306136e-04
## [90,] 1.292392e-04 1.297144e-04 1.301745e-04 1.306198e-04 1.310505e-04
## [91,] 1.296016e-04 1.300921e-04 1.305673e-04 1.310276e-04 1.314732e-04
## [92,] 1.299507e-04 1.304563e-04 1.309466e-04 1.314216e-04 1.318818e-04
## [93,] 1.302867e-04 1.308074e-04 1.313124e-04 1.318021e-04 1.322767e-04
## [94,] 1.306101e-04 1.311455e-04 1.316651e-04 1.321693e-04 1.326582e-04
## [95,] 1.309209e-04 1.314709e-04 1.320050e-04 1.325234e-04 1.330264e-04
## [96,] 1.312195e-04 1.317839e-04 1.323323e-04 1.328648e-04 1.333817e-04
## [97,] 1.315062e-04 1.320848e-04 1.326472e-04 1.331936e-04 1.337243e-04
## [98,] 1.317812e-04 1.323738e-04 1.329501e-04 1.335102e-04 1.340545e-04
## [99,] 1.320447e-04 1.326512e-04 1.332412e-04 1.338149e-04 1.343725e-04
## [100,] 1.322970e-04 1.329172e-04 1.335207e-04 1.341078e-04 1.346786e-04
## [,91] [,92] [,93] [,94] [,95]
## [1,] 3.647374e-05 3.537083e-05 3.427627e-05 3.319020e-05 3.211277e-05
## [2,] 3.775695e-05 3.666639e-05 3.558394e-05 3.450977e-05 3.344403e-05
## [3,] 3.904788e-05 3.796986e-05 3.689974e-05 3.583767e-05 3.478381e-05
## [4,] 4.034623e-05 3.928095e-05 3.822336e-05 3.717359e-05 3.613182e-05
## [5,] 4.165168e-05 4.059936e-05 3.955449e-05 3.851723e-05 3.748773e-05
## [6,] 4.296390e-05 4.192474e-05 4.089280e-05 3.986825e-05 3.885123e-05
## [7,] 4.428255e-05 4.325676e-05 4.223796e-05 4.122631e-05 4.022197e-05
## [8,] 4.560727e-05 4.459506e-05 4.358959e-05 4.259105e-05 4.159959e-05
## [9,] 4.693769e-05 4.593925e-05 4.494733e-05 4.396210e-05 4.298372e-05
## [10,] 4.827342e-05 4.728896e-05 4.631079e-05 4.533906e-05 4.437396e-05
## [11,] 4.961405e-05 4.864378e-05 4.767955e-05 4.672154e-05 4.576990e-05
## [12,] 5.095916e-05 5.000329e-05 4.905321e-05 4.810910e-05 4.717113e-05
## [13,] 5.230833e-05 5.136705e-05 5.043132e-05 4.950131e-05 4.857720e-05
## [14,] 5.366111e-05 5.273462e-05 5.181344e-05 5.089773e-05 4.998767e-05
## [15,] 5.501704e-05 5.410554e-05 5.319910e-05 5.229788e-05 5.140207e-05
## [16,] 5.637564e-05 5.547934e-05 5.458783e-05 5.370130e-05 5.281993e-05
## [17,] 5.773644e-05 5.685552e-05 5.597914e-05 5.510749e-05 5.424074e-05
## [18,] 5.909894e-05 5.823359e-05 5.737253e-05 5.651594e-05 5.566400e-05
## [19,] 6.046263e-05 5.961304e-05 5.876748e-05 5.792614e-05 5.708920e-05
## [20,] 6.182699e-05 6.099335e-05 6.016348e-05 5.933757e-05 5.851580e-05
## [21,] 6.319149e-05 6.237399e-05 6.155999e-05 6.074969e-05 5.994328e-05
## [22,] 6.455561e-05 6.375442e-05 6.295647e-05 6.216196e-05 6.137106e-05
## [23,] 6.591878e-05 6.513409e-05 6.435236e-05 6.357380e-05 6.279861e-05
## [24,] 6.728047e-05 6.651244e-05 6.574710e-05 6.498467e-05 6.422534e-05
## [25,] 6.864012e-05 6.788891e-05 6.714013e-05 6.639399e-05 6.565069e-05
## [26,] 6.999715e-05 6.926293e-05 6.853088e-05 6.780119e-05 6.707407e-05
## [27,] 7.135100e-05 7.063393e-05 6.991876e-05 6.920568e-05 6.849490e-05
## [28,] 7.270110e-05 7.200134e-05 7.130319e-05 7.060687e-05 6.991258e-05
## [29,] 7.404688e-05 7.336457e-05 7.268360e-05 7.200418e-05 7.132653e-05
## [30,] 7.538775e-05 7.472304e-05 7.405939e-05 7.339702e-05 7.273614e-05
## [31,] 7.672315e-05 7.607617e-05 7.542997e-05 7.478479e-05 7.414081e-05
## [32,] 7.805250e-05 7.742338e-05 7.679477e-05 7.616690e-05 7.553996e-05
## [33,] 7.937522e-05 7.876409e-05 7.815319e-05 7.754275e-05 7.693298e-05
## [34,] 8.069074e-05 8.009772e-05 7.950466e-05 7.891177e-05 7.831928e-05
## [35,] 8.199851e-05 8.142371e-05 8.084859e-05 8.027337e-05 7.969826e-05
## [36,] 8.329796e-05 8.274149e-05 8.218442e-05 8.162697e-05 8.106936e-05
## [37,] 8.458853e-05 8.405049e-05 8.351157e-05 8.297199e-05 8.243198e-05
## [38,] 8.586969e-05 8.535018e-05 8.482950e-05 8.430788e-05 8.378555e-05
## [39,] 8.714090e-05 8.663999e-05 8.613764e-05 8.563407e-05 8.512951e-05
## [40,] 8.840163e-05 8.791940e-05 8.743546e-05 8.695002e-05 8.646331e-05
## [41,] 8.965136e-05 8.918790e-05 8.872243e-05 8.825519e-05 8.778641e-05
## [42,] 9.088960e-05 9.044496e-05 8.999804e-05 8.954906e-05 8.909826e-05
## [43,] 9.211585e-05 9.169010e-05 9.126177e-05 9.083112e-05 9.039837e-05
## [44,] 9.332965e-05 9.292282e-05 9.251315e-05 9.210087e-05 9.168621e-05
## [45,] 9.453052e-05 9.414267e-05 9.375169e-05 9.335783e-05 9.296131e-05
## [46,] 9.571804e-05 9.534919e-05 9.497694e-05 9.460153e-05 9.422319e-05
## [47,] 9.689176e-05 9.654195e-05 9.618845e-05 9.583152e-05 9.547139e-05
## [48,] 9.805128e-05 9.772052e-05 9.738581e-05 9.704738e-05 9.670547e-05
## [49,] 9.919622e-05 9.888452e-05 9.856860e-05 9.824868e-05 9.792502e-05
## [50,] 1.003262e-04 1.000336e-04 9.973643e-05 9.943504e-05 9.912963e-05
## [51,] 1.014408e-04 1.011673e-04 1.008889e-04 1.006061e-04 1.003189e-04
## [52,] 1.025398e-04 1.022853e-04 1.020258e-04 1.017614e-04 1.014925e-04
## [53,] 1.036229e-04 1.033874e-04 1.031466e-04 1.029008e-04 1.026501e-04
## [54,] 1.046897e-04 1.044732e-04 1.042512e-04 1.040238e-04 1.037913e-04
## [55,] 1.057400e-04 1.055425e-04 1.053392e-04 1.051302e-04 1.049159e-04
## [56,] 1.067735e-04 1.065949e-04 1.064103e-04 1.062198e-04 1.060236e-04
## [57,] 1.077900e-04 1.076303e-04 1.074643e-04 1.072921e-04 1.071141e-04
## [58,] 1.087893e-04 1.086485e-04 1.085010e-04 1.083472e-04 1.081872e-04
## [59,] 1.097712e-04 1.096491e-04 1.095202e-04 1.093846e-04 1.092426e-04
## [60,] 1.107355e-04 1.106322e-04 1.105217e-04 1.104043e-04 1.102803e-04
## [61,] 1.116821e-04 1.115975e-04 1.115054e-04 1.114061e-04 1.113000e-04
## [62,] 1.126110e-04 1.125449e-04 1.124711e-04 1.123899e-04 1.123015e-04
## [63,] 1.135219e-04 1.134743e-04 1.134187e-04 1.133555e-04 1.132848e-04
## [64,] 1.144148e-04 1.143856e-04 1.143481e-04 1.143028e-04 1.142498e-04
## [65,] 1.152896e-04 1.152787e-04 1.152593e-04 1.152318e-04 1.151963e-04
## [66,] 1.161464e-04 1.161536e-04 1.161522e-04 1.161423e-04 1.161243e-04
## [67,] 1.169850e-04 1.170103e-04 1.170267e-04 1.170345e-04 1.170338e-04
## [68,] 1.178055e-04 1.178488e-04 1.178829e-04 1.179081e-04 1.179247e-04
## [69,] 1.186079e-04 1.186691e-04 1.187208e-04 1.187634e-04 1.187971e-04
## [70,] 1.193923e-04 1.194711e-04 1.195403e-04 1.196002e-04 1.196509e-04
## [71,] 1.201586e-04 1.202550e-04 1.203416e-04 1.204186e-04 1.204862e-04
## [72,] 1.209069e-04 1.210209e-04 1.211247e-04 1.212187e-04 1.213031e-04
## [73,] 1.216374e-04 1.217687e-04 1.218896e-04 1.220005e-04 1.221015e-04
## [74,] 1.223502e-04 1.224986e-04 1.226365e-04 1.227641e-04 1.228817e-04
## [75,] 1.230452e-04 1.232107e-04 1.233655e-04 1.235097e-04 1.236437e-04
## [76,] 1.237228e-04 1.239052e-04 1.240766e-04 1.242373e-04 1.243875e-04
## [77,] 1.243830e-04 1.245821e-04 1.247701e-04 1.249471e-04 1.251134e-04
## [78,] 1.250259e-04 1.252417e-04 1.254460e-04 1.256392e-04 1.258215e-04
## [79,] 1.256518e-04 1.258840e-04 1.261046e-04 1.263138e-04 1.265119e-04
## [80,] 1.262608e-04 1.265093e-04 1.267460e-04 1.269710e-04 1.271848e-04
## [81,] 1.268531e-04 1.271177e-04 1.273703e-04 1.276111e-04 1.278404e-04
## [82,] 1.274288e-04 1.277095e-04 1.279778e-04 1.282342e-04 1.284789e-04
## [83,] 1.279883e-04 1.282847e-04 1.285687e-04 1.288405e-04 1.291004e-04
## [84,] 1.285317e-04 1.288438e-04 1.291432e-04 1.294302e-04 1.297052e-04
## [85,] 1.290592e-04 1.293868e-04 1.297015e-04 1.300036e-04 1.302934e-04
## [86,] 1.295711e-04 1.299140e-04 1.302438e-04 1.305608e-04 1.308654e-04
## [87,] 1.300676e-04 1.304256e-04 1.307703e-04 1.311022e-04 1.314213e-04
## [88,] 1.305489e-04 1.309218e-04 1.312814e-04 1.316278e-04 1.319614e-04
## [89,] 1.310152e-04 1.314030e-04 1.317772e-04 1.321381e-04 1.324859e-04
## [90,] 1.314670e-04 1.318694e-04 1.322580e-04 1.326331e-04 1.329950e-04
## [91,] 1.319042e-04 1.323211e-04 1.327240e-04 1.331132e-04 1.334891e-04
## [92,] 1.323273e-04 1.327585e-04 1.331755e-04 1.335787e-04 1.339683e-04
## [93,] 1.327366e-04 1.331818e-04 1.336128e-04 1.340297e-04 1.344329e-04
## [94,] 1.331321e-04 1.335913e-04 1.340360e-04 1.344666e-04 1.348832e-04
## [95,] 1.335143e-04 1.339872e-04 1.344456e-04 1.348896e-04 1.353194e-04
## [96,] 1.338833e-04 1.343699e-04 1.348417e-04 1.352989e-04 1.357419e-04
## [97,] 1.342395e-04 1.347395e-04 1.352245e-04 1.356949e-04 1.361508e-04
## [98,] 1.345831e-04 1.350963e-04 1.355945e-04 1.360778e-04 1.365465e-04
## [99,] 1.349144e-04 1.354407e-04 1.359517e-04 1.364478e-04 1.369291e-04
## [100,] 1.352335e-04 1.357728e-04 1.362966e-04 1.368053e-04 1.372990e-04
## [,96] [,97] [,98] [,99] [,100]
## [1,] 3.104410e-05 2.998432e-05 2.893354e-05 2.789185e-05 2.685934e-05
## [2,] 3.238684e-05 3.133832e-05 3.029860e-05 2.926776e-05 2.824590e-05
## [3,] 3.373829e-05 3.270123e-05 3.167275e-05 3.065295e-05 2.964193e-05
## [4,] 3.509816e-05 3.407275e-05 3.305571e-05 3.204714e-05 3.104714e-05
## [5,] 3.646614e-05 3.545258e-05 3.444716e-05 3.345001e-05 3.246121e-05
## [6,] 3.784190e-05 3.684037e-05 3.584678e-05 3.486123e-05 3.388382e-05
## [7,] 3.922509e-05 3.823580e-05 3.725422e-05 3.628046e-05 3.531463e-05
## [8,] 4.061536e-05 3.963849e-05 3.866911e-05 3.770734e-05 3.675328e-05
## [9,] 4.201233e-05 4.104808e-05 4.009109e-05 3.914149e-05 3.819938e-05
## [10,] 4.341561e-05 4.246417e-05 4.151977e-05 4.058252e-05 3.965254e-05
## [11,] 4.482479e-05 4.388635e-05 4.295472e-05 4.203002e-05 4.111236e-05
## [12,] 4.623945e-05 4.531420e-05 4.439553e-05 4.348356e-05 4.257841e-05
## [13,] 4.765914e-05 4.674728e-05 4.584176e-05 4.494271e-05 4.405025e-05
## [14,] 4.908343e-05 4.818514e-05 4.729296e-05 4.640701e-05 4.552741e-05
## [15,] 5.051183e-05 4.962731e-05 4.874865e-05 4.787598e-05 4.700943e-05
## [16,] 5.194387e-05 5.107330e-05 5.020834e-05 4.934914e-05 4.849582e-05
## [17,] 5.337906e-05 5.252261e-05 5.167154e-05 5.082599e-05 4.998608e-05
## [18,] 5.481688e-05 5.397475e-05 5.313775e-05 5.230601e-05 5.147969e-05
## [19,] 5.625682e-05 5.542918e-05 5.460642e-05 5.378869e-05 5.297612e-05
## [20,] 5.769835e-05 5.688537e-05 5.607703e-05 5.527347e-05 5.447482e-05
## [21,] 5.914091e-05 5.834278e-05 5.754903e-05 5.675980e-05 5.597525e-05
## [22,] 6.058397e-05 5.980085e-05 5.902185e-05 5.824714e-05 5.747685e-05
## [23,] 6.202695e-05 6.125900e-05 6.049493e-05 5.973489e-05 5.897902e-05
## [24,] 6.346929e-05 6.271668e-05 6.196770e-05 6.122249e-05 6.048120e-05
## [25,] 6.491040e-05 6.417330e-05 6.343956e-05 6.270933e-05 6.198278e-05
## [26,] 6.634970e-05 6.562826e-05 6.490991e-05 6.419483e-05 6.348317e-05
## [27,] 6.778660e-05 6.708097e-05 6.637818e-05 6.567838e-05 6.498175e-05
## [28,] 6.922051e-05 6.853083e-05 6.784373e-05 6.715938e-05 6.647792e-05
## [29,] 7.065082e-05 6.997724e-05 6.930598e-05 6.863720e-05 6.797105e-05
## [30,] 7.207693e-05 7.141959e-05 7.076430e-05 7.011123e-05 6.946054e-05
## [31,] 7.349825e-05 7.285728e-05 7.221809e-05 7.158086e-05 7.094574e-05
## [32,] 7.491416e-05 7.428969e-05 7.366673e-05 7.304546e-05 7.242605e-05
## [33,] 7.632406e-05 7.571621e-05 7.510960e-05 7.450442e-05 7.390083e-05
## [34,] 7.772737e-05 7.713625e-05 7.654611e-05 7.595712e-05 7.536947e-05
## [35,] 7.912347e-05 7.854920e-05 7.797563e-05 7.740296e-05 7.683135e-05
## [36,] 8.051179e-05 7.995446e-05 7.939757e-05 7.884131e-05 7.828585e-05
## [37,] 8.189172e-05 8.135145e-05 8.081133e-05 8.027158e-05 7.973236e-05
## [38,] 8.326271e-05 8.273957e-05 8.221632e-05 8.169317e-05 8.117028e-05
## [39,] 8.462417e-05 8.411825e-05 8.361196e-05 8.310548e-05 8.259902e-05
## [40,] 8.597554e-05 8.548693e-05 8.499767e-05 8.450796e-05 8.401798e-05
## [41,] 8.731629e-05 8.684505e-05 8.637289e-05 8.590001e-05 8.542660e-05
## [42,] 8.864586e-05 8.819206e-05 8.773707e-05 8.728109e-05 8.682431e-05
## [43,] 8.996373e-05 8.952743e-05 8.908966e-05 8.865064e-05 8.821056e-05
## [44,] 9.126940e-05 9.085064e-05 9.043016e-05 9.000815e-05 8.958481e-05
## [45,] 9.256236e-05 9.216120e-05 9.175804e-05 9.135308e-05 9.094654e-05
## [46,] 9.384214e-05 9.345861e-05 9.307281e-05 9.268495e-05 9.229523e-05
## [47,] 9.510828e-05 9.474241e-05 9.437400e-05 9.400326e-05 9.363040e-05
## [48,] 9.636032e-05 9.601213e-05 9.566114e-05 9.530755e-05 9.495158e-05
## [49,] 9.759783e-05 9.726735e-05 9.693379e-05 9.659737e-05 9.625830e-05
## [50,] 9.882042e-05 9.850765e-05 9.819154e-05 9.787230e-05 9.755014e-05
## [51,] 1.000277e-04 9.973263e-05 9.943396e-05 9.913191e-05 9.882668e-05
## [52,] 1.012193e-04 1.009419e-04 1.006607e-04 1.003758e-04 1.000875e-04
## [53,] 1.023948e-04 1.021352e-04 1.018714e-04 1.016037e-04 1.013323e-04
## [54,] 1.035540e-04 1.033120e-04 1.030656e-04 1.028151e-04 1.025606e-04
## [55,] 1.046965e-04 1.044722e-04 1.042432e-04 1.040098e-04 1.037722e-04
## [56,] 1.058220e-04 1.056154e-04 1.054037e-04 1.051874e-04 1.049667e-04
## [57,] 1.069304e-04 1.067413e-04 1.065470e-04 1.063477e-04 1.061438e-04
## [58,] 1.080213e-04 1.078497e-04 1.076727e-04 1.074905e-04 1.073033e-04
## [59,] 1.090945e-04 1.089404e-04 1.087806e-04 1.086154e-04 1.084449e-04
## [60,] 1.101498e-04 1.100132e-04 1.098706e-04 1.097223e-04 1.095685e-04
## [61,] 1.111871e-04 1.110678e-04 1.109423e-04 1.108109e-04 1.106738e-04
## [62,] 1.122062e-04 1.121042e-04 1.119958e-04 1.118812e-04 1.117606e-04
## [63,] 1.132070e-04 1.131222e-04 1.130308e-04 1.129329e-04 1.128288e-04
## [64,] 1.141893e-04 1.141217e-04 1.140471e-04 1.139659e-04 1.138782e-04
## [65,] 1.151531e-04 1.151026e-04 1.150448e-04 1.149802e-04 1.149088e-04
## [66,] 1.160984e-04 1.160648e-04 1.160238e-04 1.159756e-04 1.159205e-04
## [67,] 1.170250e-04 1.170082e-04 1.169839e-04 1.169521e-04 1.169131e-04
## [68,] 1.179329e-04 1.179329e-04 1.179251e-04 1.179096e-04 1.178867e-04
## [69,] 1.188222e-04 1.188389e-04 1.188475e-04 1.188482e-04 1.188413e-04
## [70,] 1.196928e-04 1.197260e-04 1.197509e-04 1.197678e-04 1.197767e-04
## [71,] 1.205448e-04 1.205945e-04 1.206356e-04 1.206684e-04 1.206931e-04
## [72,] 1.213782e-04 1.214442e-04 1.215014e-04 1.215501e-04 1.215904e-04
## [73,] 1.221931e-04 1.222753e-04 1.223485e-04 1.224129e-04 1.224688e-04
## [74,] 1.229895e-04 1.230878e-04 1.231769e-04 1.232569e-04 1.233282e-04
## [75,] 1.237676e-04 1.238819e-04 1.239866e-04 1.240822e-04 1.241688e-04
## [76,] 1.245275e-04 1.246576e-04 1.247780e-04 1.248889e-04 1.249907e-04
## [77,] 1.252693e-04 1.254151e-04 1.255509e-04 1.256771e-04 1.257939e-04
## [78,] 1.259931e-04 1.261544e-04 1.263056e-04 1.264469e-04 1.265786e-04
## [79,] 1.266992e-04 1.268758e-04 1.270422e-04 1.271985e-04 1.273450e-04
## [80,] 1.273875e-04 1.275795e-04 1.277609e-04 1.279320e-04 1.280932e-04
## [81,] 1.280584e-04 1.282655e-04 1.284618e-04 1.286477e-04 1.288233e-04
## [82,] 1.287121e-04 1.289341e-04 1.291451e-04 1.293456e-04 1.295356e-04
## [83,] 1.293486e-04 1.295854e-04 1.298111e-04 1.300259e-04 1.302302e-04
## [84,] 1.299682e-04 1.302197e-04 1.304599e-04 1.306890e-04 1.309073e-04
## [85,] 1.305712e-04 1.308372e-04 1.310917e-04 1.313349e-04 1.315672e-04
## [86,] 1.311577e-04 1.314381e-04 1.317067e-04 1.319639e-04 1.322100e-04
## [87,] 1.317280e-04 1.320226e-04 1.323052e-04 1.325763e-04 1.328360e-04
## [88,] 1.322823e-04 1.325909e-04 1.328875e-04 1.331722e-04 1.334454e-04
## [89,] 1.328209e-04 1.331434e-04 1.334536e-04 1.337519e-04 1.340384e-04
## [90,] 1.333439e-04 1.336802e-04 1.340039e-04 1.343156e-04 1.346153e-04
## [91,] 1.338517e-04 1.342015e-04 1.345387e-04 1.348636e-04 1.351763e-04
## [92,] 1.343445e-04 1.347077e-04 1.350582e-04 1.353961e-04 1.357218e-04
## [93,] 1.348226e-04 1.351990e-04 1.355626e-04 1.359134e-04 1.362518e-04
## [94,] 1.352862e-04 1.356757e-04 1.360522e-04 1.364158e-04 1.367668e-04
## [95,] 1.357355e-04 1.361380e-04 1.365272e-04 1.369034e-04 1.372669e-04
## [96,] 1.361709e-04 1.365862e-04 1.369880e-04 1.373767e-04 1.377524e-04
## [97,] 1.365926e-04 1.370205e-04 1.374348e-04 1.378357e-04 1.382236e-04
## [98,] 1.370009e-04 1.374412e-04 1.378678e-04 1.382809e-04 1.386808e-04
## [99,] 1.373960e-04 1.378486e-04 1.382874e-04 1.387125e-04 1.391242e-04
## [100,] 1.377782e-04 1.382430e-04 1.386937e-04 1.391307e-04 1.395541e-04
##
## $axis
## [1] -7.00000000 -6.82828283 -6.65656566 -6.48484848 -6.31313131
## [6] -6.14141414 -5.96969697 -5.79797980 -5.62626263 -5.45454545
## [11] -5.28282828 -5.11111111 -4.93939394 -4.76767677 -4.59595960
## [16] -4.42424242 -4.25252525 -4.08080808 -3.90909091 -3.73737374
## [21] -3.56565657 -3.39393939 -3.22222222 -3.05050505 -2.87878788
## [26] -2.70707071 -2.53535354 -2.36363636 -2.19191919 -2.02020202
## [31] -1.84848485 -1.67676768 -1.50505051 -1.33333333 -1.16161616
## [36] -0.98989899 -0.81818182 -0.64646465 -0.47474747 -0.30303030
## [41] -0.13131313 0.04040404 0.21212121 0.38383838 0.55555556
## [46] 0.72727273 0.89898990 1.07070707 1.24242424 1.41414141
## [51] 1.58585859 1.75757576 1.92929293 2.10101010 2.27272727
## [56] 2.44444444 2.61616162 2.78787879 2.95959596 3.13131313
## [61] 3.30303030 3.47474747 3.64646465 3.81818182 3.98989899
## [66] 4.16161616 4.33333333 4.50505051 4.67676768 4.84848485
## [71] 5.02020202 5.19191919 5.36363636 5.53535354 5.70707071
## [76] 5.87878788 6.05050505 6.22222222 6.39393939 6.56565657
## [81] 6.73737374 6.90909091 7.08080808 7.25252525 7.42424242
## [86] 7.59595960 7.76767677 7.93939394 8.11111111 8.28282828
## [91] 8.45454545 8.62626263 8.79797980 8.96969697 9.14141414
## [96] 9.31313131 9.48484848 9.65656566 9.82828283 10.00000000dcc forecast
dccforecast = dccforecast(dccfit, n.head = 252)
dccforecast##
## *---------------------------------*
## * DCC GARCH Forecast *
## *---------------------------------*
##
## Distribution : mvnorm
## Model : DCC(1,1)
## Horizon : 1
## Roll Steps : 0
## -----------------------------------
##
## 0-roll forecast:
## , , 1
##
## [,1] [,2] [,3] [,4]
## [1,] 1.0000 0.4796 0.3984 0.4311
## [2,] 0.4796 1.0000 0.5485 0.6254
## [3,] 0.3984 0.5485 1.0000 0.6178
## [4,] 0.4311 0.6254 0.6178 1.0000