In this file I have done the Exploratory Data Analysis of Our WQD-7006 Project

I have formatted our data set and named “myr3.csv” to do EDA in R. The data set is available in this link

https://drive.google.com/file/d/1rXhO170CY82E7ujXhN1EXsCmuloVLfTg/view?usp=sharing

Loading necessary library

library("readxl")
## Warning: package 'readxl' was built under R version 4.2.2
library("ggplot2")
## Warning: package 'ggplot2' was built under R version 4.2.2
library("dplyr")
## Warning: package 'dplyr' was built under R version 4.2.2
## 
## Attaching package: 'dplyr'
## The following objects are masked from 'package:stats':
## 
##     filter, lag
## The following objects are masked from 'package:base':
## 
##     intersect, setdiff, setequal, union
library("corrplot")
## Warning: package 'corrplot' was built under R version 4.2.2
## corrplot 0.92 loaded
library("gridExtra")
## Warning: package 'gridExtra' was built under R version 4.2.2
## 
## Attaching package: 'gridExtra'
## The following object is masked from 'package:dplyr':
## 
##     combine

Reading the data set into a dataframe

Attribute meaning in the data frame moed = Month Ende Date, mpr = Malaysian Policy Rate, upr = US Policy Rate, mcpi = Malaysia CPI, mnbfbf = Malaysia Net foreign bond flow, mfr = Malaysia Foreign Reserve, bco = Brent Crude Oil Price, metb = Malaysia External trade Balance, uscpi = US CPI, mgdpqa = Malaysia GDP- QA, myrer = MYR exchange rate

df <- read.csv("myr3.csv")
View(df)

Exploring the structure of the data set

str(df)
## 'data.frame':    205 obs. of  11 variables:
##  $ moed  : chr  "2005-10-31'T'00:00:00" "2005-11-30'T'00:00:00" "2005-12-31'T'00:00:00" "2006-01-31'T'00:00:00" ...
##  $ mpr   : num  2.7 3 3 3 3.25 3.25 3.5 3.5 3.5 3.5 ...
##  $ upr   : num  3.75 4 4.25 4.5 4.5 4.75 4.75 5 5.25 5.25 ...
##  $ mcpi  : num  3.3 3.5 3.5 3.2 3.2 4.8 4.6 3.9 3.9 4.1 ...
##  $ mnfbf : num  -1510.7 -1104.9 70.6 -84.6 1398.1 ...
##  $ mfr   : num  77.1 73.1 70.5 71.3 72.2 ...
##  $ bco   : num  58.1 55 59 66 61.8 ...
##  $ metb  : num  10.62 9.1 9.77 9.03 7.68 ...
##  $ uscpi : num  4.3 3.5 3.4 4 3.6 3.4 3.5 4.2 4.3 4.1 ...
##  $ mgdpqa: num  4.7 4.7 4.7 4.7 4.6 5.7 5.7 5.7 5.6 5.6 ...
##  $ myrer : num  3.77 3.78 3.78 3.75 3.71 ...

Checking for missing values

sum(is.na(df))
## [1] 0

Finding out the correlation

correlations <- cor(select_if(df, is.numeric))
corrplot(correlations,method = 'color', order = 'alphabet')

Visualizing the distribution of each variable

p1 <- ggplot(df, aes(x=df$mpr)) + geom_histogram(bins=30) 
p2 <- ggplot(df, aes(x=df$upr)) + geom_histogram(bins=30) 
p3 <- ggplot(df, aes(x=df$mcpi)) + geom_histogram(bins=30) 
p4 <- ggplot(df, aes(x=df$mnfbf)) + geom_histogram(bins=30) 
p5 <- ggplot(df, aes(x=df$mfr)) + geom_histogram(bins=30) 
p6 <- ggplot(df, aes(x=df$bco)) + geom_histogram(bins=30) 
p7 <- ggplot(df, aes(x=df$metb)) + geom_histogram(bins=30) 
p8 <- ggplot(df, aes(x=df$uscpi)) + geom_histogram(bins=30)
p9 <- ggplot(df, aes(x=df$mgdpqa)) + geom_histogram(bins=30)
p10 <- ggplot(df, aes(x=df$myrer)) + geom_histogram(bins=30) 
grid.arrange(p1, p2, p3, p4, p5, p6, p7, p8, p9, p10, nrow = 2, ncol = 5)
## Warning: Use of `df$mpr` is discouraged.
## ℹ Use `mpr` instead.
## Warning: Use of `df$upr` is discouraged.
## ℹ Use `upr` instead.
## Warning: Use of `df$mcpi` is discouraged.
## ℹ Use `mcpi` instead.
## Warning: Use of `df$mnfbf` is discouraged.
## ℹ Use `mnfbf` instead.
## Warning: Use of `df$mfr` is discouraged.
## ℹ Use `mfr` instead.
## Warning: Use of `df$bco` is discouraged.
## ℹ Use `bco` instead.
## Warning: Use of `df$metb` is discouraged.
## ℹ Use `metb` instead.
## Warning: Use of `df$uscpi` is discouraged.
## ℹ Use `uscpi` instead.
## Warning: Use of `df$mgdpqa` is discouraged.
## ℹ Use `mgdpqa` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.

Exploring the relationship between between the target variable and each predictor variable

p11 <- ggplot(df, aes(x=df$mpr, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Malaysian Policy Rate") +
  ylab("Malaysian Exchange Rate") 
p11
## Warning: Use of `df$mpr` is discouraged.
## ℹ Use `mpr` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$mpr` is discouraged.
## ℹ Use `mpr` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p12 <- ggplot(df, aes(x=df$upr, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("US Policy Rate") +
  ylab("Malaysian Exchange Rate") 
p12
## Warning: Use of `df$upr` is discouraged.
## ℹ Use `upr` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$upr` is discouraged.
## ℹ Use `upr` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p13 <- ggplot(df, aes(x=df$mcpi, y=df$myrer)) + geom_point() + geom_smooth(method=lm)+ xlab("Malaysian CPI") +
  ylab("Malaysian Exchange Rate") 
p13
## Warning: Use of `df$mcpi` is discouraged.
## ℹ Use `mcpi` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$mcpi` is discouraged.
## ℹ Use `mcpi` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p14 <- ggplot(df, aes(x=df$mnfbf, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Malaysia Net Foreign Bond Flow") +
  ylab("Malaysian Exchange Rate") 
p14
## Warning: Use of `df$mnfbf` is discouraged.
## ℹ Use `mnfbf` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$mnfbf` is discouraged.
## ℹ Use `mnfbf` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p15 <- ggplot(df, aes(x=df$mfr, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Malaysia Foreign Reserve") +
  ylab("Malaysian Exchange Rate") 
p15
## Warning: Use of `df$mfr` is discouraged.
## ℹ Use `mfr` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$mfr` is discouraged.
## ℹ Use `mfr` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p16 <- ggplot(df, aes(x=df$bco, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Brent Crude Oil Price") +
  ylab("Malaysian Exchange Rate")  
p16
## Warning: Use of `df$bco` is discouraged.
## ℹ Use `bco` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$bco` is discouraged.
## ℹ Use `bco` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p17 <- ggplot(df, aes(x=df$metb, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Malaysian External Trade Balance") +
  ylab("Malaysian Exchange Rate") 
p17
## Warning: Use of `df$metb` is discouraged.
## ℹ Use `metb` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$metb` is discouraged.
## ℹ Use `metb` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p18 <- ggplot(df, aes(x=df$uscpi, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("US CPI") +
  ylab("Malaysian Exchange Rate") 
p18
## Warning: Use of `df$uscpi` is discouraged.
## ℹ Use `uscpi` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$uscpi` is discouraged.
## ℹ Use `uscpi` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

p19 <- ggplot(df, aes(x=df$mgdpqa, y=df$myrer)) + geom_point() + geom_smooth(method=lm) + xlab("Malaysian GDP QA") +
  ylab("Malaysian Exchange Rate") 
p19
## Warning: Use of `df$mgdpqa` is discouraged.
## ℹ Use `mgdpqa` instead.
## Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## Warning: Use of `df$mgdpqa` is discouraged.
## ℹ Use `mgdpqa` instead.
## Warning: Use of `df$myrer` is discouraged.
## ℹ Use `myrer` instead.
## `geom_smooth()` using formula = 'y ~ x'

Here we are trying to find out if there is any outliers Drawing boxplot of each variable

ggplot(df, aes(x=df$mpr)) + geom_boxplot() + xlab("Malaysian Policy Rate")
## Warning: Use of `df$mpr` is discouraged.
## ℹ Use `mpr` instead.

ggplot(df, aes(x=df$upr)) + geom_boxplot() + xlab("US Policy Rate")
## Warning: Use of `df$upr` is discouraged.
## ℹ Use `upr` instead.

ggplot(df, aes(x=df$mcpi)) + geom_boxplot() + xlab("Malaysian CPI")
## Warning: Use of `df$mcpi` is discouraged.
## ℹ Use `mcpi` instead.

ggplot(df, aes(x=df$mnfbf)) + geom_boxplot() + xlab("Malaysia Net Foreign Bond Flow")
## Warning: Use of `df$mnfbf` is discouraged.
## ℹ Use `mnfbf` instead.

ggplot(df, aes(x=df$mfr)) + geom_boxplot() + xlab("Malaysia Foreign Reserve")
## Warning: Use of `df$mfr` is discouraged.
## ℹ Use `mfr` instead.

ggplot(df, aes(x=df$bco)) + geom_boxplot() + xlab("Brent Crude Oil Price")
## Warning: Use of `df$bco` is discouraged.
## ℹ Use `bco` instead.

ggplot(df, aes(x=df$metb)) + geom_boxplot() + xlab("Malaysian External Trade Balance")
## Warning: Use of `df$metb` is discouraged.
## ℹ Use `metb` instead.

ggplot(df, aes(x=df$uscpi)) + geom_boxplot() + xlab("US CPI")
## Warning: Use of `df$uscpi` is discouraged.
## ℹ Use `uscpi` instead.

ggplot(df, aes(x=df$mgdpqa)) + geom_boxplot() + xlab("Malaysian GDP QA")
## Warning: Use of `df$mgdpqa` is discouraged.
## ℹ Use `mgdpqa` instead.

Calculating the Z-score of each value in the data The Z-score, also known as the standard score, is a measure of how many standard deviations a value is from the mean of a distribution. It is commonly used to identify outliers in a dataset, as values with a Z-score greater than 3 or less than -3 are considered to be unusual or extreme.

The Z-score is useful for identifying outliers because it standardizes the data, making it easier to compare values from different distributions. For example, if you have two datasets with different means and standard deviations, the Z-score allows you to compare the values in the two datasets on a common scale.

In addition to identifying outliers, the Z-score is also useful for identifying trends or patterns in the data. For example, if the Z-score of a series of values is consistently positive or negative, it may indicate that the values are increasing or decreasing over time.

Overall, the Z-score is an important tool for data analysis because it helps you to understand the distribution of your data and identify unusual or interesting values.

data_z <- df %>% mutate_if(is.numeric, scale)
data_z
##                      moed        mpr         upr        mcpi        mnfbf
## 1   2005-10-31'T'00:00:00 -0.2959445  1.54197189  0.58070253 -0.556877853
## 2   2005-11-30'T'00:00:00  0.2441323  1.69427458  0.68941853 -0.460995610
## 3   2005-12-31'T'00:00:00  0.2441323  1.84657727  0.68941853 -0.183248996
## 4   2006-01-31'T'00:00:00  0.2441323  1.99887997  0.52634453 -0.219919582
## 5   2006-02-28'T'00:00:00  0.6941963  1.99887997  0.52634453  0.130412111
## 6   2006-03-31'T'00:00:00  0.6941963  2.15118266  1.39607252 -0.240215996
## 7   2006-04-30'T'00:00:00  1.1442604  2.15118266  1.28735652  0.113612635
## 8   2006-05-31'T'00:00:00  1.1442604  2.30348535  0.90685053 -0.070874440
## 9   2006-06-30'T'00:00:00  1.1442604  2.45578804  0.90685053 -0.111372756
## 10  2006-07-31'T'00:00:00  1.1442604  2.45578804  1.01556653  0.035215079
## 11  2006-08-31'T'00:00:00  1.1442604  2.45578804  0.58070253  0.246850675
## 12  2006-09-30'T'00:00:00  1.1442604  2.45578804  0.58070253 -0.173726930
## 13  2006-10-31'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.225897455
## 14  2006-11-30'T'00:00:00  1.1442604  2.45578804  0.41762853 -0.233174865
## 15  2006-12-31'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.072292117
## 16  2007-01-31'T'00:00:00  1.1442604  2.45578804  0.52634453  0.085448112
## 17  2007-02-28'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.485096125
## 18  2007-03-31'T'00:00:00  1.1442604  2.45578804 -0.39774146  0.492935830
## 19  2007-04-30'T'00:00:00  1.1442604  2.45578804 -0.39774146  0.133341978
## 20  2007-05-31'T'00:00:00  1.1442604  2.45578804 -0.45209946  0.394241860
## 21  2007-06-30'T'00:00:00  1.1442604  2.45578804 -0.45209946  0.148298473
## 22  2007-07-31'T'00:00:00  1.1442604  2.45578804 -0.34338346  0.084195831
## 23  2007-08-31'T'00:00:00  1.1442604  2.45578804 -0.18030946  0.341409752
## 24  2007-09-30'T'00:00:00  1.1442604  2.15118266 -0.23466746 -0.666984125
## 25  2007-10-31'T'00:00:00  1.1442604  1.99887997 -0.18030946  0.267123461
## 26  2007-11-30'T'00:00:00  1.1442604  1.99887997  0.03712254  0.483248368
## 27  2007-12-31'T'00:00:00  1.1442604  1.84657727  0.09148054 -0.259709059
## 28  2008-01-31'T'00:00:00  1.1442604  1.08506381  0.03712254  0.926721461
## 29  2008-02-29'T'00:00:00  1.1442604  1.08506381  0.25455453  1.104710849
## 30  2008-03-31'T'00:00:00  1.1442604  0.62815574  0.30891253  0.534473775
## 31  2008-04-30'T'00:00:00  1.1442604  0.47585305  0.41762853  1.581333964
## 32  2008-05-31'T'00:00:00  1.1442604  0.47585305  0.85249253 -0.834529956
## 33  2008-06-30'T'00:00:00  1.1442604  0.47585305  2.97245451 -0.989812878
## 34  2008-07-31'T'00:00:00  1.1442604  0.47585305  3.40731850 -0.472289773
## 35  2008-08-31'T'00:00:00  1.1442604  0.47585305  3.40731850 -0.605953116
## 36  2008-09-30'T'00:00:00  1.1442604  0.47585305  3.24424450 -0.862198292
## 37  2008-10-31'T'00:00:00  1.1442604 -0.13335772  2.91809651 -1.482172211
## 38  2008-11-30'T'00:00:00  0.6941963 -0.13335772  1.88529452 -0.971713865
## 39  2008-12-31'T'00:00:00  0.6941963 -0.66641715  1.17864052 -0.360080613
## 40  2009-01-31'T'00:00:00 -0.6559958 -0.66641715  0.90685053 -0.207254998
## 41  2009-02-28'T'00:00:00 -1.5561238 -0.66641715  0.79813453 -0.423072742
## 42  2009-03-31'T'00:00:00 -1.5561238 -0.66641715  0.68941853 -0.496886475
## 43  2009-04-30'T'00:00:00 -1.5561238 -0.66641715  0.41762853 -0.016412003
## 44  2009-05-31'T'00:00:00 -1.5561238 -0.66641715  0.09148054  0.163774784
## 45  2009-06-30'T'00:00:00 -1.5561238 -0.66641715 -1.97412344 -0.374966225
## 46  2009-07-31'T'00:00:00 -1.5561238 -0.66641715 -2.51770344  0.445798059
## 47  2009-08-31'T'00:00:00 -1.5561238 -0.66641715 -2.51770344  0.427202858
## 48  2009-09-30'T'00:00:00 -1.5561238 -0.66641715 -2.30027144  0.157962307
## 49  2009-10-31'T'00:00:00 -1.5561238 -0.66641715 -2.02848144 -0.382361775
## 50  2009-11-30'T'00:00:00 -1.5561238 -0.66641715 -1.26746945  0.212991815
## 51  2009-12-31'T'00:00:00 -1.5561238 -0.66641715 -0.61517346  0.937613949
## 52  2010-01-31'T'00:00:00 -1.5561238 -0.66641715 -0.50645746  0.758325024
## 53  2010-02-28'T'00:00:00 -1.5561238 -0.66641715 -0.56081546  0.280733163
## 54  2010-03-31'T'00:00:00 -1.1060598 -0.66641715 -0.50645746  1.770712026
## 55  2010-04-30'T'00:00:00 -1.1060598 -0.66641715 -0.39774146  0.059764525
## 56  2010-05-31'T'00:00:00 -0.6559958 -0.66641715 -0.34338346  0.134121700
## 57  2010-06-30'T'00:00:00 -0.6559958 -0.66641715 -0.28902546  0.062812531
## 58  2010-07-31'T'00:00:00 -0.2059317 -0.66641715 -0.18030946  0.498913702
## 59  2010-08-31'T'00:00:00 -0.2059317 -0.66641715 -0.07159346  0.047974175
## 60  2010-09-30'T'00:00:00 -0.2059317 -0.66641715 -0.23466746  0.964786097
## 61  2010-10-31'T'00:00:00 -0.2059317 -0.66641715 -0.12595146  0.719338898
## 62  2010-11-30'T'00:00:00 -0.2059317 -0.66641715 -0.12595146  0.151299224
## 63  2010-12-31'T'00:00:00 -0.2059317 -0.66641715 -0.01723546 -0.103433763
## 64  2011-01-31'T'00:00:00 -0.2059317 -0.66641715  0.09148054  0.138374732
## 65  2011-02-28'T'00:00:00 -0.2059317 -0.66641715  0.36327053  0.793885097
## 66  2011-03-31'T'00:00:00 -0.2059317 -0.66641715  0.41762853  0.138964013
## 67  2011-04-30'T'00:00:00 -0.2059317 -0.66641715  0.52634453  0.330767721
## 68  2011-05-31'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.929844605
## 69  2011-06-30'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.684795299
## 70  2011-07-31'T'00:00:00  0.2441323 -0.66641715  0.63506053  0.686301582
## 71  2011-08-31'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.600546281
## 72  2011-09-30'T'00:00:00  0.2441323 -0.66641715  0.63506053 -1.628060895
## 73  2011-10-31'T'00:00:00  0.2441323 -0.66641715  0.63506053  0.272287823
## 74  2011-11-30'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.238665243
## 75  2011-12-31'T'00:00:00  0.2441323 -0.66641715  0.41762853  1.212317519
## 76  2012-01-31'T'00:00:00  0.2441323 -0.66641715  0.25455453  1.238566051
## 77  2012-02-29'T'00:00:00  0.2441323 -0.66641715 -0.01723546 -0.216435404
## 78  2012-03-31'T'00:00:00  0.2441323 -0.66641715 -0.07159346  0.169712489
## 79  2012-04-30'T'00:00:00  0.2441323 -0.66641715 -0.18030946  0.271386180
## 80  2012-05-31'T'00:00:00  0.2441323 -0.66641715 -0.28902546  0.493720278
## 81  2012-06-30'T'00:00:00  0.2441323 -0.66641715 -0.34338346 -0.975457005
## 82  2012-07-31'T'00:00:00  0.2441323 -0.66641715 -0.45209946  1.977007231
## 83  2012-08-31'T'00:00:00  0.2441323 -0.66641715 -0.45209946 -1.281704605
## 84  2012-09-30'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.607297260
## 85  2012-10-31'T'00:00:00  0.2441323 -0.66641715 -0.50645746  1.096759569
## 86  2012-11-30'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.461319263
## 87  2012-12-31'T'00:00:00  0.2441323 -0.66641715 -0.56081546  0.176953985
## 88  2013-01-31'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.394226030
## 89  2013-02-28'T'00:00:00  0.2441323 -0.66641715 -0.39774146 -0.574200689
## 90  2013-03-31'T'00:00:00  0.2441323 -0.66641715 -0.34338346  1.555530346
## 91  2013-04-30'T'00:00:00  0.2441323 -0.66641715 -0.28902546  1.434794330
## 92  2013-05-31'T'00:00:00  0.2441323 -0.66641715 -0.23466746 -0.309202537
## 93  2013-06-30'T'00:00:00  0.2441323 -0.66641715 -0.23466746 -1.767359033
## 94  2013-07-31'T'00:00:00  0.2441323 -0.66641715 -0.12595146 -3.115306003
## 95  2013-08-31'T'00:00:00  0.2441323 -0.66641715 -0.18030946 -0.208107259
## 96  2013-09-30'T'00:00:00  0.2441323 -0.66641715  0.20019653  0.417006686
## 97  2013-10-31'T'00:00:00  0.2441323 -0.66641715  0.30891253  2.224052862
## 98  2013-11-30'T'00:00:00  0.2441323 -0.66641715  0.36327053 -0.767345283
## 99  2013-12-31'T'00:00:00  0.2441323 -0.66641715  0.52634453  0.066853148
## 100 2014-01-31'T'00:00:00  0.2441323 -0.66641715  0.63506053 -0.005555194
## 101 2014-02-28'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.149779237
## 102 2014-03-31'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.129359958
## 103 2014-04-30'T'00:00:00  0.2441323 -0.66641715  0.63506053 -1.442095182
## 104 2014-05-31'T'00:00:00  0.2441323 -0.66641715  0.52634453  1.971095280
## 105 2014-06-30'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.403389423
## 106 2014-07-31'T'00:00:00  0.6941963 -0.66641715  0.52634453  1.390059286
## 107 2014-08-31'T'00:00:00  0.6941963 -0.66641715  0.58070253 -1.542792094
## 108 2014-09-30'T'00:00:00  0.6941963 -0.66641715  0.20019653  0.150721284
## 109 2014-10-31'T'00:00:00  0.6941963 -0.66641715  0.30891253 -0.926083321
## 110 2014-11-30'T'00:00:00  0.6941963 -0.66641715  0.41762853 -0.548830172
## 111 2014-12-31'T'00:00:00  0.6941963 -0.66641715  0.25455453 -0.188979720
## 112 2015-01-31'T'00:00:00  0.6941963 -0.66641715 -0.66953146  0.126651958
## 113 2015-02-28'T'00:00:00  0.6941963 -0.66641715 -1.15875345 -0.435980694
## 114 2015-03-31'T'00:00:00  0.6941963 -0.66641715 -0.72388946  1.154184479
## 115 2015-04-30'T'00:00:00  0.6941963 -0.66641715 -0.23466746  1.250073338
## 116 2015-05-31'T'00:00:00  0.6941963 -0.66641715 -0.07159346 -0.058903573
## 117 2015-06-30'T'00:00:00  0.6941963 -0.66641715  0.14583854  1.842324814
## 118 2015-07-31'T'00:00:00  0.6941963 -0.66641715  0.58070253 -0.522100102
## 119 2015-08-31'T'00:00:00  0.6941963 -0.66641715  0.47198653 -2.092402907
## 120 2015-09-30'T'00:00:00  0.6941963 -0.66641715  0.20019653 -1.062121510
## 121 2015-10-31'T'00:00:00  0.6941963 -0.66641715  0.14583854 -0.168612895
## 122 2015-11-30'T'00:00:00  0.6941963 -0.66641715  0.20019653  0.990550729
## 123 2015-12-31'T'00:00:00  0.6941963 -0.51411445  0.25455453  0.554653467
## 124 2016-01-31'T'00:00:00  0.6941963 -0.51411445  0.68941853  0.332397341
## 125 2016-02-29'T'00:00:00  0.6941963 -0.51411445  1.06992453 -0.063436124
## 126 2016-03-31'T'00:00:00  0.6941963 -0.51411445  0.20019653  1.349118891
## 127 2016-04-30'T'00:00:00  0.6941963 -0.51411445 -0.07159346  0.722707299
## 128 2016-05-31'T'00:00:00  0.6941963 -0.51411445 -0.12595146  0.183697876
## 129 2016-06-30'T'00:00:00  0.6941963 -0.51411445 -0.34338346  0.982701049
## 130 2016-07-31'T'00:00:00  0.2441323 -0.51411445 -0.61517346  0.565706388
## 131 2016-08-31'T'00:00:00  0.2441323 -0.51411445 -0.39774146  0.186023576
## 132 2016-09-30'T'00:00:00  0.2441323 -0.51411445 -0.39774146 -1.506002422
## 133 2016-10-31'T'00:00:00  0.2441323 -0.51411445 -0.45209946  0.545930262
## 134 2016-11-30'T'00:00:00  0.2441323 -0.51411445 -0.28902546 -2.927990425
## 135 2016-12-31'T'00:00:00  0.2441323 -0.36181176 -0.28902546 -1.273418281
## 136 2017-01-31'T'00:00:00  0.2441323 -0.36181176  0.47198653 -0.695023183
## 137 2017-02-28'T'00:00:00  0.2441323 -0.36181176  1.23299852 -1.959283480
## 138 2017-03-31'T'00:00:00  0.2441323 -0.20950907  1.45043052 -5.644462424
## 139 2017-04-30'T'00:00:00  0.2441323 -0.20950907  1.12428253  1.151532950
## 140 2017-05-31'T'00:00:00  0.2441323 -0.20950907  0.85249253  1.905604022
## 141 2017-06-30'T'00:00:00  0.2441323 -0.05720638  0.63506053 -0.413334953
## 142 2017-07-31'T'00:00:00  0.2441323 -0.05720638  0.47198653 -0.376057837
## 143 2017-08-31'T'00:00:00  0.2441323 -0.05720638  0.74377653  0.292191540
## 144 2017-09-30'T'00:00:00  0.2441323 -0.05720638  1.06992453  1.159095786
## 145 2017-10-31'T'00:00:00  0.2441323 -0.05720638  0.79813453 -1.025482349
## 146 2017-11-30'T'00:00:00  0.2441323 -0.05720638  0.63506053  1.476469790
## 147 2017-12-31'T'00:00:00  0.2441323  0.09509632  0.68941853  0.774778114
## 148 2018-01-31'T'00:00:00  0.6941963  0.09509632  0.25455453  0.786075585
## 149 2018-02-28'T'00:00:00  0.6941963  0.09509632 -0.45209946 -0.940045080
## 150 2018-03-31'T'00:00:00  0.6941963  0.24739901 -0.50645746 -0.095497841
## 151 2018-04-30'T'00:00:00  0.6941963  0.24739901 -0.45209946 -0.937707094
## 152 2018-05-31'T'00:00:00  0.6941963  0.24739901 -0.23466746 -1.583064762
## 153 2018-06-30'T'00:00:00  0.6941963  0.39970170 -0.77824746 -1.619272950
## 154 2018-07-31'T'00:00:00  0.6941963  0.39970170 -0.72388946  0.628538792
## 155 2018-08-31'T'00:00:00  0.6941963  0.39970170 -1.10439545 -0.331551039
## 156 2018-09-30'T'00:00:00  0.6941963  0.55200439 -1.05003745 -1.526002069
## 157 2018-10-31'T'00:00:00  0.6941963  0.55200439 -0.88696345  0.913065448
## 158 2018-11-30'T'00:00:00  0.6941963  0.55200439 -1.10439545 -1.467854852
## 159 2018-12-31'T'00:00:00  0.6941963  0.70430708 -1.10439545 -0.546706018
## 160 2019-01-31'T'00:00:00  0.6941963  0.70430708 -1.59361745 -0.610706825
## 161 2019-02-28'T'00:00:00  0.6941963  0.70430708 -1.43054345  0.947783657
## 162 2019-03-31'T'00:00:00  0.6941963  0.70430708 -1.10439545  0.128165329
## 163 2019-04-30'T'00:00:00  0.6941963  0.70430708 -1.10439545 -1.037539931
## 164 2019-05-31'T'00:00:00  0.2441323  0.70430708 -1.10439545 -1.089133934
## 165 2019-06-30'T'00:00:00  0.2441323  0.70430708 -0.39774146  1.164851320
## 166 2019-07-31'T'00:00:00  0.2441323  0.55200439 -0.45209946  1.117312110
## 167 2019-08-31'T'00:00:00  0.2441323  0.55200439 -0.39774146 -0.427681139
## 168 2019-09-30'T'00:00:00  0.2441323  0.39970170 -0.61517346 -0.090673013
## 169 2019-10-31'T'00:00:00  0.2441323  0.24739901 -0.61517346 -0.305399145
## 170 2019-11-30'T'00:00:00  0.2441323  0.24739901 -0.72388946  0.902733416
## 171 2019-12-31'T'00:00:00  0.2441323  0.24739901 -0.66953146  1.091568271
## 172 2020-01-31'T'00:00:00 -0.2059317  0.24739901 -0.34338346  0.590563706
## 173 2020-02-29'T'00:00:00 -0.2059317  0.24739901 -0.50645746 -1.882020066
## 174 2020-03-31'T'00:00:00 -0.6559958 -0.66641715 -1.32182745 -3.145285862
## 175 2020-04-30'T'00:00:00 -0.6559958 -0.66641715 -2.78949344 -0.304330925
## 176 2020-05-31'T'00:00:00 -1.5561238 -0.66641715 -2.78949344  0.248537475
## 177 2020-06-30'T'00:00:00 -1.5561238 -0.66641715 -2.24591344  1.644272930
## 178 2020-07-31'T'00:00:00 -2.0061879 -0.66641715 -1.91976544  1.613812242
## 179 2020-08-31'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.559941876
## 180 2020-09-30'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.136886644
## 181 2020-10-31'T'00:00:00 -2.0061879 -0.66641715 -2.02848144  0.732547397
## 182 2020-11-30'T'00:00:00 -2.0061879 -0.66641715 -2.13719744  0.224184378
## 183 2020-12-31'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.357819840
## 184 2021-01-31'T'00:00:00 -2.0061879 -0.66641715 -1.32182745  0.332006771
## 185 2021-02-28'T'00:00:00 -2.0061879 -0.66641715 -1.15875345  0.630543624
## 186 2021-03-31'T'00:00:00 -2.0061879 -0.66641715 -0.28902546  0.155984884
## 187 2021-04-30'T'00:00:00 -2.0061879 -0.66641715  1.34171452  0.918493971
## 188 2021-05-31'T'00:00:00 -2.0061879 -0.66641715  1.17864052  0.357659170
## 189 2021-06-30'T'00:00:00 -2.0061879 -0.66641715  0.63506053 -0.095975598
## 190 2021-07-31'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -1.045728435
## 191 2021-08-31'T'00:00:00 -2.0061879 -0.66641715 -0.12595146  0.540506465
## 192 2021-09-30'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -0.764365798
## 193 2021-10-31'T'00:00:00 -2.0061879 -0.66641715  0.36327053  0.428190034
## 194 2021-11-30'T'00:00:00 -2.0061879 -0.66641715  0.58070253 -1.351534428
## 195 2021-12-31'T'00:00:00 -2.0061879 -0.66641715  0.52634453  0.364322489
## 196 2022-01-31'T'00:00:00 -2.0061879 -0.66641715  0.03712254  0.886263077
## 197 2022-02-28'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -0.083081823
## 198 2022-03-31'T'00:00:00 -2.0061879 -0.51411445 -0.01723546 -0.954116472
## 199 2022-04-30'T'00:00:00 -2.0061879 -0.51411445  0.03712254 -0.700446508
## 200 2022-05-31'T'00:00:00 -1.5561238 -0.20950907  0.30891253 -0.073537074
## 201 2022-06-30'T'00:00:00 -1.5561238  0.24739901  0.63506053 -0.404043259
## 202 2022-07-31'T'00:00:00 -1.1060598  0.70430708  1.17864052 -0.972350402
## 203 2022-08-31'T'00:00:00 -1.1060598  0.70430708  1.34171452  0.615444415
## 204 2022-09-30'T'00:00:00 -0.6559958  1.16121516  1.23299852 -0.808601819
## 205 2022-10-31'T'00:00:00 -0.6559958  1.16121516  1.23299852 -0.808601819
##              mfr          bco         metb        uscpi       mgdpqa
## 1   -1.778702505 -0.765925056 -0.003279066  0.947964474  0.089478283
## 2   -2.010727355 -0.887842622 -0.276476120  0.546864954  0.089478283
## 3   -2.159803322 -0.730748840 -0.156053734  0.496727515  0.089478283
## 4   -2.113978414 -0.450538301 -0.289057563  0.797552154  0.089478283
## 5   -2.061192760 -0.619623975 -0.531699683  0.597002394  0.065717858
## 6   -1.974183441 -0.453736138 -0.130890848  0.496727515  0.327082532
## 7   -1.856430830 -0.190314248 -0.621567135  0.546864954  0.327082532
## 8   -1.685892564 -0.273857761 -0.416669345  0.897827034  0.327082532
## 9   -1.680091943 -0.149941546 -0.378925015  0.947964474  0.303322107
## 10  -1.662110017 -0.084385870 -0.217163602  0.847689594  0.303322107
## 11  -1.648768588 -0.280253437 -0.057199537  0.697277274  0.303322107
## 12  -1.634847097 -0.590843435 -0.010468462 -0.155059204  0.327082532
## 13  -1.629626538 -0.728750191 -0.161445781 -0.556158724  0.327082532
## 14  -1.606424053 -0.519691543 -0.242326488 -0.205196644  0.327082532
## 15  -1.466629081 -0.655599651  0.081196339  0.045490555  0.255801257
## 16  -1.404562433 -0.793906136 -0.538889080 -0.155059204  0.255801257
## 17  -1.208501434 -0.614427489 -0.693461097 -0.004646885  0.255801257
## 18  -1.112211121 -0.366195328 -0.754570964  0.195902875  0.208280407
## 19  -0.938192483 -0.384183166 -0.876790699  0.095627995  0.208280407
## 20  -0.543170175 -0.368593706 -0.450818977  0.145765435  0.208280407
## 21  -0.541429989 -0.233884788 -0.326801893  0.145765435  0.374603382
## 22  -0.537369554 -0.008437222 -0.484968608 -0.004646885  0.374603382
## 23  -0.634819991 -0.182719383 -0.245921186 -0.205196644  0.374603382
## 24  -0.551291045  0.076305480  0.171063791  0.195902875  0.493405506
## 25  -0.469502285  0.534395748 -0.224352998  0.546864954  0.493405506
## 26  -0.384233153  0.439659802 -0.023049905  0.947964474  0.493405506
## 27  -0.370311662  0.663108720 -0.116512055  0.847689594  0.778530605
## 28   0.089097543  0.597553045 -0.120106754  0.947964474  0.778530605
## 29   0.495721093  0.912939800 -0.229745045  0.797552154  0.778530605
## 30   0.728326006  0.920934394 -0.440034882  0.797552154  0.778530605
## 31   0.948749614  1.363035473  0.336419902  0.747414714  0.778530605
## 32   1.012556448  2.019391685  0.922355689  0.897827034  0.778530605
## 33   1.046780113  2.501066007  0.485599872  1.298926553  0.540926356
## 34   1.005595703  1.867494389  0.737228738  1.599751193  0.540926356
## 35   0.861160233  1.470562769  0.446058194  1.499476313  0.540926356
## 36   0.116360463  0.835791962  0.859448472  1.248789113  0.184519983
## 37  -0.436438744 -0.477320192 -0.274678771  0.647139834  0.184519983
## 38  -0.582614400 -0.950200460  0.082993688 -0.656433604  0.184519983
## 39  -0.949793726 -1.265986945 -0.010468462 -1.157808003 -0.955980412
## 40  -0.950953850 -1.254394782 -0.666500861 -1.207945443 -0.955980412
## 41  -0.964295279 -1.235607485  0.081196339 -1.107670563 -0.955980412
## 42  -1.155135719 -1.120485324  0.174658489 -1.408495202 -2.405366330
## 43  -1.160356278 -1.057727757 -0.569444013 -1.558907522 -2.405366330
## 44  -1.126132612 -0.469325598 -0.096741216 -1.859732162 -2.405366330
## 45  -0.939352608 -0.318227761 -0.224352998 -1.909869602 -1.906397408
## 46  -0.961394968 -0.222292626 -0.416669345 -2.260831681 -1.906397408
## 47  -0.835521487 -0.304237220 -0.107525310 -1.960007042 -1.906397408
## 48  -0.683545210 -0.327421545 -0.147066989 -1.859732162 -1.288626361
## 49  -0.678324651 -0.082387222  0.223186913 -1.308220323 -1.288626361
## 50  -0.673104092  0.048324399 -0.299841657 -0.305471524 -1.288626361
## 51  -0.639460488  0.026738994  0.284296780  0.145765435  0.041957433
## 52  -0.624958935 -0.231886140  0.438868797  0.095627995  0.041957433
## 53  -0.631339618  0.013148183  0.162077045 -0.155059204  0.041957433
## 54  -0.721829310  0.217410074  0.670726823 -0.054784325  1.420062077
## 55  -0.680644899  0.406881965 -0.260299979 -0.104921765  1.420062077
## 56  -0.711388192 -0.104372357 -0.438237533 -0.205196644  1.420062077
## 57  -0.751992541 -0.089982086 -0.826464926 -0.656433604  1.206218253
## 58  -0.737490988  0.036732237 -0.664703512 -0.606296164  1.206218253
## 59  -0.724149559 -0.104772086 -0.425656090 -0.656433604  1.206218253
## 60  -0.406855576  0.201820615 -0.679082305 -0.656433604  0.279561682
## 61  -0.141187122  0.235397912 -0.693461097 -0.606296164  0.279561682
## 62  -0.112184015  0.346123046 -0.305233705 -0.656433604  0.279561682
## 63  -0.071579666  0.699084395 -0.152459036 -0.455883844  0.160759558
## 64   0.022390398  0.949315205 -0.116512055 -0.405746404  0.160759558
## 65   0.119840835  1.380623581 -0.035631349 -0.155059204  0.160759558
## 66   0.354185934  1.602873309  0.126130065  0.145765435  0.160759558
## 67   1.290986269  1.943842767  0.066817546  0.396452635  0.160759558
## 68   1.451083416  1.577690336 -0.386114411  0.597002394  0.160759558
## 69   1.542733232  1.407805202 -0.493955354  0.597002394  0.065717858
## 70   1.556654723  1.578090066 -0.213568904  0.597002394  0.065717858
## 71   1.655845346  1.502541147  0.061425499  0.697277274  0.065717858
## 72   1.348412419  1.019267907 -0.181216621  0.747414714  0.398363807
## 73   1.568836027  1.291084122  0.478410476  0.546864954  0.398363807
## 74   1.568836027  1.329458176 -0.206379507  0.496727515  0.398363807
## 75   1.502708945  1.203943041 -0.418466694  0.296177755  0.279561682
## 76   1.528231678  1.347845743 -0.339383336  0.246040315  0.279561682
## 77   1.564195530  1.814730065 -0.010468462  0.246040315  0.279561682
## 78   1.622201743  1.823524119 -0.033834000  0.145765435  0.184519983
## 79   1.633802986  1.687216282 -0.562254617 -0.054784325  0.184519983
## 80   1.639603607  0.983691961 -1.085283187 -0.355608964  0.184519983
## 81   1.535192424  0.821001962 -0.258502630 -0.355608964  0.208280407
## 82   1.552594288  1.105609528 -1.263220742 -0.506021284  0.208280407
## 83   1.575796773  1.491348715 -0.637743277 -0.355608964  0.208280407
## 84   1.726612926  1.404207635 -0.749178917 -0.205196644  0.160759558
## 85   1.773017896  1.256707365 -0.190203366 -0.104921765  0.160759558
## 86   1.819422866  1.357838986 -0.341180685 -0.305471524  0.160759558
## 87   1.854226594  1.353042229 -0.431048137 -0.355608964  0.517165931
## 88   1.883229700  1.530522228 -1.324330609 -0.405746404  0.517165931
## 89   1.889030321  1.363834932 -0.436440184 -0.205196644  0.517165931
## 90   1.854226594  1.309471689 -1.034957414 -0.455883844 -0.005563417
## 91   1.889030321  1.003678448 -1.725139445 -0.656433604 -0.005563417
## 92   1.952837155  0.924531962 -1.394427222 -0.506021284 -0.005563417
## 93   1.645404228  0.995284123 -1.135608960 -0.305471524  0.065717858
## 94   1.744014790  1.216734392 -1.398021920 -0.205196644  0.065717858
## 95   1.569996152  1.468963850 -0.634148579 -0.455883844  0.065717858
## 96   1.668606713  1.243516284 -0.355559478 -0.606296164  0.136999133
## 97   1.703410441  1.262303581 -0.432845486 -0.706571044  0.136999133
## 98   1.657005471  1.296280608 -0.165040480 -0.606296164  0.136999133
## 99   1.575796773  1.340650608 -0.188406017 -0.455883844  0.160759558
## 100  1.471385590  1.164769528 -0.768949756 -0.405746404  0.160759558
## 101  1.326370058  1.271497365 -0.035631349 -0.656433604  0.160759558
## 102  1.303167573  1.219132771 -0.199190111 -0.455883844  0.469645081
## 103  1.361173786  1.231524392 -0.341180685 -0.205196644  0.469645081
## 104  1.343771922  1.285088176 -0.896561538 -0.155059204  0.469645081
## 105  1.401778135  1.403008445 -1.175150639 -0.155059204  0.517165931
## 106  1.395977514  1.149579798 -1.257828695 -0.205196644  0.517165931
## 107  1.407578756  1.036456285 -1.218287016 -0.355608964  0.517165931
## 108  1.134949557  0.695886558 -0.235137092 -0.355608964  0.303322107
## 109  1.181354527  0.343724668 -1.705368606 -0.355608964  0.303322107
## 110  1.042139616 -0.284250734  0.088385735 -0.556158724  0.303322107
## 111  0.479479354 -0.796704245 -0.260299979 -0.806845923  0.327082532
## 112  0.166245805 -0.970186946 -0.292652261 -1.258082883  0.327082532
## 113  0.160445184 -0.586846138 -1.092472583 -1.207945443  0.327082532
## 114 -0.152788364 -0.885444244 -0.506536797 -1.258082883  0.374603382
## 115 -0.112184015 -0.418959652 -0.673690257 -1.308220323  0.374603382
## 116 -0.077380288 -0.467726679 -0.921724425 -1.207945443  0.374603382
## 117 -0.129585879 -0.546473435 -0.477779212 -1.157808003  0.160759558
## 118 -0.640040550 -1.001365865 -1.484294674 -1.107670563  0.160759558
## 119 -0.756052976 -0.923818298 -0.080565075 -1.107670563  0.160759558
## 120 -0.837261673 -1.154862080 -0.170432527 -1.207945443  0.113238708
## 121 -0.796657325 -1.107294243  0.273512686 -1.107670563  0.113238708
## 122 -0.761853597 -1.305160458 -0.071578330 -0.957258243  0.113238708
## 123 -0.721249248 -1.598162348 -0.475981863 -0.856983363  0.089478283
## 124 -0.709648006 -1.699693699 -0.943292613 -0.506021284  0.089478283
## 125 -0.703847384 -1.650526942 -0.591012202 -0.706571044  0.089478283
## 126 -0.622638687 -1.505425051  0.099169829 -0.756708483 -0.005563417
## 127 -0.622638687 -1.164455594 -0.283665516 -0.656433604 -0.005563417
## 128 -0.605236823 -1.102097756 -1.322533260 -0.706571044 -0.005563417
## 129 -0.611037444 -1.102497486 -0.919927076 -0.706571044 -0.029323841
## 130 -0.605236823 -1.391102349 -1.568770079 -0.806845923 -0.029323841
## 131 -0.593635580 -1.208026134 -0.382519713 -0.656433604 -0.029323841
## 132 -0.582034338 -1.127280729 -0.553267872 -0.455883844  0.041957433
## 133 -0.576233716 -1.157660188 -0.157851083 -0.405746404  0.041957433
## 134 -0.657442414 -1.070918838 -0.289057563 -0.355608964  0.041957433
## 135 -0.761853597 -0.817090461 -0.344775383 -0.155059204  0.113238708
## 136 -0.738651112 -0.861860190 -1.065512348  0.045490555  0.113238708
## 137 -0.738651112 -0.866257217 -0.346572732  0.145765435  0.113238708
## 138 -0.715448627 -0.976582622 -0.939697915 -0.004646885  0.303322107
## 139 -0.674844278 -1.020552892 -0.355559478 -0.104921765  0.303322107
## 140 -0.564632474 -1.077314513 -0.919927076 -0.255334084  0.303322107
## 141 -0.512426883 -1.172849918 -0.134485546 -0.405746404  0.327082532
## 142 -0.483423776 -0.983777757 -0.466995118 -0.355608964  0.327082532
## 143 -0.419616942 -0.994570460 -0.112917357 -0.255334084  0.327082532
## 144 -0.379012593 -0.788309920 -0.366343572 -0.104921765  0.422124231
## 145 -0.361610730 -0.635213435 -0.035631349 -0.205196644  0.422124231
## 146 -0.338408245 -0.547272895 -0.123701452 -0.104921765  0.422124231
## 147 -0.309405138 -0.415362085 -0.608985692 -0.155059204  0.350842957
## 148 -0.233997062 -0.328221004 -0.174027225 -0.155059204  0.350842957
## 149 -0.233997062 -0.458932625 -0.290854912 -0.104921765  0.350842957
## 150  0.003828410 -0.279453977  0.728241993 -0.004646885  0.232040832
## 151  0.102438972 -0.083586411  0.437071448  0.045490555  0.232040832
## 152  0.044432759  0.013148183 -0.452616326  0.195902875  0.232040832
## 153 -0.175990849  0.087098183 -0.833654322  0.246040315  0.113238708
## 154 -0.187592092 -0.120361546 -0.414871996  0.246040315  0.113238708
## 155 -0.193392713  0.006352778 -1.622690550  0.145765435  0.113238708
## 156 -0.274601411  0.218209533  0.825298841 -0.054784325  0.041957433
## 157 -0.350009487 -0.071594519  1.019412537  0.045490555  0.041957433
## 158 -0.332607623 -0.741541542 -0.502942099 -0.104921765  0.041957433
## 159 -0.367411351 -0.937808838  0.007505028 -0.255334084  0.113238708
## 160 -0.326807002 -0.614427489  0.156684998 -0.405746404  0.113238708
## 161 -0.309405138 -0.448939382  0.075804292 -0.455883844  0.113238708
## 162 -0.274601411 -0.354603166  0.672524172 -0.255334084  0.089478283
## 163 -0.251398926 -0.178322356  0.030870566 -0.205196644  0.089478283
## 164 -0.315205760 -0.510497760 -0.280070818 -0.305471524  0.089478283
## 165 -0.292003274 -0.428153436 -0.023049905 -0.405746404  0.136999133
## 166 -0.222395819 -0.483316138  0.654550682 -0.305471524  0.136999133
## 167 -0.245598304 -0.672788029  0.047046707 -0.355608964  0.136999133
## 168 -0.274601411 -0.658797489 -0.411277298 -0.355608964  0.041957433
## 169 -0.263000168 -0.680782624  1.202742139 -0.305471524  0.041957433
## 170 -0.263000168 -0.592842084 -0.724016031 -0.155059204  0.041957433
## 171 -0.239797683 -0.450138571  0.334622553 -0.054784325 -0.171886391
## 172 -0.204993956 -0.763526677  0.250147148  0.045490555 -0.171886391
## 173 -0.251398926 -1.068920189  0.356190742 -0.054784325 -0.171886391
## 174 -0.350009487 -2.179369372  0.300472921 -0.455883844 -0.860938713
## 175 -0.303604517 -2.078237751 -2.564501446 -1.057533123 -0.860938713
## 176 -0.280402032 -1.676109645 -0.044618094 -1.157808003 -0.860938713
## 177 -0.251398926 -1.443466943  1.835409000 -0.907120803 -5.090294343
## 178 -0.204993956 -1.357525052  2.613661134 -0.706571044 -5.090294343
## 179 -0.193392713 -1.278378566  0.464031684 -0.556158724 -5.090294343
## 180 -0.158588985 -1.451461538  2.033117395 -0.506021284 -1.621272309
## 181 -0.181791470 -1.590967213  2.065469677 -0.606296164 -1.621272309
## 182 -0.141187122 -1.186040999  1.152416366 -0.606296164 -1.621272309
## 183 -0.007772832 -1.017754784  1.806651416 -0.506021284 -1.811355708
## 184  0.050233380 -0.854665055  1.071535659 -0.506021284 -1.811355708
## 185  0.073435865 -0.444942084  1.305191034 -0.355608964 -1.811355708
## 186  0.050233380 -0.548472084  2.428534183  0.095627995 -1.146063811
## 187  0.177847048 -0.400172355  1.747338898  0.897827034 -1.146063811
## 188  0.183647669 -0.317428301  0.559291183  1.298926553 -1.146063811
## 189  0.195248912 -0.085185330  2.088835215  1.499476313  2.750645870
## 190  0.195248912 -0.037217762  0.561088532  1.499476313  2.750645870
## 191  0.496881218 -0.170727491  2.784409293  1.449338873  2.750645870
## 192  0.433074384  0.050323048  2.779017246  1.499476313 -2.096480807
## 193  0.485279975  0.284564668  2.814964226  1.900575832 -2.096480807
## 194  0.520083703 -0.267462085  1.492115334  2.201400472 -2.096480807
## 195  0.531684945  0.020743048  3.657920926  2.301675352 -0.171886391
## 196  0.485279975  0.557580072  1.431005467  2.552362551 -0.171886391
## 197  0.467878111  0.948515745  1.648484700  2.752912311 -0.171886391
## 198  0.456276869  1.225128717  2.868884698  3.053736951  0.160759558
## 199  0.276457609  1.282290068  2.308111798  2.953462071  0.160759558
## 200  0.293859473  1.821925200  0.370569534  3.103874390  0.160759558
## 201  0.073435865  1.500942229  2.016941253  3.354561590  1.087416128
## 202  0.085037108  1.309071959  0.890003406  3.053736951  1.087416128
## 203  0.027030895  0.768637368  1.150619017  2.953462071  1.087416128
## 204 -0.094782151  0.427667911  3.787330056  2.903324631  1.087416128
## 205 -0.187592092  0.702282233  3.787330056  2.903324631  1.087416128
##            myrer
## 1    0.158220697
## 2    0.163543850
## 3    0.167802371
## 4    0.106053807
## 5    0.030465048
## 6   -0.037458372
## 7   -0.161168425
## 8   -0.148392860
## 9   -0.055770015
## 10  -0.092393301
## 11  -0.041929820
## 12  -0.027024994
## 13  -0.099206936
## 14  -0.180331773
## 15  -0.369835986
## 16  -0.428603584
## 17  -0.422002876
## 18  -0.516542056
## 19  -0.593195446
## 20  -0.645362336
## 21  -0.524207395
## 22  -0.524207395
## 23  -0.424132137
## 24  -0.621088762
## 25  -0.769285315
## 26  -0.728616434
## 27  -0.828691692
## 28  -0.990515515
## 29  -1.078028134
## 30  -1.080157395
## 31  -1.151913485
## 32  -0.978804580
## 33  -0.924508429
## 34  -0.948994929
## 35  -0.653027675
## 36  -0.560404829
## 37  -0.324056878
## 38  -0.164362317
## 39  -0.496527004
## 40  -0.199495120
## 41   0.007894884
## 42  -0.113260057
## 43  -0.301486713
## 44  -0.439036962
## 45  -0.386657146
## 46  -0.379417659
## 47  -0.381546920
## 48  -0.509302569
## 49  -0.613636350
## 50  -0.656221566
## 51  -0.583826698
## 52  -0.619385354
## 53  -0.634290179
## 54  -0.930257433
## 55  -1.100598299
## 56  -0.935154733
## 57  -0.988386254
## 58  -1.104430968
## 59  -1.173631945
## 60  -1.306071968
## 61  -1.254543856
## 62  -1.136369881
## 63  -1.314163159
## 64  -1.362071527
## 65  -1.389751918
## 66  -1.437660287
## 67  -1.574997609
## 68  -1.462146786
## 69  -1.450435851
## 70  -1.560092784
## 71  -1.552001593
## 72  -1.089526143
## 73  -1.352489854
## 74  -1.109754120
## 75  -1.133814768
## 76  -1.406360153
## 77  -1.503667372
## 78  -1.356748375
## 79  -1.432337135
## 80  -1.117206533
## 81  -1.110818751
## 82  -1.214087901
## 83  -1.226863465
## 84  -1.367394680
## 85  -1.386558027
## 86  -1.407637709
## 87  -1.367394680
## 88  -1.266680643
## 89  -1.299258333
## 90  -1.292231773
## 91  -1.401462853
## 92  -1.288612029
## 93  -1.150210076
## 94  -0.972416798
## 95  -0.885755882
## 96  -0.939413255
## 97  -1.160430528
## 98  -1.017131275
## 99  -0.905345082
## 100 -0.753102933
## 101 -0.902151191
## 102 -0.926637690
## 103 -0.926637690
## 104 -1.038423883
## 105 -1.042682405
## 106 -1.075260095
## 107 -1.168308793
## 108 -0.894698778
## 109 -0.875535430
## 110 -0.676875396
## 111 -0.434778441
## 112 -0.152012604
## 113 -0.205457050
## 114  0.005978549
## 115 -0.296376487
## 116 -0.070674841
## 117  0.153962176
## 118  0.264683738
## 119  1.052510242
## 120  1.479427036
## 121  1.273314589
## 122  1.199429238
## 123  1.260113171
## 124  0.964571770
## 125  1.069544328
## 126  0.423313670
## 127  0.433959974
## 128  0.910914397
## 129  0.704376098
## 130  0.788056048
## 131  0.744832053
## 132  0.926245075
## 133  1.050380981
## 134  1.629965776
## 135  1.672550992
## 136  1.549692643
## 137  1.575243773
## 138  1.543304860
## 139  1.363382321
## 140  1.236265450
## 141  1.261816580
## 142  1.236265450
## 143  1.214334064
## 144  1.106806392
## 145  1.131292892
## 146  0.831067116
## 147  0.736315010
## 148  0.421184409
## 149  0.460575734
## 150  0.346660280
## 151  0.474415929
## 152  0.594293313
## 153  0.719280923
## 154  0.776132187
## 155  0.869393811
## 156  0.931781153
## 157  1.029514225
## 158  1.029514225
## 159  0.921560701
## 160  0.840222938
## 161  0.777409744
## 162  0.811903769
## 163  0.924115814
## 164  1.041863938
## 165  0.918366810
## 166  0.906655875
## 167  1.074867480
## 168  1.036966638
## 169  1.016738660
## 170  1.015886956
## 171  0.831067116
## 172  0.845971942
## 173  1.095095458
## 174  1.321222957
## 175  1.280767001
## 176  1.375093256
## 177  1.246911754
## 178  1.146836496
## 179  0.986503156
## 180  0.970533700
## 181  0.969043217
## 182  0.794443830
## 183  0.680528376
## 184  0.722474815
## 185  0.743341571
## 186  0.946047201
## 187  0.824679334
## 188  0.903887836
## 189  0.954564244
## 190  1.106806392
## 191  0.967765661
## 192  1.033772746
## 193  0.936039675
## 194  1.071247737
## 195  0.990761678
## 196  1.032282264
## 197  1.061666063
## 198  1.070608959
## 199  1.390636860
## 200  1.440035711
## 201  1.507107427
## 202  1.597175159
## 203  1.650832532
## 204  1.994708154
## 205  2.184638219

Finding out outliers using the Z-score

outliers_z <- data_z %>%
  mutate(outlier=ifelse(abs(mpr)>3 | abs(upr)>3 | abs(mcpi)>3 | abs(mnfbf)>3 | abs(mfr)>3 | abs(bco)>3 | abs(metb)>3 | abs(uscpi)>3 | abs(mgdpqa)>3 | abs(myrer)>3, 1, 0))

outliers_z
##                      moed        mpr         upr        mcpi        mnfbf
## 1   2005-10-31'T'00:00:00 -0.2959445  1.54197189  0.58070253 -0.556877853
## 2   2005-11-30'T'00:00:00  0.2441323  1.69427458  0.68941853 -0.460995610
## 3   2005-12-31'T'00:00:00  0.2441323  1.84657727  0.68941853 -0.183248996
## 4   2006-01-31'T'00:00:00  0.2441323  1.99887997  0.52634453 -0.219919582
## 5   2006-02-28'T'00:00:00  0.6941963  1.99887997  0.52634453  0.130412111
## 6   2006-03-31'T'00:00:00  0.6941963  2.15118266  1.39607252 -0.240215996
## 7   2006-04-30'T'00:00:00  1.1442604  2.15118266  1.28735652  0.113612635
## 8   2006-05-31'T'00:00:00  1.1442604  2.30348535  0.90685053 -0.070874440
## 9   2006-06-30'T'00:00:00  1.1442604  2.45578804  0.90685053 -0.111372756
## 10  2006-07-31'T'00:00:00  1.1442604  2.45578804  1.01556653  0.035215079
## 11  2006-08-31'T'00:00:00  1.1442604  2.45578804  0.58070253  0.246850675
## 12  2006-09-30'T'00:00:00  1.1442604  2.45578804  0.58070253 -0.173726930
## 13  2006-10-31'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.225897455
## 14  2006-11-30'T'00:00:00  1.1442604  2.45578804  0.41762853 -0.233174865
## 15  2006-12-31'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.072292117
## 16  2007-01-31'T'00:00:00  1.1442604  2.45578804  0.52634453  0.085448112
## 17  2007-02-28'T'00:00:00  1.1442604  2.45578804  0.47198653 -0.485096125
## 18  2007-03-31'T'00:00:00  1.1442604  2.45578804 -0.39774146  0.492935830
## 19  2007-04-30'T'00:00:00  1.1442604  2.45578804 -0.39774146  0.133341978
## 20  2007-05-31'T'00:00:00  1.1442604  2.45578804 -0.45209946  0.394241860
## 21  2007-06-30'T'00:00:00  1.1442604  2.45578804 -0.45209946  0.148298473
## 22  2007-07-31'T'00:00:00  1.1442604  2.45578804 -0.34338346  0.084195831
## 23  2007-08-31'T'00:00:00  1.1442604  2.45578804 -0.18030946  0.341409752
## 24  2007-09-30'T'00:00:00  1.1442604  2.15118266 -0.23466746 -0.666984125
## 25  2007-10-31'T'00:00:00  1.1442604  1.99887997 -0.18030946  0.267123461
## 26  2007-11-30'T'00:00:00  1.1442604  1.99887997  0.03712254  0.483248368
## 27  2007-12-31'T'00:00:00  1.1442604  1.84657727  0.09148054 -0.259709059
## 28  2008-01-31'T'00:00:00  1.1442604  1.08506381  0.03712254  0.926721461
## 29  2008-02-29'T'00:00:00  1.1442604  1.08506381  0.25455453  1.104710849
## 30  2008-03-31'T'00:00:00  1.1442604  0.62815574  0.30891253  0.534473775
## 31  2008-04-30'T'00:00:00  1.1442604  0.47585305  0.41762853  1.581333964
## 32  2008-05-31'T'00:00:00  1.1442604  0.47585305  0.85249253 -0.834529956
## 33  2008-06-30'T'00:00:00  1.1442604  0.47585305  2.97245451 -0.989812878
## 34  2008-07-31'T'00:00:00  1.1442604  0.47585305  3.40731850 -0.472289773
## 35  2008-08-31'T'00:00:00  1.1442604  0.47585305  3.40731850 -0.605953116
## 36  2008-09-30'T'00:00:00  1.1442604  0.47585305  3.24424450 -0.862198292
## 37  2008-10-31'T'00:00:00  1.1442604 -0.13335772  2.91809651 -1.482172211
## 38  2008-11-30'T'00:00:00  0.6941963 -0.13335772  1.88529452 -0.971713865
## 39  2008-12-31'T'00:00:00  0.6941963 -0.66641715  1.17864052 -0.360080613
## 40  2009-01-31'T'00:00:00 -0.6559958 -0.66641715  0.90685053 -0.207254998
## 41  2009-02-28'T'00:00:00 -1.5561238 -0.66641715  0.79813453 -0.423072742
## 42  2009-03-31'T'00:00:00 -1.5561238 -0.66641715  0.68941853 -0.496886475
## 43  2009-04-30'T'00:00:00 -1.5561238 -0.66641715  0.41762853 -0.016412003
## 44  2009-05-31'T'00:00:00 -1.5561238 -0.66641715  0.09148054  0.163774784
## 45  2009-06-30'T'00:00:00 -1.5561238 -0.66641715 -1.97412344 -0.374966225
## 46  2009-07-31'T'00:00:00 -1.5561238 -0.66641715 -2.51770344  0.445798059
## 47  2009-08-31'T'00:00:00 -1.5561238 -0.66641715 -2.51770344  0.427202858
## 48  2009-09-30'T'00:00:00 -1.5561238 -0.66641715 -2.30027144  0.157962307
## 49  2009-10-31'T'00:00:00 -1.5561238 -0.66641715 -2.02848144 -0.382361775
## 50  2009-11-30'T'00:00:00 -1.5561238 -0.66641715 -1.26746945  0.212991815
## 51  2009-12-31'T'00:00:00 -1.5561238 -0.66641715 -0.61517346  0.937613949
## 52  2010-01-31'T'00:00:00 -1.5561238 -0.66641715 -0.50645746  0.758325024
## 53  2010-02-28'T'00:00:00 -1.5561238 -0.66641715 -0.56081546  0.280733163
## 54  2010-03-31'T'00:00:00 -1.1060598 -0.66641715 -0.50645746  1.770712026
## 55  2010-04-30'T'00:00:00 -1.1060598 -0.66641715 -0.39774146  0.059764525
## 56  2010-05-31'T'00:00:00 -0.6559958 -0.66641715 -0.34338346  0.134121700
## 57  2010-06-30'T'00:00:00 -0.6559958 -0.66641715 -0.28902546  0.062812531
## 58  2010-07-31'T'00:00:00 -0.2059317 -0.66641715 -0.18030946  0.498913702
## 59  2010-08-31'T'00:00:00 -0.2059317 -0.66641715 -0.07159346  0.047974175
## 60  2010-09-30'T'00:00:00 -0.2059317 -0.66641715 -0.23466746  0.964786097
## 61  2010-10-31'T'00:00:00 -0.2059317 -0.66641715 -0.12595146  0.719338898
## 62  2010-11-30'T'00:00:00 -0.2059317 -0.66641715 -0.12595146  0.151299224
## 63  2010-12-31'T'00:00:00 -0.2059317 -0.66641715 -0.01723546 -0.103433763
## 64  2011-01-31'T'00:00:00 -0.2059317 -0.66641715  0.09148054  0.138374732
## 65  2011-02-28'T'00:00:00 -0.2059317 -0.66641715  0.36327053  0.793885097
## 66  2011-03-31'T'00:00:00 -0.2059317 -0.66641715  0.41762853  0.138964013
## 67  2011-04-30'T'00:00:00 -0.2059317 -0.66641715  0.52634453  0.330767721
## 68  2011-05-31'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.929844605
## 69  2011-06-30'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.684795299
## 70  2011-07-31'T'00:00:00  0.2441323 -0.66641715  0.63506053  0.686301582
## 71  2011-08-31'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.600546281
## 72  2011-09-30'T'00:00:00  0.2441323 -0.66641715  0.63506053 -1.628060895
## 73  2011-10-31'T'00:00:00  0.2441323 -0.66641715  0.63506053  0.272287823
## 74  2011-11-30'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.238665243
## 75  2011-12-31'T'00:00:00  0.2441323 -0.66641715  0.41762853  1.212317519
## 76  2012-01-31'T'00:00:00  0.2441323 -0.66641715  0.25455453  1.238566051
## 77  2012-02-29'T'00:00:00  0.2441323 -0.66641715 -0.01723546 -0.216435404
## 78  2012-03-31'T'00:00:00  0.2441323 -0.66641715 -0.07159346  0.169712489
## 79  2012-04-30'T'00:00:00  0.2441323 -0.66641715 -0.18030946  0.271386180
## 80  2012-05-31'T'00:00:00  0.2441323 -0.66641715 -0.28902546  0.493720278
## 81  2012-06-30'T'00:00:00  0.2441323 -0.66641715 -0.34338346 -0.975457005
## 82  2012-07-31'T'00:00:00  0.2441323 -0.66641715 -0.45209946  1.977007231
## 83  2012-08-31'T'00:00:00  0.2441323 -0.66641715 -0.45209946 -1.281704605
## 84  2012-09-30'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.607297260
## 85  2012-10-31'T'00:00:00  0.2441323 -0.66641715 -0.50645746  1.096759569
## 86  2012-11-30'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.461319263
## 87  2012-12-31'T'00:00:00  0.2441323 -0.66641715 -0.56081546  0.176953985
## 88  2013-01-31'T'00:00:00  0.2441323 -0.66641715 -0.50645746  0.394226030
## 89  2013-02-28'T'00:00:00  0.2441323 -0.66641715 -0.39774146 -0.574200689
## 90  2013-03-31'T'00:00:00  0.2441323 -0.66641715 -0.34338346  1.555530346
## 91  2013-04-30'T'00:00:00  0.2441323 -0.66641715 -0.28902546  1.434794330
## 92  2013-05-31'T'00:00:00  0.2441323 -0.66641715 -0.23466746 -0.309202537
## 93  2013-06-30'T'00:00:00  0.2441323 -0.66641715 -0.23466746 -1.767359033
## 94  2013-07-31'T'00:00:00  0.2441323 -0.66641715 -0.12595146 -3.115306003
## 95  2013-08-31'T'00:00:00  0.2441323 -0.66641715 -0.18030946 -0.208107259
## 96  2013-09-30'T'00:00:00  0.2441323 -0.66641715  0.20019653  0.417006686
## 97  2013-10-31'T'00:00:00  0.2441323 -0.66641715  0.30891253  2.224052862
## 98  2013-11-30'T'00:00:00  0.2441323 -0.66641715  0.36327053 -0.767345283
## 99  2013-12-31'T'00:00:00  0.2441323 -0.66641715  0.52634453  0.066853148
## 100 2014-01-31'T'00:00:00  0.2441323 -0.66641715  0.63506053 -0.005555194
## 101 2014-02-28'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.149779237
## 102 2014-03-31'T'00:00:00  0.2441323 -0.66641715  0.68941853  0.129359958
## 103 2014-04-30'T'00:00:00  0.2441323 -0.66641715  0.63506053 -1.442095182
## 104 2014-05-31'T'00:00:00  0.2441323 -0.66641715  0.52634453  1.971095280
## 105 2014-06-30'T'00:00:00  0.2441323 -0.66641715  0.58070253  0.403389423
## 106 2014-07-31'T'00:00:00  0.6941963 -0.66641715  0.52634453  1.390059286
## 107 2014-08-31'T'00:00:00  0.6941963 -0.66641715  0.58070253 -1.542792094
## 108 2014-09-30'T'00:00:00  0.6941963 -0.66641715  0.20019653  0.150721284
## 109 2014-10-31'T'00:00:00  0.6941963 -0.66641715  0.30891253 -0.926083321
## 110 2014-11-30'T'00:00:00  0.6941963 -0.66641715  0.41762853 -0.548830172
## 111 2014-12-31'T'00:00:00  0.6941963 -0.66641715  0.25455453 -0.188979720
## 112 2015-01-31'T'00:00:00  0.6941963 -0.66641715 -0.66953146  0.126651958
## 113 2015-02-28'T'00:00:00  0.6941963 -0.66641715 -1.15875345 -0.435980694
## 114 2015-03-31'T'00:00:00  0.6941963 -0.66641715 -0.72388946  1.154184479
## 115 2015-04-30'T'00:00:00  0.6941963 -0.66641715 -0.23466746  1.250073338
## 116 2015-05-31'T'00:00:00  0.6941963 -0.66641715 -0.07159346 -0.058903573
## 117 2015-06-30'T'00:00:00  0.6941963 -0.66641715  0.14583854  1.842324814
## 118 2015-07-31'T'00:00:00  0.6941963 -0.66641715  0.58070253 -0.522100102
## 119 2015-08-31'T'00:00:00  0.6941963 -0.66641715  0.47198653 -2.092402907
## 120 2015-09-30'T'00:00:00  0.6941963 -0.66641715  0.20019653 -1.062121510
## 121 2015-10-31'T'00:00:00  0.6941963 -0.66641715  0.14583854 -0.168612895
## 122 2015-11-30'T'00:00:00  0.6941963 -0.66641715  0.20019653  0.990550729
## 123 2015-12-31'T'00:00:00  0.6941963 -0.51411445  0.25455453  0.554653467
## 124 2016-01-31'T'00:00:00  0.6941963 -0.51411445  0.68941853  0.332397341
## 125 2016-02-29'T'00:00:00  0.6941963 -0.51411445  1.06992453 -0.063436124
## 126 2016-03-31'T'00:00:00  0.6941963 -0.51411445  0.20019653  1.349118891
## 127 2016-04-30'T'00:00:00  0.6941963 -0.51411445 -0.07159346  0.722707299
## 128 2016-05-31'T'00:00:00  0.6941963 -0.51411445 -0.12595146  0.183697876
## 129 2016-06-30'T'00:00:00  0.6941963 -0.51411445 -0.34338346  0.982701049
## 130 2016-07-31'T'00:00:00  0.2441323 -0.51411445 -0.61517346  0.565706388
## 131 2016-08-31'T'00:00:00  0.2441323 -0.51411445 -0.39774146  0.186023576
## 132 2016-09-30'T'00:00:00  0.2441323 -0.51411445 -0.39774146 -1.506002422
## 133 2016-10-31'T'00:00:00  0.2441323 -0.51411445 -0.45209946  0.545930262
## 134 2016-11-30'T'00:00:00  0.2441323 -0.51411445 -0.28902546 -2.927990425
## 135 2016-12-31'T'00:00:00  0.2441323 -0.36181176 -0.28902546 -1.273418281
## 136 2017-01-31'T'00:00:00  0.2441323 -0.36181176  0.47198653 -0.695023183
## 137 2017-02-28'T'00:00:00  0.2441323 -0.36181176  1.23299852 -1.959283480
## 138 2017-03-31'T'00:00:00  0.2441323 -0.20950907  1.45043052 -5.644462424
## 139 2017-04-30'T'00:00:00  0.2441323 -0.20950907  1.12428253  1.151532950
## 140 2017-05-31'T'00:00:00  0.2441323 -0.20950907  0.85249253  1.905604022
## 141 2017-06-30'T'00:00:00  0.2441323 -0.05720638  0.63506053 -0.413334953
## 142 2017-07-31'T'00:00:00  0.2441323 -0.05720638  0.47198653 -0.376057837
## 143 2017-08-31'T'00:00:00  0.2441323 -0.05720638  0.74377653  0.292191540
## 144 2017-09-30'T'00:00:00  0.2441323 -0.05720638  1.06992453  1.159095786
## 145 2017-10-31'T'00:00:00  0.2441323 -0.05720638  0.79813453 -1.025482349
## 146 2017-11-30'T'00:00:00  0.2441323 -0.05720638  0.63506053  1.476469790
## 147 2017-12-31'T'00:00:00  0.2441323  0.09509632  0.68941853  0.774778114
## 148 2018-01-31'T'00:00:00  0.6941963  0.09509632  0.25455453  0.786075585
## 149 2018-02-28'T'00:00:00  0.6941963  0.09509632 -0.45209946 -0.940045080
## 150 2018-03-31'T'00:00:00  0.6941963  0.24739901 -0.50645746 -0.095497841
## 151 2018-04-30'T'00:00:00  0.6941963  0.24739901 -0.45209946 -0.937707094
## 152 2018-05-31'T'00:00:00  0.6941963  0.24739901 -0.23466746 -1.583064762
## 153 2018-06-30'T'00:00:00  0.6941963  0.39970170 -0.77824746 -1.619272950
## 154 2018-07-31'T'00:00:00  0.6941963  0.39970170 -0.72388946  0.628538792
## 155 2018-08-31'T'00:00:00  0.6941963  0.39970170 -1.10439545 -0.331551039
## 156 2018-09-30'T'00:00:00  0.6941963  0.55200439 -1.05003745 -1.526002069
## 157 2018-10-31'T'00:00:00  0.6941963  0.55200439 -0.88696345  0.913065448
## 158 2018-11-30'T'00:00:00  0.6941963  0.55200439 -1.10439545 -1.467854852
## 159 2018-12-31'T'00:00:00  0.6941963  0.70430708 -1.10439545 -0.546706018
## 160 2019-01-31'T'00:00:00  0.6941963  0.70430708 -1.59361745 -0.610706825
## 161 2019-02-28'T'00:00:00  0.6941963  0.70430708 -1.43054345  0.947783657
## 162 2019-03-31'T'00:00:00  0.6941963  0.70430708 -1.10439545  0.128165329
## 163 2019-04-30'T'00:00:00  0.6941963  0.70430708 -1.10439545 -1.037539931
## 164 2019-05-31'T'00:00:00  0.2441323  0.70430708 -1.10439545 -1.089133934
## 165 2019-06-30'T'00:00:00  0.2441323  0.70430708 -0.39774146  1.164851320
## 166 2019-07-31'T'00:00:00  0.2441323  0.55200439 -0.45209946  1.117312110
## 167 2019-08-31'T'00:00:00  0.2441323  0.55200439 -0.39774146 -0.427681139
## 168 2019-09-30'T'00:00:00  0.2441323  0.39970170 -0.61517346 -0.090673013
## 169 2019-10-31'T'00:00:00  0.2441323  0.24739901 -0.61517346 -0.305399145
## 170 2019-11-30'T'00:00:00  0.2441323  0.24739901 -0.72388946  0.902733416
## 171 2019-12-31'T'00:00:00  0.2441323  0.24739901 -0.66953146  1.091568271
## 172 2020-01-31'T'00:00:00 -0.2059317  0.24739901 -0.34338346  0.590563706
## 173 2020-02-29'T'00:00:00 -0.2059317  0.24739901 -0.50645746 -1.882020066
## 174 2020-03-31'T'00:00:00 -0.6559958 -0.66641715 -1.32182745 -3.145285862
## 175 2020-04-30'T'00:00:00 -0.6559958 -0.66641715 -2.78949344 -0.304330925
## 176 2020-05-31'T'00:00:00 -1.5561238 -0.66641715 -2.78949344  0.248537475
## 177 2020-06-30'T'00:00:00 -1.5561238 -0.66641715 -2.24591344  1.644272930
## 178 2020-07-31'T'00:00:00 -2.0061879 -0.66641715 -1.91976544  1.613812242
## 179 2020-08-31'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.559941876
## 180 2020-09-30'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.136886644
## 181 2020-10-31'T'00:00:00 -2.0061879 -0.66641715 -2.02848144  0.732547397
## 182 2020-11-30'T'00:00:00 -2.0061879 -0.66641715 -2.13719744  0.224184378
## 183 2020-12-31'T'00:00:00 -2.0061879 -0.66641715 -1.97412344  0.357819840
## 184 2021-01-31'T'00:00:00 -2.0061879 -0.66641715 -1.32182745  0.332006771
## 185 2021-02-28'T'00:00:00 -2.0061879 -0.66641715 -1.15875345  0.630543624
## 186 2021-03-31'T'00:00:00 -2.0061879 -0.66641715 -0.28902546  0.155984884
## 187 2021-04-30'T'00:00:00 -2.0061879 -0.66641715  1.34171452  0.918493971
## 188 2021-05-31'T'00:00:00 -2.0061879 -0.66641715  1.17864052  0.357659170
## 189 2021-06-30'T'00:00:00 -2.0061879 -0.66641715  0.63506053 -0.095975598
## 190 2021-07-31'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -1.045728435
## 191 2021-08-31'T'00:00:00 -2.0061879 -0.66641715 -0.12595146  0.540506465
## 192 2021-09-30'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -0.764365798
## 193 2021-10-31'T'00:00:00 -2.0061879 -0.66641715  0.36327053  0.428190034
## 194 2021-11-30'T'00:00:00 -2.0061879 -0.66641715  0.58070253 -1.351534428
## 195 2021-12-31'T'00:00:00 -2.0061879 -0.66641715  0.52634453  0.364322489
## 196 2022-01-31'T'00:00:00 -2.0061879 -0.66641715  0.03712254  0.886263077
## 197 2022-02-28'T'00:00:00 -2.0061879 -0.66641715 -0.01723546 -0.083081823
## 198 2022-03-31'T'00:00:00 -2.0061879 -0.51411445 -0.01723546 -0.954116472
## 199 2022-04-30'T'00:00:00 -2.0061879 -0.51411445  0.03712254 -0.700446508
## 200 2022-05-31'T'00:00:00 -1.5561238 -0.20950907  0.30891253 -0.073537074
## 201 2022-06-30'T'00:00:00 -1.5561238  0.24739901  0.63506053 -0.404043259
## 202 2022-07-31'T'00:00:00 -1.1060598  0.70430708  1.17864052 -0.972350402
## 203 2022-08-31'T'00:00:00 -1.1060598  0.70430708  1.34171452  0.615444415
## 204 2022-09-30'T'00:00:00 -0.6559958  1.16121516  1.23299852 -0.808601819
## 205 2022-10-31'T'00:00:00 -0.6559958  1.16121516  1.23299852 -0.808601819
##              mfr          bco         metb        uscpi       mgdpqa
## 1   -1.778702505 -0.765925056 -0.003279066  0.947964474  0.089478283
## 2   -2.010727355 -0.887842622 -0.276476120  0.546864954  0.089478283
## 3   -2.159803322 -0.730748840 -0.156053734  0.496727515  0.089478283
## 4   -2.113978414 -0.450538301 -0.289057563  0.797552154  0.089478283
## 5   -2.061192760 -0.619623975 -0.531699683  0.597002394  0.065717858
## 6   -1.974183441 -0.453736138 -0.130890848  0.496727515  0.327082532
## 7   -1.856430830 -0.190314248 -0.621567135  0.546864954  0.327082532
## 8   -1.685892564 -0.273857761 -0.416669345  0.897827034  0.327082532
## 9   -1.680091943 -0.149941546 -0.378925015  0.947964474  0.303322107
## 10  -1.662110017 -0.084385870 -0.217163602  0.847689594  0.303322107
## 11  -1.648768588 -0.280253437 -0.057199537  0.697277274  0.303322107
## 12  -1.634847097 -0.590843435 -0.010468462 -0.155059204  0.327082532
## 13  -1.629626538 -0.728750191 -0.161445781 -0.556158724  0.327082532
## 14  -1.606424053 -0.519691543 -0.242326488 -0.205196644  0.327082532
## 15  -1.466629081 -0.655599651  0.081196339  0.045490555  0.255801257
## 16  -1.404562433 -0.793906136 -0.538889080 -0.155059204  0.255801257
## 17  -1.208501434 -0.614427489 -0.693461097 -0.004646885  0.255801257
## 18  -1.112211121 -0.366195328 -0.754570964  0.195902875  0.208280407
## 19  -0.938192483 -0.384183166 -0.876790699  0.095627995  0.208280407
## 20  -0.543170175 -0.368593706 -0.450818977  0.145765435  0.208280407
## 21  -0.541429989 -0.233884788 -0.326801893  0.145765435  0.374603382
## 22  -0.537369554 -0.008437222 -0.484968608 -0.004646885  0.374603382
## 23  -0.634819991 -0.182719383 -0.245921186 -0.205196644  0.374603382
## 24  -0.551291045  0.076305480  0.171063791  0.195902875  0.493405506
## 25  -0.469502285  0.534395748 -0.224352998  0.546864954  0.493405506
## 26  -0.384233153  0.439659802 -0.023049905  0.947964474  0.493405506
## 27  -0.370311662  0.663108720 -0.116512055  0.847689594  0.778530605
## 28   0.089097543  0.597553045 -0.120106754  0.947964474  0.778530605
## 29   0.495721093  0.912939800 -0.229745045  0.797552154  0.778530605
## 30   0.728326006  0.920934394 -0.440034882  0.797552154  0.778530605
## 31   0.948749614  1.363035473  0.336419902  0.747414714  0.778530605
## 32   1.012556448  2.019391685  0.922355689  0.897827034  0.778530605
## 33   1.046780113  2.501066007  0.485599872  1.298926553  0.540926356
## 34   1.005595703  1.867494389  0.737228738  1.599751193  0.540926356
## 35   0.861160233  1.470562769  0.446058194  1.499476313  0.540926356
## 36   0.116360463  0.835791962  0.859448472  1.248789113  0.184519983
## 37  -0.436438744 -0.477320192 -0.274678771  0.647139834  0.184519983
## 38  -0.582614400 -0.950200460  0.082993688 -0.656433604  0.184519983
## 39  -0.949793726 -1.265986945 -0.010468462 -1.157808003 -0.955980412
## 40  -0.950953850 -1.254394782 -0.666500861 -1.207945443 -0.955980412
## 41  -0.964295279 -1.235607485  0.081196339 -1.107670563 -0.955980412
## 42  -1.155135719 -1.120485324  0.174658489 -1.408495202 -2.405366330
## 43  -1.160356278 -1.057727757 -0.569444013 -1.558907522 -2.405366330
## 44  -1.126132612 -0.469325598 -0.096741216 -1.859732162 -2.405366330
## 45  -0.939352608 -0.318227761 -0.224352998 -1.909869602 -1.906397408
## 46  -0.961394968 -0.222292626 -0.416669345 -2.260831681 -1.906397408
## 47  -0.835521487 -0.304237220 -0.107525310 -1.960007042 -1.906397408
## 48  -0.683545210 -0.327421545 -0.147066989 -1.859732162 -1.288626361
## 49  -0.678324651 -0.082387222  0.223186913 -1.308220323 -1.288626361
## 50  -0.673104092  0.048324399 -0.299841657 -0.305471524 -1.288626361
## 51  -0.639460488  0.026738994  0.284296780  0.145765435  0.041957433
## 52  -0.624958935 -0.231886140  0.438868797  0.095627995  0.041957433
## 53  -0.631339618  0.013148183  0.162077045 -0.155059204  0.041957433
## 54  -0.721829310  0.217410074  0.670726823 -0.054784325  1.420062077
## 55  -0.680644899  0.406881965 -0.260299979 -0.104921765  1.420062077
## 56  -0.711388192 -0.104372357 -0.438237533 -0.205196644  1.420062077
## 57  -0.751992541 -0.089982086 -0.826464926 -0.656433604  1.206218253
## 58  -0.737490988  0.036732237 -0.664703512 -0.606296164  1.206218253
## 59  -0.724149559 -0.104772086 -0.425656090 -0.656433604  1.206218253
## 60  -0.406855576  0.201820615 -0.679082305 -0.656433604  0.279561682
## 61  -0.141187122  0.235397912 -0.693461097 -0.606296164  0.279561682
## 62  -0.112184015  0.346123046 -0.305233705 -0.656433604  0.279561682
## 63  -0.071579666  0.699084395 -0.152459036 -0.455883844  0.160759558
## 64   0.022390398  0.949315205 -0.116512055 -0.405746404  0.160759558
## 65   0.119840835  1.380623581 -0.035631349 -0.155059204  0.160759558
## 66   0.354185934  1.602873309  0.126130065  0.145765435  0.160759558
## 67   1.290986269  1.943842767  0.066817546  0.396452635  0.160759558
## 68   1.451083416  1.577690336 -0.386114411  0.597002394  0.160759558
## 69   1.542733232  1.407805202 -0.493955354  0.597002394  0.065717858
## 70   1.556654723  1.578090066 -0.213568904  0.597002394  0.065717858
## 71   1.655845346  1.502541147  0.061425499  0.697277274  0.065717858
## 72   1.348412419  1.019267907 -0.181216621  0.747414714  0.398363807
## 73   1.568836027  1.291084122  0.478410476  0.546864954  0.398363807
## 74   1.568836027  1.329458176 -0.206379507  0.496727515  0.398363807
## 75   1.502708945  1.203943041 -0.418466694  0.296177755  0.279561682
## 76   1.528231678  1.347845743 -0.339383336  0.246040315  0.279561682
## 77   1.564195530  1.814730065 -0.010468462  0.246040315  0.279561682
## 78   1.622201743  1.823524119 -0.033834000  0.145765435  0.184519983
## 79   1.633802986  1.687216282 -0.562254617 -0.054784325  0.184519983
## 80   1.639603607  0.983691961 -1.085283187 -0.355608964  0.184519983
## 81   1.535192424  0.821001962 -0.258502630 -0.355608964  0.208280407
## 82   1.552594288  1.105609528 -1.263220742 -0.506021284  0.208280407
## 83   1.575796773  1.491348715 -0.637743277 -0.355608964  0.208280407
## 84   1.726612926  1.404207635 -0.749178917 -0.205196644  0.160759558
## 85   1.773017896  1.256707365 -0.190203366 -0.104921765  0.160759558
## 86   1.819422866  1.357838986 -0.341180685 -0.305471524  0.160759558
## 87   1.854226594  1.353042229 -0.431048137 -0.355608964  0.517165931
## 88   1.883229700  1.530522228 -1.324330609 -0.405746404  0.517165931
## 89   1.889030321  1.363834932 -0.436440184 -0.205196644  0.517165931
## 90   1.854226594  1.309471689 -1.034957414 -0.455883844 -0.005563417
## 91   1.889030321  1.003678448 -1.725139445 -0.656433604 -0.005563417
## 92   1.952837155  0.924531962 -1.394427222 -0.506021284 -0.005563417
## 93   1.645404228  0.995284123 -1.135608960 -0.305471524  0.065717858
## 94   1.744014790  1.216734392 -1.398021920 -0.205196644  0.065717858
## 95   1.569996152  1.468963850 -0.634148579 -0.455883844  0.065717858
## 96   1.668606713  1.243516284 -0.355559478 -0.606296164  0.136999133
## 97   1.703410441  1.262303581 -0.432845486 -0.706571044  0.136999133
## 98   1.657005471  1.296280608 -0.165040480 -0.606296164  0.136999133
## 99   1.575796773  1.340650608 -0.188406017 -0.455883844  0.160759558
## 100  1.471385590  1.164769528 -0.768949756 -0.405746404  0.160759558
## 101  1.326370058  1.271497365 -0.035631349 -0.656433604  0.160759558
## 102  1.303167573  1.219132771 -0.199190111 -0.455883844  0.469645081
## 103  1.361173786  1.231524392 -0.341180685 -0.205196644  0.469645081
## 104  1.343771922  1.285088176 -0.896561538 -0.155059204  0.469645081
## 105  1.401778135  1.403008445 -1.175150639 -0.155059204  0.517165931
## 106  1.395977514  1.149579798 -1.257828695 -0.205196644  0.517165931
## 107  1.407578756  1.036456285 -1.218287016 -0.355608964  0.517165931
## 108  1.134949557  0.695886558 -0.235137092 -0.355608964  0.303322107
## 109  1.181354527  0.343724668 -1.705368606 -0.355608964  0.303322107
## 110  1.042139616 -0.284250734  0.088385735 -0.556158724  0.303322107
## 111  0.479479354 -0.796704245 -0.260299979 -0.806845923  0.327082532
## 112  0.166245805 -0.970186946 -0.292652261 -1.258082883  0.327082532
## 113  0.160445184 -0.586846138 -1.092472583 -1.207945443  0.327082532
## 114 -0.152788364 -0.885444244 -0.506536797 -1.258082883  0.374603382
## 115 -0.112184015 -0.418959652 -0.673690257 -1.308220323  0.374603382
## 116 -0.077380288 -0.467726679 -0.921724425 -1.207945443  0.374603382
## 117 -0.129585879 -0.546473435 -0.477779212 -1.157808003  0.160759558
## 118 -0.640040550 -1.001365865 -1.484294674 -1.107670563  0.160759558
## 119 -0.756052976 -0.923818298 -0.080565075 -1.107670563  0.160759558
## 120 -0.837261673 -1.154862080 -0.170432527 -1.207945443  0.113238708
## 121 -0.796657325 -1.107294243  0.273512686 -1.107670563  0.113238708
## 122 -0.761853597 -1.305160458 -0.071578330 -0.957258243  0.113238708
## 123 -0.721249248 -1.598162348 -0.475981863 -0.856983363  0.089478283
## 124 -0.709648006 -1.699693699 -0.943292613 -0.506021284  0.089478283
## 125 -0.703847384 -1.650526942 -0.591012202 -0.706571044  0.089478283
## 126 -0.622638687 -1.505425051  0.099169829 -0.756708483 -0.005563417
## 127 -0.622638687 -1.164455594 -0.283665516 -0.656433604 -0.005563417
## 128 -0.605236823 -1.102097756 -1.322533260 -0.706571044 -0.005563417
## 129 -0.611037444 -1.102497486 -0.919927076 -0.706571044 -0.029323841
## 130 -0.605236823 -1.391102349 -1.568770079 -0.806845923 -0.029323841
## 131 -0.593635580 -1.208026134 -0.382519713 -0.656433604 -0.029323841
## 132 -0.582034338 -1.127280729 -0.553267872 -0.455883844  0.041957433
## 133 -0.576233716 -1.157660188 -0.157851083 -0.405746404  0.041957433
## 134 -0.657442414 -1.070918838 -0.289057563 -0.355608964  0.041957433
## 135 -0.761853597 -0.817090461 -0.344775383 -0.155059204  0.113238708
## 136 -0.738651112 -0.861860190 -1.065512348  0.045490555  0.113238708
## 137 -0.738651112 -0.866257217 -0.346572732  0.145765435  0.113238708
## 138 -0.715448627 -0.976582622 -0.939697915 -0.004646885  0.303322107
## 139 -0.674844278 -1.020552892 -0.355559478 -0.104921765  0.303322107
## 140 -0.564632474 -1.077314513 -0.919927076 -0.255334084  0.303322107
## 141 -0.512426883 -1.172849918 -0.134485546 -0.405746404  0.327082532
## 142 -0.483423776 -0.983777757 -0.466995118 -0.355608964  0.327082532
## 143 -0.419616942 -0.994570460 -0.112917357 -0.255334084  0.327082532
## 144 -0.379012593 -0.788309920 -0.366343572 -0.104921765  0.422124231
## 145 -0.361610730 -0.635213435 -0.035631349 -0.205196644  0.422124231
## 146 -0.338408245 -0.547272895 -0.123701452 -0.104921765  0.422124231
## 147 -0.309405138 -0.415362085 -0.608985692 -0.155059204  0.350842957
## 148 -0.233997062 -0.328221004 -0.174027225 -0.155059204  0.350842957
## 149 -0.233997062 -0.458932625 -0.290854912 -0.104921765  0.350842957
## 150  0.003828410 -0.279453977  0.728241993 -0.004646885  0.232040832
## 151  0.102438972 -0.083586411  0.437071448  0.045490555  0.232040832
## 152  0.044432759  0.013148183 -0.452616326  0.195902875  0.232040832
## 153 -0.175990849  0.087098183 -0.833654322  0.246040315  0.113238708
## 154 -0.187592092 -0.120361546 -0.414871996  0.246040315  0.113238708
## 155 -0.193392713  0.006352778 -1.622690550  0.145765435  0.113238708
## 156 -0.274601411  0.218209533  0.825298841 -0.054784325  0.041957433
## 157 -0.350009487 -0.071594519  1.019412537  0.045490555  0.041957433
## 158 -0.332607623 -0.741541542 -0.502942099 -0.104921765  0.041957433
## 159 -0.367411351 -0.937808838  0.007505028 -0.255334084  0.113238708
## 160 -0.326807002 -0.614427489  0.156684998 -0.405746404  0.113238708
## 161 -0.309405138 -0.448939382  0.075804292 -0.455883844  0.113238708
## 162 -0.274601411 -0.354603166  0.672524172 -0.255334084  0.089478283
## 163 -0.251398926 -0.178322356  0.030870566 -0.205196644  0.089478283
## 164 -0.315205760 -0.510497760 -0.280070818 -0.305471524  0.089478283
## 165 -0.292003274 -0.428153436 -0.023049905 -0.405746404  0.136999133
## 166 -0.222395819 -0.483316138  0.654550682 -0.305471524  0.136999133
## 167 -0.245598304 -0.672788029  0.047046707 -0.355608964  0.136999133
## 168 -0.274601411 -0.658797489 -0.411277298 -0.355608964  0.041957433
## 169 -0.263000168 -0.680782624  1.202742139 -0.305471524  0.041957433
## 170 -0.263000168 -0.592842084 -0.724016031 -0.155059204  0.041957433
## 171 -0.239797683 -0.450138571  0.334622553 -0.054784325 -0.171886391
## 172 -0.204993956 -0.763526677  0.250147148  0.045490555 -0.171886391
## 173 -0.251398926 -1.068920189  0.356190742 -0.054784325 -0.171886391
## 174 -0.350009487 -2.179369372  0.300472921 -0.455883844 -0.860938713
## 175 -0.303604517 -2.078237751 -2.564501446 -1.057533123 -0.860938713
## 176 -0.280402032 -1.676109645 -0.044618094 -1.157808003 -0.860938713
## 177 -0.251398926 -1.443466943  1.835409000 -0.907120803 -5.090294343
## 178 -0.204993956 -1.357525052  2.613661134 -0.706571044 -5.090294343
## 179 -0.193392713 -1.278378566  0.464031684 -0.556158724 -5.090294343
## 180 -0.158588985 -1.451461538  2.033117395 -0.506021284 -1.621272309
## 181 -0.181791470 -1.590967213  2.065469677 -0.606296164 -1.621272309
## 182 -0.141187122 -1.186040999  1.152416366 -0.606296164 -1.621272309
## 183 -0.007772832 -1.017754784  1.806651416 -0.506021284 -1.811355708
## 184  0.050233380 -0.854665055  1.071535659 -0.506021284 -1.811355708
## 185  0.073435865 -0.444942084  1.305191034 -0.355608964 -1.811355708
## 186  0.050233380 -0.548472084  2.428534183  0.095627995 -1.146063811
## 187  0.177847048 -0.400172355  1.747338898  0.897827034 -1.146063811
## 188  0.183647669 -0.317428301  0.559291183  1.298926553 -1.146063811
## 189  0.195248912 -0.085185330  2.088835215  1.499476313  2.750645870
## 190  0.195248912 -0.037217762  0.561088532  1.499476313  2.750645870
## 191  0.496881218 -0.170727491  2.784409293  1.449338873  2.750645870
## 192  0.433074384  0.050323048  2.779017246  1.499476313 -2.096480807
## 193  0.485279975  0.284564668  2.814964226  1.900575832 -2.096480807
## 194  0.520083703 -0.267462085  1.492115334  2.201400472 -2.096480807
## 195  0.531684945  0.020743048  3.657920926  2.301675352 -0.171886391
## 196  0.485279975  0.557580072  1.431005467  2.552362551 -0.171886391
## 197  0.467878111  0.948515745  1.648484700  2.752912311 -0.171886391
## 198  0.456276869  1.225128717  2.868884698  3.053736951  0.160759558
## 199  0.276457609  1.282290068  2.308111798  2.953462071  0.160759558
## 200  0.293859473  1.821925200  0.370569534  3.103874390  0.160759558
## 201  0.073435865  1.500942229  2.016941253  3.354561590  1.087416128
## 202  0.085037108  1.309071959  0.890003406  3.053736951  1.087416128
## 203  0.027030895  0.768637368  1.150619017  2.953462071  1.087416128
## 204 -0.094782151  0.427667911  3.787330056  2.903324631  1.087416128
## 205 -0.187592092  0.702282233  3.787330056  2.903324631  1.087416128
##            myrer outlier
## 1    0.158220697       0
## 2    0.163543850       0
## 3    0.167802371       0
## 4    0.106053807       0
## 5    0.030465048       0
## 6   -0.037458372       0
## 7   -0.161168425       0
## 8   -0.148392860       0
## 9   -0.055770015       0
## 10  -0.092393301       0
## 11  -0.041929820       0
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## 154  0.776132187       0
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## 156  0.931781153       0
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## 177  1.246911754       1
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## 192  1.033772746       0
## 193  0.936039675       0
## 194  1.071247737       0
## 195  0.990761678       1
## 196  1.032282264       0
## 197  1.061666063       0
## 198  1.070608959       1
## 199  1.390636860       0
## 200  1.440035711       1
## 201  1.507107427       1
## 202  1.597175159       1
## 203  1.650832532       0
## 204  1.994708154       1
## 205  2.184638219       1

Counting the number of outliers in each variable

outliers_z %>% group_by(df$mpr) %>% summarize(count=sum(outlier))
## # A tibble: 9 × 2
##   `df$mpr` count
##      <dbl> <dbl>
## 1     1.75     4
## 2     2        3
## 3     2.25     1
## 4     2.5      3
## 5     2.7      0
## 6     2.75     0
## 7     3        2
## 8     3.25     0
## 9     3.5      3
outliers_z %>% group_by(df$upr) %>% summarize(count=sum(outlier))
## # A tibble: 22 × 2
##    `df$upr` count
##       <dbl> <dbl>
##  1    0.125     6
##  2    0.375     1
##  3    0.625     0
##  4    0.875     2
##  5    1         0
##  6    1.12      0
##  7    1.38      0
##  8    1.62      1
##  9    1.88      0
## 10    2         3
## # … with 12 more rows
outliers_z %>% group_by(df$mcpi) %>% summarize(count=sum(outlier))
## # A tibble: 62 × 2
##    `df$mcpi` count
##        <dbl> <dbl>
##  1      -2.9     0
##  2      -2.4     0
##  3      -2       0
##  4      -1.9     1
##  5      -1.7     0
##  6      -1.5     0
##  7      -1.4     1
##  8      -1.3     1
##  9      -0.7     0
## 10      -0.4     0
## # … with 52 more rows
outliers_z %>% group_by(df$mnfbf) %>% summarize(count=sum(outlier))
## # A tibble: 204 × 2
##    `df$mnfbf` count
##         <dbl> <dbl>
##  1    -23043.     1
##  2    -12466.     1
##  3    -12339.     1
##  4    -11546.     0
##  5     -8009.     0
##  6     -7446.     0
##  7     -7119.     0
##  8     -6634.     0
##  9     -6044.     0
## 10     -6007.     0
## # … with 194 more rows
outliers_z %>% group_by(df$mfr) %>% summarize(count=sum(outlier))
## # A tibble: 180 × 2
##    `df$mfr` count
##       <dbl> <dbl>
##  1     70.5     0
##  2     71.3     0
##  3     72.2     0
##  4     73.1     0
##  5     73.7     0
##  6     75.7     0
##  7     77.1     0
##  8     78.7     0
##  9     78.8     0
## 10     79.1     0
## # … with 170 more rows
outliers_z %>% group_by(df$bco) %>% summarize(count=sum(outlier))
## # A tibble: 203 × 2
##    `df$bco` count
##       <dbl> <dbl>
##  1     22.7     1
##  2     25.3     0
##  3     34.7     0
##  4     35.3     0
##  5     36.0     0
##  6     37.3     0
##  7     37.5     0
##  8     39.6     0
##  9     41.0     0
## 10     41.2     1
## # … with 193 more rows
outliers_z %>% group_by(df$metb) %>% summarize(count=sum(outlier))
## # A tibble: 189 × 2
##    `df$metb` count
##        <dbl> <dbl>
##  1     -3.63     0
##  2      1.04     0
##  3      1.15     0
##  4      1.61     0
##  5      1.91     0
##  6      2.38     0
##  7      2.86     1
##  8      2.88     0
##  9      3.27     0
## 10      3.28     0
## # … with 179 more rows
outliers_z %>% group_by(df$uscpi) %>% summarize(count=sum(outlier))
## # A tibble: 64 × 2
##    `df$uscpi` count
##         <dbl> <dbl>
##  1       -2.1     0
##  2       -1.5     0
##  3       -1.4     0
##  4       -1.3     0
##  5       -0.7     0
##  6       -0.4     0
##  7       -0.2     0
##  8       -0.1     0
##  9        0       0
## 10        0.1     0
## # … with 54 more rows
outliers_z %>% group_by(df$mgdpqa) %>% summarize(count=sum(outlier))
## # A tibble: 39 × 2
##    `df$mgdpqa` count
##          <dbl> <dbl>
##  1       -17.1     3
##  2        -5.8     0
##  3        -4.5     0
##  4        -3.7     0
##  5        -3.3     0
##  6        -2.5     0
##  7        -1.1     0
##  8        -0.5     0
##  9         0.3     0
## 10         0.7     1
## # … with 29 more rows

Once we have identified the outliers in our dataset using the Z-score, there are several ways to handle them

  1. Remove the outliers: One option is to simply remove the outliers from the dataset. This is a good option if the outliers are caused by errors or mistakes in the data.

  2. Winsorize the outliers: Another option is to “winsorize” the outliers, which means replacing them with the nearest non-outlier value. For example, if an outlier is above the mean + 3 standard deviations, it can be replaced with the mean + 3 standard deviations. You can use the winsorize() function from the MASS library to winsorize the data.

  3. Trim the outliers: A third option is to “trim” the outliers, which means removing a certain percentage of the lowest and highest values in the data. You can use the trim_mean() function from the stats library to trim the data.

  4. Transform the data: In some cases, it may be appropriate to transform the data using a function such as log, square root, or Box-Cox to reduce the influence of the outliers. This can make the data more symmetrical and easier to model.

  5. Use robust methods: Finally, we can use robust statistical methods that are less sensitive to outliers. For example, we can use the median instead of the mean to measure central tendency, or use robust regression methods such as the MM-estimator or the Tukey method to fit a model to the data.

Interquartile range (IQR) can be used to identify and handle outliers in a dataset. The IQR is the difference between the 75th percentile and the 25th percentile of the data, and values that are greater than the 75th percentile + 1.5 * IQR or less than the 25th percentile - 1.5 * IQR are considered to be outliers.

To fix outliers using the IQR, we can replace the outliers with the nearest non-outlier value. For example, if an outlier is above the 75th percentile + 1.5 * IQR, we can replace it with the 75th percentile + 1.5 * IQR. If an outlier is below the 25th percentile - 1.5 * IQR, you can replace it with the 25th percentile - 1.5 * IQR.