R Bridge Course Final Project
Chitrarth Kaushik
11 January 2019
R Markdown
setwd("C:/Users/Aishwarya/Desktop/CUNY/Assignments - Week3")
# Question 1
capm = read.csv("capm.csv") # read csv file
summary(capm)## X rfood rdur rcon
## Min. : 1.0 Min. :-18.7900 Min. :-25.7400 Min. :-29.8100
## 1st Qu.:129.8 1st Qu.: -1.6550 1st Qu.: -2.7525 1st Qu.: -2.7350
## Median :258.5 Median : 0.6750 Median : 0.5050 Median : 0.4700
## Mean :258.5 Mean : 0.6647 Mean : 0.5254 Mean : 0.4278
## 3rd Qu.:387.2 3rd Qu.: 3.5075 3rd Qu.: 4.0000 3rd Qu.: 3.6725
## Max. :516.0 Max. : 19.5600 Max. : 19.7400 Max. : 24.6700
## rmrf rf
## Min. :-23.0900 Min. :0.1100
## 1st Qu.: -2.2300 1st Qu.:0.3200
## Median : 0.7300 Median :0.4300
## Mean : 0.4155 Mean :0.4734
## 3rd Qu.: 3.4225 3rd Qu.:0.5800
## Max. : 16.0500 Max. :1.3500quantile(capm$rfood,probs = c(0.5))## 50%
## 0.675quantile(capm$rdur,probs = c(0.5))## 50%
## 0.505quantile(capm$rcon,probs = c(0.5))## 50%
## 0.47quantile(capm$rmrf,probs = c(0.5))## 50%
## 0.73quantile(capm$rf,probs = c(0.5))## 50%
## 0.43paste("Mean & std dev - food industry", mean(capm$rfood),sd(capm$rfood))## [1] "Mean & std dev - food industry 0.66468992248062 4.54417020106934"paste("Mean & std dev - durable industry", mean(capm$rdur),sd(capm$rdur))## [1] "Mean & std dev - durable industry 0.525368217054264 5.79529980796101"paste("Mean & std dev - construction industry", mean(capm$rcon),sd(capm$rcon))## [1] "Mean & std dev - construction industry 0.427751937984496 5.79024351689527"paste("Mean & std dev - market return", mean(capm$rmrf),sd(capm$rmrf))## [1] "Mean & std dev - market return 0.415503875968992 4.48418848260839"# as a part of question 1 - calculating the sharpe ratio to measure the risk adusted returns offered
# by different industries
paste("Sharpe Ratio - food industry", mean(capm$rfood)/sd(capm$rfood))## [1] "Sharpe Ratio - food industry 0.146273113257114"paste("Sharpe Ratio - durable industry", mean(capm$rdur)/sd(capm$rdur))## [1] "Sharpe Ratio - durable industry 0.0906541912348632"paste("Sharpe Ratio - construction industry", mean(capm$rcon)/sd(capm$rcon))## [1] "Sharpe Ratio - construction industry 0.0738746024647089"paste("Sharpe Ratio - market return", mean(capm$rmrf)/sd(capm$rmrf))## [1] "Sharpe Ratio - market return 0.0926597705650631"Conclusion - Since the data spans a period of more than 40 years, we can safely assume that the data shall include multiple full business cycles, including recessions and expansions. Looking at mean excess return values in isolation and then on a risk adusted basis, i.e., using Sharpe ratios, we can infer that not only does the food industry offer highest mean excess returns on an absolute basis (0.6647) but also on a risk adjusted basis (highest Sharpe ratio:0.14627). it also outperforms the market on an average basis. This inference is in line with widely observed and accepted fact that food industry is a noncyclical industry and therefore provides rather steady returns, i.e., with low standard deviation. Further, it can also be seen that construction industry sits at the opposite end with lowest Sharpe ratio and therefore with lowest risk adjusted returns. this is again in line with widely accepted theory that construction industry is cyclical and worst hit with recessions, which can also be seen with highest standard deviation.
setwd("C:/Users/Aishwarya/Desktop/CUNY/Assignments - Week3")
# Question 2
capm = read.csv("capm.csv") # read csv file
#for simplicity sake i have taken beginning of the month as the dates and then merged the sequence of dates with the data
date = seq(from = as.Date("1960-01-01"), to = as.Date("2002-12-31"), by = 'month')
capm_d<-cbind(capm, date)
#using business cycle contraction and expansion data from NBER website (file downloaded from the website has been attached with the proect submission), we get the following dates:
#Peaks Troughs
#1.December 1969 November 1970
#2.November 1973 March 1975
#3.January 1980 July 1980
#4.July 1981 November 1982
#5.July 1990 March 1991
#6.March 2001 November 2001
# subsetting the dataset Capm_d as per the above dates and thereafter comparing the mean excess return of different industry to determine the cyclical nature of different industries. to keep symmetry in count of recessions and expansions, i am excluding the 6. observation above.
rec1<- subset(capm_d, date > "1969-12-01" & date <= "1970-11-01")
exp1<- subset(capm_d, date >= "1970-12-01" & date <= "1973-11-01")
rec2<- subset(capm_d, date > "1973-11-01" & date <= "1975-03-01")
exp2<- subset(capm_d, date >= "1975-04-01" & date <= "1980-01-01")
rec3<- subset(capm_d, date > "1980-01-01" & date <= "1980-07-01")
exp3<- subset(capm_d, date >= "1980-08-01" & date <= "1981-07-01")
rec4<- subset(capm_d, date > "1981-07-01" & date <= "1981-11-01")
exp4<- subset(capm_d, date >= "1981-12-01" & date <= "1990-07-01")
rec5<- subset(capm_d, date > "1990-07-01" & date <= "1991-03-31")
exp5<- subset(capm_d, date >= "1991-04-01" & date <= "2001-03-01")
industry_perf = data.frame(
Industry = c("Food","Durables", "Construction", "Market"),
rec1 = c(mean(rec1$rfood), mean(rec1$rdur), mean(rec1$rcon), mean(rec1$rmrf)),
exp1 = c(mean(exp1$rfood), mean(exp1$rdur), mean(exp1$rcon), mean(exp1$rmrf)),
rec2 = c(mean(rec2$rfood), mean(rec2$rdur), mean(rec2$rcon), mean(rec2$rmrf)),
exp2 = c(mean(exp2$rfood), mean(exp2$rdur), mean(exp2$rcon), mean(exp2$rmrf)),
rec3 = c(mean(rec3$rfood), mean(rec3$rdur), mean(rec3$rcon), mean(rec3$rmrf)),
exp3 = c(mean(exp3$rfood), mean(exp3$rdur), mean(exp3$rcon), mean(exp3$rmrf)),
rec4 = c(mean(rec4$rfood), mean(rec4$rdur), mean(rec4$rcon), mean(rec4$rmrf)),
exp4 = c(mean(exp4$rfood), mean(exp4$rdur), mean(exp4$rcon), mean(exp4$rmrf)),
rec5 = c(mean(rec5$rfood), mean(rec5$rdur), mean(rec5$rcon), mean(rec5$rmrf)),
exp5 = c(mean(exp5$rfood), mean(exp5$rdur), mean(exp5$rcon), mean(exp5$rmrf)))
industry_perf## Industry rec1 exp1 rec2 exp2 rec3
## 1 Food -0.5563636 0.18444444 -0.669375 0.2527586 0.5766667
## 2 Durables -1.5200000 0.51916667 -1.821250 -0.2286207 0.7783333
## 3 Construction -1.3463636 -0.55583333 -0.076250 1.2474138 1.8766667
## 4 Market -0.8836364 0.09333333 -0.966875 0.6963793 0.7866667
## exp3 rec4 exp4 rec5 exp5
## 1 0.07333333 -0.23 1.5163462 1.99625 0.6775833
## 2 0.33083333 -2.00 0.8560577 0.04500 1.1360833
## 3 -0.54750000 -3.36 0.6000000 0.57875 0.8790833
## 4 0.22166667 -1.55 0.6877885 0.56875 0.7606667Conclusion: it can be observed from the industry_perf data set that in 4 out of 5 recessions - food industry outperformed the market in general - validating the non-cyclical nature of the food industry and hence indicating an average market correlation of less than 1 (i.e., a beta < 1). Further, during 3 out of 5 expansions, the food industry underperformed the market, again indicating a beta of <1. I will derive the value of Beta using regression later in the proect.
# Question 3
setwd("C:/Users/Aishwarya/Desktop/CUNY/Assignments - Week3")
capm = read.csv("capm.csv") # read csv file
#for simplicity sake i have taken beginning of the month as the dates and then merged the sequence of dates with the data
date = seq(from = as.Date("1960-01-01"), to = as.Date("2002-12-31"), by = 'month')
capm_d<-cbind(capm, date)
capm_d## X rfood rdur rcon rmrf rf date
## 1 1 -4.59 0.87 -6.84 -6.99 0.33 1960-01-01
## 2 2 2.62 3.46 2.78 0.99 0.29 1960-02-01
## 3 3 -1.67 -2.28 -0.48 -1.46 0.35 1960-03-01
## 4 4 0.86 2.41 -2.02 -1.70 0.19 1960-04-01
## 5 5 7.34 6.33 3.69 3.08 0.27 1960-05-01
## 6 6 4.99 -1.26 2.05 2.09 0.24 1960-06-01
## 7 7 -1.52 -5.09 -3.79 -2.23 0.13 1960-07-01
## 8 8 3.96 4.38 -1.08 2.85 0.17 1960-08-01
## 9 9 -3.98 -4.23 -4.71 -6.00 0.16 1960-09-01
## 10 10 0.99 1.17 -1.44 -0.70 0.22 1960-10-01
## 11 11 9.22 10.58 6.53 4.72 0.13 1960-11-01
## 12 12 4.12 6.79 3.42 4.68 0.16 1960-12-01
## 13 13 4.75 0.26 6.08 6.23 0.19 1961-01-01
## 14 14 4.53 18.08 4.25 3.54 0.14 1961-02-01
## 15 15 4.43 3.68 2.08 2.86 0.20 1961-03-01
## 16 16 -1.14 -2.34 -4.23 0.39 0.17 1961-04-01
## 17 17 4.31 -1.27 2.74 2.40 0.18 1961-05-01
## 18 18 -2.23 -6.85 -3.24 -3.04 0.20 1961-06-01
## 19 19 2.57 -0.66 -0.30 2.81 0.18 1961-07-01
## 20 20 4.77 1.98 0.59 2.54 0.14 1961-08-01
## 21 21 -0.76 1.83 -2.87 -2.17 0.17 1961-09-01
## 22 22 3.45 -3.00 1.30 2.56 0.19 1961-10-01
## 23 23 5.22 1.91 5.93 4.39 0.15 1961-11-01
## 24 24 -3.32 -0.42 0.47 -0.10 0.19 1961-12-01
## 25 25 -6.42 -9.65 -5.18 -3.86 0.24 1962-01-01
## 26 26 -0.20 0.07 0.68 1.75 0.20 1962-02-01
## 27 27 0.87 -2.26 -1.20 -0.66 0.20 1962-03-01
## 28 28 -4.51 -8.04 -7.26 -6.56 0.22 1962-04-01
## 29 29 -11.05 -8.93 -8.64 -8.69 0.24 1962-05-01
## 30 30 -8.55 -11.07 -10.92 -8.46 0.20 1962-06-01
## 31 31 6.56 1.18 4.24 6.28 0.27 1962-07-01
## 32 32 0.19 1.81 1.99 2.11 0.23 1962-08-01
## 33 33 -4.98 -7.75 -6.79 -5.23 0.21 1962-09-01
## 34 34 -2.91 -2.79 -2.55 -0.04 0.26 1962-10-01
## 35 35 11.98 15.56 12.73 10.81 0.20 1962-11-01
## 36 36 2.57 2.24 -2.61 0.96 0.23 1962-12-01
## 37 37 6.18 7.57 4.76 4.93 0.25 1963-01-01
## 38 38 -3.14 -5.37 -0.64 -2.42 0.23 1963-02-01
## 39 39 1.73 2.24 3.43 3.06 0.23 1963-03-01
## 40 40 0.83 5.32 2.64 4.49 0.25 1963-04-01
## 41 41 3.03 2.94 0.52 1.77 0.24 1963-05-01
## 42 42 -0.79 -0.25 -1.33 -2.03 0.23 1963-06-01
## 43 43 -0.43 -0.52 -0.66 -0.44 0.27 1963-07-01
## 44 44 4.34 5.07 5.31 5.02 0.25 1963-08-01
## 45 45 -1.47 -1.70 -1.77 -1.46 0.27 1963-09-01
## 46 46 1.78 5.80 -1.33 2.48 0.29 1963-10-01
## 47 47 -0.75 -0.41 -1.77 -0.83 0.27 1963-11-01
## 48 48 2.51 4.19 -0.17 1.88 0.29 1963-12-01
## 49 49 0.82 -0.11 2.38 2.28 0.30 1964-01-01
## 50 50 1.05 1.13 4.20 1.46 0.26 1964-02-01
## 51 51 2.06 2.43 4.47 1.45 0.31 1964-03-01
## 52 52 -1.39 -2.30 -0.84 0.17 0.29 1964-04-01
## 53 53 1.39 1.89 0.05 1.48 0.26 1964-05-01
## 54 54 1.90 -0.64 0.60 1.21 0.30 1964-06-01
## 55 55 1.30 0.16 0.82 1.71 0.30 1964-07-01
## 56 56 -1.61 -2.06 -1.36 -1.41 0.28 1964-08-01
## 57 57 1.67 7.18 0.68 2.77 0.28 1964-09-01
## 58 58 -1.25 -1.37 0.98 0.60 0.29 1964-10-01
## 59 59 0.77 1.42 -1.02 0.02 0.29 1964-11-01
## 60 60 0.79 0.11 -1.97 0.06 0.31 1964-12-01
## 61 61 5.17 8.00 5.49 3.58 0.28 1965-01-01
## 62 62 1.06 3.06 2.90 0.40 0.30 1965-02-01
## 63 63 -1.69 -1.34 -0.62 -1.33 0.36 1965-03-01
## 64 64 2.72 6.78 1.29 3.06 0.31 1965-04-01
## 65 65 -1.14 0.03 -1.59 -0.74 0.31 1965-05-01
## 66 66 -4.64 -5.86 -7.12 -5.54 0.35 1965-06-01
## 67 67 0.73 5.46 0.22 1.37 0.31 1965-07-01
## 68 68 1.65 7.84 1.99 2.76 0.33 1965-08-01
## 69 69 -0.10 7.60 1.48 2.89 0.31 1965-09-01
## 70 70 0.80 5.01 2.63 2.62 0.31 1965-10-01
## 71 71 -0.05 1.47 0.77 -0.04 0.35 1965-11-01
## 72 72 0.83 4.87 1.42 1.02 0.33 1965-12-01
## 73 73 -0.05 2.57 3.92 0.83 0.38 1966-01-01
## 74 74 -1.39 0.24 -1.27 -1.21 0.35 1966-02-01
## 75 75 -2.91 2.56 -3.36 -2.47 0.38 1966-03-01
## 76 76 -0.84 6.36 -0.26 2.14 0.34 1966-04-01
## 77 77 -4.35 -8.48 -6.20 -5.66 0.41 1966-05-01
## 78 78 -2.82 -0.24 -2.37 -1.41 0.38 1966-06-01
## 79 79 -1.10 -3.86 -1.68 -1.64 0.35 1966-07-01
## 80 80 -6.58 -9.89 -10.22 -7.95 0.41 1966-08-01
## 81 81 -1.67 -5.46 -2.34 -1.10 0.40 1966-09-01
## 82 82 7.38 2.05 1.24 3.78 0.45 1966-10-01
## 83 83 2.39 6.47 3.13 1.35 0.40 1966-11-01
## 84 84 -0.60 -2.03 2.68 0.22 0.40 1966-12-01
## 85 85 6.21 7.54 14.66 8.12 0.43 1967-01-01
## 86 86 1.45 3.67 0.96 0.73 0.36 1967-02-01
## 87 87 3.59 2.03 7.61 3.95 0.39 1967-03-01
## 88 88 4.02 5.28 2.78 3.84 0.32 1967-04-01
## 89 89 -2.45 -7.08 -4.45 -4.26 0.33 1967-05-01
## 90 90 3.60 2.00 4.75 2.42 0.27 1967-06-01
## 91 91 5.20 5.80 6.32 4.60 0.32 1967-07-01
## 92 92 -1.76 -0.56 2.09 -0.94 0.31 1967-08-01
## 93 93 1.90 3.84 3.09 3.11 0.32 1967-09-01
## 94 94 -3.74 -0.78 -5.38 -3.13 0.39 1967-10-01
## 95 95 0.23 1.78 -1.83 0.43 0.36 1967-11-01
## 96 96 2.09 0.76 5.83 3.04 0.33 1967-12-01
## 97 97 -1.40 -9.64 -0.10 -4.03 0.40 1968-01-01
## 98 98 -2.64 -3.76 -4.43 -3.75 0.39 1968-02-01
## 99 99 0.16 2.85 -0.96 0.13 0.38 1968-03-01
## 100 100 9.62 11.77 14.38 8.98 0.43 1968-04-01
## 101 101 4.67 3.02 4.98 2.25 0.45 1968-05-01
## 102 102 0.58 -3.31 -1.51 0.72 0.43 1968-06-01
## 103 103 -4.17 -5.86 -0.41 -2.68 0.48 1968-07-01
## 104 104 2.26 2.35 7.42 1.38 0.42 1968-08-01
## 105 105 3.56 2.72 4.24 4.02 0.43 1968-09-01
## 106 106 -0.06 0.43 -1.53 0.46 0.44 1968-10-01
## 107 107 5.08 5.94 6.16 5.43 0.42 1968-11-01
## 108 108 -1.93 -6.31 -1.79 -3.82 0.43 1968-12-01
## 109 109 -1.19 -0.87 -1.96 -1.20 0.53 1969-01-01
## 110 110 -6.01 -6.00 -6.46 -5.82 0.46 1969-02-01
## 111 111 0.66 1.89 2.95 2.59 0.46 1969-03-01
## 112 112 1.50 3.96 1.66 1.52 0.53 1969-04-01
## 113 113 1.32 -1.35 0.08 0.02 0.48 1969-05-01
## 114 114 -6.82 -3.17 -13.05 -7.25 0.51 1969-06-01
## 115 115 -6.11 -4.93 -7.77 -7.05 0.53 1969-07-01
## 116 116 4.47 3.66 7.92 4.65 0.50 1969-08-01
## 117 117 0.21 -0.88 -5.11 -2.88 0.62 1969-09-01
## 118 118 7.53 5.22 6.37 4.96 0.60 1969-10-01
## 119 119 -2.56 -3.69 -4.02 -3.74 0.52 1969-11-01
## 120 120 -1.16 -0.79 -5.04 -2.61 0.64 1969-12-01
## 121 121 -3.22 -8.20 -9.16 -7.93 0.60 1970-01-01
## 122 122 4.97 -0.84 7.02 5.05 0.62 1970-02-01
## 123 123 -1.45 -1.00 -1.61 -1.04 0.57 1970-03-01
## 124 124 -10.50 -9.34 -11.40 -11.03 0.50 1970-04-01
## 125 125 -7.64 -10.36 -9.59 -6.96 0.53 1970-05-01
## 126 126 -1.47 -6.05 -6.57 -5.69 0.58 1970-06-01
## 127 127 5.15 5.47 9.73 6.90 0.52 1970-07-01
## 128 128 -1.05 5.35 3.07 4.47 0.53 1970-08-01
## 129 129 4.38 5.83 7.50 4.21 0.54 1970-09-01
## 130 130 0.38 -2.08 -4.53 -2.28 0.46 1970-10-01
## 131 131 4.33 4.50 0.73 4.58 0.46 1970-11-01
## 132 132 5.62 5.53 8.67 5.65 0.42 1970-12-01
## 133 133 2.66 5.85 5.95 4.82 0.38 1971-01-01
## 134 134 1.85 2.02 0.47 1.36 0.33 1971-02-01
## 135 135 3.58 6.39 0.67 4.18 0.30 1971-03-01
## 136 136 1.37 4.88 3.75 3.05 0.28 1971-04-01
## 137 137 -1.85 -1.10 -5.03 -3.93 0.29 1971-05-01
## 138 138 0.65 1.77 -3.32 -0.06 0.37 1971-06-01
## 139 139 -1.49 -7.17 -3.28 -4.43 0.40 1971-07-01
## 140 140 1.58 7.77 5.88 3.78 0.47 1971-08-01
## 141 141 0.05 0.75 1.62 -0.87 0.37 1971-09-01
## 142 142 -3.14 -5.04 -6.50 -4.44 0.37 1971-10-01
## 143 143 0.12 1.71 -4.59 -0.50 0.37 1971-11-01
## 144 144 9.17 8.60 7.99 8.76 0.37 1971-12-01
## 145 145 0.39 3.41 2.01 2.55 0.29 1972-01-01
## 146 146 3.85 5.83 3.10 2.88 0.25 1972-02-01
## 147 147 -0.50 3.99 0.19 0.60 0.27 1972-03-01
## 148 148 1.91 1.77 1.68 0.26 0.29 1972-04-01
## 149 149 0.43 3.39 -3.22 1.34 0.30 1972-05-01
## 150 150 -0.94 -1.04 -2.55 -2.38 0.29 1972-06-01
## 151 151 0.35 -0.73 -2.70 -0.74 0.31 1972-07-01
## 152 152 1.21 -2.00 1.09 3.31 0.29 1972-08-01
## 153 153 -1.50 1.31 -2.89 -1.11 0.34 1972-09-01
## 154 154 0.74 -0.03 -1.05 0.47 0.40 1972-10-01
## 155 155 5.26 0.35 7.41 4.61 0.37 1972-11-01
## 156 156 1.38 3.60 -1.14 0.75 0.37 1972-12-01
## 157 157 -3.67 -6.34 -8.32 -3.20 0.44 1973-01-01
## 158 158 -3.57 -1.79 -9.15 -4.86 0.41 1973-02-01
## 159 159 -1.48 -2.14 -2.01 -1.25 0.46 1973-03-01
## 160 160 -4.66 -7.46 -4.86 -5.70 0.52 1973-04-01
## 161 161 -1.41 -0.36 -5.89 -2.96 0.51 1973-05-01
## 162 162 -3.63 0.47 -2.41 -1.38 0.51 1973-06-01
## 163 163 5.23 4.34 12.81 5.07 0.64 1973-07-01
## 164 164 -2.70 -4.20 -2.47 -3.67 0.70 1973-08-01
## 165 165 5.26 -0.55 7.48 4.72 0.68 1973-09-01
## 166 166 -2.37 -1.32 -0.89 -0.68 0.65 1973-10-01
## 167 167 -13.11 -13.77 -18.51 -12.64 0.56 1973-11-01
## 168 168 -1.43 -1.81 -0.82 0.50 0.64 1973-12-01
## 169 169 0.96 -2.38 5.42 -0.19 0.63 1974-01-01
## 170 170 -0.47 -3.75 3.55 -0.35 0.58 1974-02-01
## 171 171 -2.95 -1.04 -0.78 -2.90 0.56 1974-03-01
## 172 172 -4.14 -6.29 -6.00 -5.35 0.75 1974-04-01
## 173 173 -4.71 -0.59 -7.73 -4.95 0.75 1974-05-01
## 174 174 -1.04 -2.41 -5.76 -2.89 0.60 1974-06-01
## 175 175 -12.85 -14.38 -4.59 -7.79 0.70 1974-07-01
## 176 176 -12.85 -11.18 -10.46 -9.37 0.60 1974-08-01
## 177 177 -14.09 -18.97 -11.56 -11.78 0.81 1974-09-01
## 178 178 18.34 12.68 13.91 16.05 0.51 1974-10-01
## 179 179 -4.08 -7.77 -7.40 -4.64 0.54 1974-11-01
## 180 180 -1.11 -8.20 -4.16 -3.40 0.70 1974-12-01
## 181 181 19.56 19.74 24.67 13.57 0.58 1975-01-01
## 182 182 5.03 12.62 3.49 5.41 0.43 1975-02-01
## 183 183 5.12 4.59 7.00 2.61 0.41 1975-03-01
## 184 184 0.57 8.07 2.67 4.21 0.44 1975-04-01
## 185 185 5.98 0.26 4.50 5.07 0.44 1975-05-01
## 186 186 4.44 3.56 4.86 4.74 0.41 1975-06-01
## 187 187 -5.80 -8.25 -5.94 -6.52 0.48 1975-07-01
## 188 188 -2.87 -4.16 -2.30 -2.84 0.48 1975-08-01
## 189 189 -3.73 -4.47 -6.79 -4.33 0.53 1975-09-01
## 190 190 11.19 8.19 2.69 5.03 0.56 1975-10-01
## 191 191 2.81 2.85 3.54 2.71 0.41 1975-11-01
## 192 192 -2.44 -2.70 0.01 -1.58 0.48 1975-12-01
## 193 193 8.43 14.47 16.74 12.13 0.47 1976-01-01
## 194 194 -3.34 -0.74 5.96 0.39 0.34 1976-02-01
## 195 195 0.26 1.55 2.08 2.28 0.40 1976-03-01
## 196 196 -1.72 -5.30 -0.06 -1.46 0.42 1976-04-01
## 197 197 -1.38 -3.59 -4.15 -1.31 0.37 1976-05-01
## 198 198 5.02 4.74 2.72 4.02 0.43 1976-06-01
## 199 199 1.32 -3.65 -2.92 -1.09 0.47 1976-07-01
## 200 200 -0.89 -1.54 -1.65 -0.56 0.42 1976-08-01
## 201 201 -0.26 -1.10 1.52 2.01 0.44 1976-09-01
## 202 202 -2.68 -3.29 -0.30 -2.45 0.41 1976-10-01
## 203 203 -0.09 -1.79 2.14 0.14 0.40 1976-11-01
## 204 204 4.24 4.34 8.64 5.76 0.40 1976-12-01
## 205 205 -5.30 -8.39 -5.19 -3.99 0.36 1977-01-01
## 206 206 -1.00 -2.88 -1.63 -1.93 0.35 1977-02-01
## 207 207 -1.56 -4.23 -0.04 -1.30 0.38 1977-03-01
## 208 208 -0.57 -1.30 1.59 0.12 0.38 1977-04-01
## 209 209 -1.24 -4.10 -3.45 -1.45 0.37 1977-05-01
## 210 210 3.67 4.60 4.04 4.74 0.40 1977-06-01
## 211 211 1.47 -2.64 -3.67 -1.70 0.42 1977-07-01
## 212 212 -0.49 0.88 -2.29 -1.78 0.44 1977-08-01
## 213 213 0.15 -1.24 -1.12 -0.27 0.43 1977-09-01
## 214 214 -4.96 -7.90 -3.18 -4.42 0.49 1977-10-01
## 215 215 3.14 1.31 7.34 4.04 0.50 1977-11-01
## 216 216 -0.75 -0.99 0.68 0.33 0.49 1977-12-01
## 217 217 -5.26 -7.68 -6.80 -6.01 0.49 1978-01-01
## 218 218 -0.38 -3.59 -0.89 -1.39 0.46 1978-02-01
## 219 219 2.21 3.61 4.72 2.87 0.53 1978-03-01
## 220 220 5.71 13.19 8.94 7.74 0.54 1978-04-01
## 221 221 3.92 4.50 3.11 1.81 0.51 1978-05-01
## 222 222 -0.10 -3.12 -2.14 -1.62 0.54 1978-06-01
## 223 223 1.99 7.95 7.47 5.11 0.56 1978-07-01
## 224 224 2.75 2.62 8.60 3.69 0.55 1978-08-01
## 225 225 -1.24 -3.49 -2.57 -1.31 0.62 1978-09-01
## 226 226 -11.34 -11.53 -16.75 -11.78 0.68 1978-10-01
## 227 227 0.98 2.35 1.10 2.68 0.70 1978-11-01
## 228 228 0.76 -0.47 0.62 0.99 0.78 1978-12-01
## 229 229 2.64 3.79 7.36 4.18 0.77 1979-01-01
## 230 230 -4.61 -5.21 -2.78 -3.41 0.73 1979-02-01
## 231 231 2.06 5.57 8.34 5.75 0.81 1979-03-01
## 232 232 -0.87 0.63 1.81 0.05 0.80 1979-04-01
## 233 233 -2.55 -3.07 -1.64 -2.18 0.82 1979-05-01
## 234 234 2.63 1.42 4.38 3.88 0.81 1979-06-01
## 235 235 0.16 -0.15 1.06 0.73 0.77 1979-07-01
## 236 236 6.55 4.77 11.01 5.70 0.77 1979-08-01
## 237 237 -2.54 -4.36 2.40 -0.69 0.83 1979-09-01
## 238 238 -9.25 -8.35 -11.55 -8.14 0.87 1979-10-01
## 239 239 4.22 -0.12 6.75 5.37 0.99 1979-11-01
## 240 240 1.46 3.10 3.98 1.87 0.95 1979-12-01
## 241 241 3.14 3.81 8.78 5.76 0.80 1980-01-01
## 242 242 -6.14 -6.13 3.43 -0.79 0.89 1980-02-01
## 243 243 -10.29 -6.60 -19.17 -13.23 1.21 1980-03-01
## 244 244 5.84 0.94 5.69 3.97 1.26 1980-04-01
## 245 245 7.07 4.98 7.25 5.20 0.81 1980-05-01
## 246 246 1.70 2.21 4.52 3.16 0.61 1980-06-01
## 247 247 5.28 9.27 9.54 6.41 0.53 1980-07-01
## 248 248 0.18 1.60 -1.15 1.71 0.64 1980-08-01
## 249 249 -1.16 1.26 -0.33 2.20 0.75 1980-09-01
## 250 250 -1.91 1.10 -0.66 1.05 0.95 1980-10-01
## 251 251 -0.90 6.74 5.45 9.53 0.96 1980-11-01
## 252 252 0.54 -3.59 -5.69 -4.75 1.31 1980-12-01
## 253 253 1.60 -2.59 -2.20 -5.05 1.04 1981-01-01
## 254 254 1.26 7.05 2.49 0.48 1.07 1981-02-01
## 255 255 5.70 3.21 5.61 3.41 1.21 1981-03-01
## 256 256 -1.16 -1.81 -2.91 -2.20 1.08 1981-04-01
## 257 257 1.25 -0.66 0.61 0.20 1.15 1981-05-01
## 258 258 -1.88 -4.21 -2.06 -2.37 1.35 1981-06-01
## 259 259 -2.64 -4.13 -5.73 -1.55 1.24 1981-07-01
## 260 260 -6.14 -8.24 -5.84 -6.91 1.28 1981-08-01
## 261 261 -3.13 -4.56 -13.88 -7.61 1.24 1981-09-01
## 262 262 7.38 -0.15 -0.24 4.81 1.21 1981-10-01
## 263 263 0.97 4.95 6.52 3.51 1.07 1981-11-01
## 264 264 -0.77 -1.61 -5.19 -3.68 0.87 1981-12-01
## 265 265 -1.31 2.84 -9.12 -3.42 0.80 1982-01-01
## 266 266 -1.65 -4.81 -8.84 -6.03 0.92 1982-02-01
## 267 267 2.40 1.42 -4.12 -1.99 0.98 1982-03-01
## 268 268 5.70 0.12 1.95 3.20 1.13 1982-04-01
## 269 269 -3.47 -3.37 -5.10 -3.88 1.06 1982-05-01
## 270 270 0.99 1.42 -5.29 -3.35 0.96 1982-06-01
## 271 271 0.89 0.83 -3.61 -3.10 1.05 1982-07-01
## 272 272 6.11 10.79 17.47 11.14 0.76 1982-08-01
## 273 273 3.36 -0.24 -1.85 1.17 0.51 1982-09-01
## 274 274 6.44 12.26 16.39 11.27 0.59 1982-10-01
## 275 275 4.61 8.53 8.91 4.56 0.63 1982-11-01
## 276 276 -0.05 -2.74 2.26 0.78 0.67 1982-12-01
## 277 277 -0.85 4.38 0.62 3.46 0.69 1983-01-01
## 278 278 1.04 6.17 3.22 2.43 0.62 1983-02-01
## 279 279 5.32 -2.87 5.13 2.84 0.63 1983-03-01
## 280 280 4.37 5.35 5.50 6.72 0.71 1983-04-01
## 281 281 -1.63 -5.04 1.87 0.62 0.69 1983-05-01
## 282 282 0.91 4.62 0.09 3.13 0.67 1983-06-01
## 283 283 -3.08 -5.88 -3.91 -3.91 0.74 1983-07-01
## 284 284 1.02 -1.98 -4.81 -0.40 0.76 1983-08-01
## 285 285 4.61 1.98 2.40 0.87 0.76 1983-09-01
## 286 286 1.47 -2.82 -6.22 -3.53 0.76 1983-10-01
## 287 287 1.82 7.99 6.46 2.23 0.70 1983-11-01
## 288 288 -1.27 0.45 -1.84 -1.77 0.73 1983-12-01
## 289 289 -0.39 -7.20 -4.49 -2.05 0.76 1984-01-01
## 290 290 -4.92 -6.38 -4.99 -4.63 0.71 1984-02-01
## 291 291 0.45 1.20 2.71 0.62 0.73 1984-03-01
## 292 292 -0.29 -0.62 -3.24 -0.54 0.81 1984-04-01
## 293 293 -2.67 -4.07 -9.36 -6.02 0.78 1984-05-01
## 294 294 5.77 0.99 -0.17 1.61 0.75 1984-06-01
## 295 295 -1.84 -0.64 -4.78 -2.86 0.82 1984-07-01
## 296 296 6.54 8.34 13.09 10.43 0.83 1984-08-01
## 297 297 1.54 -3.80 0.31 -0.82 0.86 1984-09-01
## 298 298 1.23 -0.36 -2.05 -0.99 1.00 1984-10-01
## 299 299 -1.07 -2.20 -0.89 -1.79 0.73 1984-11-01
## 300 300 1.74 2.05 0.49 1.74 0.64 1984-12-01
## 301 301 1.25 9.19 12.17 7.92 0.65 1985-01-01
## 302 302 4.73 -0.28 -0.98 1.12 0.58 1985-02-01
## 303 303 5.51 -4.83 -4.10 -0.81 0.62 1985-03-01
## 304 304 -2.08 -1.79 -1.24 -0.94 0.72 1985-04-01
## 305 305 9.99 4.00 4.45 4.93 0.66 1985-05-01
## 306 306 2.84 1.43 0.17 1.17 0.55 1985-06-01
## 307 307 -2.88 1.90 2.06 -0.68 0.62 1985-07-01
## 308 308 1.80 -3.37 -2.30 -1.03 0.55 1985-08-01
## 309 309 2.40 -4.33 -4.88 -4.57 0.60 1985-09-01
## 310 310 3.63 -0.12 2.31 3.81 0.65 1985-10-01
## 311 311 8.05 12.08 7.34 6.32 0.61 1985-11-01
## 312 312 3.19 6.60 3.99 3.67 0.65 1985-12-01
## 313 313 0.59 -0.22 1.27 0.43 0.56 1986-01-01
## 314 314 8.35 11.05 8.98 6.75 0.53 1986-02-01
## 315 315 8.16 4.17 9.36 4.79 0.60 1986-03-01
## 316 316 0.01 -1.94 -2.52 -1.32 0.52 1986-04-01
## 317 317 7.30 3.88 4.64 4.60 0.49 1986-05-01
## 318 318 5.63 -0.99 -1.36 0.91 0.52 1986-06-01
## 319 319 -5.36 -9.25 -9.62 -6.49 0.52 1986-07-01
## 320 320 1.35 5.58 6.83 6.18 0.46 1986-08-01
## 321 321 -11.82 -9.18 -7.43 -8.37 0.45 1986-09-01
## 322 322 9.38 6.91 6.26 4.48 0.46 1986-10-01
## 323 323 -0.03 6.78 2.34 1.13 0.39 1986-11-01
## 324 324 -3.12 -0.46 -3.36 -3.14 0.49 1986-12-01
## 325 325 13.20 14.73 16.44 12.42 0.42 1987-01-01
## 326 326 3.98 4.03 3.43 4.33 0.43 1987-02-01
## 327 327 1.83 1.18 4.42 1.86 0.47 1987-03-01
## 328 328 -4.94 -1.42 -4.50 -2.15 0.44 1987-04-01
## 329 329 1.78 0.45 -2.26 0.14 0.38 1987-05-01
## 330 330 5.63 3.68 5.85 3.90 0.48 1987-06-01
## 331 331 3.11 5.86 5.10 3.95 0.46 1987-07-01
## 332 332 2.36 5.72 1.68 3.25 0.47 1987-08-01
## 333 333 -3.12 -1.54 -2.23 -2.52 0.45 1987-09-01
## 334 334 -18.79 -25.74 -29.81 -23.09 0.60 1987-10-01
## 335 335 -8.04 -11.43 -5.21 -7.64 0.35 1987-11-01
## 336 336 7.35 8.14 7.95 6.65 0.39 1987-12-01
## 337 337 2.74 -0.89 3.56 4.24 0.29 1988-01-01
## 338 338 4.26 4.01 11.15 4.70 0.46 1988-02-01
## 339 339 -0.72 -5.84 0.57 -2.15 0.44 1988-03-01
## 340 340 -0.31 0.51 1.83 0.64 0.46 1988-04-01
## 341 341 -0.63 1.32 -1.65 -0.42 0.51 1988-05-01
## 342 342 1.68 6.19 8.47 4.65 0.49 1988-06-01
## 343 343 -0.50 -1.23 -3.47 -1.23 0.51 1988-07-01
## 344 344 0.27 -5.29 -5.11 -3.38 0.59 1988-08-01
## 345 345 5.99 4.00 0.52 3.11 0.62 1988-09-01
## 346 346 8.46 0.50 -1.53 1.16 0.61 1988-10-01
## 347 347 -2.66 -2.19 -5.14 -2.21 0.57 1988-11-01
## 348 348 1.86 1.93 3.48 1.47 0.63 1988-12-01
## 349 349 3.96 5.56 4.93 6.05 0.55 1989-01-01
## 350 350 -3.08 -2.65 0.19 -2.25 0.61 1989-02-01
## 351 351 4.59 -2.01 0.22 1.49 0.67 1989-03-01
## 352 352 5.89 7.19 4.04 4.18 0.67 1989-04-01
## 353 353 5.32 5.16 3.28 3.16 0.79 1989-05-01
## 354 354 -0.04 -2.74 -1.97 -1.20 0.71 1989-06-01
## 355 355 12.66 9.19 7.28 7.01 0.70 1989-07-01
## 356 356 -4.54 -0.28 1.84 1.46 0.74 1989-08-01
## 357 357 -1.00 -2.07 -2.78 -0.81 0.65 1989-09-01
## 358 358 -2.15 -4.96 -7.48 -3.62 0.68 1989-10-01
## 359 359 2.85 5.25 1.96 1.10 0.69 1989-11-01
## 360 360 2.14 1.26 -0.18 1.22 0.61 1989-12-01
## 361 361 -10.41 -6.08 -6.03 -7.58 0.57 1990-01-01
## 362 362 -0.90 0.19 2.90 0.93 0.57 1990-02-01
## 363 363 4.84 3.46 5.15 1.77 0.64 1990-03-01
## 364 364 -0.29 -3.04 -2.39 -3.51 0.69 1990-04-01
## 365 365 10.91 8.29 9.30 8.21 0.68 1990-05-01
## 366 366 1.25 -0.20 -2.72 -1.06 0.63 1990-06-01
## 367 367 -1.03 -1.08 -2.06 -1.62 0.68 1990-07-01
## 368 368 -7.57 -11.88 -13.15 -9.84 0.66 1990-08-01
## 369 369 -4.85 -11.26 -9.63 -5.99 0.60 1990-09-01
## 370 370 3.61 -5.71 -6.43 -1.92 0.68 1990-10-01
## 371 371 5.28 6.14 8.79 6.03 0.57 1990-11-01
## 372 372 2.47 3.38 5.65 2.35 0.60 1990-12-01
## 373 373 2.13 9.30 8.78 4.39 0.52 1991-01-01
## 374 374 8.65 7.59 8.74 7.09 0.48 1991-02-01
## 375 375 6.25 2.80 1.88 2.44 0.44 1991-03-01
## 376 376 -2.17 0.75 0.43 -0.19 0.53 1991-04-01
## 377 377 3.23 6.77 9.41 3.59 0.47 1991-05-01
## 378 378 -4.33 -4.82 -4.46 -4.84 0.42 1991-06-01
## 379 379 5.99 1.40 2.81 4.19 0.49 1991-07-01
## 380 380 4.77 3.15 4.06 2.23 0.46 1991-08-01
## 381 381 -4.79 -4.84 -2.54 -1.57 0.46 1991-09-01
## 382 382 -0.51 1.06 -1.06 1.35 0.42 1991-10-01
## 383 383 1.25 -4.07 -3.86 -4.12 0.39 1991-11-01
## 384 384 13.27 14.60 14.19 10.32 0.38 1991-12-01
## 385 385 -4.92 1.54 4.26 -0.50 0.34 1992-01-01
## 386 386 -0.21 1.35 0.74 1.05 0.28 1992-02-01
## 387 387 -2.55 -4.03 -0.41 -2.71 0.34 1992-03-01
## 388 388 -1.51 0.49 0.42 1.06 0.32 1992-04-01
## 389 389 2.09 -0.81 1.73 0.37 0.28 1992-05-01
## 390 390 -1.91 -1.57 -5.24 -2.24 0.32 1992-06-01
## 391 391 3.64 2.58 4.46 3.68 0.31 1992-07-01
## 392 392 0.84 -2.57 -1.53 -2.34 0.26 1992-08-01
## 393 393 0.10 4.23 2.05 0.98 0.26 1992-09-01
## 394 394 1.29 -0.98 3.62 0.86 0.23 1992-10-01
## 395 395 2.11 7.31 5.07 3.79 0.23 1992-11-01
## 396 396 0.48 1.09 4.08 1.48 0.28 1992-12-01
## 397 397 -1.62 2.79 0.87 1.01 0.23 1993-01-01
## 398 398 -0.49 0.30 3.10 0.33 0.22 1993-02-01
## 399 399 -0.13 5.57 0.65 2.25 0.25 1993-03-01
## 400 400 -8.34 -0.52 -4.44 -2.79 0.24 1993-04-01
## 401 401 1.83 3.63 2.01 2.72 0.22 1993-05-01
## 402 402 -0.24 2.03 -1.63 0.26 0.25 1993-06-01
## 403 403 -2.93 2.25 0.14 -0.32 0.24 1993-07-01
## 404 404 4.25 3.18 3.68 3.68 0.25 1993-08-01
## 405 405 -2.06 -0.50 -0.70 -0.19 0.26 1993-09-01
## 406 406 4.26 3.37 2.85 1.59 0.22 1993-10-01
## 407 407 -0.51 -1.75 2.52 -1.98 0.25 1993-11-01
## 408 408 1.52 2.97 1.96 1.71 0.23 1993-12-01
## 409 409 -2.29 2.70 3.25 2.89 0.25 1994-01-01
## 410 410 0.10 -1.49 -0.49 -2.62 0.21 1994-02-01
## 411 411 -3.75 -3.47 -3.83 -4.84 0.27 1994-03-01
## 412 412 -0.26 -5.12 0.86 0.72 0.27 1994-04-01
## 413 413 -0.35 3.46 0.03 0.63 0.32 1994-05-01
## 414 414 -2.62 -4.85 -3.90 -3.05 0.31 1994-06-01
## 415 415 2.37 7.13 1.76 2.76 0.28 1994-07-01
## 416 416 5.39 1.34 5.31 3.91 0.37 1994-08-01
## 417 417 0.35 -1.79 -3.71 -2.24 0.37 1994-09-01
## 418 418 2.52 1.62 0.65 1.11 0.38 1994-10-01
## 419 419 -1.36 -5.11 -5.30 -4.08 0.37 1994-11-01
## 420 420 1.42 5.26 0.96 0.83 0.44 1994-12-01
## 421 421 1.99 0.36 0.05 1.64 0.42 1995-01-01
## 422 422 2.31 3.48 2.66 3.57 0.40 1995-02-01
## 423 423 1.62 -0.31 0.91 2.24 0.46 1995-03-01
## 424 424 2.88 2.51 -1.37 2.05 0.44 1995-04-01
## 425 425 3.93 3.01 1.47 2.87 0.54 1995-05-01
## 426 426 0.85 0.49 3.39 2.61 0.47 1995-06-01
## 427 427 0.95 4.46 4.15 3.62 0.45 1995-07-01
## 428 428 -1.36 -0.85 -2.31 0.47 0.47 1995-08-01
## 429 429 6.65 4.23 0.58 3.21 0.43 1995-09-01
## 430 430 1.36 -4.35 -2.39 -1.58 0.47 1995-10-01
## 431 431 3.86 3.45 6.77 3.87 0.42 1995-11-01
## 432 432 0.59 1.57 0.88 1.05 0.49 1995-12-01
## 433 433 2.85 3.31 -0.18 2.38 0.43 1996-01-01
## 434 434 2.20 -0.55 -1.83 1.22 0.39 1996-02-01
## 435 435 0.15 1.31 3.31 0.73 0.39 1996-03-01
## 436 436 -1.72 3.42 1.92 2.05 0.46 1996-04-01
## 437 437 6.14 5.56 3.57 2.25 0.42 1996-05-01
## 438 438 3.18 0.88 0.13 -1.17 0.40 1996-06-01
## 439 439 -4.67 -6.27 -4.56 -5.78 0.45 1996-07-01
## 440 440 0.57 0.80 3.45 2.81 0.41 1996-08-01
## 441 441 4.22 5.53 6.30 4.86 0.44 1996-09-01
## 442 442 0.89 0.97 -0.72 0.97 0.42 1996-10-01
## 443 443 4.00 7.60 2.71 6.16 0.41 1996-11-01
## 444 444 -1.12 -1.61 -1.72 -1.59 0.46 1996-12-01
## 445 445 6.57 5.25 2.54 4.85 0.45 1997-01-01
## 446 446 2.31 -1.99 0.02 -0.48 0.39 1997-02-01
## 447 447 -4.35 -4.13 -4.52 -4.87 0.43 1997-03-01
## 448 448 7.05 6.66 6.98 3.82 0.43 1997-04-01
## 449 449 4.38 8.57 6.52 6.64 0.49 1997-05-01
## 450 450 2.69 6.79 3.67 4.05 0.37 1997-06-01
## 451 451 3.33 5.25 7.20 7.20 0.43 1997-07-01
## 452 452 -8.86 -8.31 -6.54 -4.05 0.41 1997-08-01
## 453 453 6.81 7.66 4.64 5.36 0.44 1997-09-01
## 454 454 -3.76 -5.74 -2.43 -3.83 0.42 1997-10-01
## 455 455 7.13 8.89 1.80 2.72 0.39 1997-11-01
## 456 456 3.07 -1.00 2.99 1.32 0.48 1997-12-01
## 457 457 -3.05 5.10 -0.86 0.01 0.43 1998-01-01
## 458 458 4.09 3.05 8.15 6.89 0.39 1998-02-01
## 459 459 7.82 8.97 7.59 4.75 0.39 1998-03-01
## 460 460 -3.70 1.17 1.04 0.66 0.43 1998-04-01
## 461 461 1.54 -3.22 -0.09 -2.94 0.40 1998-05-01
## 462 462 3.49 5.56 -0.43 2.86 0.41 1998-06-01
## 463 463 -6.40 -0.56 -6.02 -2.71 0.40 1998-07-01
## 464 464 -15.34 -12.09 -15.98 -16.12 0.43 1998-08-01
## 465 465 -0.68 0.19 0.08 5.95 0.46 1998-09-01
## 466 466 12.47 9.56 10.26 7.12 0.32 1998-10-01
## 467 467 4.76 3.87 7.02 5.87 0.31 1998-11-01
## 468 468 -0.96 10.42 8.60 5.95 0.38 1998-12-01
## 469 469 -2.56 3.40 3.95 3.48 0.35 1999-01-01
## 470 470 -3.03 -4.99 -3.69 -4.14 0.35 1999-02-01
## 471 471 -2.53 8.65 2.66 3.37 0.43 1999-03-01
## 472 472 2.43 -1.78 1.91 4.51 0.37 1999-04-01
## 473 473 0.60 -4.19 -3.43 -2.42 0.34 1999-05-01
## 474 474 -1.92 8.79 1.79 4.69 0.40 1999-06-01
## 475 475 -1.41 -4.50 -1.60 -3.44 0.38 1999-07-01
## 476 476 -3.22 0.93 -3.39 -1.40 0.39 1999-08-01
## 477 477 -9.98 2.46 -2.15 -2.68 0.39 1999-09-01
## 478 478 11.90 8.67 4.68 5.83 0.39 1999-10-01
## 479 479 0.92 -4.19 1.36 3.24 0.36 1999-11-01
## 480 480 -7.38 15.39 15.10 7.85 0.44 1999-12-01
## 481 481 -5.83 -13.09 -14.42 -4.45 0.41 2000-01-01
## 482 482 -10.11 -1.44 -2.34 2.44 0.43 2000-02-01
## 483 483 3.63 15.46 10.57 5.17 0.47 2000-03-01
## 484 484 0.10 0.67 -6.03 -6.33 0.46 2000-04-01
## 485 485 12.57 -0.12 -10.15 -4.30 0.50 2000-05-01
## 486 486 3.28 -0.73 -2.41 4.68 0.40 2000-06-01
## 487 487 0.69 -8.60 -1.05 -2.23 0.48 2000-07-01
## 488 488 -3.96 12.80 -1.30 7.10 0.50 2000-08-01
## 489 489 4.20 -11.37 2.14 -5.64 0.51 2000-09-01
## 490 490 8.99 -11.17 -6.15 -2.92 0.56 2000-10-01
## 491 491 3.88 -16.75 -4.77 -10.64 0.51 2000-11-01
## 492 492 3.71 2.09 12.93 1.45 0.50 2000-12-01
## 493 493 -4.72 11.58 2.86 3.30 0.54 2001-01-01
## 494 494 0.07 -4.50 -4.79 -10.17 0.39 2001-02-01
## 495 495 -4.96 -11.69 -1.02 -7.33 0.44 2001-03-01
## 496 496 -0.24 13.44 5.66 7.94 0.39 2001-04-01
## 497 497 3.11 5.01 3.94 0.77 0.32 2001-05-01
## 498 498 -2.60 0.63 -2.92 -2.01 0.28 2001-06-01
## 499 499 2.29 -0.95 4.23 -2.08 0.30 2001-07-01
## 500 500 3.97 -6.39 -4.13 -6.21 0.31 2001-08-01
## 501 501 -2.09 -21.15 -14.83 -9.35 0.28 2001-09-01
## 502 502 0.92 3.70 3.63 2.50 0.22 2001-10-01
## 503 503 0.41 12.15 16.22 7.65 0.17 2001-11-01
## 504 504 1.96 2.58 6.67 1.61 0.15 2001-12-01
## 505 505 -0.52 -3.82 -0.20 -1.76 0.14 2002-01-01
## 506 506 3.62 3.09 1.52 -2.26 0.13 2002-02-01
## 507 507 4.03 3.58 -0.47 4.27 0.13 2002-03-01
## 508 508 2.86 -0.91 -0.85 -5.06 0.15 2002-04-01
## 509 509 0.50 -1.26 -3.46 -1.21 0.14 2002-05-01
## 510 510 -2.10 -7.85 -5.77 -7.14 0.13 2002-06-01
## 511 511 -8.32 -12.97 -12.69 -8.26 0.15 2002-07-01
## 512 512 0.53 1.87 1.85 0.64 0.14 2002-08-01
## 513 513 -5.12 -11.07 -12.58 -10.10 0.14 2002-09-01
## 514 514 4.73 4.58 5.00 7.30 0.14 2002-10-01
## 515 515 -1.31 15.63 0.99 5.96 0.12 2002-11-01
## 516 516 -1.02 -4.89 -5.13 -5.42 0.11 2002-12-01myvars <- c("date", "rfood", "rmrf")
xret_food<-capm_d[myvars]
xret_food<-merge(xret_food,"Food")
colnames(xret_food)<-c("Date","Ind_Ret","Market_Ret", "Industry")
xret_food## Date Ind_Ret Market_Ret Industry
## 1 1960-01-01 -4.59 -6.99 Food
## 2 1960-02-01 2.62 0.99 Food
## 3 1960-03-01 -1.67 -1.46 Food
## 4 1960-04-01 0.86 -1.70 Food
## 5 1960-05-01 7.34 3.08 Food
## 6 1960-06-01 4.99 2.09 Food
## 7 1960-07-01 -1.52 -2.23 Food
## 8 1960-08-01 3.96 2.85 Food
## 9 1960-09-01 -3.98 -6.00 Food
## 10 1960-10-01 0.99 -0.70 Food
## 11 1960-11-01 9.22 4.72 Food
## 12 1960-12-01 4.12 4.68 Food
## 13 1961-01-01 4.75 6.23 Food
## 14 1961-02-01 4.53 3.54 Food
## 15 1961-03-01 4.43 2.86 Food
## 16 1961-04-01 -1.14 0.39 Food
## 17 1961-05-01 4.31 2.40 Food
## 18 1961-06-01 -2.23 -3.04 Food
## 19 1961-07-01 2.57 2.81 Food
## 20 1961-08-01 4.77 2.54 Food
## 21 1961-09-01 -0.76 -2.17 Food
## 22 1961-10-01 3.45 2.56 Food
## 23 1961-11-01 5.22 4.39 Food
## 24 1961-12-01 -3.32 -0.10 Food
## 25 1962-01-01 -6.42 -3.86 Food
## 26 1962-02-01 -0.20 1.75 Food
## 27 1962-03-01 0.87 -0.66 Food
## 28 1962-04-01 -4.51 -6.56 Food
## 29 1962-05-01 -11.05 -8.69 Food
## 30 1962-06-01 -8.55 -8.46 Food
## 31 1962-07-01 6.56 6.28 Food
## 32 1962-08-01 0.19 2.11 Food
## 33 1962-09-01 -4.98 -5.23 Food
## 34 1962-10-01 -2.91 -0.04 Food
## 35 1962-11-01 11.98 10.81 Food
## 36 1962-12-01 2.57 0.96 Food
## 37 1963-01-01 6.18 4.93 Food
## 38 1963-02-01 -3.14 -2.42 Food
## 39 1963-03-01 1.73 3.06 Food
## 40 1963-04-01 0.83 4.49 Food
## 41 1963-05-01 3.03 1.77 Food
## 42 1963-06-01 -0.79 -2.03 Food
## 43 1963-07-01 -0.43 -0.44 Food
## 44 1963-08-01 4.34 5.02 Food
## 45 1963-09-01 -1.47 -1.46 Food
## 46 1963-10-01 1.78 2.48 Food
## 47 1963-11-01 -0.75 -0.83 Food
## 48 1963-12-01 2.51 1.88 Food
## 49 1964-01-01 0.82 2.28 Food
## 50 1964-02-01 1.05 1.46 Food
## 51 1964-03-01 2.06 1.45 Food
## 52 1964-04-01 -1.39 0.17 Food
## 53 1964-05-01 1.39 1.48 Food
## 54 1964-06-01 1.90 1.21 Food
## 55 1964-07-01 1.30 1.71 Food
## 56 1964-08-01 -1.61 -1.41 Food
## 57 1964-09-01 1.67 2.77 Food
## 58 1964-10-01 -1.25 0.60 Food
## 59 1964-11-01 0.77 0.02 Food
## 60 1964-12-01 0.79 0.06 Food
## 61 1965-01-01 5.17 3.58 Food
## 62 1965-02-01 1.06 0.40 Food
## 63 1965-03-01 -1.69 -1.33 Food
## 64 1965-04-01 2.72 3.06 Food
## 65 1965-05-01 -1.14 -0.74 Food
## 66 1965-06-01 -4.64 -5.54 Food
## 67 1965-07-01 0.73 1.37 Food
## 68 1965-08-01 1.65 2.76 Food
## 69 1965-09-01 -0.10 2.89 Food
## 70 1965-10-01 0.80 2.62 Food
## 71 1965-11-01 -0.05 -0.04 Food
## 72 1965-12-01 0.83 1.02 Food
## 73 1966-01-01 -0.05 0.83 Food
## 74 1966-02-01 -1.39 -1.21 Food
## 75 1966-03-01 -2.91 -2.47 Food
## 76 1966-04-01 -0.84 2.14 Food
## 77 1966-05-01 -4.35 -5.66 Food
## 78 1966-06-01 -2.82 -1.41 Food
## 79 1966-07-01 -1.10 -1.64 Food
## 80 1966-08-01 -6.58 -7.95 Food
## 81 1966-09-01 -1.67 -1.10 Food
## 82 1966-10-01 7.38 3.78 Food
## 83 1966-11-01 2.39 1.35 Food
## 84 1966-12-01 -0.60 0.22 Food
## 85 1967-01-01 6.21 8.12 Food
## 86 1967-02-01 1.45 0.73 Food
## 87 1967-03-01 3.59 3.95 Food
## 88 1967-04-01 4.02 3.84 Food
## 89 1967-05-01 -2.45 -4.26 Food
## 90 1967-06-01 3.60 2.42 Food
## 91 1967-07-01 5.20 4.60 Food
## 92 1967-08-01 -1.76 -0.94 Food
## 93 1967-09-01 1.90 3.11 Food
## 94 1967-10-01 -3.74 -3.13 Food
## 95 1967-11-01 0.23 0.43 Food
## 96 1967-12-01 2.09 3.04 Food
## 97 1968-01-01 -1.40 -4.03 Food
## 98 1968-02-01 -2.64 -3.75 Food
## 99 1968-03-01 0.16 0.13 Food
## 100 1968-04-01 9.62 8.98 Food
## 101 1968-05-01 4.67 2.25 Food
## 102 1968-06-01 0.58 0.72 Food
## 103 1968-07-01 -4.17 -2.68 Food
## 104 1968-08-01 2.26 1.38 Food
## 105 1968-09-01 3.56 4.02 Food
## 106 1968-10-01 -0.06 0.46 Food
## 107 1968-11-01 5.08 5.43 Food
## 108 1968-12-01 -1.93 -3.82 Food
## 109 1969-01-01 -1.19 -1.20 Food
## 110 1969-02-01 -6.01 -5.82 Food
## 111 1969-03-01 0.66 2.59 Food
## 112 1969-04-01 1.50 1.52 Food
## 113 1969-05-01 1.32 0.02 Food
## 114 1969-06-01 -6.82 -7.25 Food
## 115 1969-07-01 -6.11 -7.05 Food
## 116 1969-08-01 4.47 4.65 Food
## 117 1969-09-01 0.21 -2.88 Food
## 118 1969-10-01 7.53 4.96 Food
## 119 1969-11-01 -2.56 -3.74 Food
## 120 1969-12-01 -1.16 -2.61 Food
## 121 1970-01-01 -3.22 -7.93 Food
## 122 1970-02-01 4.97 5.05 Food
## 123 1970-03-01 -1.45 -1.04 Food
## 124 1970-04-01 -10.50 -11.03 Food
## 125 1970-05-01 -7.64 -6.96 Food
## 126 1970-06-01 -1.47 -5.69 Food
## 127 1970-07-01 5.15 6.90 Food
## 128 1970-08-01 -1.05 4.47 Food
## 129 1970-09-01 4.38 4.21 Food
## 130 1970-10-01 0.38 -2.28 Food
## 131 1970-11-01 4.33 4.58 Food
## 132 1970-12-01 5.62 5.65 Food
## 133 1971-01-01 2.66 4.82 Food
## 134 1971-02-01 1.85 1.36 Food
## 135 1971-03-01 3.58 4.18 Food
## 136 1971-04-01 1.37 3.05 Food
## 137 1971-05-01 -1.85 -3.93 Food
## 138 1971-06-01 0.65 -0.06 Food
## 139 1971-07-01 -1.49 -4.43 Food
## 140 1971-08-01 1.58 3.78 Food
## 141 1971-09-01 0.05 -0.87 Food
## 142 1971-10-01 -3.14 -4.44 Food
## 143 1971-11-01 0.12 -0.50 Food
## 144 1971-12-01 9.17 8.76 Food
## 145 1972-01-01 0.39 2.55 Food
## 146 1972-02-01 3.85 2.88 Food
## 147 1972-03-01 -0.50 0.60 Food
## 148 1972-04-01 1.91 0.26 Food
## 149 1972-05-01 0.43 1.34 Food
## 150 1972-06-01 -0.94 -2.38 Food
## 151 1972-07-01 0.35 -0.74 Food
## 152 1972-08-01 1.21 3.31 Food
## 153 1972-09-01 -1.50 -1.11 Food
## 154 1972-10-01 0.74 0.47 Food
## 155 1972-11-01 5.26 4.61 Food
## 156 1972-12-01 1.38 0.75 Food
## 157 1973-01-01 -3.67 -3.20 Food
## 158 1973-02-01 -3.57 -4.86 Food
## 159 1973-03-01 -1.48 -1.25 Food
## 160 1973-04-01 -4.66 -5.70 Food
## 161 1973-05-01 -1.41 -2.96 Food
## 162 1973-06-01 -3.63 -1.38 Food
## 163 1973-07-01 5.23 5.07 Food
## 164 1973-08-01 -2.70 -3.67 Food
## 165 1973-09-01 5.26 4.72 Food
## 166 1973-10-01 -2.37 -0.68 Food
## 167 1973-11-01 -13.11 -12.64 Food
## 168 1973-12-01 -1.43 0.50 Food
## 169 1974-01-01 0.96 -0.19 Food
## 170 1974-02-01 -0.47 -0.35 Food
## 171 1974-03-01 -2.95 -2.90 Food
## 172 1974-04-01 -4.14 -5.35 Food
## 173 1974-05-01 -4.71 -4.95 Food
## 174 1974-06-01 -1.04 -2.89 Food
## 175 1974-07-01 -12.85 -7.79 Food
## 176 1974-08-01 -12.85 -9.37 Food
## 177 1974-09-01 -14.09 -11.78 Food
## 178 1974-10-01 18.34 16.05 Food
## 179 1974-11-01 -4.08 -4.64 Food
## 180 1974-12-01 -1.11 -3.40 Food
## 181 1975-01-01 19.56 13.57 Food
## 182 1975-02-01 5.03 5.41 Food
## 183 1975-03-01 5.12 2.61 Food
## 184 1975-04-01 0.57 4.21 Food
## 185 1975-05-01 5.98 5.07 Food
## 186 1975-06-01 4.44 4.74 Food
## 187 1975-07-01 -5.80 -6.52 Food
## 188 1975-08-01 -2.87 -2.84 Food
## 189 1975-09-01 -3.73 -4.33 Food
## 190 1975-10-01 11.19 5.03 Food
## 191 1975-11-01 2.81 2.71 Food
## 192 1975-12-01 -2.44 -1.58 Food
## 193 1976-01-01 8.43 12.13 Food
## 194 1976-02-01 -3.34 0.39 Food
## 195 1976-03-01 0.26 2.28 Food
## 196 1976-04-01 -1.72 -1.46 Food
## 197 1976-05-01 -1.38 -1.31 Food
## 198 1976-06-01 5.02 4.02 Food
## 199 1976-07-01 1.32 -1.09 Food
## 200 1976-08-01 -0.89 -0.56 Food
## 201 1976-09-01 -0.26 2.01 Food
## 202 1976-10-01 -2.68 -2.45 Food
## 203 1976-11-01 -0.09 0.14 Food
## 204 1976-12-01 4.24 5.76 Food
## 205 1977-01-01 -5.30 -3.99 Food
## 206 1977-02-01 -1.00 -1.93 Food
## 207 1977-03-01 -1.56 -1.30 Food
## 208 1977-04-01 -0.57 0.12 Food
## 209 1977-05-01 -1.24 -1.45 Food
## 210 1977-06-01 3.67 4.74 Food
## 211 1977-07-01 1.47 -1.70 Food
## 212 1977-08-01 -0.49 -1.78 Food
## 213 1977-09-01 0.15 -0.27 Food
## 214 1977-10-01 -4.96 -4.42 Food
## 215 1977-11-01 3.14 4.04 Food
## 216 1977-12-01 -0.75 0.33 Food
## 217 1978-01-01 -5.26 -6.01 Food
## 218 1978-02-01 -0.38 -1.39 Food
## 219 1978-03-01 2.21 2.87 Food
## 220 1978-04-01 5.71 7.74 Food
## 221 1978-05-01 3.92 1.81 Food
## 222 1978-06-01 -0.10 -1.62 Food
## 223 1978-07-01 1.99 5.11 Food
## 224 1978-08-01 2.75 3.69 Food
## 225 1978-09-01 -1.24 -1.31 Food
## 226 1978-10-01 -11.34 -11.78 Food
## 227 1978-11-01 0.98 2.68 Food
## 228 1978-12-01 0.76 0.99 Food
## 229 1979-01-01 2.64 4.18 Food
## 230 1979-02-01 -4.61 -3.41 Food
## 231 1979-03-01 2.06 5.75 Food
## 232 1979-04-01 -0.87 0.05 Food
## 233 1979-05-01 -2.55 -2.18 Food
## 234 1979-06-01 2.63 3.88 Food
## 235 1979-07-01 0.16 0.73 Food
## 236 1979-08-01 6.55 5.70 Food
## 237 1979-09-01 -2.54 -0.69 Food
## 238 1979-10-01 -9.25 -8.14 Food
## 239 1979-11-01 4.22 5.37 Food
## 240 1979-12-01 1.46 1.87 Food
## 241 1980-01-01 3.14 5.76 Food
## 242 1980-02-01 -6.14 -0.79 Food
## 243 1980-03-01 -10.29 -13.23 Food
## 244 1980-04-01 5.84 3.97 Food
## 245 1980-05-01 7.07 5.20 Food
## 246 1980-06-01 1.70 3.16 Food
## 247 1980-07-01 5.28 6.41 Food
## 248 1980-08-01 0.18 1.71 Food
## 249 1980-09-01 -1.16 2.20 Food
## 250 1980-10-01 -1.91 1.05 Food
## 251 1980-11-01 -0.90 9.53 Food
## 252 1980-12-01 0.54 -4.75 Food
## 253 1981-01-01 1.60 -5.05 Food
## 254 1981-02-01 1.26 0.48 Food
## 255 1981-03-01 5.70 3.41 Food
## 256 1981-04-01 -1.16 -2.20 Food
## 257 1981-05-01 1.25 0.20 Food
## 258 1981-06-01 -1.88 -2.37 Food
## 259 1981-07-01 -2.64 -1.55 Food
## 260 1981-08-01 -6.14 -6.91 Food
## 261 1981-09-01 -3.13 -7.61 Food
## 262 1981-10-01 7.38 4.81 Food
## 263 1981-11-01 0.97 3.51 Food
## 264 1981-12-01 -0.77 -3.68 Food
## 265 1982-01-01 -1.31 -3.42 Food
## 266 1982-02-01 -1.65 -6.03 Food
## 267 1982-03-01 2.40 -1.99 Food
## 268 1982-04-01 5.70 3.20 Food
## 269 1982-05-01 -3.47 -3.88 Food
## 270 1982-06-01 0.99 -3.35 Food
## 271 1982-07-01 0.89 -3.10 Food
## 272 1982-08-01 6.11 11.14 Food
## 273 1982-09-01 3.36 1.17 Food
## 274 1982-10-01 6.44 11.27 Food
## 275 1982-11-01 4.61 4.56 Food
## 276 1982-12-01 -0.05 0.78 Food
## 277 1983-01-01 -0.85 3.46 Food
## 278 1983-02-01 1.04 2.43 Food
## 279 1983-03-01 5.32 2.84 Food
## 280 1983-04-01 4.37 6.72 Food
## 281 1983-05-01 -1.63 0.62 Food
## 282 1983-06-01 0.91 3.13 Food
## 283 1983-07-01 -3.08 -3.91 Food
## 284 1983-08-01 1.02 -0.40 Food
## 285 1983-09-01 4.61 0.87 Food
## 286 1983-10-01 1.47 -3.53 Food
## 287 1983-11-01 1.82 2.23 Food
## 288 1983-12-01 -1.27 -1.77 Food
## 289 1984-01-01 -0.39 -2.05 Food
## 290 1984-02-01 -4.92 -4.63 Food
## 291 1984-03-01 0.45 0.62 Food
## 292 1984-04-01 -0.29 -0.54 Food
## 293 1984-05-01 -2.67 -6.02 Food
## 294 1984-06-01 5.77 1.61 Food
## 295 1984-07-01 -1.84 -2.86 Food
## 296 1984-08-01 6.54 10.43 Food
## 297 1984-09-01 1.54 -0.82 Food
## 298 1984-10-01 1.23 -0.99 Food
## 299 1984-11-01 -1.07 -1.79 Food
## 300 1984-12-01 1.74 1.74 Food
## 301 1985-01-01 1.25 7.92 Food
## 302 1985-02-01 4.73 1.12 Food
## 303 1985-03-01 5.51 -0.81 Food
## 304 1985-04-01 -2.08 -0.94 Food
## 305 1985-05-01 9.99 4.93 Food
## 306 1985-06-01 2.84 1.17 Food
## 307 1985-07-01 -2.88 -0.68 Food
## 308 1985-08-01 1.80 -1.03 Food
## 309 1985-09-01 2.40 -4.57 Food
## 310 1985-10-01 3.63 3.81 Food
## 311 1985-11-01 8.05 6.32 Food
## 312 1985-12-01 3.19 3.67 Food
## 313 1986-01-01 0.59 0.43 Food
## 314 1986-02-01 8.35 6.75 Food
## 315 1986-03-01 8.16 4.79 Food
## 316 1986-04-01 0.01 -1.32 Food
## 317 1986-05-01 7.30 4.60 Food
## 318 1986-06-01 5.63 0.91 Food
## 319 1986-07-01 -5.36 -6.49 Food
## 320 1986-08-01 1.35 6.18 Food
## 321 1986-09-01 -11.82 -8.37 Food
## 322 1986-10-01 9.38 4.48 Food
## 323 1986-11-01 -0.03 1.13 Food
## 324 1986-12-01 -3.12 -3.14 Food
## 325 1987-01-01 13.20 12.42 Food
## 326 1987-02-01 3.98 4.33 Food
## 327 1987-03-01 1.83 1.86 Food
## 328 1987-04-01 -4.94 -2.15 Food
## 329 1987-05-01 1.78 0.14 Food
## 330 1987-06-01 5.63 3.90 Food
## 331 1987-07-01 3.11 3.95 Food
## 332 1987-08-01 2.36 3.25 Food
## 333 1987-09-01 -3.12 -2.52 Food
## 334 1987-10-01 -18.79 -23.09 Food
## 335 1987-11-01 -8.04 -7.64 Food
## 336 1987-12-01 7.35 6.65 Food
## 337 1988-01-01 2.74 4.24 Food
## 338 1988-02-01 4.26 4.70 Food
## 339 1988-03-01 -0.72 -2.15 Food
## 340 1988-04-01 -0.31 0.64 Food
## 341 1988-05-01 -0.63 -0.42 Food
## 342 1988-06-01 1.68 4.65 Food
## 343 1988-07-01 -0.50 -1.23 Food
## 344 1988-08-01 0.27 -3.38 Food
## 345 1988-09-01 5.99 3.11 Food
## 346 1988-10-01 8.46 1.16 Food
## 347 1988-11-01 -2.66 -2.21 Food
## 348 1988-12-01 1.86 1.47 Food
## 349 1989-01-01 3.96 6.05 Food
## 350 1989-02-01 -3.08 -2.25 Food
## 351 1989-03-01 4.59 1.49 Food
## 352 1989-04-01 5.89 4.18 Food
## 353 1989-05-01 5.32 3.16 Food
## 354 1989-06-01 -0.04 -1.20 Food
## 355 1989-07-01 12.66 7.01 Food
## 356 1989-08-01 -4.54 1.46 Food
## 357 1989-09-01 -1.00 -0.81 Food
## 358 1989-10-01 -2.15 -3.62 Food
## 359 1989-11-01 2.85 1.10 Food
## 360 1989-12-01 2.14 1.22 Food
## 361 1990-01-01 -10.41 -7.58 Food
## 362 1990-02-01 -0.90 0.93 Food
## 363 1990-03-01 4.84 1.77 Food
## 364 1990-04-01 -0.29 -3.51 Food
## 365 1990-05-01 10.91 8.21 Food
## 366 1990-06-01 1.25 -1.06 Food
## 367 1990-07-01 -1.03 -1.62 Food
## 368 1990-08-01 -7.57 -9.84 Food
## 369 1990-09-01 -4.85 -5.99 Food
## 370 1990-10-01 3.61 -1.92 Food
## 371 1990-11-01 5.28 6.03 Food
## 372 1990-12-01 2.47 2.35 Food
## 373 1991-01-01 2.13 4.39 Food
## 374 1991-02-01 8.65 7.09 Food
## 375 1991-03-01 6.25 2.44 Food
## 376 1991-04-01 -2.17 -0.19 Food
## 377 1991-05-01 3.23 3.59 Food
## 378 1991-06-01 -4.33 -4.84 Food
## 379 1991-07-01 5.99 4.19 Food
## 380 1991-08-01 4.77 2.23 Food
## 381 1991-09-01 -4.79 -1.57 Food
## 382 1991-10-01 -0.51 1.35 Food
## 383 1991-11-01 1.25 -4.12 Food
## 384 1991-12-01 13.27 10.32 Food
## 385 1992-01-01 -4.92 -0.50 Food
## 386 1992-02-01 -0.21 1.05 Food
## 387 1992-03-01 -2.55 -2.71 Food
## 388 1992-04-01 -1.51 1.06 Food
## 389 1992-05-01 2.09 0.37 Food
## 390 1992-06-01 -1.91 -2.24 Food
## 391 1992-07-01 3.64 3.68 Food
## 392 1992-08-01 0.84 -2.34 Food
## 393 1992-09-01 0.10 0.98 Food
## 394 1992-10-01 1.29 0.86 Food
## 395 1992-11-01 2.11 3.79 Food
## 396 1992-12-01 0.48 1.48 Food
## 397 1993-01-01 -1.62 1.01 Food
## 398 1993-02-01 -0.49 0.33 Food
## 399 1993-03-01 -0.13 2.25 Food
## 400 1993-04-01 -8.34 -2.79 Food
## 401 1993-05-01 1.83 2.72 Food
## 402 1993-06-01 -0.24 0.26 Food
## 403 1993-07-01 -2.93 -0.32 Food
## 404 1993-08-01 4.25 3.68 Food
## 405 1993-09-01 -2.06 -0.19 Food
## 406 1993-10-01 4.26 1.59 Food
## 407 1993-11-01 -0.51 -1.98 Food
## 408 1993-12-01 1.52 1.71 Food
## 409 1994-01-01 -2.29 2.89 Food
## 410 1994-02-01 0.10 -2.62 Food
## 411 1994-03-01 -3.75 -4.84 Food
## 412 1994-04-01 -0.26 0.72 Food
## 413 1994-05-01 -0.35 0.63 Food
## 414 1994-06-01 -2.62 -3.05 Food
## 415 1994-07-01 2.37 2.76 Food
## 416 1994-08-01 5.39 3.91 Food
## 417 1994-09-01 0.35 -2.24 Food
## 418 1994-10-01 2.52 1.11 Food
## 419 1994-11-01 -1.36 -4.08 Food
## 420 1994-12-01 1.42 0.83 Food
## 421 1995-01-01 1.99 1.64 Food
## 422 1995-02-01 2.31 3.57 Food
## 423 1995-03-01 1.62 2.24 Food
## 424 1995-04-01 2.88 2.05 Food
## 425 1995-05-01 3.93 2.87 Food
## 426 1995-06-01 0.85 2.61 Food
## 427 1995-07-01 0.95 3.62 Food
## 428 1995-08-01 -1.36 0.47 Food
## 429 1995-09-01 6.65 3.21 Food
## 430 1995-10-01 1.36 -1.58 Food
## 431 1995-11-01 3.86 3.87 Food
## 432 1995-12-01 0.59 1.05 Food
## 433 1996-01-01 2.85 2.38 Food
## 434 1996-02-01 2.20 1.22 Food
## 435 1996-03-01 0.15 0.73 Food
## 436 1996-04-01 -1.72 2.05 Food
## 437 1996-05-01 6.14 2.25 Food
## 438 1996-06-01 3.18 -1.17 Food
## 439 1996-07-01 -4.67 -5.78 Food
## 440 1996-08-01 0.57 2.81 Food
## 441 1996-09-01 4.22 4.86 Food
## 442 1996-10-01 0.89 0.97 Food
## 443 1996-11-01 4.00 6.16 Food
## 444 1996-12-01 -1.12 -1.59 Food
## 445 1997-01-01 6.57 4.85 Food
## 446 1997-02-01 2.31 -0.48 Food
## 447 1997-03-01 -4.35 -4.87 Food
## 448 1997-04-01 7.05 3.82 Food
## 449 1997-05-01 4.38 6.64 Food
## 450 1997-06-01 2.69 4.05 Food
## 451 1997-07-01 3.33 7.20 Food
## 452 1997-08-01 -8.86 -4.05 Food
## 453 1997-09-01 6.81 5.36 Food
## 454 1997-10-01 -3.76 -3.83 Food
## 455 1997-11-01 7.13 2.72 Food
## 456 1997-12-01 3.07 1.32 Food
## 457 1998-01-01 -3.05 0.01 Food
## 458 1998-02-01 4.09 6.89 Food
## 459 1998-03-01 7.82 4.75 Food
## 460 1998-04-01 -3.70 0.66 Food
## 461 1998-05-01 1.54 -2.94 Food
## 462 1998-06-01 3.49 2.86 Food
## 463 1998-07-01 -6.40 -2.71 Food
## 464 1998-08-01 -15.34 -16.12 Food
## 465 1998-09-01 -0.68 5.95 Food
## 466 1998-10-01 12.47 7.12 Food
## 467 1998-11-01 4.76 5.87 Food
## 468 1998-12-01 -0.96 5.95 Food
## 469 1999-01-01 -2.56 3.48 Food
## 470 1999-02-01 -3.03 -4.14 Food
## 471 1999-03-01 -2.53 3.37 Food
## 472 1999-04-01 2.43 4.51 Food
## 473 1999-05-01 0.60 -2.42 Food
## 474 1999-06-01 -1.92 4.69 Food
## 475 1999-07-01 -1.41 -3.44 Food
## 476 1999-08-01 -3.22 -1.40 Food
## 477 1999-09-01 -9.98 -2.68 Food
## 478 1999-10-01 11.90 5.83 Food
## 479 1999-11-01 0.92 3.24 Food
## 480 1999-12-01 -7.38 7.85 Food
## 481 2000-01-01 -5.83 -4.45 Food
## 482 2000-02-01 -10.11 2.44 Food
## 483 2000-03-01 3.63 5.17 Food
## 484 2000-04-01 0.10 -6.33 Food
## 485 2000-05-01 12.57 -4.30 Food
## 486 2000-06-01 3.28 4.68 Food
## 487 2000-07-01 0.69 -2.23 Food
## 488 2000-08-01 -3.96 7.10 Food
## 489 2000-09-01 4.20 -5.64 Food
## 490 2000-10-01 8.99 -2.92 Food
## 491 2000-11-01 3.88 -10.64 Food
## 492 2000-12-01 3.71 1.45 Food
## 493 2001-01-01 -4.72 3.30 Food
## 494 2001-02-01 0.07 -10.17 Food
## 495 2001-03-01 -4.96 -7.33 Food
## 496 2001-04-01 -0.24 7.94 Food
## 497 2001-05-01 3.11 0.77 Food
## 498 2001-06-01 -2.60 -2.01 Food
## 499 2001-07-01 2.29 -2.08 Food
## 500 2001-08-01 3.97 -6.21 Food
## 501 2001-09-01 -2.09 -9.35 Food
## 502 2001-10-01 0.92 2.50 Food
## 503 2001-11-01 0.41 7.65 Food
## 504 2001-12-01 1.96 1.61 Food
## 505 2002-01-01 -0.52 -1.76 Food
## 506 2002-02-01 3.62 -2.26 Food
## 507 2002-03-01 4.03 4.27 Food
## 508 2002-04-01 2.86 -5.06 Food
## 509 2002-05-01 0.50 -1.21 Food
## 510 2002-06-01 -2.10 -7.14 Food
## 511 2002-07-01 -8.32 -8.26 Food
## 512 2002-08-01 0.53 0.64 Food
## 513 2002-09-01 -5.12 -10.10 Food
## 514 2002-10-01 4.73 7.30 Food
## 515 2002-11-01 -1.31 5.96 Food
## 516 2002-12-01 -1.02 -5.42 Foodmyvars <- c("date", "rdur", "rmrf")
xret_dur<-capm_d[myvars]
xret_dur<-merge(xret_dur,"Durables")
colnames(xret_dur)<-c("Date","Ind_Ret","Market_Ret", "Industry")
myvars <- c("date", "rcon", "rmrf")
xret_con<-capm_d[myvars]
xret_con<-merge(xret_con,"Construction")
colnames(xret_con)<-c("Date","Ind_Ret","Market_Ret", "Industry")
xret_con## Date Ind_Ret Market_Ret Industry
## 1 1960-01-01 -6.84 -6.99 Construction
## 2 1960-02-01 2.78 0.99 Construction
## 3 1960-03-01 -0.48 -1.46 Construction
## 4 1960-04-01 -2.02 -1.70 Construction
## 5 1960-05-01 3.69 3.08 Construction
## 6 1960-06-01 2.05 2.09 Construction
## 7 1960-07-01 -3.79 -2.23 Construction
## 8 1960-08-01 -1.08 2.85 Construction
## 9 1960-09-01 -4.71 -6.00 Construction
## 10 1960-10-01 -1.44 -0.70 Construction
## 11 1960-11-01 6.53 4.72 Construction
## 12 1960-12-01 3.42 4.68 Construction
## 13 1961-01-01 6.08 6.23 Construction
## 14 1961-02-01 4.25 3.54 Construction
## 15 1961-03-01 2.08 2.86 Construction
## 16 1961-04-01 -4.23 0.39 Construction
## 17 1961-05-01 2.74 2.40 Construction
## 18 1961-06-01 -3.24 -3.04 Construction
## 19 1961-07-01 -0.30 2.81 Construction
## 20 1961-08-01 0.59 2.54 Construction
## 21 1961-09-01 -2.87 -2.17 Construction
## 22 1961-10-01 1.30 2.56 Construction
## 23 1961-11-01 5.93 4.39 Construction
## 24 1961-12-01 0.47 -0.10 Construction
## 25 1962-01-01 -5.18 -3.86 Construction
## 26 1962-02-01 0.68 1.75 Construction
## 27 1962-03-01 -1.20 -0.66 Construction
## 28 1962-04-01 -7.26 -6.56 Construction
## 29 1962-05-01 -8.64 -8.69 Construction
## 30 1962-06-01 -10.92 -8.46 Construction
## 31 1962-07-01 4.24 6.28 Construction
## 32 1962-08-01 1.99 2.11 Construction
## 33 1962-09-01 -6.79 -5.23 Construction
## 34 1962-10-01 -2.55 -0.04 Construction
## 35 1962-11-01 12.73 10.81 Construction
## 36 1962-12-01 -2.61 0.96 Construction
## 37 1963-01-01 4.76 4.93 Construction
## 38 1963-02-01 -0.64 -2.42 Construction
## 39 1963-03-01 3.43 3.06 Construction
## 40 1963-04-01 2.64 4.49 Construction
## 41 1963-05-01 0.52 1.77 Construction
## 42 1963-06-01 -1.33 -2.03 Construction
## 43 1963-07-01 -0.66 -0.44 Construction
## 44 1963-08-01 5.31 5.02 Construction
## 45 1963-09-01 -1.77 -1.46 Construction
## 46 1963-10-01 -1.33 2.48 Construction
## 47 1963-11-01 -1.77 -0.83 Construction
## 48 1963-12-01 -0.17 1.88 Construction
## 49 1964-01-01 2.38 2.28 Construction
## 50 1964-02-01 4.20 1.46 Construction
## 51 1964-03-01 4.47 1.45 Construction
## 52 1964-04-01 -0.84 0.17 Construction
## 53 1964-05-01 0.05 1.48 Construction
## 54 1964-06-01 0.60 1.21 Construction
## 55 1964-07-01 0.82 1.71 Construction
## 56 1964-08-01 -1.36 -1.41 Construction
## 57 1964-09-01 0.68 2.77 Construction
## 58 1964-10-01 0.98 0.60 Construction
## 59 1964-11-01 -1.02 0.02 Construction
## 60 1964-12-01 -1.97 0.06 Construction
## 61 1965-01-01 5.49 3.58 Construction
## 62 1965-02-01 2.90 0.40 Construction
## 63 1965-03-01 -0.62 -1.33 Construction
## 64 1965-04-01 1.29 3.06 Construction
## 65 1965-05-01 -1.59 -0.74 Construction
## 66 1965-06-01 -7.12 -5.54 Construction
## 67 1965-07-01 0.22 1.37 Construction
## 68 1965-08-01 1.99 2.76 Construction
## 69 1965-09-01 1.48 2.89 Construction
## 70 1965-10-01 2.63 2.62 Construction
## 71 1965-11-01 0.77 -0.04 Construction
## 72 1965-12-01 1.42 1.02 Construction
## 73 1966-01-01 3.92 0.83 Construction
## 74 1966-02-01 -1.27 -1.21 Construction
## 75 1966-03-01 -3.36 -2.47 Construction
## 76 1966-04-01 -0.26 2.14 Construction
## 77 1966-05-01 -6.20 -5.66 Construction
## 78 1966-06-01 -2.37 -1.41 Construction
## 79 1966-07-01 -1.68 -1.64 Construction
## 80 1966-08-01 -10.22 -7.95 Construction
## 81 1966-09-01 -2.34 -1.10 Construction
## 82 1966-10-01 1.24 3.78 Construction
## 83 1966-11-01 3.13 1.35 Construction
## 84 1966-12-01 2.68 0.22 Construction
## 85 1967-01-01 14.66 8.12 Construction
## 86 1967-02-01 0.96 0.73 Construction
## 87 1967-03-01 7.61 3.95 Construction
## 88 1967-04-01 2.78 3.84 Construction
## 89 1967-05-01 -4.45 -4.26 Construction
## 90 1967-06-01 4.75 2.42 Construction
## 91 1967-07-01 6.32 4.60 Construction
## 92 1967-08-01 2.09 -0.94 Construction
## 93 1967-09-01 3.09 3.11 Construction
## 94 1967-10-01 -5.38 -3.13 Construction
## 95 1967-11-01 -1.83 0.43 Construction
## 96 1967-12-01 5.83 3.04 Construction
## 97 1968-01-01 -0.10 -4.03 Construction
## 98 1968-02-01 -4.43 -3.75 Construction
## 99 1968-03-01 -0.96 0.13 Construction
## 100 1968-04-01 14.38 8.98 Construction
## 101 1968-05-01 4.98 2.25 Construction
## 102 1968-06-01 -1.51 0.72 Construction
## 103 1968-07-01 -0.41 -2.68 Construction
## 104 1968-08-01 7.42 1.38 Construction
## 105 1968-09-01 4.24 4.02 Construction
## 106 1968-10-01 -1.53 0.46 Construction
## 107 1968-11-01 6.16 5.43 Construction
## 108 1968-12-01 -1.79 -3.82 Construction
## 109 1969-01-01 -1.96 -1.20 Construction
## 110 1969-02-01 -6.46 -5.82 Construction
## 111 1969-03-01 2.95 2.59 Construction
## 112 1969-04-01 1.66 1.52 Construction
## 113 1969-05-01 0.08 0.02 Construction
## 114 1969-06-01 -13.05 -7.25 Construction
## 115 1969-07-01 -7.77 -7.05 Construction
## 116 1969-08-01 7.92 4.65 Construction
## 117 1969-09-01 -5.11 -2.88 Construction
## 118 1969-10-01 6.37 4.96 Construction
## 119 1969-11-01 -4.02 -3.74 Construction
## 120 1969-12-01 -5.04 -2.61 Construction
## 121 1970-01-01 -9.16 -7.93 Construction
## 122 1970-02-01 7.02 5.05 Construction
## 123 1970-03-01 -1.61 -1.04 Construction
## 124 1970-04-01 -11.40 -11.03 Construction
## 125 1970-05-01 -9.59 -6.96 Construction
## 126 1970-06-01 -6.57 -5.69 Construction
## 127 1970-07-01 9.73 6.90 Construction
## 128 1970-08-01 3.07 4.47 Construction
## 129 1970-09-01 7.50 4.21 Construction
## 130 1970-10-01 -4.53 -2.28 Construction
## 131 1970-11-01 0.73 4.58 Construction
## 132 1970-12-01 8.67 5.65 Construction
## 133 1971-01-01 5.95 4.82 Construction
## 134 1971-02-01 0.47 1.36 Construction
## 135 1971-03-01 0.67 4.18 Construction
## 136 1971-04-01 3.75 3.05 Construction
## 137 1971-05-01 -5.03 -3.93 Construction
## 138 1971-06-01 -3.32 -0.06 Construction
## 139 1971-07-01 -3.28 -4.43 Construction
## 140 1971-08-01 5.88 3.78 Construction
## 141 1971-09-01 1.62 -0.87 Construction
## 142 1971-10-01 -6.50 -4.44 Construction
## 143 1971-11-01 -4.59 -0.50 Construction
## 144 1971-12-01 7.99 8.76 Construction
## 145 1972-01-01 2.01 2.55 Construction
## 146 1972-02-01 3.10 2.88 Construction
## 147 1972-03-01 0.19 0.60 Construction
## 148 1972-04-01 1.68 0.26 Construction
## 149 1972-05-01 -3.22 1.34 Construction
## 150 1972-06-01 -2.55 -2.38 Construction
## 151 1972-07-01 -2.70 -0.74 Construction
## 152 1972-08-01 1.09 3.31 Construction
## 153 1972-09-01 -2.89 -1.11 Construction
## 154 1972-10-01 -1.05 0.47 Construction
## 155 1972-11-01 7.41 4.61 Construction
## 156 1972-12-01 -1.14 0.75 Construction
## 157 1973-01-01 -8.32 -3.20 Construction
## 158 1973-02-01 -9.15 -4.86 Construction
## 159 1973-03-01 -2.01 -1.25 Construction
## 160 1973-04-01 -4.86 -5.70 Construction
## 161 1973-05-01 -5.89 -2.96 Construction
## 162 1973-06-01 -2.41 -1.38 Construction
## 163 1973-07-01 12.81 5.07 Construction
## 164 1973-08-01 -2.47 -3.67 Construction
## 165 1973-09-01 7.48 4.72 Construction
## 166 1973-10-01 -0.89 -0.68 Construction
## 167 1973-11-01 -18.51 -12.64 Construction
## 168 1973-12-01 -0.82 0.50 Construction
## 169 1974-01-01 5.42 -0.19 Construction
## 170 1974-02-01 3.55 -0.35 Construction
## 171 1974-03-01 -0.78 -2.90 Construction
## 172 1974-04-01 -6.00 -5.35 Construction
## 173 1974-05-01 -7.73 -4.95 Construction
## 174 1974-06-01 -5.76 -2.89 Construction
## 175 1974-07-01 -4.59 -7.79 Construction
## 176 1974-08-01 -10.46 -9.37 Construction
## 177 1974-09-01 -11.56 -11.78 Construction
## 178 1974-10-01 13.91 16.05 Construction
## 179 1974-11-01 -7.40 -4.64 Construction
## 180 1974-12-01 -4.16 -3.40 Construction
## 181 1975-01-01 24.67 13.57 Construction
## 182 1975-02-01 3.49 5.41 Construction
## 183 1975-03-01 7.00 2.61 Construction
## 184 1975-04-01 2.67 4.21 Construction
## 185 1975-05-01 4.50 5.07 Construction
## 186 1975-06-01 4.86 4.74 Construction
## 187 1975-07-01 -5.94 -6.52 Construction
## 188 1975-08-01 -2.30 -2.84 Construction
## 189 1975-09-01 -6.79 -4.33 Construction
## 190 1975-10-01 2.69 5.03 Construction
## 191 1975-11-01 3.54 2.71 Construction
## 192 1975-12-01 0.01 -1.58 Construction
## 193 1976-01-01 16.74 12.13 Construction
## 194 1976-02-01 5.96 0.39 Construction
## 195 1976-03-01 2.08 2.28 Construction
## 196 1976-04-01 -0.06 -1.46 Construction
## 197 1976-05-01 -4.15 -1.31 Construction
## 198 1976-06-01 2.72 4.02 Construction
## 199 1976-07-01 -2.92 -1.09 Construction
## 200 1976-08-01 -1.65 -0.56 Construction
## 201 1976-09-01 1.52 2.01 Construction
## 202 1976-10-01 -0.30 -2.45 Construction
## 203 1976-11-01 2.14 0.14 Construction
## 204 1976-12-01 8.64 5.76 Construction
## 205 1977-01-01 -5.19 -3.99 Construction
## 206 1977-02-01 -1.63 -1.93 Construction
## 207 1977-03-01 -0.04 -1.30 Construction
## 208 1977-04-01 1.59 0.12 Construction
## 209 1977-05-01 -3.45 -1.45 Construction
## 210 1977-06-01 4.04 4.74 Construction
## 211 1977-07-01 -3.67 -1.70 Construction
## 212 1977-08-01 -2.29 -1.78 Construction
## 213 1977-09-01 -1.12 -0.27 Construction
## 214 1977-10-01 -3.18 -4.42 Construction
## 215 1977-11-01 7.34 4.04 Construction
## 216 1977-12-01 0.68 0.33 Construction
## 217 1978-01-01 -6.80 -6.01 Construction
## 218 1978-02-01 -0.89 -1.39 Construction
## 219 1978-03-01 4.72 2.87 Construction
## 220 1978-04-01 8.94 7.74 Construction
## 221 1978-05-01 3.11 1.81 Construction
## 222 1978-06-01 -2.14 -1.62 Construction
## 223 1978-07-01 7.47 5.11 Construction
## 224 1978-08-01 8.60 3.69 Construction
## 225 1978-09-01 -2.57 -1.31 Construction
## 226 1978-10-01 -16.75 -11.78 Construction
## 227 1978-11-01 1.10 2.68 Construction
## 228 1978-12-01 0.62 0.99 Construction
## 229 1979-01-01 7.36 4.18 Construction
## 230 1979-02-01 -2.78 -3.41 Construction
## 231 1979-03-01 8.34 5.75 Construction
## 232 1979-04-01 1.81 0.05 Construction
## 233 1979-05-01 -1.64 -2.18 Construction
## 234 1979-06-01 4.38 3.88 Construction
## 235 1979-07-01 1.06 0.73 Construction
## 236 1979-08-01 11.01 5.70 Construction
## 237 1979-09-01 2.40 -0.69 Construction
## 238 1979-10-01 -11.55 -8.14 Construction
## 239 1979-11-01 6.75 5.37 Construction
## 240 1979-12-01 3.98 1.87 Construction
## 241 1980-01-01 8.78 5.76 Construction
## 242 1980-02-01 3.43 -0.79 Construction
## 243 1980-03-01 -19.17 -13.23 Construction
## 244 1980-04-01 5.69 3.97 Construction
## 245 1980-05-01 7.25 5.20 Construction
## 246 1980-06-01 4.52 3.16 Construction
## 247 1980-07-01 9.54 6.41 Construction
## 248 1980-08-01 -1.15 1.71 Construction
## 249 1980-09-01 -0.33 2.20 Construction
## 250 1980-10-01 -0.66 1.05 Construction
## 251 1980-11-01 5.45 9.53 Construction
## 252 1980-12-01 -5.69 -4.75 Construction
## 253 1981-01-01 -2.20 -5.05 Construction
## 254 1981-02-01 2.49 0.48 Construction
## 255 1981-03-01 5.61 3.41 Construction
## 256 1981-04-01 -2.91 -2.20 Construction
## 257 1981-05-01 0.61 0.20 Construction
## 258 1981-06-01 -2.06 -2.37 Construction
## 259 1981-07-01 -5.73 -1.55 Construction
## 260 1981-08-01 -5.84 -6.91 Construction
## 261 1981-09-01 -13.88 -7.61 Construction
## 262 1981-10-01 -0.24 4.81 Construction
## 263 1981-11-01 6.52 3.51 Construction
## 264 1981-12-01 -5.19 -3.68 Construction
## 265 1982-01-01 -9.12 -3.42 Construction
## 266 1982-02-01 -8.84 -6.03 Construction
## 267 1982-03-01 -4.12 -1.99 Construction
## 268 1982-04-01 1.95 3.20 Construction
## 269 1982-05-01 -5.10 -3.88 Construction
## 270 1982-06-01 -5.29 -3.35 Construction
## 271 1982-07-01 -3.61 -3.10 Construction
## 272 1982-08-01 17.47 11.14 Construction
## 273 1982-09-01 -1.85 1.17 Construction
## 274 1982-10-01 16.39 11.27 Construction
## 275 1982-11-01 8.91 4.56 Construction
## 276 1982-12-01 2.26 0.78 Construction
## 277 1983-01-01 0.62 3.46 Construction
## 278 1983-02-01 3.22 2.43 Construction
## 279 1983-03-01 5.13 2.84 Construction
## 280 1983-04-01 5.50 6.72 Construction
## 281 1983-05-01 1.87 0.62 Construction
## 282 1983-06-01 0.09 3.13 Construction
## 283 1983-07-01 -3.91 -3.91 Construction
## 284 1983-08-01 -4.81 -0.40 Construction
## 285 1983-09-01 2.40 0.87 Construction
## 286 1983-10-01 -6.22 -3.53 Construction
## 287 1983-11-01 6.46 2.23 Construction
## 288 1983-12-01 -1.84 -1.77 Construction
## 289 1984-01-01 -4.49 -2.05 Construction
## 290 1984-02-01 -4.99 -4.63 Construction
## 291 1984-03-01 2.71 0.62 Construction
## 292 1984-04-01 -3.24 -0.54 Construction
## 293 1984-05-01 -9.36 -6.02 Construction
## 294 1984-06-01 -0.17 1.61 Construction
## 295 1984-07-01 -4.78 -2.86 Construction
## 296 1984-08-01 13.09 10.43 Construction
## 297 1984-09-01 0.31 -0.82 Construction
## 298 1984-10-01 -2.05 -0.99 Construction
## 299 1984-11-01 -0.89 -1.79 Construction
## 300 1984-12-01 0.49 1.74 Construction
## 301 1985-01-01 12.17 7.92 Construction
## 302 1985-02-01 -0.98 1.12 Construction
## 303 1985-03-01 -4.10 -0.81 Construction
## 304 1985-04-01 -1.24 -0.94 Construction
## 305 1985-05-01 4.45 4.93 Construction
## 306 1985-06-01 0.17 1.17 Construction
## 307 1985-07-01 2.06 -0.68 Construction
## 308 1985-08-01 -2.30 -1.03 Construction
## 309 1985-09-01 -4.88 -4.57 Construction
## 310 1985-10-01 2.31 3.81 Construction
## 311 1985-11-01 7.34 6.32 Construction
## 312 1985-12-01 3.99 3.67 Construction
## 313 1986-01-01 1.27 0.43 Construction
## 314 1986-02-01 8.98 6.75 Construction
## 315 1986-03-01 9.36 4.79 Construction
## 316 1986-04-01 -2.52 -1.32 Construction
## 317 1986-05-01 4.64 4.60 Construction
## 318 1986-06-01 -1.36 0.91 Construction
## 319 1986-07-01 -9.62 -6.49 Construction
## 320 1986-08-01 6.83 6.18 Construction
## 321 1986-09-01 -7.43 -8.37 Construction
## 322 1986-10-01 6.26 4.48 Construction
## 323 1986-11-01 2.34 1.13 Construction
## 324 1986-12-01 -3.36 -3.14 Construction
## 325 1987-01-01 16.44 12.42 Construction
## 326 1987-02-01 3.43 4.33 Construction
## 327 1987-03-01 4.42 1.86 Construction
## 328 1987-04-01 -4.50 -2.15 Construction
## 329 1987-05-01 -2.26 0.14 Construction
## 330 1987-06-01 5.85 3.90 Construction
## 331 1987-07-01 5.10 3.95 Construction
## 332 1987-08-01 1.68 3.25 Construction
## 333 1987-09-01 -2.23 -2.52 Construction
## 334 1987-10-01 -29.81 -23.09 Construction
## 335 1987-11-01 -5.21 -7.64 Construction
## 336 1987-12-01 7.95 6.65 Construction
## 337 1988-01-01 3.56 4.24 Construction
## 338 1988-02-01 11.15 4.70 Construction
## 339 1988-03-01 0.57 -2.15 Construction
## 340 1988-04-01 1.83 0.64 Construction
## 341 1988-05-01 -1.65 -0.42 Construction
## 342 1988-06-01 8.47 4.65 Construction
## 343 1988-07-01 -3.47 -1.23 Construction
## 344 1988-08-01 -5.11 -3.38 Construction
## 345 1988-09-01 0.52 3.11 Construction
## 346 1988-10-01 -1.53 1.16 Construction
## 347 1988-11-01 -5.14 -2.21 Construction
## 348 1988-12-01 3.48 1.47 Construction
## 349 1989-01-01 4.93 6.05 Construction
## 350 1989-02-01 0.19 -2.25 Construction
## 351 1989-03-01 0.22 1.49 Construction
## 352 1989-04-01 4.04 4.18 Construction
## 353 1989-05-01 3.28 3.16 Construction
## 354 1989-06-01 -1.97 -1.20 Construction
## 355 1989-07-01 7.28 7.01 Construction
## 356 1989-08-01 1.84 1.46 Construction
## 357 1989-09-01 -2.78 -0.81 Construction
## 358 1989-10-01 -7.48 -3.62 Construction
## 359 1989-11-01 1.96 1.10 Construction
## 360 1989-12-01 -0.18 1.22 Construction
## 361 1990-01-01 -6.03 -7.58 Construction
## 362 1990-02-01 2.90 0.93 Construction
## 363 1990-03-01 5.15 1.77 Construction
## 364 1990-04-01 -2.39 -3.51 Construction
## 365 1990-05-01 9.30 8.21 Construction
## 366 1990-06-01 -2.72 -1.06 Construction
## 367 1990-07-01 -2.06 -1.62 Construction
## 368 1990-08-01 -13.15 -9.84 Construction
## 369 1990-09-01 -9.63 -5.99 Construction
## 370 1990-10-01 -6.43 -1.92 Construction
## 371 1990-11-01 8.79 6.03 Construction
## 372 1990-12-01 5.65 2.35 Construction
## 373 1991-01-01 8.78 4.39 Construction
## 374 1991-02-01 8.74 7.09 Construction
## 375 1991-03-01 1.88 2.44 Construction
## 376 1991-04-01 0.43 -0.19 Construction
## 377 1991-05-01 9.41 3.59 Construction
## 378 1991-06-01 -4.46 -4.84 Construction
## 379 1991-07-01 2.81 4.19 Construction
## 380 1991-08-01 4.06 2.23 Construction
## 381 1991-09-01 -2.54 -1.57 Construction
## 382 1991-10-01 -1.06 1.35 Construction
## 383 1991-11-01 -3.86 -4.12 Construction
## 384 1991-12-01 14.19 10.32 Construction
## 385 1992-01-01 4.26 -0.50 Construction
## 386 1992-02-01 0.74 1.05 Construction
## 387 1992-03-01 -0.41 -2.71 Construction
## 388 1992-04-01 0.42 1.06 Construction
## 389 1992-05-01 1.73 0.37 Construction
## 390 1992-06-01 -5.24 -2.24 Construction
## 391 1992-07-01 4.46 3.68 Construction
## 392 1992-08-01 -1.53 -2.34 Construction
## 393 1992-09-01 2.05 0.98 Construction
## 394 1992-10-01 3.62 0.86 Construction
## 395 1992-11-01 5.07 3.79 Construction
## 396 1992-12-01 4.08 1.48 Construction
## 397 1993-01-01 0.87 1.01 Construction
## 398 1993-02-01 3.10 0.33 Construction
## 399 1993-03-01 0.65 2.25 Construction
## 400 1993-04-01 -4.44 -2.79 Construction
## 401 1993-05-01 2.01 2.72 Construction
## 402 1993-06-01 -1.63 0.26 Construction
## 403 1993-07-01 0.14 -0.32 Construction
## 404 1993-08-01 3.68 3.68 Construction
## 405 1993-09-01 -0.70 -0.19 Construction
## 406 1993-10-01 2.85 1.59 Construction
## 407 1993-11-01 2.52 -1.98 Construction
## 408 1993-12-01 1.96 1.71 Construction
## 409 1994-01-01 3.25 2.89 Construction
## 410 1994-02-01 -0.49 -2.62 Construction
## 411 1994-03-01 -3.83 -4.84 Construction
## 412 1994-04-01 0.86 0.72 Construction
## 413 1994-05-01 0.03 0.63 Construction
## 414 1994-06-01 -3.90 -3.05 Construction
## 415 1994-07-01 1.76 2.76 Construction
## 416 1994-08-01 5.31 3.91 Construction
## 417 1994-09-01 -3.71 -2.24 Construction
## 418 1994-10-01 0.65 1.11 Construction
## 419 1994-11-01 -5.30 -4.08 Construction
## 420 1994-12-01 0.96 0.83 Construction
## 421 1995-01-01 0.05 1.64 Construction
## 422 1995-02-01 2.66 3.57 Construction
## 423 1995-03-01 0.91 2.24 Construction
## 424 1995-04-01 -1.37 2.05 Construction
## 425 1995-05-01 1.47 2.87 Construction
## 426 1995-06-01 3.39 2.61 Construction
## 427 1995-07-01 4.15 3.62 Construction
## 428 1995-08-01 -2.31 0.47 Construction
## 429 1995-09-01 0.58 3.21 Construction
## 430 1995-10-01 -2.39 -1.58 Construction
## 431 1995-11-01 6.77 3.87 Construction
## 432 1995-12-01 0.88 1.05 Construction
## 433 1996-01-01 -0.18 2.38 Construction
## 434 1996-02-01 -1.83 1.22 Construction
## 435 1996-03-01 3.31 0.73 Construction
## 436 1996-04-01 1.92 2.05 Construction
## 437 1996-05-01 3.57 2.25 Construction
## 438 1996-06-01 0.13 -1.17 Construction
## 439 1996-07-01 -4.56 -5.78 Construction
## 440 1996-08-01 3.45 2.81 Construction
## 441 1996-09-01 6.30 4.86 Construction
## 442 1996-10-01 -0.72 0.97 Construction
## 443 1996-11-01 2.71 6.16 Construction
## 444 1996-12-01 -1.72 -1.59 Construction
## 445 1997-01-01 2.54 4.85 Construction
## 446 1997-02-01 0.02 -0.48 Construction
## 447 1997-03-01 -4.52 -4.87 Construction
## 448 1997-04-01 6.98 3.82 Construction
## 449 1997-05-01 6.52 6.64 Construction
## 450 1997-06-01 3.67 4.05 Construction
## 451 1997-07-01 7.20 7.20 Construction
## 452 1997-08-01 -6.54 -4.05 Construction
## 453 1997-09-01 4.64 5.36 Construction
## 454 1997-10-01 -2.43 -3.83 Construction
## 455 1997-11-01 1.80 2.72 Construction
## 456 1997-12-01 2.99 1.32 Construction
## 457 1998-01-01 -0.86 0.01 Construction
## 458 1998-02-01 8.15 6.89 Construction
## 459 1998-03-01 7.59 4.75 Construction
## 460 1998-04-01 1.04 0.66 Construction
## 461 1998-05-01 -0.09 -2.94 Construction
## 462 1998-06-01 -0.43 2.86 Construction
## 463 1998-07-01 -6.02 -2.71 Construction
## 464 1998-08-01 -15.98 -16.12 Construction
## 465 1998-09-01 0.08 5.95 Construction
## 466 1998-10-01 10.26 7.12 Construction
## 467 1998-11-01 7.02 5.87 Construction
## 468 1998-12-01 8.60 5.95 Construction
## 469 1999-01-01 3.95 3.48 Construction
## 470 1999-02-01 -3.69 -4.14 Construction
## 471 1999-03-01 2.66 3.37 Construction
## 472 1999-04-01 1.91 4.51 Construction
## 473 1999-05-01 -3.43 -2.42 Construction
## 474 1999-06-01 1.79 4.69 Construction
## 475 1999-07-01 -1.60 -3.44 Construction
## 476 1999-08-01 -3.39 -1.40 Construction
## 477 1999-09-01 -2.15 -2.68 Construction
## 478 1999-10-01 4.68 5.83 Construction
## 479 1999-11-01 1.36 3.24 Construction
## 480 1999-12-01 15.10 7.85 Construction
## 481 2000-01-01 -14.42 -4.45 Construction
## 482 2000-02-01 -2.34 2.44 Construction
## 483 2000-03-01 10.57 5.17 Construction
## 484 2000-04-01 -6.03 -6.33 Construction
## 485 2000-05-01 -10.15 -4.30 Construction
## 486 2000-06-01 -2.41 4.68 Construction
## 487 2000-07-01 -1.05 -2.23 Construction
## 488 2000-08-01 -1.30 7.10 Construction
## 489 2000-09-01 2.14 -5.64 Construction
## 490 2000-10-01 -6.15 -2.92 Construction
## 491 2000-11-01 -4.77 -10.64 Construction
## 492 2000-12-01 12.93 1.45 Construction
## 493 2001-01-01 2.86 3.30 Construction
## 494 2001-02-01 -4.79 -10.17 Construction
## 495 2001-03-01 -1.02 -7.33 Construction
## 496 2001-04-01 5.66 7.94 Construction
## 497 2001-05-01 3.94 0.77 Construction
## 498 2001-06-01 -2.92 -2.01 Construction
## 499 2001-07-01 4.23 -2.08 Construction
## 500 2001-08-01 -4.13 -6.21 Construction
## 501 2001-09-01 -14.83 -9.35 Construction
## 502 2001-10-01 3.63 2.50 Construction
## 503 2001-11-01 16.22 7.65 Construction
## 504 2001-12-01 6.67 1.61 Construction
## 505 2002-01-01 -0.20 -1.76 Construction
## 506 2002-02-01 1.52 -2.26 Construction
## 507 2002-03-01 -0.47 4.27 Construction
## 508 2002-04-01 -0.85 -5.06 Construction
## 509 2002-05-01 -3.46 -1.21 Construction
## 510 2002-06-01 -5.77 -7.14 Construction
## 511 2002-07-01 -12.69 -8.26 Construction
## 512 2002-08-01 1.85 0.64 Construction
## 513 2002-09-01 -12.58 -10.10 Construction
## 514 2002-10-01 5.00 7.30 Construction
## 515 2002-11-01 0.99 5.96 Construction
## 516 2002-12-01 -5.13 -5.42 Constructionxret=rbind(xret_food, xret_dur, xret_con)
xret## Date Ind_Ret Market_Ret Industry
## 1 1960-01-01 -4.59 -6.99 Food
## 2 1960-02-01 2.62 0.99 Food
## 3 1960-03-01 -1.67 -1.46 Food
## 4 1960-04-01 0.86 -1.70 Food
## 5 1960-05-01 7.34 3.08 Food
## 6 1960-06-01 4.99 2.09 Food
## 7 1960-07-01 -1.52 -2.23 Food
## 8 1960-08-01 3.96 2.85 Food
## 9 1960-09-01 -3.98 -6.00 Food
## 10 1960-10-01 0.99 -0.70 Food
## 11 1960-11-01 9.22 4.72 Food
## 12 1960-12-01 4.12 4.68 Food
## 13 1961-01-01 4.75 6.23 Food
## 14 1961-02-01 4.53 3.54 Food
## 15 1961-03-01 4.43 2.86 Food
## 16 1961-04-01 -1.14 0.39 Food
## 17 1961-05-01 4.31 2.40 Food
## 18 1961-06-01 -2.23 -3.04 Food
## 19 1961-07-01 2.57 2.81 Food
## 20 1961-08-01 4.77 2.54 Food
## 21 1961-09-01 -0.76 -2.17 Food
## 22 1961-10-01 3.45 2.56 Food
## 23 1961-11-01 5.22 4.39 Food
## 24 1961-12-01 -3.32 -0.10 Food
## 25 1962-01-01 -6.42 -3.86 Food
## 26 1962-02-01 -0.20 1.75 Food
## 27 1962-03-01 0.87 -0.66 Food
## 28 1962-04-01 -4.51 -6.56 Food
## 29 1962-05-01 -11.05 -8.69 Food
## 30 1962-06-01 -8.55 -8.46 Food
## 31 1962-07-01 6.56 6.28 Food
## 32 1962-08-01 0.19 2.11 Food
## 33 1962-09-01 -4.98 -5.23 Food
## 34 1962-10-01 -2.91 -0.04 Food
## 35 1962-11-01 11.98 10.81 Food
## 36 1962-12-01 2.57 0.96 Food
## 37 1963-01-01 6.18 4.93 Food
## 38 1963-02-01 -3.14 -2.42 Food
## 39 1963-03-01 1.73 3.06 Food
## 40 1963-04-01 0.83 4.49 Food
## 41 1963-05-01 3.03 1.77 Food
## 42 1963-06-01 -0.79 -2.03 Food
## 43 1963-07-01 -0.43 -0.44 Food
## 44 1963-08-01 4.34 5.02 Food
## 45 1963-09-01 -1.47 -1.46 Food
## 46 1963-10-01 1.78 2.48 Food
## 47 1963-11-01 -0.75 -0.83 Food
## 48 1963-12-01 2.51 1.88 Food
## 49 1964-01-01 0.82 2.28 Food
## 50 1964-02-01 1.05 1.46 Food
## 51 1964-03-01 2.06 1.45 Food
## 52 1964-04-01 -1.39 0.17 Food
## 53 1964-05-01 1.39 1.48 Food
## 54 1964-06-01 1.90 1.21 Food
## 55 1964-07-01 1.30 1.71 Food
## 56 1964-08-01 -1.61 -1.41 Food
## 57 1964-09-01 1.67 2.77 Food
## 58 1964-10-01 -1.25 0.60 Food
## 59 1964-11-01 0.77 0.02 Food
## 60 1964-12-01 0.79 0.06 Food
## 61 1965-01-01 5.17 3.58 Food
## 62 1965-02-01 1.06 0.40 Food
## 63 1965-03-01 -1.69 -1.33 Food
## 64 1965-04-01 2.72 3.06 Food
## 65 1965-05-01 -1.14 -0.74 Food
## 66 1965-06-01 -4.64 -5.54 Food
## 67 1965-07-01 0.73 1.37 Food
## 68 1965-08-01 1.65 2.76 Food
## 69 1965-09-01 -0.10 2.89 Food
## 70 1965-10-01 0.80 2.62 Food
## 71 1965-11-01 -0.05 -0.04 Food
## 72 1965-12-01 0.83 1.02 Food
## 73 1966-01-01 -0.05 0.83 Food
## 74 1966-02-01 -1.39 -1.21 Food
## 75 1966-03-01 -2.91 -2.47 Food
## 76 1966-04-01 -0.84 2.14 Food
## 77 1966-05-01 -4.35 -5.66 Food
## 78 1966-06-01 -2.82 -1.41 Food
## 79 1966-07-01 -1.10 -1.64 Food
## 80 1966-08-01 -6.58 -7.95 Food
## 81 1966-09-01 -1.67 -1.10 Food
## 82 1966-10-01 7.38 3.78 Food
## 83 1966-11-01 2.39 1.35 Food
## 84 1966-12-01 -0.60 0.22 Food
## 85 1967-01-01 6.21 8.12 Food
## 86 1967-02-01 1.45 0.73 Food
## 87 1967-03-01 3.59 3.95 Food
## 88 1967-04-01 4.02 3.84 Food
## 89 1967-05-01 -2.45 -4.26 Food
## 90 1967-06-01 3.60 2.42 Food
## 91 1967-07-01 5.20 4.60 Food
## 92 1967-08-01 -1.76 -0.94 Food
## 93 1967-09-01 1.90 3.11 Food
## 94 1967-10-01 -3.74 -3.13 Food
## 95 1967-11-01 0.23 0.43 Food
## 96 1967-12-01 2.09 3.04 Food
## 97 1968-01-01 -1.40 -4.03 Food
## 98 1968-02-01 -2.64 -3.75 Food
## 99 1968-03-01 0.16 0.13 Food
## 100 1968-04-01 9.62 8.98 Food
## 101 1968-05-01 4.67 2.25 Food
## 102 1968-06-01 0.58 0.72 Food
## 103 1968-07-01 -4.17 -2.68 Food
## 104 1968-08-01 2.26 1.38 Food
## 105 1968-09-01 3.56 4.02 Food
## 106 1968-10-01 -0.06 0.46 Food
## 107 1968-11-01 5.08 5.43 Food
## 108 1968-12-01 -1.93 -3.82 Food
## 109 1969-01-01 -1.19 -1.20 Food
## 110 1969-02-01 -6.01 -5.82 Food
## 111 1969-03-01 0.66 2.59 Food
## 112 1969-04-01 1.50 1.52 Food
## 113 1969-05-01 1.32 0.02 Food
## 114 1969-06-01 -6.82 -7.25 Food
## 115 1969-07-01 -6.11 -7.05 Food
## 116 1969-08-01 4.47 4.65 Food
## 117 1969-09-01 0.21 -2.88 Food
## 118 1969-10-01 7.53 4.96 Food
## 119 1969-11-01 -2.56 -3.74 Food
## 120 1969-12-01 -1.16 -2.61 Food
## 121 1970-01-01 -3.22 -7.93 Food
## 122 1970-02-01 4.97 5.05 Food
## 123 1970-03-01 -1.45 -1.04 Food
## 124 1970-04-01 -10.50 -11.03 Food
## 125 1970-05-01 -7.64 -6.96 Food
## 126 1970-06-01 -1.47 -5.69 Food
## 127 1970-07-01 5.15 6.90 Food
## 128 1970-08-01 -1.05 4.47 Food
## 129 1970-09-01 4.38 4.21 Food
## 130 1970-10-01 0.38 -2.28 Food
## 131 1970-11-01 4.33 4.58 Food
## 132 1970-12-01 5.62 5.65 Food
## 133 1971-01-01 2.66 4.82 Food
## 134 1971-02-01 1.85 1.36 Food
## 135 1971-03-01 3.58 4.18 Food
## 136 1971-04-01 1.37 3.05 Food
## 137 1971-05-01 -1.85 -3.93 Food
## 138 1971-06-01 0.65 -0.06 Food
## 139 1971-07-01 -1.49 -4.43 Food
## 140 1971-08-01 1.58 3.78 Food
## 141 1971-09-01 0.05 -0.87 Food
## 142 1971-10-01 -3.14 -4.44 Food
## 143 1971-11-01 0.12 -0.50 Food
## 144 1971-12-01 9.17 8.76 Food
## 145 1972-01-01 0.39 2.55 Food
## 146 1972-02-01 3.85 2.88 Food
## 147 1972-03-01 -0.50 0.60 Food
## 148 1972-04-01 1.91 0.26 Food
## 149 1972-05-01 0.43 1.34 Food
## 150 1972-06-01 -0.94 -2.38 Food
## 151 1972-07-01 0.35 -0.74 Food
## 152 1972-08-01 1.21 3.31 Food
## 153 1972-09-01 -1.50 -1.11 Food
## 154 1972-10-01 0.74 0.47 Food
## 155 1972-11-01 5.26 4.61 Food
## 156 1972-12-01 1.38 0.75 Food
## 157 1973-01-01 -3.67 -3.20 Food
## 158 1973-02-01 -3.57 -4.86 Food
## 159 1973-03-01 -1.48 -1.25 Food
## 160 1973-04-01 -4.66 -5.70 Food
## 161 1973-05-01 -1.41 -2.96 Food
## 162 1973-06-01 -3.63 -1.38 Food
## 163 1973-07-01 5.23 5.07 Food
## 164 1973-08-01 -2.70 -3.67 Food
## 165 1973-09-01 5.26 4.72 Food
## 166 1973-10-01 -2.37 -0.68 Food
## 167 1973-11-01 -13.11 -12.64 Food
## 168 1973-12-01 -1.43 0.50 Food
## 169 1974-01-01 0.96 -0.19 Food
## 170 1974-02-01 -0.47 -0.35 Food
## 171 1974-03-01 -2.95 -2.90 Food
## 172 1974-04-01 -4.14 -5.35 Food
## 173 1974-05-01 -4.71 -4.95 Food
## 174 1974-06-01 -1.04 -2.89 Food
## 175 1974-07-01 -12.85 -7.79 Food
## 176 1974-08-01 -12.85 -9.37 Food
## 177 1974-09-01 -14.09 -11.78 Food
## 178 1974-10-01 18.34 16.05 Food
## 179 1974-11-01 -4.08 -4.64 Food
## 180 1974-12-01 -1.11 -3.40 Food
## 181 1975-01-01 19.56 13.57 Food
## 182 1975-02-01 5.03 5.41 Food
## 183 1975-03-01 5.12 2.61 Food
## 184 1975-04-01 0.57 4.21 Food
## 185 1975-05-01 5.98 5.07 Food
## 186 1975-06-01 4.44 4.74 Food
## 187 1975-07-01 -5.80 -6.52 Food
## 188 1975-08-01 -2.87 -2.84 Food
## 189 1975-09-01 -3.73 -4.33 Food
## 190 1975-10-01 11.19 5.03 Food
## 191 1975-11-01 2.81 2.71 Food
## 192 1975-12-01 -2.44 -1.58 Food
## 193 1976-01-01 8.43 12.13 Food
## 194 1976-02-01 -3.34 0.39 Food
## 195 1976-03-01 0.26 2.28 Food
## 196 1976-04-01 -1.72 -1.46 Food
## 197 1976-05-01 -1.38 -1.31 Food
## 198 1976-06-01 5.02 4.02 Food
## 199 1976-07-01 1.32 -1.09 Food
## 200 1976-08-01 -0.89 -0.56 Food
## 201 1976-09-01 -0.26 2.01 Food
## 202 1976-10-01 -2.68 -2.45 Food
## 203 1976-11-01 -0.09 0.14 Food
## 204 1976-12-01 4.24 5.76 Food
## 205 1977-01-01 -5.30 -3.99 Food
## 206 1977-02-01 -1.00 -1.93 Food
## 207 1977-03-01 -1.56 -1.30 Food
## 208 1977-04-01 -0.57 0.12 Food
## 209 1977-05-01 -1.24 -1.45 Food
## 210 1977-06-01 3.67 4.74 Food
## 211 1977-07-01 1.47 -1.70 Food
## 212 1977-08-01 -0.49 -1.78 Food
## 213 1977-09-01 0.15 -0.27 Food
## 214 1977-10-01 -4.96 -4.42 Food
## 215 1977-11-01 3.14 4.04 Food
## 216 1977-12-01 -0.75 0.33 Food
## 217 1978-01-01 -5.26 -6.01 Food
## 218 1978-02-01 -0.38 -1.39 Food
## 219 1978-03-01 2.21 2.87 Food
## 220 1978-04-01 5.71 7.74 Food
## 221 1978-05-01 3.92 1.81 Food
## 222 1978-06-01 -0.10 -1.62 Food
## 223 1978-07-01 1.99 5.11 Food
## 224 1978-08-01 2.75 3.69 Food
## 225 1978-09-01 -1.24 -1.31 Food
## 226 1978-10-01 -11.34 -11.78 Food
## 227 1978-11-01 0.98 2.68 Food
## 228 1978-12-01 0.76 0.99 Food
## 229 1979-01-01 2.64 4.18 Food
## 230 1979-02-01 -4.61 -3.41 Food
## 231 1979-03-01 2.06 5.75 Food
## 232 1979-04-01 -0.87 0.05 Food
## 233 1979-05-01 -2.55 -2.18 Food
## 234 1979-06-01 2.63 3.88 Food
## 235 1979-07-01 0.16 0.73 Food
## 236 1979-08-01 6.55 5.70 Food
## 237 1979-09-01 -2.54 -0.69 Food
## 238 1979-10-01 -9.25 -8.14 Food
## 239 1979-11-01 4.22 5.37 Food
## 240 1979-12-01 1.46 1.87 Food
## 241 1980-01-01 3.14 5.76 Food
## 242 1980-02-01 -6.14 -0.79 Food
## 243 1980-03-01 -10.29 -13.23 Food
## 244 1980-04-01 5.84 3.97 Food
## 245 1980-05-01 7.07 5.20 Food
## 246 1980-06-01 1.70 3.16 Food
## 247 1980-07-01 5.28 6.41 Food
## 248 1980-08-01 0.18 1.71 Food
## 249 1980-09-01 -1.16 2.20 Food
## 250 1980-10-01 -1.91 1.05 Food
## 251 1980-11-01 -0.90 9.53 Food
## 252 1980-12-01 0.54 -4.75 Food
## 253 1981-01-01 1.60 -5.05 Food
## 254 1981-02-01 1.26 0.48 Food
## 255 1981-03-01 5.70 3.41 Food
## 256 1981-04-01 -1.16 -2.20 Food
## 257 1981-05-01 1.25 0.20 Food
## 258 1981-06-01 -1.88 -2.37 Food
## 259 1981-07-01 -2.64 -1.55 Food
## 260 1981-08-01 -6.14 -6.91 Food
## 261 1981-09-01 -3.13 -7.61 Food
## 262 1981-10-01 7.38 4.81 Food
## 263 1981-11-01 0.97 3.51 Food
## 264 1981-12-01 -0.77 -3.68 Food
## 265 1982-01-01 -1.31 -3.42 Food
## 266 1982-02-01 -1.65 -6.03 Food
## 267 1982-03-01 2.40 -1.99 Food
## 268 1982-04-01 5.70 3.20 Food
## 269 1982-05-01 -3.47 -3.88 Food
## 270 1982-06-01 0.99 -3.35 Food
## 271 1982-07-01 0.89 -3.10 Food
## 272 1982-08-01 6.11 11.14 Food
## 273 1982-09-01 3.36 1.17 Food
## 274 1982-10-01 6.44 11.27 Food
## 275 1982-11-01 4.61 4.56 Food
## 276 1982-12-01 -0.05 0.78 Food
## 277 1983-01-01 -0.85 3.46 Food
## 278 1983-02-01 1.04 2.43 Food
## 279 1983-03-01 5.32 2.84 Food
## 280 1983-04-01 4.37 6.72 Food
## 281 1983-05-01 -1.63 0.62 Food
## 282 1983-06-01 0.91 3.13 Food
## 283 1983-07-01 -3.08 -3.91 Food
## 284 1983-08-01 1.02 -0.40 Food
## 285 1983-09-01 4.61 0.87 Food
## 286 1983-10-01 1.47 -3.53 Food
## 287 1983-11-01 1.82 2.23 Food
## 288 1983-12-01 -1.27 -1.77 Food
## 289 1984-01-01 -0.39 -2.05 Food
## 290 1984-02-01 -4.92 -4.63 Food
## 291 1984-03-01 0.45 0.62 Food
## 292 1984-04-01 -0.29 -0.54 Food
## 293 1984-05-01 -2.67 -6.02 Food
## 294 1984-06-01 5.77 1.61 Food
## 295 1984-07-01 -1.84 -2.86 Food
## 296 1984-08-01 6.54 10.43 Food
## 297 1984-09-01 1.54 -0.82 Food
## 298 1984-10-01 1.23 -0.99 Food
## 299 1984-11-01 -1.07 -1.79 Food
## 300 1984-12-01 1.74 1.74 Food
## 301 1985-01-01 1.25 7.92 Food
## 302 1985-02-01 4.73 1.12 Food
## 303 1985-03-01 5.51 -0.81 Food
## 304 1985-04-01 -2.08 -0.94 Food
## 305 1985-05-01 9.99 4.93 Food
## 306 1985-06-01 2.84 1.17 Food
## 307 1985-07-01 -2.88 -0.68 Food
## 308 1985-08-01 1.80 -1.03 Food
## 309 1985-09-01 2.40 -4.57 Food
## 310 1985-10-01 3.63 3.81 Food
## 311 1985-11-01 8.05 6.32 Food
## 312 1985-12-01 3.19 3.67 Food
## 313 1986-01-01 0.59 0.43 Food
## 314 1986-02-01 8.35 6.75 Food
## 315 1986-03-01 8.16 4.79 Food
## 316 1986-04-01 0.01 -1.32 Food
## 317 1986-05-01 7.30 4.60 Food
## 318 1986-06-01 5.63 0.91 Food
## 319 1986-07-01 -5.36 -6.49 Food
## 320 1986-08-01 1.35 6.18 Food
## 321 1986-09-01 -11.82 -8.37 Food
## 322 1986-10-01 9.38 4.48 Food
## 323 1986-11-01 -0.03 1.13 Food
## 324 1986-12-01 -3.12 -3.14 Food
## 325 1987-01-01 13.20 12.42 Food
## 326 1987-02-01 3.98 4.33 Food
## 327 1987-03-01 1.83 1.86 Food
## 328 1987-04-01 -4.94 -2.15 Food
## 329 1987-05-01 1.78 0.14 Food
## 330 1987-06-01 5.63 3.90 Food
## 331 1987-07-01 3.11 3.95 Food
## 332 1987-08-01 2.36 3.25 Food
## 333 1987-09-01 -3.12 -2.52 Food
## 334 1987-10-01 -18.79 -23.09 Food
## 335 1987-11-01 -8.04 -7.64 Food
## 336 1987-12-01 7.35 6.65 Food
## 337 1988-01-01 2.74 4.24 Food
## 338 1988-02-01 4.26 4.70 Food
## 339 1988-03-01 -0.72 -2.15 Food
## 340 1988-04-01 -0.31 0.64 Food
## 341 1988-05-01 -0.63 -0.42 Food
## 342 1988-06-01 1.68 4.65 Food
## 343 1988-07-01 -0.50 -1.23 Food
## 344 1988-08-01 0.27 -3.38 Food
## 345 1988-09-01 5.99 3.11 Food
## 346 1988-10-01 8.46 1.16 Food
## 347 1988-11-01 -2.66 -2.21 Food
## 348 1988-12-01 1.86 1.47 Food
## 349 1989-01-01 3.96 6.05 Food
## 350 1989-02-01 -3.08 -2.25 Food
## 351 1989-03-01 4.59 1.49 Food
## 352 1989-04-01 5.89 4.18 Food
## 353 1989-05-01 5.32 3.16 Food
## 354 1989-06-01 -0.04 -1.20 Food
## 355 1989-07-01 12.66 7.01 Food
## 356 1989-08-01 -4.54 1.46 Food
## 357 1989-09-01 -1.00 -0.81 Food
## 358 1989-10-01 -2.15 -3.62 Food
## 359 1989-11-01 2.85 1.10 Food
## 360 1989-12-01 2.14 1.22 Food
## 361 1990-01-01 -10.41 -7.58 Food
## 362 1990-02-01 -0.90 0.93 Food
## 363 1990-03-01 4.84 1.77 Food
## 364 1990-04-01 -0.29 -3.51 Food
## 365 1990-05-01 10.91 8.21 Food
## 366 1990-06-01 1.25 -1.06 Food
## 367 1990-07-01 -1.03 -1.62 Food
## 368 1990-08-01 -7.57 -9.84 Food
## 369 1990-09-01 -4.85 -5.99 Food
## 370 1990-10-01 3.61 -1.92 Food
## 371 1990-11-01 5.28 6.03 Food
## 372 1990-12-01 2.47 2.35 Food
## 373 1991-01-01 2.13 4.39 Food
## 374 1991-02-01 8.65 7.09 Food
## 375 1991-03-01 6.25 2.44 Food
## 376 1991-04-01 -2.17 -0.19 Food
## 377 1991-05-01 3.23 3.59 Food
## 378 1991-06-01 -4.33 -4.84 Food
## 379 1991-07-01 5.99 4.19 Food
## 380 1991-08-01 4.77 2.23 Food
## 381 1991-09-01 -4.79 -1.57 Food
## 382 1991-10-01 -0.51 1.35 Food
## 383 1991-11-01 1.25 -4.12 Food
## 384 1991-12-01 13.27 10.32 Food
## 385 1992-01-01 -4.92 -0.50 Food
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## 519 1960-03-01 -2.28 -1.46 Durables
## 520 1960-04-01 2.41 -1.70 Durables
## 521 1960-05-01 6.33 3.08 Durables
## 522 1960-06-01 -1.26 2.09 Durables
## 523 1960-07-01 -5.09 -2.23 Durables
## 524 1960-08-01 4.38 2.85 Durables
## 525 1960-09-01 -4.23 -6.00 Durables
## 526 1960-10-01 1.17 -0.70 Durables
## 527 1960-11-01 10.58 4.72 Durables
## 528 1960-12-01 6.79 4.68 Durables
## 529 1961-01-01 0.26 6.23 Durables
## 530 1961-02-01 18.08 3.54 Durables
## 531 1961-03-01 3.68 2.86 Durables
## 532 1961-04-01 -2.34 0.39 Durables
## 533 1961-05-01 -1.27 2.40 Durables
## 534 1961-06-01 -6.85 -3.04 Durables
## 535 1961-07-01 -0.66 2.81 Durables
## 536 1961-08-01 1.98 2.54 Durables
## 537 1961-09-01 1.83 -2.17 Durables
## 538 1961-10-01 -3.00 2.56 Durables
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## 540 1961-12-01 -0.42 -0.10 Durables
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## 542 1962-02-01 0.07 1.75 Durables
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## 545 1962-05-01 -8.93 -8.69 Durables
## 546 1962-06-01 -11.07 -8.46 Durables
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## 549 1962-09-01 -7.75 -5.23 Durables
## 550 1962-10-01 -2.79 -0.04 Durables
## 551 1962-11-01 15.56 10.81 Durables
## 552 1962-12-01 2.24 0.96 Durables
## 553 1963-01-01 7.57 4.93 Durables
## 554 1963-02-01 -5.37 -2.42 Durables
## 555 1963-03-01 2.24 3.06 Durables
## 556 1963-04-01 5.32 4.49 Durables
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## 558 1963-06-01 -0.25 -2.03 Durables
## 559 1963-07-01 -0.52 -0.44 Durables
## 560 1963-08-01 5.07 5.02 Durables
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## 562 1963-10-01 5.80 2.48 Durables
## 563 1963-11-01 -0.41 -0.83 Durables
## 564 1963-12-01 4.19 1.88 Durables
## 565 1964-01-01 -0.11 2.28 Durables
## 566 1964-02-01 1.13 1.46 Durables
## 567 1964-03-01 2.43 1.45 Durables
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## 569 1964-05-01 1.89 1.48 Durables
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## 571 1964-07-01 0.16 1.71 Durables
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## 573 1964-09-01 7.18 2.77 Durables
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## 575 1964-11-01 1.42 0.02 Durables
## 576 1964-12-01 0.11 0.06 Durables
## 577 1965-01-01 8.00 3.58 Durables
## 578 1965-02-01 3.06 0.40 Durables
## 579 1965-03-01 -1.34 -1.33 Durables
## 580 1965-04-01 6.78 3.06 Durables
## 581 1965-05-01 0.03 -0.74 Durables
## 582 1965-06-01 -5.86 -5.54 Durables
## 583 1965-07-01 5.46 1.37 Durables
## 584 1965-08-01 7.84 2.76 Durables
## 585 1965-09-01 7.60 2.89 Durables
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## 587 1965-11-01 1.47 -0.04 Durables
## 588 1965-12-01 4.87 1.02 Durables
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## 590 1966-02-01 0.24 -1.21 Durables
## 591 1966-03-01 2.56 -2.47 Durables
## 592 1966-04-01 6.36 2.14 Durables
## 593 1966-05-01 -8.48 -5.66 Durables
## 594 1966-06-01 -0.24 -1.41 Durables
## 595 1966-07-01 -3.86 -1.64 Durables
## 596 1966-08-01 -9.89 -7.95 Durables
## 597 1966-09-01 -5.46 -1.10 Durables
## 598 1966-10-01 2.05 3.78 Durables
## 599 1966-11-01 6.47 1.35 Durables
## 600 1966-12-01 -2.03 0.22 Durables
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## 605 1967-05-01 -7.08 -4.26 Durables
## 606 1967-06-01 2.00 2.42 Durables
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## 608 1967-08-01 -0.56 -0.94 Durables
## 609 1967-09-01 3.84 3.11 Durables
## 610 1967-10-01 -0.78 -3.13 Durables
## 611 1967-11-01 1.78 0.43 Durables
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## 614 1968-02-01 -3.76 -3.75 Durables
## 615 1968-03-01 2.85 0.13 Durables
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## 619 1968-07-01 -5.86 -2.68 Durables
## 620 1968-08-01 2.35 1.38 Durables
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## 624 1968-12-01 -6.31 -3.82 Durables
## 625 1969-01-01 -0.87 -1.20 Durables
## 626 1969-02-01 -6.00 -5.82 Durables
## 627 1969-03-01 1.89 2.59 Durables
## 628 1969-04-01 3.96 1.52 Durables
## 629 1969-05-01 -1.35 0.02 Durables
## 630 1969-06-01 -3.17 -7.25 Durables
## 631 1969-07-01 -4.93 -7.05 Durables
## 632 1969-08-01 3.66 4.65 Durables
## 633 1969-09-01 -0.88 -2.88 Durables
## 634 1969-10-01 5.22 4.96 Durables
## 635 1969-11-01 -3.69 -3.74 Durables
## 636 1969-12-01 -0.79 -2.61 Durables
## 637 1970-01-01 -8.20 -7.93 Durables
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## 639 1970-03-01 -1.00 -1.04 Durables
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## 641 1970-05-01 -10.36 -6.96 Durables
## 642 1970-06-01 -6.05 -5.69 Durables
## 643 1970-07-01 5.47 6.90 Durables
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## 646 1970-10-01 -2.08 -2.28 Durables
## 647 1970-11-01 4.50 4.58 Durables
## 648 1970-12-01 5.53 5.65 Durables
## 649 1971-01-01 5.85 4.82 Durables
## 650 1971-02-01 2.02 1.36 Durables
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## 653 1971-05-01 -1.10 -3.93 Durables
## 654 1971-06-01 1.77 -0.06 Durables
## 655 1971-07-01 -7.17 -4.43 Durables
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## 658 1971-10-01 -5.04 -4.44 Durables
## 659 1971-11-01 1.71 -0.50 Durables
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## 664 1972-04-01 1.77 0.26 Durables
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## 666 1972-06-01 -1.04 -2.38 Durables
## 667 1972-07-01 -0.73 -0.74 Durables
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## 669 1972-09-01 1.31 -1.11 Durables
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## 675 1973-03-01 -2.14 -1.25 Durables
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## 677 1973-05-01 -0.36 -2.96 Durables
## 678 1973-06-01 0.47 -1.38 Durables
## 679 1973-07-01 4.34 5.07 Durables
## 680 1973-08-01 -4.20 -3.67 Durables
## 681 1973-09-01 -0.55 4.72 Durables
## 682 1973-10-01 -1.32 -0.68 Durables
## 683 1973-11-01 -13.77 -12.64 Durables
## 684 1973-12-01 -1.81 0.50 Durables
## 685 1974-01-01 -2.38 -0.19 Durables
## 686 1974-02-01 -3.75 -0.35 Durables
## 687 1974-03-01 -1.04 -2.90 Durables
## 688 1974-04-01 -6.29 -5.35 Durables
## 689 1974-05-01 -0.59 -4.95 Durables
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## 696 1974-12-01 -8.20 -3.40 Durables
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## 703 1975-07-01 -8.25 -6.52 Durables
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## 715 1976-07-01 -3.65 -1.09 Durables
## 716 1976-08-01 -1.54 -0.56 Durables
## 717 1976-09-01 -1.10 2.01 Durables
## 718 1976-10-01 -3.29 -2.45 Durables
## 719 1976-11-01 -1.79 0.14 Durables
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## 722 1977-02-01 -2.88 -1.93 Durables
## 723 1977-03-01 -4.23 -1.30 Durables
## 724 1977-04-01 -1.30 0.12 Durables
## 725 1977-05-01 -4.10 -1.45 Durables
## 726 1977-06-01 4.60 4.74 Durables
## 727 1977-07-01 -2.64 -1.70 Durables
## 728 1977-08-01 0.88 -1.78 Durables
## 729 1977-09-01 -1.24 -0.27 Durables
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## 731 1977-11-01 1.31 4.04 Durables
## 732 1977-12-01 -0.99 0.33 Durables
## 733 1978-01-01 -7.68 -6.01 Durables
## 734 1978-02-01 -3.59 -1.39 Durables
## 735 1978-03-01 3.61 2.87 Durables
## 736 1978-04-01 13.19 7.74 Durables
## 737 1978-05-01 4.50 1.81 Durables
## 738 1978-06-01 -3.12 -1.62 Durables
## 739 1978-07-01 7.95 5.11 Durables
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## 741 1978-09-01 -3.49 -1.31 Durables
## 742 1978-10-01 -11.53 -11.78 Durables
## 743 1978-11-01 2.35 2.68 Durables
## 744 1978-12-01 -0.47 0.99 Durables
## 745 1979-01-01 3.79 4.18 Durables
## 746 1979-02-01 -5.21 -3.41 Durables
## 747 1979-03-01 5.57 5.75 Durables
## 748 1979-04-01 0.63 0.05 Durables
## 749 1979-05-01 -3.07 -2.18 Durables
## 750 1979-06-01 1.42 3.88 Durables
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## 753 1979-09-01 -4.36 -0.69 Durables
## 754 1979-10-01 -8.35 -8.14 Durables
## 755 1979-11-01 -0.12 5.37 Durables
## 756 1979-12-01 3.10 1.87 Durables
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## 761 1980-05-01 4.98 5.20 Durables
## 762 1980-06-01 2.21 3.16 Durables
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## 765 1980-09-01 1.26 2.20 Durables
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## 768 1980-12-01 -3.59 -4.75 Durables
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## 782 1982-02-01 -4.81 -6.03 Durables
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## 789 1982-09-01 -0.24 1.17 Durables
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## 793 1983-01-01 4.38 3.46 Durables
## 794 1983-02-01 6.17 2.43 Durables
## 795 1983-03-01 -2.87 2.84 Durables
## 796 1983-04-01 5.35 6.72 Durables
## 797 1983-05-01 -5.04 0.62 Durables
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## 799 1983-07-01 -5.88 -3.91 Durables
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## 801 1983-09-01 1.98 0.87 Durables
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## 805 1984-01-01 -7.20 -2.05 Durables
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## 807 1984-03-01 1.20 0.62 Durables
## 808 1984-04-01 -0.62 -0.54 Durables
## 809 1984-05-01 -4.07 -6.02 Durables
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## 811 1984-07-01 -0.64 -2.86 Durables
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## 813 1984-09-01 -3.80 -0.82 Durables
## 814 1984-10-01 -0.36 -0.99 Durables
## 815 1984-11-01 -2.20 -1.79 Durables
## 816 1984-12-01 2.05 1.74 Durables
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## 818 1985-02-01 -0.28 1.12 Durables
## 819 1985-03-01 -4.83 -0.81 Durables
## 820 1985-04-01 -1.79 -0.94 Durables
## 821 1985-05-01 4.00 4.93 Durables
## 822 1985-06-01 1.43 1.17 Durables
## 823 1985-07-01 1.90 -0.68 Durables
## 824 1985-08-01 -3.37 -1.03 Durables
## 825 1985-09-01 -4.33 -4.57 Durables
## 826 1985-10-01 -0.12 3.81 Durables
## 827 1985-11-01 12.08 6.32 Durables
## 828 1985-12-01 6.60 3.67 Durables
## 829 1986-01-01 -0.22 0.43 Durables
## 830 1986-02-01 11.05 6.75 Durables
## 831 1986-03-01 4.17 4.79 Durables
## 832 1986-04-01 -1.94 -1.32 Durables
## 833 1986-05-01 3.88 4.60 Durables
## 834 1986-06-01 -0.99 0.91 Durables
## 835 1986-07-01 -9.25 -6.49 Durables
## 836 1986-08-01 5.58 6.18 Durables
## 837 1986-09-01 -9.18 -8.37 Durables
## 838 1986-10-01 6.91 4.48 Durables
## 839 1986-11-01 6.78 1.13 Durables
## 840 1986-12-01 -0.46 -3.14 Durables
## 841 1987-01-01 14.73 12.42 Durables
## 842 1987-02-01 4.03 4.33 Durables
## 843 1987-03-01 1.18 1.86 Durables
## 844 1987-04-01 -1.42 -2.15 Durables
## 845 1987-05-01 0.45 0.14 Durables
## 846 1987-06-01 3.68 3.90 Durables
## 847 1987-07-01 5.86 3.95 Durables
## 848 1987-08-01 5.72 3.25 Durables
## 849 1987-09-01 -1.54 -2.52 Durables
## 850 1987-10-01 -25.74 -23.09 Durables
## 851 1987-11-01 -11.43 -7.64 Durables
## 852 1987-12-01 8.14 6.65 Durables
## 853 1988-01-01 -0.89 4.24 Durables
## 854 1988-02-01 4.01 4.70 Durables
## 855 1988-03-01 -5.84 -2.15 Durables
## 856 1988-04-01 0.51 0.64 Durables
## 857 1988-05-01 1.32 -0.42 Durables
## 858 1988-06-01 6.19 4.65 Durables
## 859 1988-07-01 -1.23 -1.23 Durables
## 860 1988-08-01 -5.29 -3.38 Durables
## 861 1988-09-01 4.00 3.11 Durables
## 862 1988-10-01 0.50 1.16 Durables
## 863 1988-11-01 -2.19 -2.21 Durables
## 864 1988-12-01 1.93 1.47 Durables
## 865 1989-01-01 5.56 6.05 Durables
## 866 1989-02-01 -2.65 -2.25 Durables
## 867 1989-03-01 -2.01 1.49 Durables
## 868 1989-04-01 7.19 4.18 Durables
## 869 1989-05-01 5.16 3.16 Durables
## 870 1989-06-01 -2.74 -1.20 Durables
## 871 1989-07-01 9.19 7.01 Durables
## 872 1989-08-01 -0.28 1.46 Durables
## 873 1989-09-01 -2.07 -0.81 Durables
## 874 1989-10-01 -4.96 -3.62 Durables
## 875 1989-11-01 5.25 1.10 Durables
## 876 1989-12-01 1.26 1.22 Durables
## 877 1990-01-01 -6.08 -7.58 Durables
## 878 1990-02-01 0.19 0.93 Durables
## 879 1990-03-01 3.46 1.77 Durables
## 880 1990-04-01 -3.04 -3.51 Durables
## 881 1990-05-01 8.29 8.21 Durables
## 882 1990-06-01 -0.20 -1.06 Durables
## 883 1990-07-01 -1.08 -1.62 Durables
## 884 1990-08-01 -11.88 -9.84 Durables
## 885 1990-09-01 -11.26 -5.99 Durables
## 886 1990-10-01 -5.71 -1.92 Durables
## 887 1990-11-01 6.14 6.03 Durables
## 888 1990-12-01 3.38 2.35 Durables
## 889 1991-01-01 9.30 4.39 Durables
## 890 1991-02-01 7.59 7.09 Durables
## 891 1991-03-01 2.80 2.44 Durables
## 892 1991-04-01 0.75 -0.19 Durables
## 893 1991-05-01 6.77 3.59 Durables
## 894 1991-06-01 -4.82 -4.84 Durables
## 895 1991-07-01 1.40 4.19 Durables
## 896 1991-08-01 3.15 2.23 Durables
## 897 1991-09-01 -4.84 -1.57 Durables
## 898 1991-10-01 1.06 1.35 Durables
## 899 1991-11-01 -4.07 -4.12 Durables
## 900 1991-12-01 14.60 10.32 Durables
## 901 1992-01-01 1.54 -0.50 Durables
## 902 1992-02-01 1.35 1.05 Durables
## 903 1992-03-01 -4.03 -2.71 Durables
## 904 1992-04-01 0.49 1.06 Durables
## 905 1992-05-01 -0.81 0.37 Durables
## 906 1992-06-01 -1.57 -2.24 Durables
## 907 1992-07-01 2.58 3.68 Durables
## 908 1992-08-01 -2.57 -2.34 Durables
## 909 1992-09-01 4.23 0.98 Durables
## 910 1992-10-01 -0.98 0.86 Durables
## 911 1992-11-01 7.31 3.79 Durables
## 912 1992-12-01 1.09 1.48 Durables
## 913 1993-01-01 2.79 1.01 Durables
## 914 1993-02-01 0.30 0.33 Durables
## 915 1993-03-01 5.57 2.25 Durables
## 916 1993-04-01 -0.52 -2.79 Durables
## 917 1993-05-01 3.63 2.72 Durables
## 918 1993-06-01 2.03 0.26 Durables
## 919 1993-07-01 2.25 -0.32 Durables
## 920 1993-08-01 3.18 3.68 Durables
## 921 1993-09-01 -0.50 -0.19 Durables
## 922 1993-10-01 3.37 1.59 Durables
## 923 1993-11-01 -1.75 -1.98 Durables
## 924 1993-12-01 2.97 1.71 Durables
## 925 1994-01-01 2.70 2.89 Durables
## 926 1994-02-01 -1.49 -2.62 Durables
## 927 1994-03-01 -3.47 -4.84 Durables
## 928 1994-04-01 -5.12 0.72 Durables
## 929 1994-05-01 3.46 0.63 Durables
## 930 1994-06-01 -4.85 -3.05 Durables
## 931 1994-07-01 7.13 2.76 Durables
## 932 1994-08-01 1.34 3.91 Durables
## 933 1994-09-01 -1.79 -2.24 Durables
## 934 1994-10-01 1.62 1.11 Durables
## 935 1994-11-01 -5.11 -4.08 Durables
## 936 1994-12-01 5.26 0.83 Durables
## 937 1995-01-01 0.36 1.64 Durables
## 938 1995-02-01 3.48 3.57 Durables
## 939 1995-03-01 -0.31 2.24 Durables
## 940 1995-04-01 2.51 2.05 Durables
## 941 1995-05-01 3.01 2.87 Durables
## 942 1995-06-01 0.49 2.61 Durables
## 943 1995-07-01 4.46 3.62 Durables
## 944 1995-08-01 -0.85 0.47 Durables
## 945 1995-09-01 4.23 3.21 Durables
## 946 1995-10-01 -4.35 -1.58 Durables
## 947 1995-11-01 3.45 3.87 Durables
## 948 1995-12-01 1.57 1.05 Durables
## 949 1996-01-01 3.31 2.38 Durables
## 950 1996-02-01 -0.55 1.22 Durables
## 951 1996-03-01 1.31 0.73 Durables
## 952 1996-04-01 3.42 2.05 Durables
## 953 1996-05-01 5.56 2.25 Durables
## 954 1996-06-01 0.88 -1.17 Durables
## 955 1996-07-01 -6.27 -5.78 Durables
## 956 1996-08-01 0.80 2.81 Durables
## 957 1996-09-01 5.53 4.86 Durables
## 958 1996-10-01 0.97 0.97 Durables
## 959 1996-11-01 7.60 6.16 Durables
## 960 1996-12-01 -1.61 -1.59 Durables
## 961 1997-01-01 5.25 4.85 Durables
## 962 1997-02-01 -1.99 -0.48 Durables
## 963 1997-03-01 -4.13 -4.87 Durables
## 964 1997-04-01 6.66 3.82 Durables
## 965 1997-05-01 8.57 6.64 Durables
## 966 1997-06-01 6.79 4.05 Durables
## 967 1997-07-01 5.25 7.20 Durables
## 968 1997-08-01 -8.31 -4.05 Durables
## 969 1997-09-01 7.66 5.36 Durables
## 970 1997-10-01 -5.74 -3.83 Durables
## 971 1997-11-01 8.89 2.72 Durables
## 972 1997-12-01 -1.00 1.32 Durables
## 973 1998-01-01 5.10 0.01 Durables
## 974 1998-02-01 3.05 6.89 Durables
## 975 1998-03-01 8.97 4.75 Durables
## 976 1998-04-01 1.17 0.66 Durables
## 977 1998-05-01 -3.22 -2.94 Durables
## 978 1998-06-01 5.56 2.86 Durables
## 979 1998-07-01 -0.56 -2.71 Durables
## 980 1998-08-01 -12.09 -16.12 Durables
## 981 1998-09-01 0.19 5.95 Durables
## 982 1998-10-01 9.56 7.12 Durables
## 983 1998-11-01 3.87 5.87 Durables
## 984 1998-12-01 10.42 5.95 Durables
## 985 1999-01-01 3.40 3.48 Durables
## 986 1999-02-01 -4.99 -4.14 Durables
## 987 1999-03-01 8.65 3.37 Durables
## 988 1999-04-01 -1.78 4.51 Durables
## 989 1999-05-01 -4.19 -2.42 Durables
## 990 1999-06-01 8.79 4.69 Durables
## 991 1999-07-01 -4.50 -3.44 Durables
## 992 1999-08-01 0.93 -1.40 Durables
## 993 1999-09-01 2.46 -2.68 Durables
## 994 1999-10-01 8.67 5.83 Durables
## 995 1999-11-01 -4.19 3.24 Durables
## 996 1999-12-01 15.39 7.85 Durables
## 997 2000-01-01 -13.09 -4.45 Durables
## 998 2000-02-01 -1.44 2.44 Durables
## 999 2000-03-01 15.46 5.17 Durables
## 1000 2000-04-01 0.67 -6.33 Durables
## 1001 2000-05-01 -0.12 -4.30 Durables
## 1002 2000-06-01 -0.73 4.68 Durables
## 1003 2000-07-01 -8.60 -2.23 Durables
## 1004 2000-08-01 12.80 7.10 Durables
## 1005 2000-09-01 -11.37 -5.64 Durables
## 1006 2000-10-01 -11.17 -2.92 Durables
## 1007 2000-11-01 -16.75 -10.64 Durables
## 1008 2000-12-01 2.09 1.45 Durables
## 1009 2001-01-01 11.58 3.30 Durables
## 1010 2001-02-01 -4.50 -10.17 Durables
## 1011 2001-03-01 -11.69 -7.33 Durables
## 1012 2001-04-01 13.44 7.94 Durables
## 1013 2001-05-01 5.01 0.77 Durables
## 1014 2001-06-01 0.63 -2.01 Durables
## 1015 2001-07-01 -0.95 -2.08 Durables
## 1016 2001-08-01 -6.39 -6.21 Durables
## 1017 2001-09-01 -21.15 -9.35 Durables
## 1018 2001-10-01 3.70 2.50 Durables
## 1019 2001-11-01 12.15 7.65 Durables
## 1020 2001-12-01 2.58 1.61 Durables
## 1021 2002-01-01 -3.82 -1.76 Durables
## 1022 2002-02-01 3.09 -2.26 Durables
## 1023 2002-03-01 3.58 4.27 Durables
## 1024 2002-04-01 -0.91 -5.06 Durables
## 1025 2002-05-01 -1.26 -1.21 Durables
## 1026 2002-06-01 -7.85 -7.14 Durables
## 1027 2002-07-01 -12.97 -8.26 Durables
## 1028 2002-08-01 1.87 0.64 Durables
## 1029 2002-09-01 -11.07 -10.10 Durables
## 1030 2002-10-01 4.58 7.30 Durables
## 1031 2002-11-01 15.63 5.96 Durables
## 1032 2002-12-01 -4.89 -5.42 Durables
## 1033 1960-01-01 -6.84 -6.99 Construction
## 1034 1960-02-01 2.78 0.99 Construction
## 1035 1960-03-01 -0.48 -1.46 Construction
## 1036 1960-04-01 -2.02 -1.70 Construction
## 1037 1960-05-01 3.69 3.08 Construction
## 1038 1960-06-01 2.05 2.09 Construction
## 1039 1960-07-01 -3.79 -2.23 Construction
## 1040 1960-08-01 -1.08 2.85 Construction
## 1041 1960-09-01 -4.71 -6.00 Construction
## 1042 1960-10-01 -1.44 -0.70 Construction
## 1043 1960-11-01 6.53 4.72 Construction
## 1044 1960-12-01 3.42 4.68 Construction
## 1045 1961-01-01 6.08 6.23 Construction
## 1046 1961-02-01 4.25 3.54 Construction
## 1047 1961-03-01 2.08 2.86 Construction
## 1048 1961-04-01 -4.23 0.39 Construction
## 1049 1961-05-01 2.74 2.40 Construction
## 1050 1961-06-01 -3.24 -3.04 Construction
## 1051 1961-07-01 -0.30 2.81 Construction
## 1052 1961-08-01 0.59 2.54 Construction
## 1053 1961-09-01 -2.87 -2.17 Construction
## 1054 1961-10-01 1.30 2.56 Construction
## 1055 1961-11-01 5.93 4.39 Construction
## 1056 1961-12-01 0.47 -0.10 Construction
## 1057 1962-01-01 -5.18 -3.86 Construction
## 1058 1962-02-01 0.68 1.75 Construction
## 1059 1962-03-01 -1.20 -0.66 Construction
## 1060 1962-04-01 -7.26 -6.56 Construction
## 1061 1962-05-01 -8.64 -8.69 Construction
## 1062 1962-06-01 -10.92 -8.46 Construction
## 1063 1962-07-01 4.24 6.28 Construction
## 1064 1962-08-01 1.99 2.11 Construction
## 1065 1962-09-01 -6.79 -5.23 Construction
## 1066 1962-10-01 -2.55 -0.04 Construction
## 1067 1962-11-01 12.73 10.81 Construction
## 1068 1962-12-01 -2.61 0.96 Construction
## 1069 1963-01-01 4.76 4.93 Construction
## 1070 1963-02-01 -0.64 -2.42 Construction
## 1071 1963-03-01 3.43 3.06 Construction
## 1072 1963-04-01 2.64 4.49 Construction
## 1073 1963-05-01 0.52 1.77 Construction
## 1074 1963-06-01 -1.33 -2.03 Construction
## 1075 1963-07-01 -0.66 -0.44 Construction
## 1076 1963-08-01 5.31 5.02 Construction
## 1077 1963-09-01 -1.77 -1.46 Construction
## 1078 1963-10-01 -1.33 2.48 Construction
## 1079 1963-11-01 -1.77 -0.83 Construction
## 1080 1963-12-01 -0.17 1.88 Construction
## 1081 1964-01-01 2.38 2.28 Construction
## 1082 1964-02-01 4.20 1.46 Construction
## 1083 1964-03-01 4.47 1.45 Construction
## 1084 1964-04-01 -0.84 0.17 Construction
## 1085 1964-05-01 0.05 1.48 Construction
## 1086 1964-06-01 0.60 1.21 Construction
## 1087 1964-07-01 0.82 1.71 Construction
## 1088 1964-08-01 -1.36 -1.41 Construction
## 1089 1964-09-01 0.68 2.77 Construction
## 1090 1964-10-01 0.98 0.60 Construction
## 1091 1964-11-01 -1.02 0.02 Construction
## 1092 1964-12-01 -1.97 0.06 Construction
## 1093 1965-01-01 5.49 3.58 Construction
## 1094 1965-02-01 2.90 0.40 Construction
## 1095 1965-03-01 -0.62 -1.33 Construction
## 1096 1965-04-01 1.29 3.06 Construction
## 1097 1965-05-01 -1.59 -0.74 Construction
## 1098 1965-06-01 -7.12 -5.54 Construction
## 1099 1965-07-01 0.22 1.37 Construction
## 1100 1965-08-01 1.99 2.76 Construction
## 1101 1965-09-01 1.48 2.89 Construction
## 1102 1965-10-01 2.63 2.62 Construction
## 1103 1965-11-01 0.77 -0.04 Construction
## 1104 1965-12-01 1.42 1.02 Construction
## 1105 1966-01-01 3.92 0.83 Construction
## 1106 1966-02-01 -1.27 -1.21 Construction
## 1107 1966-03-01 -3.36 -2.47 Construction
## 1108 1966-04-01 -0.26 2.14 Construction
## 1109 1966-05-01 -6.20 -5.66 Construction
## 1110 1966-06-01 -2.37 -1.41 Construction
## 1111 1966-07-01 -1.68 -1.64 Construction
## 1112 1966-08-01 -10.22 -7.95 Construction
## 1113 1966-09-01 -2.34 -1.10 Construction
## 1114 1966-10-01 1.24 3.78 Construction
## 1115 1966-11-01 3.13 1.35 Construction
## 1116 1966-12-01 2.68 0.22 Construction
## 1117 1967-01-01 14.66 8.12 Construction
## 1118 1967-02-01 0.96 0.73 Construction
## 1119 1967-03-01 7.61 3.95 Construction
## 1120 1967-04-01 2.78 3.84 Construction
## 1121 1967-05-01 -4.45 -4.26 Construction
## 1122 1967-06-01 4.75 2.42 Construction
## 1123 1967-07-01 6.32 4.60 Construction
## 1124 1967-08-01 2.09 -0.94 Construction
## 1125 1967-09-01 3.09 3.11 Construction
## 1126 1967-10-01 -5.38 -3.13 Construction
## 1127 1967-11-01 -1.83 0.43 Construction
## 1128 1967-12-01 5.83 3.04 Construction
## 1129 1968-01-01 -0.10 -4.03 Construction
## 1130 1968-02-01 -4.43 -3.75 Construction
## 1131 1968-03-01 -0.96 0.13 Construction
## 1132 1968-04-01 14.38 8.98 Construction
## 1133 1968-05-01 4.98 2.25 Construction
## 1134 1968-06-01 -1.51 0.72 Construction
## 1135 1968-07-01 -0.41 -2.68 Construction
## 1136 1968-08-01 7.42 1.38 Construction
## 1137 1968-09-01 4.24 4.02 Construction
## 1138 1968-10-01 -1.53 0.46 Construction
## 1139 1968-11-01 6.16 5.43 Construction
## 1140 1968-12-01 -1.79 -3.82 Construction
## 1141 1969-01-01 -1.96 -1.20 Construction
## 1142 1969-02-01 -6.46 -5.82 Construction
## 1143 1969-03-01 2.95 2.59 Construction
## 1144 1969-04-01 1.66 1.52 Construction
## 1145 1969-05-01 0.08 0.02 Construction
## 1146 1969-06-01 -13.05 -7.25 Construction
## 1147 1969-07-01 -7.77 -7.05 Construction
## 1148 1969-08-01 7.92 4.65 Construction
## 1149 1969-09-01 -5.11 -2.88 Construction
## 1150 1969-10-01 6.37 4.96 Construction
## 1151 1969-11-01 -4.02 -3.74 Construction
## 1152 1969-12-01 -5.04 -2.61 Construction
## 1153 1970-01-01 -9.16 -7.93 Construction
## 1154 1970-02-01 7.02 5.05 Construction
## 1155 1970-03-01 -1.61 -1.04 Construction
## 1156 1970-04-01 -11.40 -11.03 Construction
## 1157 1970-05-01 -9.59 -6.96 Construction
## 1158 1970-06-01 -6.57 -5.69 Construction
## 1159 1970-07-01 9.73 6.90 Construction
## 1160 1970-08-01 3.07 4.47 Construction
## 1161 1970-09-01 7.50 4.21 Construction
## 1162 1970-10-01 -4.53 -2.28 Construction
## 1163 1970-11-01 0.73 4.58 Construction
## 1164 1970-12-01 8.67 5.65 Construction
## 1165 1971-01-01 5.95 4.82 Construction
## 1166 1971-02-01 0.47 1.36 Construction
## 1167 1971-03-01 0.67 4.18 Construction
## 1168 1971-04-01 3.75 3.05 Construction
## 1169 1971-05-01 -5.03 -3.93 Construction
## 1170 1971-06-01 -3.32 -0.06 Construction
## 1171 1971-07-01 -3.28 -4.43 Construction
## 1172 1971-08-01 5.88 3.78 Construction
## 1173 1971-09-01 1.62 -0.87 Construction
## 1174 1971-10-01 -6.50 -4.44 Construction
## 1175 1971-11-01 -4.59 -0.50 Construction
## 1176 1971-12-01 7.99 8.76 Construction
## 1177 1972-01-01 2.01 2.55 Construction
## 1178 1972-02-01 3.10 2.88 Construction
## 1179 1972-03-01 0.19 0.60 Construction
## 1180 1972-04-01 1.68 0.26 Construction
## 1181 1972-05-01 -3.22 1.34 Construction
## 1182 1972-06-01 -2.55 -2.38 Construction
## 1183 1972-07-01 -2.70 -0.74 Construction
## 1184 1972-08-01 1.09 3.31 Construction
## 1185 1972-09-01 -2.89 -1.11 Construction
## 1186 1972-10-01 -1.05 0.47 Construction
## 1187 1972-11-01 7.41 4.61 Construction
## 1188 1972-12-01 -1.14 0.75 Construction
## 1189 1973-01-01 -8.32 -3.20 Construction
## 1190 1973-02-01 -9.15 -4.86 Construction
## 1191 1973-03-01 -2.01 -1.25 Construction
## 1192 1973-04-01 -4.86 -5.70 Construction
## 1193 1973-05-01 -5.89 -2.96 Construction
## 1194 1973-06-01 -2.41 -1.38 Construction
## 1195 1973-07-01 12.81 5.07 Construction
## 1196 1973-08-01 -2.47 -3.67 Construction
## 1197 1973-09-01 7.48 4.72 Construction
## 1198 1973-10-01 -0.89 -0.68 Construction
## 1199 1973-11-01 -18.51 -12.64 Construction
## 1200 1973-12-01 -0.82 0.50 Construction
## 1201 1974-01-01 5.42 -0.19 Construction
## 1202 1974-02-01 3.55 -0.35 Construction
## 1203 1974-03-01 -0.78 -2.90 Construction
## 1204 1974-04-01 -6.00 -5.35 Construction
## 1205 1974-05-01 -7.73 -4.95 Construction
## 1206 1974-06-01 -5.76 -2.89 Construction
## 1207 1974-07-01 -4.59 -7.79 Construction
## 1208 1974-08-01 -10.46 -9.37 Construction
## 1209 1974-09-01 -11.56 -11.78 Construction
## 1210 1974-10-01 13.91 16.05 Construction
## 1211 1974-11-01 -7.40 -4.64 Construction
## 1212 1974-12-01 -4.16 -3.40 Construction
## 1213 1975-01-01 24.67 13.57 Construction
## 1214 1975-02-01 3.49 5.41 Construction
## 1215 1975-03-01 7.00 2.61 Construction
## 1216 1975-04-01 2.67 4.21 Construction
## 1217 1975-05-01 4.50 5.07 Construction
## 1218 1975-06-01 4.86 4.74 Construction
## 1219 1975-07-01 -5.94 -6.52 Construction
## 1220 1975-08-01 -2.30 -2.84 Construction
## 1221 1975-09-01 -6.79 -4.33 Construction
## 1222 1975-10-01 2.69 5.03 Construction
## 1223 1975-11-01 3.54 2.71 Construction
## 1224 1975-12-01 0.01 -1.58 Construction
## 1225 1976-01-01 16.74 12.13 Construction
## 1226 1976-02-01 5.96 0.39 Construction
## 1227 1976-03-01 2.08 2.28 Construction
## 1228 1976-04-01 -0.06 -1.46 Construction
## 1229 1976-05-01 -4.15 -1.31 Construction
## 1230 1976-06-01 2.72 4.02 Construction
## 1231 1976-07-01 -2.92 -1.09 Construction
## 1232 1976-08-01 -1.65 -0.56 Construction
## 1233 1976-09-01 1.52 2.01 Construction
## 1234 1976-10-01 -0.30 -2.45 Construction
## 1235 1976-11-01 2.14 0.14 Construction
## 1236 1976-12-01 8.64 5.76 Construction
## 1237 1977-01-01 -5.19 -3.99 Construction
## 1238 1977-02-01 -1.63 -1.93 Construction
## 1239 1977-03-01 -0.04 -1.30 Construction
## 1240 1977-04-01 1.59 0.12 Construction
## 1241 1977-05-01 -3.45 -1.45 Construction
## 1242 1977-06-01 4.04 4.74 Construction
## 1243 1977-07-01 -3.67 -1.70 Construction
## 1244 1977-08-01 -2.29 -1.78 Construction
## 1245 1977-09-01 -1.12 -0.27 Construction
## 1246 1977-10-01 -3.18 -4.42 Construction
## 1247 1977-11-01 7.34 4.04 Construction
## 1248 1977-12-01 0.68 0.33 Construction
## 1249 1978-01-01 -6.80 -6.01 Construction
## 1250 1978-02-01 -0.89 -1.39 Construction
## 1251 1978-03-01 4.72 2.87 Construction
## 1252 1978-04-01 8.94 7.74 Construction
## 1253 1978-05-01 3.11 1.81 Construction
## 1254 1978-06-01 -2.14 -1.62 Construction
## 1255 1978-07-01 7.47 5.11 Construction
## 1256 1978-08-01 8.60 3.69 Construction
## 1257 1978-09-01 -2.57 -1.31 Construction
## 1258 1978-10-01 -16.75 -11.78 Construction
## 1259 1978-11-01 1.10 2.68 Construction
## 1260 1978-12-01 0.62 0.99 Construction
## 1261 1979-01-01 7.36 4.18 Construction
## 1262 1979-02-01 -2.78 -3.41 Construction
## 1263 1979-03-01 8.34 5.75 Construction
## 1264 1979-04-01 1.81 0.05 Construction
## 1265 1979-05-01 -1.64 -2.18 Construction
## 1266 1979-06-01 4.38 3.88 Construction
## 1267 1979-07-01 1.06 0.73 Construction
## 1268 1979-08-01 11.01 5.70 Construction
## 1269 1979-09-01 2.40 -0.69 Construction
## 1270 1979-10-01 -11.55 -8.14 Construction
## 1271 1979-11-01 6.75 5.37 Construction
## 1272 1979-12-01 3.98 1.87 Construction
## 1273 1980-01-01 8.78 5.76 Construction
## 1274 1980-02-01 3.43 -0.79 Construction
## 1275 1980-03-01 -19.17 -13.23 Construction
## 1276 1980-04-01 5.69 3.97 Construction
## 1277 1980-05-01 7.25 5.20 Construction
## 1278 1980-06-01 4.52 3.16 Construction
## 1279 1980-07-01 9.54 6.41 Construction
## 1280 1980-08-01 -1.15 1.71 Construction
## 1281 1980-09-01 -0.33 2.20 Construction
## 1282 1980-10-01 -0.66 1.05 Construction
## 1283 1980-11-01 5.45 9.53 Construction
## 1284 1980-12-01 -5.69 -4.75 Construction
## 1285 1981-01-01 -2.20 -5.05 Construction
## 1286 1981-02-01 2.49 0.48 Construction
## 1287 1981-03-01 5.61 3.41 Construction
## 1288 1981-04-01 -2.91 -2.20 Construction
## 1289 1981-05-01 0.61 0.20 Construction
## 1290 1981-06-01 -2.06 -2.37 Construction
## 1291 1981-07-01 -5.73 -1.55 Construction
## 1292 1981-08-01 -5.84 -6.91 Construction
## 1293 1981-09-01 -13.88 -7.61 Construction
## 1294 1981-10-01 -0.24 4.81 Construction
## 1295 1981-11-01 6.52 3.51 Construction
## 1296 1981-12-01 -5.19 -3.68 Construction
## 1297 1982-01-01 -9.12 -3.42 Construction
## 1298 1982-02-01 -8.84 -6.03 Construction
## 1299 1982-03-01 -4.12 -1.99 Construction
## 1300 1982-04-01 1.95 3.20 Construction
## 1301 1982-05-01 -5.10 -3.88 Construction
## 1302 1982-06-01 -5.29 -3.35 Construction
## 1303 1982-07-01 -3.61 -3.10 Construction
## 1304 1982-08-01 17.47 11.14 Construction
## 1305 1982-09-01 -1.85 1.17 Construction
## 1306 1982-10-01 16.39 11.27 Construction
## 1307 1982-11-01 8.91 4.56 Construction
## 1308 1982-12-01 2.26 0.78 Construction
## 1309 1983-01-01 0.62 3.46 Construction
## 1310 1983-02-01 3.22 2.43 Construction
## 1311 1983-03-01 5.13 2.84 Construction
## 1312 1983-04-01 5.50 6.72 Construction
## 1313 1983-05-01 1.87 0.62 Construction
## 1314 1983-06-01 0.09 3.13 Construction
## 1315 1983-07-01 -3.91 -3.91 Construction
## 1316 1983-08-01 -4.81 -0.40 Construction
## 1317 1983-09-01 2.40 0.87 Construction
## 1318 1983-10-01 -6.22 -3.53 Construction
## 1319 1983-11-01 6.46 2.23 Construction
## 1320 1983-12-01 -1.84 -1.77 Construction
## 1321 1984-01-01 -4.49 -2.05 Construction
## 1322 1984-02-01 -4.99 -4.63 Construction
## 1323 1984-03-01 2.71 0.62 Construction
## 1324 1984-04-01 -3.24 -0.54 Construction
## 1325 1984-05-01 -9.36 -6.02 Construction
## 1326 1984-06-01 -0.17 1.61 Construction
## 1327 1984-07-01 -4.78 -2.86 Construction
## 1328 1984-08-01 13.09 10.43 Construction
## 1329 1984-09-01 0.31 -0.82 Construction
## 1330 1984-10-01 -2.05 -0.99 Construction
## 1331 1984-11-01 -0.89 -1.79 Construction
## 1332 1984-12-01 0.49 1.74 Construction
## 1333 1985-01-01 12.17 7.92 Construction
## 1334 1985-02-01 -0.98 1.12 Construction
## 1335 1985-03-01 -4.10 -0.81 Construction
## 1336 1985-04-01 -1.24 -0.94 Construction
## 1337 1985-05-01 4.45 4.93 Construction
## 1338 1985-06-01 0.17 1.17 Construction
## 1339 1985-07-01 2.06 -0.68 Construction
## 1340 1985-08-01 -2.30 -1.03 Construction
## 1341 1985-09-01 -4.88 -4.57 Construction
## 1342 1985-10-01 2.31 3.81 Construction
## 1343 1985-11-01 7.34 6.32 Construction
## 1344 1985-12-01 3.99 3.67 Construction
## 1345 1986-01-01 1.27 0.43 Construction
## 1346 1986-02-01 8.98 6.75 Construction
## 1347 1986-03-01 9.36 4.79 Construction
## 1348 1986-04-01 -2.52 -1.32 Construction
## 1349 1986-05-01 4.64 4.60 Construction
## 1350 1986-06-01 -1.36 0.91 Construction
## 1351 1986-07-01 -9.62 -6.49 Construction
## 1352 1986-08-01 6.83 6.18 Construction
## 1353 1986-09-01 -7.43 -8.37 Construction
## 1354 1986-10-01 6.26 4.48 Construction
## 1355 1986-11-01 2.34 1.13 Construction
## 1356 1986-12-01 -3.36 -3.14 Construction
## 1357 1987-01-01 16.44 12.42 Construction
## 1358 1987-02-01 3.43 4.33 Construction
## 1359 1987-03-01 4.42 1.86 Construction
## 1360 1987-04-01 -4.50 -2.15 Construction
## 1361 1987-05-01 -2.26 0.14 Construction
## 1362 1987-06-01 5.85 3.90 Construction
## 1363 1987-07-01 5.10 3.95 Construction
## 1364 1987-08-01 1.68 3.25 Construction
## 1365 1987-09-01 -2.23 -2.52 Construction
## 1366 1987-10-01 -29.81 -23.09 Construction
## 1367 1987-11-01 -5.21 -7.64 Construction
## 1368 1987-12-01 7.95 6.65 Construction
## 1369 1988-01-01 3.56 4.24 Construction
## 1370 1988-02-01 11.15 4.70 Construction
## 1371 1988-03-01 0.57 -2.15 Construction
## 1372 1988-04-01 1.83 0.64 Construction
## 1373 1988-05-01 -1.65 -0.42 Construction
## 1374 1988-06-01 8.47 4.65 Construction
## 1375 1988-07-01 -3.47 -1.23 Construction
## 1376 1988-08-01 -5.11 -3.38 Construction
## 1377 1988-09-01 0.52 3.11 Construction
## 1378 1988-10-01 -1.53 1.16 Construction
## 1379 1988-11-01 -5.14 -2.21 Construction
## 1380 1988-12-01 3.48 1.47 Construction
## 1381 1989-01-01 4.93 6.05 Construction
## 1382 1989-02-01 0.19 -2.25 Construction
## 1383 1989-03-01 0.22 1.49 Construction
## 1384 1989-04-01 4.04 4.18 Construction
## 1385 1989-05-01 3.28 3.16 Construction
## 1386 1989-06-01 -1.97 -1.20 Construction
## 1387 1989-07-01 7.28 7.01 Construction
## 1388 1989-08-01 1.84 1.46 Construction
## 1389 1989-09-01 -2.78 -0.81 Construction
## 1390 1989-10-01 -7.48 -3.62 Construction
## 1391 1989-11-01 1.96 1.10 Construction
## 1392 1989-12-01 -0.18 1.22 Construction
## 1393 1990-01-01 -6.03 -7.58 Construction
## 1394 1990-02-01 2.90 0.93 Construction
## 1395 1990-03-01 5.15 1.77 Construction
## 1396 1990-04-01 -2.39 -3.51 Construction
## 1397 1990-05-01 9.30 8.21 Construction
## 1398 1990-06-01 -2.72 -1.06 Construction
## 1399 1990-07-01 -2.06 -1.62 Construction
## 1400 1990-08-01 -13.15 -9.84 Construction
## 1401 1990-09-01 -9.63 -5.99 Construction
## 1402 1990-10-01 -6.43 -1.92 Construction
## 1403 1990-11-01 8.79 6.03 Construction
## 1404 1990-12-01 5.65 2.35 Construction
## 1405 1991-01-01 8.78 4.39 Construction
## 1406 1991-02-01 8.74 7.09 Construction
## 1407 1991-03-01 1.88 2.44 Construction
## 1408 1991-04-01 0.43 -0.19 Construction
## 1409 1991-05-01 9.41 3.59 Construction
## 1410 1991-06-01 -4.46 -4.84 Construction
## 1411 1991-07-01 2.81 4.19 Construction
## 1412 1991-08-01 4.06 2.23 Construction
## 1413 1991-09-01 -2.54 -1.57 Construction
## 1414 1991-10-01 -1.06 1.35 Construction
## 1415 1991-11-01 -3.86 -4.12 Construction
## 1416 1991-12-01 14.19 10.32 Construction
## 1417 1992-01-01 4.26 -0.50 Construction
## 1418 1992-02-01 0.74 1.05 Construction
## 1419 1992-03-01 -0.41 -2.71 Construction
## 1420 1992-04-01 0.42 1.06 Construction
## 1421 1992-05-01 1.73 0.37 Construction
## 1422 1992-06-01 -5.24 -2.24 Construction
## 1423 1992-07-01 4.46 3.68 Construction
## 1424 1992-08-01 -1.53 -2.34 Construction
## 1425 1992-09-01 2.05 0.98 Construction
## 1426 1992-10-01 3.62 0.86 Construction
## 1427 1992-11-01 5.07 3.79 Construction
## 1428 1992-12-01 4.08 1.48 Construction
## 1429 1993-01-01 0.87 1.01 Construction
## 1430 1993-02-01 3.10 0.33 Construction
## 1431 1993-03-01 0.65 2.25 Construction
## 1432 1993-04-01 -4.44 -2.79 Construction
## 1433 1993-05-01 2.01 2.72 Construction
## 1434 1993-06-01 -1.63 0.26 Construction
## 1435 1993-07-01 0.14 -0.32 Construction
## 1436 1993-08-01 3.68 3.68 Construction
## 1437 1993-09-01 -0.70 -0.19 Construction
## 1438 1993-10-01 2.85 1.59 Construction
## 1439 1993-11-01 2.52 -1.98 Construction
## 1440 1993-12-01 1.96 1.71 Construction
## 1441 1994-01-01 3.25 2.89 Construction
## 1442 1994-02-01 -0.49 -2.62 Construction
## 1443 1994-03-01 -3.83 -4.84 Construction
## 1444 1994-04-01 0.86 0.72 Construction
## 1445 1994-05-01 0.03 0.63 Construction
## 1446 1994-06-01 -3.90 -3.05 Construction
## 1447 1994-07-01 1.76 2.76 Construction
## 1448 1994-08-01 5.31 3.91 Construction
## 1449 1994-09-01 -3.71 -2.24 Construction
## 1450 1994-10-01 0.65 1.11 Construction
## 1451 1994-11-01 -5.30 -4.08 Construction
## 1452 1994-12-01 0.96 0.83 Construction
## 1453 1995-01-01 0.05 1.64 Construction
## 1454 1995-02-01 2.66 3.57 Construction
## 1455 1995-03-01 0.91 2.24 Construction
## 1456 1995-04-01 -1.37 2.05 Construction
## 1457 1995-05-01 1.47 2.87 Construction
## 1458 1995-06-01 3.39 2.61 Construction
## 1459 1995-07-01 4.15 3.62 Construction
## 1460 1995-08-01 -2.31 0.47 Construction
## 1461 1995-09-01 0.58 3.21 Construction
## 1462 1995-10-01 -2.39 -1.58 Construction
## 1463 1995-11-01 6.77 3.87 Construction
## 1464 1995-12-01 0.88 1.05 Construction
## 1465 1996-01-01 -0.18 2.38 Construction
## 1466 1996-02-01 -1.83 1.22 Construction
## 1467 1996-03-01 3.31 0.73 Construction
## 1468 1996-04-01 1.92 2.05 Construction
## 1469 1996-05-01 3.57 2.25 Construction
## 1470 1996-06-01 0.13 -1.17 Construction
## 1471 1996-07-01 -4.56 -5.78 Construction
## 1472 1996-08-01 3.45 2.81 Construction
## 1473 1996-09-01 6.30 4.86 Construction
## 1474 1996-10-01 -0.72 0.97 Construction
## 1475 1996-11-01 2.71 6.16 Construction
## 1476 1996-12-01 -1.72 -1.59 Construction
## 1477 1997-01-01 2.54 4.85 Construction
## 1478 1997-02-01 0.02 -0.48 Construction
## 1479 1997-03-01 -4.52 -4.87 Construction
## 1480 1997-04-01 6.98 3.82 Construction
## 1481 1997-05-01 6.52 6.64 Construction
## 1482 1997-06-01 3.67 4.05 Construction
## 1483 1997-07-01 7.20 7.20 Construction
## 1484 1997-08-01 -6.54 -4.05 Construction
## 1485 1997-09-01 4.64 5.36 Construction
## 1486 1997-10-01 -2.43 -3.83 Construction
## 1487 1997-11-01 1.80 2.72 Construction
## 1488 1997-12-01 2.99 1.32 Construction
## 1489 1998-01-01 -0.86 0.01 Construction
## 1490 1998-02-01 8.15 6.89 Construction
## 1491 1998-03-01 7.59 4.75 Construction
## 1492 1998-04-01 1.04 0.66 Construction
## 1493 1998-05-01 -0.09 -2.94 Construction
## 1494 1998-06-01 -0.43 2.86 Construction
## 1495 1998-07-01 -6.02 -2.71 Construction
## 1496 1998-08-01 -15.98 -16.12 Construction
## 1497 1998-09-01 0.08 5.95 Construction
## 1498 1998-10-01 10.26 7.12 Construction
## 1499 1998-11-01 7.02 5.87 Construction
## 1500 1998-12-01 8.60 5.95 Construction
## 1501 1999-01-01 3.95 3.48 Construction
## 1502 1999-02-01 -3.69 -4.14 Construction
## 1503 1999-03-01 2.66 3.37 Construction
## 1504 1999-04-01 1.91 4.51 Construction
## 1505 1999-05-01 -3.43 -2.42 Construction
## 1506 1999-06-01 1.79 4.69 Construction
## 1507 1999-07-01 -1.60 -3.44 Construction
## 1508 1999-08-01 -3.39 -1.40 Construction
## 1509 1999-09-01 -2.15 -2.68 Construction
## 1510 1999-10-01 4.68 5.83 Construction
## 1511 1999-11-01 1.36 3.24 Construction
## 1512 1999-12-01 15.10 7.85 Construction
## 1513 2000-01-01 -14.42 -4.45 Construction
## 1514 2000-02-01 -2.34 2.44 Construction
## 1515 2000-03-01 10.57 5.17 Construction
## 1516 2000-04-01 -6.03 -6.33 Construction
## 1517 2000-05-01 -10.15 -4.30 Construction
## 1518 2000-06-01 -2.41 4.68 Construction
## 1519 2000-07-01 -1.05 -2.23 Construction
## 1520 2000-08-01 -1.30 7.10 Construction
## 1521 2000-09-01 2.14 -5.64 Construction
## 1522 2000-10-01 -6.15 -2.92 Construction
## 1523 2000-11-01 -4.77 -10.64 Construction
## 1524 2000-12-01 12.93 1.45 Construction
## 1525 2001-01-01 2.86 3.30 Construction
## 1526 2001-02-01 -4.79 -10.17 Construction
## 1527 2001-03-01 -1.02 -7.33 Construction
## 1528 2001-04-01 5.66 7.94 Construction
## 1529 2001-05-01 3.94 0.77 Construction
## 1530 2001-06-01 -2.92 -2.01 Construction
## 1531 2001-07-01 4.23 -2.08 Construction
## 1532 2001-08-01 -4.13 -6.21 Construction
## 1533 2001-09-01 -14.83 -9.35 Construction
## 1534 2001-10-01 3.63 2.50 Construction
## 1535 2001-11-01 16.22 7.65 Construction
## 1536 2001-12-01 6.67 1.61 Construction
## 1537 2002-01-01 -0.20 -1.76 Construction
## 1538 2002-02-01 1.52 -2.26 Construction
## 1539 2002-03-01 -0.47 4.27 Construction
## 1540 2002-04-01 -0.85 -5.06 Construction
## 1541 2002-05-01 -3.46 -1.21 Construction
## 1542 2002-06-01 -5.77 -7.14 Construction
## 1543 2002-07-01 -12.69 -8.26 Construction
## 1544 2002-08-01 1.85 0.64 Construction
## 1545 2002-09-01 -12.58 -10.10 Construction
## 1546 2002-10-01 5.00 7.30 Construction
## 1547 2002-11-01 0.99 5.96 Construction
## 1548 2002-12-01 -5.13 -5.42 Constructionlibrary(ggplot2)
myvars <- c("X","date", "rfood")
xret_food_plot<-capm_d[myvars]
# since the data is return data and therefore is almost continuous - hence i have used geom_density instead of geom_histogram
ggplot(data=xret_food_plot, aes(capm_d$rfood)) + geom_density(adjust=0.5) +
labs(title="Density curve for Excess Ret of Food Industry")
myvars <- c("X","date", "rdur")
xret_dur_plot<-capm_d[myvars]
ggplot(data=xret_dur_plot, aes(capm_d$rdur)) + geom_density(adjust=0.5) +
labs(title="Density curve for Excess Ret of Durables Industry")
myvars <- c("X","date", "rcon")
xret_con_plot<-capm_d[myvars]
ggplot(data=xret_con_plot, aes(capm_d$rcon)) + geom_density(adjust=0.5) +
labs(title="Density curve for Excess Ret of Durables Industry")
myvars <- c("Industry", "exp1", "exp2", "rec3", "rec4", "rec5")
industry_perf_exp<-industry_perf[myvars]
industry_perf_exp## Industry exp1 exp2 rec3 rec4 rec5
## 1 Food 0.18444444 0.2527586 0.5766667 -0.23 1.99625
## 2 Durables 0.51916667 -0.2286207 0.7783333 -2.00 0.04500
## 3 Construction -0.55583333 1.2474138 1.8766667 -3.36 0.57875
## 4 Market 0.09333333 0.6963793 0.7866667 -1.55 0.56875qplot(Industry, Ind_Ret, data=xret, geom=c("boxplot", "jitter"),
color=Industry, main="Excess return by Industry")
qplot(Market_Ret, Ind_Ret, data=xret, geom=c("point", "smooth"),
method="lm", formula=y~x, color=Industry,
main="Regression of Excess Industry return on excess Market",
xlab="Market", ylab="Excess Industry")## Warning: Ignoring unknown parameters: method, formula
plot(capm_d$rmrf, capm_d$rfood, main="Scatterplot food industry w/ market",
xlab="Ex Ret Mkt ", ylab="Ex Ret Food ", pch=19)
plot(capm_d$rmrf, capm_d$rdur, main="Scatterplot food industry w/ market",
xlab="Ex Ret Mkt ", ylab="Ex Ret Food ", pch=19)
plot(capm_d$rmrf, capm_d$rcon, main="Scatterplot food industry w/ market",
xlab="Ex Ret Mkt ", ylab="Ex Ret Food ", pch=19)
# Question 4
#The question we ask is that based on the excess returns characteristics of food, durables, and construction industry during business cycle contractions and expansions, the food industry is non-cyclical industry, while durables and construction industries are both cyclical industries. In order to validate these hypoethese, we will estimate the beta (or market correlation) for each industry by running 3 regressions of industry wise excess returns on excess market returns. The coefficients of these regression shall give us the betas for different industries respectively.A beta of > 1 shall indicate a cyclical industry while a beta of <1 shall indicate a non-cyclical industry.
capm_food <- lm(rfood ~ rmrf, data=capm_d) # build linear regression model on full data
summary(capm_food)##
## Call:
## lm(formula = rfood ~ rmrf, data = capm_d)
##
## Residuals:
## Min 1Q Median 3Q Max
## -13.869 -1.310 -0.194 1.395 15.600
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.33918 0.12756 2.659 0.00808 **
## rmrf 0.78342 0.02835 27.631 < 2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.885 on 514 degrees of freedom
## Multiple R-squared: 0.5976, Adjusted R-squared: 0.5969
## F-statistic: 763.5 on 1 and 514 DF, p-value: < 2.2e-16capm_dur <- lm(rdur ~ rmrf, data=capm_d) # build linear regression model on full data
summary(capm_dur)##
## Call:
## lm(formula = rdur ~ rmrf, data = capm_d)
##
## Residuals:
## Min 1Q Median 3Q Max
## -10.823 -1.600 0.023 1.724 14.082
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 0.06361 0.13092 0.486 0.627
## rmrf 1.11132 0.02910 38.191 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.961 on 514 degrees of freedom
## Multiple R-squared: 0.7394, Adjusted R-squared: 0.7389
## F-statistic: 1459 on 1 and 514 DF, p-value: < 2.2e-16capm_con <- lm(rcon ~ rmrf, data=capm_d) # build linear regression model on full data
summary(capm_con)##
## Call:
## lm(formula = rcon ~ rmrf, data = capm_d)
##
## Residuals:
## Min 1Q Median 3Q Max
## -9.463 -1.706 -0.064 1.534 11.305
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) -0.05305 0.11371 -0.466 0.641
## rmrf 1.15715 0.02528 45.782 <2e-16 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2.572 on 514 degrees of freedom
## Multiple R-squared: 0.8031, Adjusted R-squared: 0.8027
## F-statistic: 2096 on 1 and 514 DF, p-value: < 2.2e-16Conclusion: All the coefficients in the above run regressions are signficant. As it can be observed from the regression results that Beta for food industry is less than 1 (0.734) while the Betas of both durables and construction are greater than 1. The above results validate the hypotheses that food industry is a non-cyclical industry while durables and construction industries are both cyclical in nature.
#Question 5
data_market <- read.table(file="https://raw.githubusercontent.com/chitrarth2018/Assignment-_Week3_R/master/Capm.csv", header=TRUE, sep=",")
capm## X rfood rdur rcon rmrf rf
## 1 1 -4.59 0.87 -6.84 -6.99 0.33
## 2 2 2.62 3.46 2.78 0.99 0.29
## 3 3 -1.67 -2.28 -0.48 -1.46 0.35
## 4 4 0.86 2.41 -2.02 -1.70 0.19
## 5 5 7.34 6.33 3.69 3.08 0.27
## 6 6 4.99 -1.26 2.05 2.09 0.24
## 7 7 -1.52 -5.09 -3.79 -2.23 0.13
## 8 8 3.96 4.38 -1.08 2.85 0.17
## 9 9 -3.98 -4.23 -4.71 -6.00 0.16
## 10 10 0.99 1.17 -1.44 -0.70 0.22
## 11 11 9.22 10.58 6.53 4.72 0.13
## 12 12 4.12 6.79 3.42 4.68 0.16
## 13 13 4.75 0.26 6.08 6.23 0.19
## 14 14 4.53 18.08 4.25 3.54 0.14
## 15 15 4.43 3.68 2.08 2.86 0.20
## 16 16 -1.14 -2.34 -4.23 0.39 0.17
## 17 17 4.31 -1.27 2.74 2.40 0.18
## 18 18 -2.23 -6.85 -3.24 -3.04 0.20
## 19 19 2.57 -0.66 -0.30 2.81 0.18
## 20 20 4.77 1.98 0.59 2.54 0.14
## 21 21 -0.76 1.83 -2.87 -2.17 0.17
## 22 22 3.45 -3.00 1.30 2.56 0.19
## 23 23 5.22 1.91 5.93 4.39 0.15
## 24 24 -3.32 -0.42 0.47 -0.10 0.19
## 25 25 -6.42 -9.65 -5.18 -3.86 0.24
## 26 26 -0.20 0.07 0.68 1.75 0.20
## 27 27 0.87 -2.26 -1.20 -0.66 0.20
## 28 28 -4.51 -8.04 -7.26 -6.56 0.22
## 29 29 -11.05 -8.93 -8.64 -8.69 0.24
## 30 30 -8.55 -11.07 -10.92 -8.46 0.20
## 31 31 6.56 1.18 4.24 6.28 0.27
## 32 32 0.19 1.81 1.99 2.11 0.23
## 33 33 -4.98 -7.75 -6.79 -5.23 0.21
## 34 34 -2.91 -2.79 -2.55 -0.04 0.26
## 35 35 11.98 15.56 12.73 10.81 0.20
## 36 36 2.57 2.24 -2.61 0.96 0.23
## 37 37 6.18 7.57 4.76 4.93 0.25
## 38 38 -3.14 -5.37 -0.64 -2.42 0.23
## 39 39 1.73 2.24 3.43 3.06 0.23
## 40 40 0.83 5.32 2.64 4.49 0.25
## 41 41 3.03 2.94 0.52 1.77 0.24
## 42 42 -0.79 -0.25 -1.33 -2.03 0.23
## 43 43 -0.43 -0.52 -0.66 -0.44 0.27
## 44 44 4.34 5.07 5.31 5.02 0.25
## 45 45 -1.47 -1.70 -1.77 -1.46 0.27
## 46 46 1.78 5.80 -1.33 2.48 0.29
## 47 47 -0.75 -0.41 -1.77 -0.83 0.27
## 48 48 2.51 4.19 -0.17 1.88 0.29
## 49 49 0.82 -0.11 2.38 2.28 0.30
## 50 50 1.05 1.13 4.20 1.46 0.26
## 51 51 2.06 2.43 4.47 1.45 0.31
## 52 52 -1.39 -2.30 -0.84 0.17 0.29
## 53 53 1.39 1.89 0.05 1.48 0.26
## 54 54 1.90 -0.64 0.60 1.21 0.30
## 55 55 1.30 0.16 0.82 1.71 0.30
## 56 56 -1.61 -2.06 -1.36 -1.41 0.28
## 57 57 1.67 7.18 0.68 2.77 0.28
## 58 58 -1.25 -1.37 0.98 0.60 0.29
## 59 59 0.77 1.42 -1.02 0.02 0.29
## 60 60 0.79 0.11 -1.97 0.06 0.31
## 61 61 5.17 8.00 5.49 3.58 0.28
## 62 62 1.06 3.06 2.90 0.40 0.30
## 63 63 -1.69 -1.34 -0.62 -1.33 0.36
## 64 64 2.72 6.78 1.29 3.06 0.31
## 65 65 -1.14 0.03 -1.59 -0.74 0.31
## 66 66 -4.64 -5.86 -7.12 -5.54 0.35
## 67 67 0.73 5.46 0.22 1.37 0.31
## 68 68 1.65 7.84 1.99 2.76 0.33
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## 443 443 4.00 7.60 2.71 6.16 0.41
## 444 444 -1.12 -1.61 -1.72 -1.59 0.46
## 445 445 6.57 5.25 2.54 4.85 0.45
## 446 446 2.31 -1.99 0.02 -0.48 0.39
## 447 447 -4.35 -4.13 -4.52 -4.87 0.43
## 448 448 7.05 6.66 6.98 3.82 0.43
## 449 449 4.38 8.57 6.52 6.64 0.49
## 450 450 2.69 6.79 3.67 4.05 0.37
## 451 451 3.33 5.25 7.20 7.20 0.43
## 452 452 -8.86 -8.31 -6.54 -4.05 0.41
## 453 453 6.81 7.66 4.64 5.36 0.44
## 454 454 -3.76 -5.74 -2.43 -3.83 0.42
## 455 455 7.13 8.89 1.80 2.72 0.39
## 456 456 3.07 -1.00 2.99 1.32 0.48
## 457 457 -3.05 5.10 -0.86 0.01 0.43
## 458 458 4.09 3.05 8.15 6.89 0.39
## 459 459 7.82 8.97 7.59 4.75 0.39
## 460 460 -3.70 1.17 1.04 0.66 0.43
## 461 461 1.54 -3.22 -0.09 -2.94 0.40
## 462 462 3.49 5.56 -0.43 2.86 0.41
## 463 463 -6.40 -0.56 -6.02 -2.71 0.40
## 464 464 -15.34 -12.09 -15.98 -16.12 0.43
## 465 465 -0.68 0.19 0.08 5.95 0.46
## 466 466 12.47 9.56 10.26 7.12 0.32
## 467 467 4.76 3.87 7.02 5.87 0.31
## 468 468 -0.96 10.42 8.60 5.95 0.38
## 469 469 -2.56 3.40 3.95 3.48 0.35
## 470 470 -3.03 -4.99 -3.69 -4.14 0.35
## 471 471 -2.53 8.65 2.66 3.37 0.43
## 472 472 2.43 -1.78 1.91 4.51 0.37
## 473 473 0.60 -4.19 -3.43 -2.42 0.34
## 474 474 -1.92 8.79 1.79 4.69 0.40
## 475 475 -1.41 -4.50 -1.60 -3.44 0.38
## 476 476 -3.22 0.93 -3.39 -1.40 0.39
## 477 477 -9.98 2.46 -2.15 -2.68 0.39
## 478 478 11.90 8.67 4.68 5.83 0.39
## 479 479 0.92 -4.19 1.36 3.24 0.36
## 480 480 -7.38 15.39 15.10 7.85 0.44
## 481 481 -5.83 -13.09 -14.42 -4.45 0.41
## 482 482 -10.11 -1.44 -2.34 2.44 0.43
## 483 483 3.63 15.46 10.57 5.17 0.47
## 484 484 0.10 0.67 -6.03 -6.33 0.46
## 485 485 12.57 -0.12 -10.15 -4.30 0.50
## 486 486 3.28 -0.73 -2.41 4.68 0.40
## 487 487 0.69 -8.60 -1.05 -2.23 0.48
## 488 488 -3.96 12.80 -1.30 7.10 0.50
## 489 489 4.20 -11.37 2.14 -5.64 0.51
## 490 490 8.99 -11.17 -6.15 -2.92 0.56
## 491 491 3.88 -16.75 -4.77 -10.64 0.51
## 492 492 3.71 2.09 12.93 1.45 0.50
## 493 493 -4.72 11.58 2.86 3.30 0.54
## 494 494 0.07 -4.50 -4.79 -10.17 0.39
## 495 495 -4.96 -11.69 -1.02 -7.33 0.44
## 496 496 -0.24 13.44 5.66 7.94 0.39
## 497 497 3.11 5.01 3.94 0.77 0.32
## 498 498 -2.60 0.63 -2.92 -2.01 0.28
## 499 499 2.29 -0.95 4.23 -2.08 0.30
## 500 500 3.97 -6.39 -4.13 -6.21 0.31
## 501 501 -2.09 -21.15 -14.83 -9.35 0.28
## 502 502 0.92 3.70 3.63 2.50 0.22
## 503 503 0.41 12.15 16.22 7.65 0.17
## 504 504 1.96 2.58 6.67 1.61 0.15
## 505 505 -0.52 -3.82 -0.20 -1.76 0.14
## 506 506 3.62 3.09 1.52 -2.26 0.13
## 507 507 4.03 3.58 -0.47 4.27 0.13
## 508 508 2.86 -0.91 -0.85 -5.06 0.15
## 509 509 0.50 -1.26 -3.46 -1.21 0.14
## 510 510 -2.10 -7.85 -5.77 -7.14 0.13
## 511 511 -8.32 -12.97 -12.69 -8.26 0.15
## 512 512 0.53 1.87 1.85 0.64 0.14
## 513 513 -5.12 -11.07 -12.58 -10.10 0.14
## 514 514 4.73 4.58 5.00 7.30 0.14
## 515 515 -1.31 15.63 0.99 5.96 0.12
## 516 516 -1.02 -4.89 -5.13 -5.42 0.11