R6 Class representing the specification of the BVAR model

The class BVAR presents complete specification for the BVAR model.

Public fields

p: a non-negative integer specifying the autoregressive lag order of the model.
prior: an object PriorBVAR with the prior specification.
data_matrices: an object DataMatricesBSVAR with the data matrices.
starting_values: an object StartingValuesBVAR with the starting values.

Methods

Method `new()`

Create a new specification of the BVAR model.

Usage

specify_bvar$new(
  data,
  p = 1L,
  exogenous = NULL,
  common_volatility = c("homoskedastic", "ncSV", "cSV"),
  distribution = c("norm", "t"),
  stationary = rep(FALSE, ncol(data))
)

Arguments

data: a (T+p)xN matrix with time series data.
p: a positive integer providing model's autoregressive lag order.
exogenous: a (T+p)xd matrix of exogenous variables.
common_volatility: a character string specifying the common volatility component of the error term covariance matrix. It can take three values: homoskedastic - the model assumes homoskedastic errors, ncSV - the model assumes non-centred stochastic volatility, and cSV - the model assumes centred stochastic volatility.
distribution: a character string specifying the conditional distribution of structural shocks. Value "norm" sets it to the normal distribution, while value "t" sets the Student-t distribution.
stationary: an N logical vector - its element set to FALSE sets the prior mean for the autoregressive parameters of the Nth equation to the white noise process, otherwise to random walk.

Returns

A new complete specification for the BVAR model.

Method `get_normal()`

Returns the logical value of whether the conditional shock distribution is normal.

Usage

specify_bvar$get_normal()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_normal()

Method `get_homoskedastic()`

Returns the logical value of whether the common volatility is homoskedastic.

Usage

specify_bvar$get_homoskedastic()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_homoskedastic()

Method `get_centred_sv()`

Returns the logical value of whether the common volatility is centred Stochastic Volatility

Usage

specify_bvar$get_centred_sv()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_centred_sv()

Method `get_data_matrices()`

Returns the data matrices as the DataMatricesBSVAR object.

Usage

specify_bvar$get_data_matrices()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_data_matrices()

Method `get_prior()`

Returns the prior specification as the PriorBVAR object.

Usage

specify_bvar$get_prior()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_prior()

Method `get_starting_values()`

Returns the starting values as the StartingValuesBVAR object.

Usage

specify_bvar$get_starting_values()

Examples

spec = specify_bvar$new(us_macro_chan)
spec$get_starting_values()

Method `clone()`

The objects of this class are cloneable with this method.

Usage

specify_bvar$clone(deep = FALSE)

Arguments

deep: Whether to make a deep clone.

Examples

spec = specify_bvar$new(us_macro_chan)


## ------------------------------------------------
## Method `specify_bvar$get_normal`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_normal()
#> [1] TRUE


## ------------------------------------------------
## Method `specify_bvar$get_homoskedastic`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_homoskedastic()
#> [1] TRUE


## ------------------------------------------------
## Method `specify_bvar$get_centred_sv`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_centred_sv()
#> [1] FALSE


## ------------------------------------------------
## Method `specify_bvar$get_data_matrices`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_data_matrices()
#> $Y
#>            1960   1960.25   1960.5   1960.75     1961   1961.25   1961.5
#> rgdp    8.81390  -1.52000  0.99517  -4.87150  2.71040  7.366700  6.61470
#> cpi     0.36755   2.38770  0.22987   2.56020  0.80510 -0.134070  1.56580
#> FFR     3.93000   3.70000  2.94000   2.30000  2.00000  1.730000  1.68000
#> m2      2.14840   3.20110  7.11010   5.70140  6.88790  7.268400  6.77250
#> pinc    6.18520   4.76650  2.45630   1.41030  4.20120  5.717000  6.44810
#> rpce    3.81260   5.02060 -1.60310   0.52805 -0.12667  5.931300  1.93010
#> ip     23.41800  -8.77410 -6.63280  -9.75990 -6.10330 15.552000 12.56300
#> UR      5.10000   5.20000  5.50000   6.30000  6.80000  7.000000  6.80000
#> hs      7.21300   7.14600  7.10090   7.07750  7.12290  7.138100  7.21450
#> pci     2.40960   3.58750  1.18870   2.36690  0.00000 -4.747800  0.00000
#> pce     0.52836   2.08360  1.52720   1.79330  0.74671 -0.045216  1.46690
#> ahem    9.45670   0.00000  0.00000   3.72100  1.84760  3.669800  0.00000
#> mi     -1.14200  -0.85868  3.70770  -0.28399  1.98370  3.097500  2.23780
#> TMR10Y  4.49000   4.26000  3.83000   3.89000  3.79000  3.790000  3.98000
#> rgpdi  38.31600 -39.13400 -1.01880 -46.96400 10.24900 27.088000 29.94700
#> aetnf   5.11950   0.94715 -2.02920  -2.35080 -2.34980  1.206400  3.50900
#> pmici  53.90000  44.10000 45.60000  44.90000 45.50000 58.200000 60.60000
#> noi    56.70000  49.00000 50.60000  48.60000 50.40000 65.500000 65.60000
#> bsro   10.85300  -7.71880  0.98223  -2.83040  4.48250 13.544000  4.27430
#> sp500  -2.90420  -0.73462 -1.00780  -1.18660 11.24400  6.184700  0.97315
#>         1961.75     1962  1962.25   1962.5   1962.75    1963  1963.25  1963.5
#> rgdp    8.02580  7.14050   4.2869  3.79250   1.54840  4.4271  5.18080  7.7328
#> cpi     0.57394  1.55750   1.4985  1.14990   0.96232  1.2751  0.73431  2.4423
#> FFR     2.40000  2.46000   2.6100  2.85000   2.92000  2.9700  2.96000  3.3300
#> m2      6.89990  8.19630   8.3773  6.16980   7.97000  8.7940  8.60480  8.1109
#> pinc    7.85040  6.04940   6.3021  4.00560   5.22330  4.4944  3.95310  5.8573
#> rpce    7.95350  4.21960   4.8904  3.22080   5.62810  2.7075  3.79820  5.4234
#> ip     13.78800  5.93080   3.8573  4.24380   3.36100  7.3282 10.41100  2.6603
#> UR      6.20000  5.60000   5.5000  5.60000   5.50000  5.8000  5.70000  5.5000
#> hs      7.23560  7.21600   7.2930  7.26540   7.36070  7.2521  7.40180  7.4218
#> pci     0.00000  2.38100  -2.3810  2.38100   0.00000 -2.3810  0.00000  0.0000
#> pce     0.45027  1.75120   1.4089  1.02560   1.20060  1.1306  0.57516  1.8966
#> ahem    9.02970  3.55560   1.7660 -1.76600   7.01770  1.7354  3.44830  0.0000
#> mi      3.60990  2.48020   2.7379 -0.27294   2.17840  4.0527  3.74580  3.9749
#> TMR10Y  3.97000  4.02000   3.8700  3.99000   3.90000  3.8900  3.96000  4.0300
#> rgpdi   6.56510 21.00600  -3.1683  6.73980 -11.87600 20.5090  6.31370 12.1310
#> aetnf   3.24460  2.95730   3.6554  1.65060   1.34410  1.2898  2.80040  2.1771
#> pmici  61.80000 60.90000  52.7000 50.20000  54.10000 55.0000 58.50000 55.8000
#> noi    68.90000 60.40000  54.5000 53.00000  57.00000 59.6000 63.10000 60.6000
#> bsro    4.18290  3.84210   2.2490  5.83140   3.94090  1.7957  3.05180  8.7283
#> sp500   4.74720 -0.95195 -12.0340 -7.41000   2.42810  9.4393  5.99760  1.2900
#>         1963.75    1964  1964.25   1964.5 1964.75    1965  1965.25   1965.5
#> rgdp    2.84450  8.5592  4.72830  5.39550  1.4165  9.7468  5.43170  8.04250
#> cpi     1.07930  1.6458  0.64610  0.90279  1.8380  1.2419  2.54860  1.17960
#> FFR     3.45000  3.4600  3.49000  3.46000  3.5800  3.9700  4.08000  4.07000
#> m2      7.64290  6.5949  6.78490  9.00010  8.0443  7.9787  6.54470  7.78660
#> pinc    7.52020  7.5370  7.24490  7.26600  6.5465  8.0353  6.88310 10.10800
#> rpce    3.32000  7.8060  6.97310  7.29580  1.1121  8.8215  4.40700  6.83110
#> ip      6.70480  5.4399  9.28010  6.35790  6.0147 14.8300  9.16910  8.28950
#> UR      5.60000  5.5000  5.20000  5.00000  5.0000  4.9000  4.70000  4.40000
#> hs      7.39690  7.4067  7.30520  7.33240  7.3119  7.2485  7.29170  7.30050
#> pci     0.00000  0.0000 -1.19580  2.38810  0.0000  1.1887  4.71980  2.33920
#> pce     1.47140  1.9243  0.91518  1.34720  1.3426  1.2951  1.99910  1.47680
#> ahem    6.80870  1.6842  3.34730  1.66320  1.6563  8.1802  1.61620  1.60970
#> mi      3.93570  2.6025  2.58570  6.64550  5.0378  2.9925  2.47680  4.41990
#> TMR10Y  4.12000  4.1800  4.20000  4.19000  4.1700  4.2000  4.21000  4.25000
#> rgpdi   4.82780 14.6960 -1.44360  9.22810  3.7817 36.4280  1.04920 13.69000
#> aetnf   2.61240  2.8658  2.52180  3.89300  3.3891  4.3788  4.55630  4.91020
#> pmici  56.40000 58.4000 59.30000 63.20000 61.6000 62.7000 60.70000 59.10000
#> noi    62.10000 61.6000 62.70000 67.10000 61.3000 64.7000 59.10000 58.70000
#> bsro    0.76171  5.1331  1.15170  3.65500 -1.7603  6.9849  0.41256  9.30290
#> sp500   2.94710  5.1809  3.21760  2.83810  1.8601  1.8479  0.39709 -0.87413
#>        1965.75    1966 1966.25   1966.5 1966.75    1967   1967.25   1967.5
#> rgdp    9.3232  9.7590  1.6351  2.84190  3.4164  3.6607   0.34690  3.43560
#> cpi     2.1095  3.7243  3.6034  3.44860  3.2489  1.0205   2.41930  3.99600
#> FFR     4.1700  4.5600  4.9100  5.41000  5.5600  4.8200   3.99000  3.89000
#> m2      8.6044  7.6491  4.7925  2.37490  3.9550  6.4785   9.44480 10.71800
#> pinc    9.1139  8.5131  6.5128  8.58580  8.5305  6.6958   4.34160  8.36560
#> rpce   11.0940  5.8438  1.0111  4.52670  1.6449  2.3292   5.42400  2.02290
#> ip      8.0116 11.2970  8.2667  6.14200  3.8043 -2.2104  -1.63320  2.74160
#> UR      4.1000  3.9000  3.8000  3.80000  3.7000  3.8000   3.80000  3.80000
#> hs      7.3284  7.2306  7.1468  6.98840  6.8363  6.9866   7.10170  7.24210
#> pci     4.6377  5.7226  0.0000  3.39460  1.1252 -3.3851   2.25990  2.24720
#> pce     1.2158  3.0975  3.2834  3.04870  3.1082  1.1542   1.90950  3.67010
#> ahem    6.3746  4.7152  3.1129  3.08880  7.6193  3.0075   2.98510  2.96300
#> mi      7.2597  6.8947  4.4536 -1.40110  1.1679  3.9455   5.50470  8.78660
#> TMR10Y  4.4700  4.7700  4.7800  5.14000  5.0000  4.5800   4.82000  5.25000
#> rgpdi   2.6400 30.7460 -5.9653 -2.96250  2.3380 -9.9393 -14.74000 11.56000
#> aetnf   5.0959  5.2992  5.7699  4.56660  3.3357  2.6426   0.95829  2.74610
#> pmici  60.3000 65.7000 60.3000 59.20000 54.4000 47.3000  44.70000 52.20000
#> noi    62.3000 65.6000 57.6000 54.90000 49.1000 45.5000  48.60000 57.00000
#> bsro    6.1169  7.2150 -2.1391  0.72409  3.4168  3.7241   3.49940  0.46618
#> sp500   5.1040 -1.0363 -4.6638 -8.70020 -2.6885  8.4648   4.64740  2.04850
#>         1967.75    1968 1968.25    1968.5 1968.75    1969  1969.25  1969.5
#> rgdp    3.20650  8.0398  6.6996   2.86650  1.7737  6.1671  1.28030  2.4953
#> cpi     4.35830  3.9138  3.8759   5.37310  4.9182  4.8696  6.26290  5.4522
#> FFR     4.17000  4.7900  5.9800   5.94000  5.9200  6.5700  8.33000  8.9800
#> m2      8.37240  6.7702  6.5833   7.64310  9.2107  6.7715  3.48190  2.5572
#> pinc    6.79130 11.2590 11.2270  10.05800  8.3865  7.6442  9.78470 10.7840
#> rpce    2.42630  9.3962  6.0701   7.42780  1.8176  4.4512  2.53970  1.9470
#> ip     10.56200  5.6705  5.3565   3.09180  6.0290  7.7064  1.74160  4.7729
#> UR      3.90000  3.7000  3.6000   3.50000  3.4000  3.4000  3.40000  3.6000
#> hs      7.27660  7.2828  7.2834   7.32710  7.3664  7.4254  7.34280  7.2521
#> pci     2.23460  2.2222  3.3104   3.28320  3.2565  2.1563  6.40010  3.1621
#> pce     3.41550  4.2038  4.0418   4.11850  4.4240  3.9173  5.08860  4.8756
#> ahem    7.31280 10.0180  5.6141   2.77780  9.5731  5.3692  5.29810  6.5254
#> mi      6.41070  5.2288  6.8671   7.79590  8.4648  7.0870  3.19840  1.7879
#> TMR10Y  5.64000  5.6100  5.7400   5.46000  5.7700  6.1800  6.35000  6.8600
#> rgpdi   8.53650  7.9406 15.0140 -11.06000  4.3277 22.8870 -2.36410  8.0398
#> aetnf   3.28630  2.9675  3.5547   3.58190  3.9098  4.0212  3.79360  3.0532
#> pmici  54.60000 55.1000 55.6000  52.90000 56.7000 56.3000 55.80000 54.0000
#> noi    57.40000 57.5000 58.3000  54.60000 58.8000 57.2000 54.90000 50.6000
#> bsro    1.18680  8.5817  4.1631   0.36715 -0.5141  1.1192 -0.32075  1.0895
#> sp500  -0.70573 -4.1324  5.5108   0.98288  4.0929 -5.1225 -0.54171 -8.5737
#>          1969.75      1970   1970.25  1970.5  1970.75    1971  1971.25  1971.5
#> rgdp    -1.74490  -0.69218   0.70823  3.5218  -4.1362 10.5710  2.27050  3.1076
#> cpi      6.09420   6.34930   5.55700  4.1202   5.7687  3.3496  3.65940  3.9506
#> FFR      8.94000   8.57000   7.88000  6.7000   5.5700  3.8600  4.56000  5.4700
#> m2       3.43000   1.43190   2.71330  8.9576  10.5680 12.6730 15.11700 11.7770
#> pinc     7.46680   6.95000   8.36990  6.6453   4.0526  9.0042 10.23300  6.0422
#> rpce     3.18220   2.46390   1.84140  3.4934  -1.0832  7.5758  3.66130  3.1780
#> ip      -2.51550  -9.80950  -2.20730 -1.4346  -8.7422  7.6386  3.60730  1.2312
#> UR       3.60000   4.20000   4.80000  5.2000   5.8000  5.9000  5.90000  6.0000
#> hs       7.17930   7.11960   7.18010  7.3018   7.4425  7.5099  7.61090  7.6468
#> pci      6.25010   3.08880   0.00000  1.0243   3.0573  3.0341  4.01010  1.9901
#> pce      4.61430   4.59810   4.41970  3.8722   5.1582  3.7687  4.52790  3.9139
#> ahem     7.69250   3.79150   5.00010  4.9383   3.6641 11.9770  4.69210  3.4833
#> mi       3.35560   4.10660   3.10080  5.1787   7.1768  6.4982  8.38300  6.9722
#> TMR10Y   7.30000   7.37000   7.71000  7.4600   6.8500  6.0200  6.25000  6.4800
#> rgpdi  -19.79600 -12.11200   0.86798  6.4578 -21.8220 44.1100 11.19200  4.8238
#> aetnf    1.49260   0.90973  -0.80855 -1.0637  -2.2889  1.5331  1.88700  1.4304
#> pmici   53.30000  47.70000  47.80000 47.0000  42.5000 51.3000 54.20000 54.4000
#> noi     50.20000  45.60000  48.10000 49.5000  46.4000 58.1000 58.20000 59.1000
#> bsro    -0.90619   1.64610   4.78980  6.7775  -2.3118 11.2460  0.34666  4.6079
#> sp500   -1.42920  -7.10850 -12.45000 -1.6646   7.9418 10.6120  3.47780 -3.8891
#>         1971.75    1972 1972.25   1972.5 1972.75     1973  1973.25   1973.5
#> rgdp     1.1644  7.0651  9.1565  3.66920  6.5880  9.72850  4.50980  -2.1797
#> cpi      2.9376  3.2357  2.5756  3.18920  4.1187  6.23900  8.27940   7.8170
#> FFR      4.7500  3.5400  4.3000  4.74000  5.1400  6.54000  7.82000  10.5600
#> m2      10.6460 11.8610  9.9093 13.22300 13.1030  9.35600  6.53750   5.5743
#> pinc     7.6666 11.2310  7.0371 10.11500 17.6760  6.49160 10.57900   9.6458
#> rpce     6.5941  5.2419  7.5659  6.12290  9.2853  7.23080 -0.16696   1.4288
#> ip       9.1662 16.6300  7.5821  4.97280 13.8030 11.32200  3.18090   3.4265
#> UR       5.9000  5.8000  5.7000  5.60000  5.4000  4.90000  4.90000   4.8000
#> hs       7.6971  7.7857  7.7147  7.77150  7.7932  7.77400  7.66810   7.6089
#> pci      2.9666  1.9656  2.9304  6.75530  3.8096 13.97100 15.26600  13.8540
#> pce      2.4863  4.2050  2.3116  3.50870  3.2648  4.79910  7.61810   7.2100
#> ahem     6.8770 10.0990  6.5936  4.33610 10.6390  7.28240  5.12170   6.0607
#> mi       3.7045  7.6524  6.4931  8.38610  9.6746  7.86070  4.73750   4.5269
#> TMR10Y   5.8900  6.0300  6.1400  6.29000  6.3700  6.60000  6.81000   7.2100
#> rgpdi  -10.9190 25.5250 22.0990  5.63980  2.5007 22.78000 16.69700 -14.7740
#> aetnf    2.4062  4.5163  4.2808  3.10780  5.0146  5.32130  3.61120   2.3670
#> pmici   55.0000 60.0000 59.8000 62.30000 69.1000 70.40000 65.80000  61.3000
#> noi     60.1000 65.1000 64.0000 66.40000 71.9000 70.50000 63.50000  56.1000
#> bsro    -3.0603  3.8644  9.6844  0.99977  4.2378  7.31790  1.19470  -5.7067
#> sp500   -2.7448  7.8596  1.9318  0.18989  3.2539 -0.18586 -8.76090  -4.0155
#>        1973.75     1974  1974.25    1974.5  1974.75     1975  1975.25  1975.5
#> rgdp    3.7136  -3.3367  1.04980  -3.89200  -1.6033  -4.8619   3.0700  6.5564
#> cpi     9.9903  11.7310 10.57400  11.09500  12.1030   8.4591   4.7879  7.9432
#> FFR    10.0000   9.3200 11.25000  12.09000   9.3500   6.3000   5.4200  6.1600
#> m2      5.1210   7.3294  4.78220   4.27370   6.0590   7.5453  14.4240 14.2880
#> pinc   13.0710   5.4168  8.54310  11.59900   9.1786   6.0953   9.4921 10.7200
#> rpce   -1.1784  -3.4961  1.39250   1.65030  -5.9152   3.3410   6.6231  5.6659
#> ip      5.8773  -3.6762  0.38889  -1.69850 -16.1530 -27.2080  -5.4199  9.8463
#> UR      4.8000   5.1000  5.20000   5.60000   6.6000   8.3000   8.9000  8.5000
#> hs      7.4037   7.3690  7.32320   7.09260   6.9315   6.8835   6.9763  7.1309
#> pci     7.5872  21.1430 10.16700  16.63800  16.6840   2.1258   4.9167 11.0160
#> pce     8.1255  11.7010 11.18000  10.65100  10.0590   7.4860   4.8918  7.4300
#> ahem    8.9223   4.8722  9.56980  13.02400  12.6140   7.0331   4.3337  8.5291
#> mi      5.0897   6.5363  3.75170   3.42070   4.8575   2.4795   6.0607  7.3787
#> TMR10Y  6.7500   7.0500  7.54000   7.96000   7.6700   7.5400   8.0500  8.3000
#> rgpdi  14.0000 -23.5210 -1.59960 -21.28800   2.4206 -70.2550 -12.0890 29.8670
#> aetnf   3.7840   1.8812  1.49050   0.57022  -2.2448  -6.3274  -2.1891  2.6878
#> pmici  66.0000  60.8000 56.80000  51.30000  37.2000  32.2000  41.3000 51.0000
#> noi    63.2000  56.6000 53.30000  48.00000  32.5000  36.6000  48.2000 59.7000
#> bsro    1.5015  -5.6187  1.47590  -3.48820   3.0930   5.5143   6.7197  4.0068
#> sp500  -4.3919  -9.8057 -8.27960 -20.42400 -11.4830  10.5930  11.2160 -3.3289
#>         1975.75    1976 1976.25   1976.5 1976.75    1977  1977.25  1977.5
#> rgdp    5.35670  8.9321  3.0112  2.02860  2.9911  4.6272  7.77450  7.0147
#> cpi     7.30390  4.5554  3.5619  6.33260  5.7731  7.2752  6.91950  5.5005
#> FFR     5.41000  4.8300  5.2000  5.28000  4.8700  4.6600  5.16000  5.8200
#> m2      9.56730 12.5130 11.8350 10.47600 14.2350 13.3720 10.63000  9.0950
#> pinc   10.24300  9.0793  6.6632  9.76470  9.3513  7.7474 12.04800 11.3370
#> rpce    4.21750  7.9199  3.6669  4.22120  5.1845  4.5563  2.19970  3.7887
#> ip      8.35910 12.1530  5.1433  5.15300  7.2197  7.9484 12.30500  4.4575
#> UR      8.30000  7.7000  7.6000  7.70000  7.8000  7.5000  7.10000  6.9000
#> hs      7.20190  7.2738  7.2793  7.35050  7.4331  7.5197  7.55960  7.6054
#> pci     7.40140 -2.0050  2.0050  2.65780  6.5683  9.0181  7.57120  4.9690
#> pce     6.65200  4.3867  3.3313  6.00930  6.2630  7.1049  6.79190  5.9924
#> ahem    8.35100  8.1802  6.4258 10.22700  8.4537  9.0229  7.36670  8.6646
#> mi      2.66250  5.8233  6.8238  4.03910  7.0375  9.4948  7.76480  6.2540
#> TMR10Y  8.06000  7.7500  7.7700  7.73000  7.1900  7.3500  7.37000  7.3600
#> rgpdi  11.01200 36.8440 15.5270  1.39210  2.9823 18.1170 27.69600 19.7460
#> aetnf   3.58150  5.3510  2.7069  1.95170  2.4164  4.1037  5.28680  5.0591
#> pmici  55.00000 59.6000 59.2000 54.70000 53.9000 56.1000 57.80000 55.5000
#> noi    63.20000 64.7000 62.7000 57.00000 57.2000 59.2000 61.00000 58.2000
#> bsro    1.04280  5.7029  2.7131  0.33206  2.6312  2.2787  0.73893  5.0445
#> sp500  -0.12416 10.0280  1.2353  1.10080 -3.1799 -2.6177 -4.41710 -2.5946
#>           1977.75    1978 1978.25   1978.5 1978.75     1979  1979.25     1979.5
#> rgdp     0.041987  1.3894 15.2570  3.89280  5.3292  0.79424  0.48417  2.8622000
#> cpi      5.852100  6.8226  8.9980  9.20050  9.1892  9.94930 12.51900 12.6820000
#> FFR      6.510000  6.7600  7.2800  8.10000  9.5800 10.07000 10.18000 10.9500000
#> m2       8.196200  7.4099  7.3973  7.38300  7.3963  5.84340  9.37370  9.3529000
#> pinc    14.080000  9.0962 13.1040 11.48200 11.5740 11.48900  8.02270 12.6440000
#> rpce     5.984000  2.3124  8.4446  1.67180  3.1916  2.02330 -0.24105  3.9191000
#> ip       2.653300 -1.1632 15.5600  3.57800  7.1726  1.72110 -0.66910 -1.2404000
#> UR       6.700000  6.3000  6.0000  6.00000  5.9000  5.90000  5.70000  5.9000000
#> hs       7.637700  7.5115  7.6563  7.61040  7.6207  7.41820  7.52080  7.4900000
#> pci      5.517300  7.2400 10.6200  8.06940  9.0272 13.17000 10.12700 12.9460000
#> pce      5.686000  6.6121  8.1558  6.98340  7.4827  7.42900 10.75400  9.7764000
#> ahem     9.877000  8.2762  6.0966  9.30270 12.2890  8.19570  4.96130  7.3284000
#> mi       7.743400  8.4315  9.7724  6.80430  6.2404  5.58980 10.95100  8.6553000
#> TMR10Y   7.600000  8.0100  8.3200  8.49000  8.8200  9.11000  9.11000  9.1000000
#> rgpdi  -10.163000  7.7204 25.1720 11.48900  9.1482  0.66875 -0.36185 -6.8007000
#> aetnf    4.677500  4.1437  7.1821  4.11090  4.1144  3.49840  2.94260  2.2482000
#> pmici   57.100000 56.1000 59.5000 61.00000 60.3000 58.10000 54.40000 50.1000000
#> noi     59.000000 57.8000 62.6000 62.40000 60.2000 57.50000 52.20000 48.5000000
#> bsro    -4.474000 -1.4161  7.7122  0.85942  1.4531 -2.24520 -0.73371 -0.0074938
#> sp500   -5.601100 -6.6844  5.1822  4.04980 -6.4553  0.38088 -0.95302  2.4189000
#>         1979.75     1980  1980.25    1980.5 1980.75    1981    1981.25   1981.5
#> rgdp    1.03450  1.29210  -8.1962  -0.60682  7.3436  8.2003  -2.933500  4.56300
#> cpi    12.46600 15.47900  13.2750   7.43600 11.0620 10.9100   8.256900 10.98800
#> FFR    13.58000 15.05000  12.6900   9.84000 15.8500 16.5700  17.780000 17.58000
#> m2      5.90690  6.94820   5.9063  11.89100  8.4219  6.7701  10.691000  7.02670
#> pinc   11.77700 11.29700   4.6365  14.02400 18.0410  9.5241   7.518900 14.82300
#> rpce    1.07310 -0.61566  -9.1064   4.28750  5.2757  2.0989  -0.079003  1.60660
#> ip      1.46770  1.56810 -17.1040  -6.38290 14.9870  1.0638   1.293300  3.68170
#> UR      6.00000  6.30000   7.3000   7.70000  7.4000  7.4000   7.400000  7.40000
#> hs      7.35760  7.12770   6.9641   7.23850  7.3165  7.2196   7.075000  6.87110
#> pci    15.98200 16.30900   9.7509  13.53000  7.4686  9.8877  10.477000  2.06290
#> pce     9.54310 11.78900   9.6518   9.22660  9.7566 10.2440   6.618900  6.50290
#> ahem    9.56700  7.02800   7.4769  10.68200 14.1700  9.0010   8.290500  7.11580
#> mi      2.84400  7.28050  -2.2739  13.65400  9.9919  5.4343  10.276000  1.03200
#> TMR10Y 10.45000 11.99000  10.4800  10.95000 12.4200 12.9600  13.750000 14.85000
#> rgpdi  -7.17200 -2.76390 -35.5390 -27.28400 35.6940 35.4810 -16.955000 21.82000
#> aetnf   1.31820  1.39310  -1.9278  -1.80830  3.0049  1.7158   1.043400  0.84853
#> pmici  47.30000 46.70000  32.4000  43.50000 55.6000 49.2000  51.900000 45.80000
#> noi    46.00000 47.50000  27.3000  48.00000 60.1000 50.0000  53.300000 45.70000
#> bsro   -0.79514  2.63440  -4.5160   0.26396  4.3490  8.0620  -3.450000  5.08390
#> sp500  -3.27500  1.68520  -4.0871  10.51600  5.1228 -3.5210  -0.762330 -7.11150
#>         1981.75     1982  1982.25   1982.5  1982.75     1983  1983.25   1983.5
#> rgdp    -4.6945  -6.7475  2.17400 -1.44270   0.3900  5.20500  9.02520  7.75630
#> cpi      6.4506   3.5378  5.73880  6.88450   1.2272  0.27356  4.59800  3.88290
#> FFR     13.5900  14.2300 14.51000 11.01000   9.2900  8.65000  8.80000  9.46000
#> m2      10.1870   8.9452  8.46310  6.62220   8.8957 21.44100 10.15700  6.27760
#> pinc     5.2840   4.7733  6.34470  5.93140   6.3514  5.22610  6.89540  7.98420
#> rpce    -3.0115   2.6474  1.47410  3.07810   7.2349  3.86260  7.84720  6.95780
#> ip      -8.9342  -8.2172 -4.98400 -5.66460  -7.4919  4.61700  8.79320 13.30700
#> UR       8.2000   8.8000  9.40000  9.90000  10.7000 10.40000 10.10000  9.40000
#> hs       6.7719   6.7799  6.85440  7.02020   7.1570  7.39630  7.41460  7.49670
#> pci      3.6867   3.2487  1.21150  4.80970   3.9644 -2.37390  0.79286  2.36920
#> pce      6.0401   5.0009  3.79990  6.25400   4.4213  3.44980  3.67220  5.23130
#> ahem     7.4862   7.8338  3.37960  4.30370   2.8436  5.16140  2.78750  2.76820
#> mi       4.8429   9.4230  4.22710  4.44840  15.7870 11.48600 12.28900  8.95530
#> TMR10Y  14.0900  14.2900 13.93000 13.12000  10.6700 10.56000 10.54000 11.63000
#> rgpdi  -14.5490 -41.5260 -0.51080 -3.79450 -32.1990 13.69300 33.99200 24.32000
#> aetnf   -1.7559  -2.7655 -2.12230 -3.05470  -2.4111  0.81431  3.03120  4.12240
#> pmici   38.0000  37.8000 37.20000 38.50000  40.5000 51.40000 55.90000 63.10000
#> noi     37.4000  39.6000 40.30000 40.40000  43.1000 57.20000 61.20000 68.40000
#> bsro    -5.4010  -2.6649  1.28290  0.14064   3.8008  3.95380  7.20090  1.55830
#> sp500   -4.3987  -8.1203 -0.97627 -1.79180  17.3100  6.91490  8.78440  0.22757
#>         1983.75    1984 1984.25   1984.5  1984.75      1985 1985.25   1985.5
#> rgdp    8.16550  7.8695  6.9647  3.91630  3.17760   3.95630  3.6460  6.17560
#> cpi     3.97620  5.6298  3.7548  3.46320  3.43350   3.65660  3.6197  2.48030
#> FFR     9.43000  9.6900 10.5600 11.39000  9.27000   8.48000  7.9200  7.90000
#> m2      7.20460  8.5259  8.5295  5.24670  8.76980  11.84400  7.0321  8.40290
#> pinc   11.25000 11.6750 10.4470  9.22010  6.51220   7.59360  4.6394  5.37950
#> rpce    6.25540  3.3721  5.6690  3.06180  5.25510   6.73760  3.7375  7.61030
#> ip     10.17700 11.7240  6.1451  2.91150  0.28580   1.11040  0.3492 -0.68478
#> UR      8.50000  7.9000  7.4000  7.40000  7.30000   7.20000  7.3000  7.20000
#> hs      7.45530  7.5704  7.5082  7.42180  7.39630   7.44660  7.4536  7.43900
#> pci     0.78663  5.0757  1.5489 -0.38666 -0.38703   0.38703  2.3144 -2.31440
#> pce     2.65010  4.2795  3.8604  3.08940  2.48050   4.75810  3.3583  3.16870
#> ahem    6.38550  4.9467  2.2284  2.65780  5.69870   5.61870  2.1402  1.27860
#> mi      6.83780  6.7228  6.9841  3.26230  4.33310  10.66700  9.4883 13.85700
#> TMR10Y 11.69000 11.9400 13.2000 12.87000 11.74000  11.58000 10.8100 10.34000
#> rgpdi  37.14200 36.8860 12.7890  8.55760 -5.22380 -11.11700  6.7583 -2.73470
#> aetnf   5.55030  5.2467  4.4400  3.94550  3.55260   2.76810  2.8849  2.35760
#> pmici  66.80000 60.2000 59.2000 53.00000 50.60000  49.30000 47.7000 48.50000
#> noi    71.20000 63.2000 61.0000 51.80000 52.60000  50.90000 50.5000 53.00000
#> bsro    3.51400  2.0293  3.5145  2.02900  0.75911   1.36280  1.8919  6.46460
#> sp500  -0.44509 -4.3758 -3.8884  2.22580  2.27260   5.77230  3.3839  1.19090
#>        1985.75     1986  1986.25    1986.5 1986.75      1987  1987.25    1987.5
#> rgdp    2.9895  3.68880  1.83230   4.00630  2.0670  2.788300  4.46530  3.611600
#> cpi     4.0572  2.07530 -1.95430   2.43950  2.7870  4.797900  4.50760  4.222900
#> FFR     8.1000  7.83000  6.92000   6.21000  6.2700  6.220000  6.65000  6.840000
#> m2      5.8659  5.89230 10.44800   9.89520  8.8001  6.260800  3.43310  2.487600
#> pinc    7.2695  6.59330  4.58830   5.35840  4.4973  6.092000  6.18470  7.257400
#> rpce    1.0263  3.38030  4.44700   7.17980  2.5507  0.062775  5.50920  4.608900
#> ip      2.3905  2.34810 -2.35540   1.60350  4.4078  5.277400  7.03580  7.136400
#> UR      7.0000  7.00000  7.20000   7.00000  6.8000  6.600000  6.30000  6.000000
#> hs      7.5093  7.54910  7.53800   7.47250  7.4454  7.473600  7.38520  7.393300
#> pci     4.6154 -6.94330 -7.85880  -0.79444  3.5626  3.531200  4.27400  2.696200
#> pce     2.7390  2.85210 -0.48551   2.02830  2.3752  3.730400  3.78350  3.734700
#> ahem    4.6537  2.93350  0.00000   0.00000  2.9121  2.479300  0.82305  1.641000
#> mi     11.3110  8.64550 15.34000  16.60400 17.0160 12.946000  6.88410  0.483380
#> TMR10Y  9.7600  8.56000  7.60000   7.31000  7.2600  7.190000  8.34000  8.880000
#> rgpdi  14.4780 -0.11812 -7.04580 -10.90700  1.1955 10.652000  0.20850  0.058919
#> aetnf   2.3763  1.65870  1.36560   1.97140  2.5883  2.421100  3.11500  2.848900
#> pmici  51.2000 51.10000 51.20000  51.00000 51.0000 54.200000 56.70000 58.900000
#> noi    55.1000 56.10000 56.90000  55.60000 55.6000 58.900000 61.50000 62.900000
#> bsro    1.4575  3.71700  2.52940   2.26420 -1.1371 -1.807500  2.52430  0.610560
#> sp500   3.5646 10.33600  9.22960  -0.25794  0.3925 12.837000  3.94220  7.476800
#>          1987.75      1988  1988.25    1988.5  1988.75     1989 1989.25  1989.5
#> rgdp     6.54770   2.24370  5.25020  2.301200  5.26280  4.01450  3.1328  2.9747
#> cpi      3.71430   3.10930  4.56460  4.846000  4.34610  4.51970  6.4119  3.1164
#> FFR      6.92000   6.66000  7.16000  7.980000  8.47000  9.44000  9.7300  9.0800
#> m2       4.53250   6.95470  7.67030  3.685900  3.49120  2.19500  2.7534  7.6025
#> pinc     9.49910   7.28030  7.06500  8.529600  7.88850 11.39000  4.8174  4.8031
#> rpce     0.84064   7.04500  2.92960  3.395900  4.55890  1.84250  1.8775  3.9508
#> ip       9.72040   3.51190  3.38500  1.722000  2.77190  1.67950 -1.3521 -2.6398
#> UR       5.80000   5.70000  5.50000  5.500000  5.30000  5.20000  5.2000  5.2000
#> hs       7.32910   7.26190  7.30720  7.302500  7.34670  7.30590  7.2123  7.2049
#> pci      0.38369   1.14890  3.04760  6.026500  3.35040  8.79960  7.8997 -1.0681
#> pce      3.49510   3.10390  4.39370  4.898000  3.98240  4.45840  5.2840  2.2680
#> ahem     4.07340   2.82690  3.20640  1.593600  5.13590  3.12810  1.1667  2.7093
#> mi       4.27130   2.85750  7.36650  5.194500  1.12260 -0.40785 -4.2562  1.8003
#> TMR10Y   9.12000   8.42000  8.91000  9.100000  8.96000  9.21000  8.7700  8.1100
#> rgpdi   26.36700 -19.67500  9.41870  2.218800  6.06320 13.30900 -3.8578 -3.5675
#> aetnf    3.70800   2.93340  3.26640  2.793900  3.23250  3.00560  1.8763  1.0107
#> pmici   60.20000  56.10000 56.90000 56.200000 55.70000 53.40000 49.6000 45.7000
#> noi     62.00000  58.40000 59.60000 59.500000 58.20000 55.50000 49.8000 45.7000
#> bsro     3.18860   1.37090  0.60273  1.183400  0.87074  0.77240  2.1100  1.6023
#> sp500  -23.06100   0.30536  0.73774  0.099927  2.03180  4.42410  6.2982  8.1389
#>         1989.75    1990  1990.25   1990.5  1990.75      1991   1991.25
#> rgdp    0.84476  4.3556  1.54340  0.10052  -3.4240  -1.87870  3.091600
#> cpi     4.04690  6.8249  3.93890  6.84900   6.7367   2.97920  2.367400
#> FFR     8.61000  8.2500  8.24000  8.16000   7.7400   6.43000  5.860000
#> m2      7.72870  5.7001  3.30660  4.30510   2.9629   4.80930  4.500900
#> pinc    6.25070  8.1298  6.24450  5.01850   1.7904   0.85206  4.725600
#> rpce    1.76480  3.4217  1.24920  1.61040  -3.0364  -1.38140  3.342500
#> ip      1.62430  2.7356  3.07830  1.55300  -6.3040  -7.67320  2.386600
#> UR      5.40000  5.3000  5.30000  5.70000   6.1000   6.60000  6.800000
#> hs      7.19820  7.2626  7.10000  7.03170   6.9499   6.79680  6.918700
#> pci     4.60790 10.7790 -1.37460  7.16440  11.3340  -2.30740 -2.653400
#> pce     3.11220  5.6647  3.57710  4.99370   5.2118   1.98130  2.121400
#> ahem    3.45660  5.6954  4.87130  2.96850   4.0460   1.46120  4.351800
#> mi      4.94750  4.6366  4.03820  4.39050   3.3710   5.12390  7.941800
#> TMR10Y  7.91000  8.4200  8.68000  8.70000   8.4000   8.02000  8.130000
#> rgpdi  -2.93590  3.8949  0.14454 -7.88330 -22.9240 -13.53300  0.026029
#> aetnf   1.88500  2.6702  1.36850 -0.50671  -1.4984  -1.69880 -1.728200
#> pmici  47.00000 48.7000 49.60000 45.70000  41.8000  39.80000 45.900000
#> noi    49.70000 51.3000 52.50000 45.70000  40.7000  39.90000 51.100000
#> bsro    0.40754  4.1598  3.76770  2.27100  -3.6273   1.06920  6.361900
#> sp500   0.15278 -4.0001  2.96130 -5.30920  -7.2271  10.19600  6.693500
#>            1991.5   1991.75      1992  1992.25   1992.5  1992.75     1993
#> rgdp    1.9153000  1.742000  4.697400  4.38550  3.86930  3.98770  0.74389
#> cpi     3.0364000  3.304000  2.703300  3.06320  3.04280  3.48760  2.90150
#> FFR     5.6400000  4.820000  4.020000  3.77000  3.26000  3.04000  3.04000
#> m2      1.5050000  1.226100  3.396700  0.24741  0.41201  2.79050 -1.20530
#> pinc    4.0032000  6.189800  8.957500  7.41210  4.46740  5.38280  2.47730
#> rpce    1.9376000 -0.112070  7.446800  2.73410  4.30640  4.72810  1.51940
#> ip      5.3766000  0.858740 -0.497420  6.92410  2.85110  4.16640  3.51920
#> UR      6.9000000  7.100000  7.400000  7.60000  7.60000  7.40000  7.10000
#> hs      6.9489000  6.991200  7.123700  7.05010  7.07670  7.11310  7.06300
#> pci    -0.9995800  2.991300 -0.331260  2.31310  1.97210  2.28850  1.62670
#> pce     2.7005000  2.858600  2.454300  2.64710  2.54040  2.80700  2.36920
#> ahem    3.2331000  3.561900  0.000000  3.88180  1.40230  2.44220  2.42740
#> mi      7.6948000  9.809400 16.165000 10.88800 10.55900 16.00400  7.53600
#> TMR10Y  7.9400000  7.350000  7.300000  7.38000  6.62000  6.74000  6.28000
#> rgpdi   7.8765000 13.944000 -7.423500 22.06200  3.21090 12.06400  9.28090
#> aetnf   0.0073858  0.033234  0.099687  1.03600  0.95987  1.51420  2.34250
#> pmici  52.8000000 49.800000 51.500000 54.00000 52.30000 52.70000 54.80000
#> noi    58.8000000 53.700000 57.100000 59.90000 56.50000 57.90000 60.30000
#> bsro    2.5790000  2.574600  8.202800  2.86060  3.62470  2.05910 -3.08390
#> sp500   1.1281000 -0.310870  5.608000 -1.12650  1.07190  0.86106  3.80800
#>          1993.25    1993.5  1993.75     1994 1994.25   1994.5  1994.75     1995
#> rgdp    2.371200  1.945300  5.30410  3.90160  5.4293  2.34980  4.51560  1.36460
#> cpi     2.877800  1.847200  3.30200  2.00360  2.2649  3.68920  2.32230  2.92720
#> FFR     3.000000  3.060000  2.99000  3.21000  3.9400  4.49000  5.17000  5.81000
#> m2      1.765700  1.897300  2.36190  1.10670  1.0462  0.24105 -0.11477  0.47034
#> pinc    4.930400  2.855900  5.47730  3.57120  7.3397  4.43520  7.21420  6.16690
#> rpce    3.575600  4.386000  3.53130  4.55610  3.0934  3.08850  4.28050  1.05680
#> ip      0.930780  1.834200  5.88700  4.98620  7.2585  5.06160  8.16950  4.43170
#> UR      7.100000  6.800000  6.60000  6.60000  6.2000  6.00000  5.60000  5.50000
#> hs      7.143600  7.169400  7.26820  7.23780  7.2910  7.28210  7.29440  7.18840
#> pci     2.911500 -5.190700 -0.65359  1.63200  0.0000  2.59740  0.64673  3.53840
#> pce     2.689000  1.740900  2.29150  1.41610  2.2221  2.83900  1.88150  1.90960
#> ahem    2.756300  1.713100  5.09560  3.02650  1.3378  1.99830  4.29580  2.29410
#> mi     10.988000 11.646000 10.10600  4.85330  2.5272  2.75470 -0.17378 -0.73072
#> TMR10Y  5.990000  5.620000  5.61000  6.07000  7.0800  7.33000  7.84000  7.48000
#> rgpdi   2.261400 -2.704100 20.44700 15.13600 19.1400 -6.63880 16.11900  4.29100
#> aetnf   2.155200  2.507000  2.78430  3.04150  3.7179  3.49920  3.16510  2.95180
#> pmici  50.300000 50.600000 54.30000 56.50000 58.1000 58.50000 58.20000 54.90000
#> noi    53.300000 53.900000 60.60000 62.80000 63.1000 63.30000 61.10000 56.10000
#> bsro   -1.757000 -0.076565  3.46020  1.75380 -0.4712 -2.20630  3.29910 -1.76860
#> sp500  -0.050807  1.355600  1.76100  0.70439 -4.4761  1.47170 -0.71356  3.87640
#>         1995.25   1995.5 1995.75    1996  1996.25   1996.5  1996.75     1997
#> rgdp    1.39570  3.40910  2.8294  2.6157  6.92390  3.68300  4.20340  3.03760
#> cpi     3.25580  2.01200  2.1738  3.5419  3.42380  2.29520  3.46110  2.42790
#> FFR     6.02000  5.80000  5.7200  5.3600  5.24000  5.31000  5.28000  5.28000
#> m2      3.73160  6.95870  3.8437  4.8898  4.74440  3.75970  4.57120  5.07310
#> pinc    4.21740  4.89640  4.7119  7.2300  7.94060  4.51450  5.36520  7.23410
#> rpce    3.57240  3.65050  2.8010  3.6944  4.31990  2.40220  3.13190  4.19790
#> ip      1.35820  3.77110  3.2122  2.7507  8.06150  5.19070  5.33220  7.48940
#> UR      5.70000  5.70000  5.6000  5.5000  5.50000  5.30000  5.30000  5.20000
#> hs      7.16010  7.25490  7.2563  7.2869  7.31060  7.31390  7.25630  7.26750
#> pci     1.91690  0.31860  2.5397  4.7189  4.04520  1.85330  4.29120  0.60929
#> pce     2.24710  1.60260  1.7575  2.2366  2.63560  1.70310  2.69880  1.75540
#> ahem    1.30510  3.24410  3.2180  2.5559  4.74880  2.82240  3.73250  2.77670
#> mi     -0.76695 -0.69851 -4.0050 -4.0455 -0.96416 -5.54410 -7.27990 -2.22120
#> TMR10Y  6.62000  6.32000  5.8900  5.9100  6.72000  6.78000  6.34000  6.56000
#> rgpdi  -8.37530 -2.37990  9.8318  6.0740 18.92400 18.01100 -0.12498  8.53970
#> aetnf   1.52580  1.69690  1.8420  1.6752  2.67050  2.48320  2.36860  2.49280
#> pmici  48.00000 48.60000 46.3000 46.1000 50.70000 50.80000 52.90000 53.60000
#> noi    46.60000 49.50000 47.3000 46.4000 54.50000 53.70000 57.20000 57.70000
#> bsro    0.96670  0.38952  3.6499  3.8337  5.26900  1.70180  0.31933 -1.00930
#> sp500   8.19490  7.01340  5.1336  5.8113  2.80010 -0.23623  8.82190  7.36070
#>         1997.25   1997.5  1997.75      1998  1998.25   1998.5 1998.75    1999
#> rgdp    5.99020  5.06170  3.09300  3.937900  3.86060  5.19890  6.5127  3.7186
#> cpi     0.91855  1.99500  2.15090  0.823070  1.31390  2.04730  1.8711  1.4596
#> FFR     5.52000  5.53000  5.51000  5.520000  5.50000  5.53000  4.8600  4.7300
#> m2      4.45260  6.18610  6.25200  7.218500  7.41860  6.64840 10.1350  7.0323
#> pinc    4.62920  6.41810  7.50420  8.819900  6.81990  5.65060  4.9578  4.5551
#> rpce    1.80880  6.78610  4.72240  4.107700  7.00270  5.22920  5.8301  4.1601
#> ip      6.25380  9.23200  9.61600  4.418200  2.81660  2.81010  5.3258  4.0549
#> UR      5.00000  4.90000  4.70000  4.600000  4.40000  4.50000  4.4000  4.3000
#> hs      7.29710  7.28480  7.33430  7.351800  7.36010  7.39690  7.4512  7.4437
#> pci    -4.90050 -0.61681  1.54020 -4.017000  0.00000  0.00000  1.8590  1.5426
#> pce     0.98593  1.02380  1.24220 -0.025107  0.71243  1.21120  1.0182  1.0405
#> ahem    1.22790  2.13990  6.95140  1.196700  0.59702  0.00000  4.7443  2.0581
#> mi     -4.81780  1.68720  0.18703  2.497800  0.37147 -0.18569  5.6435  1.9365
#> TMR10Y  6.70000  6.24000  5.91000  5.590000  5.60000  5.20000  4.6700  4.9800
#> rgpdi  21.50200  7.09780  5.62640 17.424000 -2.71170 10.54300 11.1270 11.2330
#> aetnf   2.83330  2.34960  3.14800  2.442400  2.51350  2.25440  2.4115  2.3845
#> pmici  54.90000 56.00000 55.50000 53.200000 50.70000 49.10000 47.9000 51.6000
#> noi    59.40000 59.00000 58.50000 55.500000 52.30000 50.70000 48.7000 54.4000
#> bsro    4.98240  3.68140  1.90190  2.453000  2.16250  5.72080  2.8089  5.0318
#> sp500   4.57340 11.90100  1.96880  7.273200  7.94540 -2.54370  3.0584 11.4120
#>         1999.25   1999.5 1999.75     2000 2000.25   2000.5  2000.75      2001
#> rgdp    3.35540  5.06020  6.8626  1.14480  7.4849  0.51030  2.12390  -1.14700
#> cpi     2.98520  2.96070  2.9389  3.93940  3.1224  3.63960  2.84080   3.80890
#> FFR     4.75000  5.09000  5.3100  5.68000  6.2700  6.52000  6.47000   5.59000
#> m2      5.74780  5.85190  5.3757  6.27460  6.6755  4.68670  5.90740  10.33700
#> pinc    3.56860  5.38880  8.7075 12.21200  6.1135  6.92150  3.55730   7.12820
#> rpce    6.15760  4.75970  5.5302  6.05520  3.7016  3.95970  3.53530   1.42460
#> ip      3.78980  3.92030  7.2895  4.62610  4.5404 -0.63572 -1.32440  -5.72590
#> UR      4.30000  4.20000  4.1000  4.00000  3.9000  4.00000  3.90000   4.20000
#> hs      7.36140  7.40910  7.4116  7.41400  7.3696  7.31590  7.34210   7.38090
#> pci     3.37300  5.45880  4.4927  5.61930  3.5088  3.47830  6.01520   5.64580
#> pce     2.13220  2.10120  2.3691  3.32630  1.8146  2.47390  2.20110   2.65860
#> ahem    4.08460  4.04340  4.0029  2.55230  2.2551  3.08020  5.81530   0.00000
#> mi      1.52800 -1.34580  5.2123  0.17977 -1.8013 -2.42660 -2.88020   3.31590
#> TMR10Y  5.54000  5.88000  6.1400  6.48000  6.1800  5.89000  5.57000   5.05000
#> rgpdi   0.35427  9.89200 11.5750 -3.62190 23.2170 -5.04840  0.23801 -18.85600
#> aetnf   2.52570  2.30920  2.7407  2.34440  2.3640  0.77786  0.80955   0.54281
#> pmici  54.10000 55.10000 57.7000 55.80000 53.1000 50.70000 47.00000  42.50000
#> noi    57.10000 58.50000 61.6000 58.40000 52.3000 50.30000 46.50000  39.90000
#> bsro    0.87162  3.41590  6.2370 -1.09570  8.6428  0.16977  4.26540  -1.29120
#> sp500   4.80770  0.39923  1.7723  2.45420  1.4016  1.39280 -8.27110  -7.71250
#>        2001.25   2001.5   2001.75     2002  2002.25     2002.5  2002.75
#> rgdp    2.1180 -1.21870   0.97859  3.74290  2.17960   1.918500  0.19287
#> cpi     2.7941  1.12750  -0.29961  1.27570  3.13260   2.147300  2.35850
#> FFR     4.3300  3.50000   2.13000  1.73000  1.75000   1.740000  1.44000
#> m2      9.9202  8.89440   8.86530  6.95190  3.10720   7.417500  8.12400
#> pinc    1.6356 -0.32036   1.14680  1.83330  3.61100   1.490300  3.04200
#> rpce    1.0843  1.33930   5.85450  1.27800  2.11470   2.827100  1.66920
#> ip     -5.4791 -5.65390  -4.58820  2.68080  6.26050   2.364200 -0.15091
#> UR      4.4000  4.80000   5.50000  5.70000  5.80000   5.700000  5.90000
#> hs      7.3963  7.37780   7.35880  7.45180  7.43310   7.436600  7.45590
#> pci     1.3991 -5.34280  -7.42880 -1.15520  2.01950   1.149400  3.99720
#> pce     1.9011  0.31125   0.26862  0.73424  3.07760   2.020100  1.82050
#> ahem    3.2854  4.33900   4.55920  2.92260  2.37550   2.884300  5.96450
#> mi      6.5504 15.54400   2.87400  6.15710 -0.57112   1.443000  5.68750
#> TMR10Y  5.2700  4.98000   4.77000  5.08000  5.10000   4.260000  4.01000
#> rgpdi  -1.4382 -7.17270 -20.11900 14.02500  4.00010  -0.054478 -0.71231
#> aetnf  -1.0320 -1.21040  -2.40430 -1.37120 -0.37646  -0.245040  0.10416
#> pmici  42.4000 45.30000  43.40000 50.20000 53.00000  50.300000 49.70000
#> noi    46.1000 51.60000  46.50000 59.90000 61.00000  51.800000 53.60000
#> bsro    6.2196  2.24760   5.11920  7.64730  1.26200   3.511700 -0.80873
#> sp500  -3.5925 -6.82590  -3.44680  1.31500 -6.40670 -18.323000 -1.46070
#>            2003  2003.25  2003.5  2003.75     2004 2004.25   2004.5 2004.75
#> rgdp    2.02150  3.76510  6.7027  4.51060  2.38390  3.0491  3.49620  3.3585
#> cpi     4.09360 -0.65496  2.9736  1.51530  3.37140  3.1307  2.54280  4.2714
#> FFR     1.25000  1.25000  1.0200  1.00000  1.00000  1.0100  1.43000  1.9500
#> m2      6.55200  7.88150  8.0869 -0.36436  3.15560  8.4455  4.48160  5.3251
#> pinc    2.47300  5.29560  5.3144  5.78200  4.83960  6.6360  5.54340  8.2959
#> rpce    1.98370  4.46980  5.7742  2.94720  4.06620  2.4594  3.78000  4.1004
#> ip      3.02780 -3.34900  1.9036  3.21310  2.73680  1.8184  2.49280  5.5778
#> UR      5.90000  6.10000  6.1000  5.80000  5.70000  5.6000  5.40000  5.4000
#> hs      7.45930  7.46970  7.5443  7.61870  7.55900  7.5689  7.58930  7.5832
#> pci    10.09900 -1.10960  4.1451  4.64640  4.05550  6.4044  1.32140  9.6453
#> pce     2.81850  0.35322  2.4365  1.61010  3.04320  2.8011  2.32380  3.1452
#> ahem    2.05390  0.76751  3.0554  3.78670  1.50470  1.9975  2.97770  4.1808
#> mi      7.71900 10.04500  8.5016  2.28200  5.43640  5.1240  4.94090  5.4646
#> TMR10Y  3.92000  3.62000  4.2300  4.29000  4.02000  4.6000  4.30000  4.1700
#> rgpdi   3.37570  2.10370 13.9000 13.87200  0.22984 14.0530  6.11240  7.9909
#> aetnf  -0.55175 -0.73686  0.1014  0.92676  1.19060  2.1761  0.98965  1.7668
#> pmici  48.80000 48.00000 52.2000 57.90000 60.40000 60.8000 58.60000 56.6000
#> noi    52.40000 51.40000 59.6000 68.30000 67.20000 64.2000 60.90000 61.6000
#> bsro    4.02740  6.67330  7.4451  2.94590  1.47580  2.9965  1.47680  2.6740
#> sp500  -3.65460  8.50410  5.8305  5.05090  6.20550 -1.5399 -2.31330  4.3980
#>            2005  2005.25  2005.5  2005.75     2006  2006.25   2006.5  2006.75
#> rgdp    4.35210  2.17610  3.2514  2.20700  4.82490  1.24240  0.34986  3.11210
#> cpi     2.01580  2.69410  6.0124  3.71210  2.07890  3.59340  3.75840 -1.64540
#> FFR     2.47000  2.94000  3.4600  3.98000  4.46000  4.91000  5.25000  5.25000
#> m2      2.31150  2.78860  5.7029  5.33330  5.24520  4.25920  5.72740  6.61320
#> pinc    1.42010  6.11410  6.7708  6.76110 11.94900  4.25340  3.85910  5.37820
#> rpce    3.20100  4.15710  2.9801  1.50050  4.45980  2.11320  2.41540  3.87810
#> ip      5.28660  2.06230 -1.4730  3.18650  3.73760  2.53510  1.44510  0.60084
#> UR      5.30000  5.10000  5.0000  5.00000  4.70000  4.60000  4.60000  4.40000
#> hs      7.63630  7.62610  7.6497  7.63480  7.65920  7.52560  7.43960  7.35880
#> pci     3.33440  3.56010  9.0116  9.78040 -0.96735  3.61560  0.71921 -4.81930
#> pce     2.07290  2.64260  4.3587  3.11940  1.84470  3.06420  2.84360 -0.68063
#> ahem    1.70890  1.70160  2.1772  3.36340 -0.23931  0.95637  1.19230  4.26290
#> mi     -0.32111 -0.76001  2.1884  0.37811  1.36400 -0.20286 -3.14300  0.17526
#> TMR10Y  4.30000  4.16000  4.2100  4.49000  4.57000  5.07000  4.90000  4.63000
#> rgpdi  11.22700 -5.11490  4.1385 11.82900  5.25270 -2.62040 -4.10180 -9.58300
#> aetnf   1.34400  2.19020  2.2318  1.40190  2.35910  1.51510  1.29290  1.06690
#> pmici  55.80000 51.80000 54.0000 56.30000 55.00000 53.60000 53.00000 51.00000
#> noi    57.20000 53.60000 58.6000 60.90000 59.00000 55.20000 55.30000 52.10000
#> bsro    3.88590 -1.01080  3.1823  0.56970  2.73940 -0.16459 -2.16710  2.56790
#> sp500   1.97060 -1.50150  2.4184 -0.26654  3.77070 -0.98909 -0.12394  7.66720
#>             2007 2007.25    2007.5  2007.75      2008  2008.25    2008.5
#> rgdp    0.261000  3.0701  2.685600  1.45750  -2.69510  1.97750  -1.98540
#> cpi     3.903100  4.5048  2.524100  4.87740   4.30940  5.17020   6.11980
#> FFR     5.260000  5.2500  5.070000  4.50000   3.18000  2.09000   1.94000
#> m2      5.746100  6.7903  6.252000  4.22950   7.69260  6.85110   4.74640
#> pinc    7.703900  4.3131  3.288400  4.51810   5.93290  4.85010  -1.22630
#> rpce    2.325700  1.3315  1.581600  0.57215  -0.81079  0.75123  -3.16150
#> ip      3.708000  4.7327  1.130900  0.95447  -1.38230 -5.69190 -12.90200
#> UR      4.500000  4.5000  4.700000  4.80000   5.00000  5.30000   6.00000
#> hs      7.286900  7.2800  7.161600  7.06130   6.96980  6.91870   6.75930
#> pci     7.683300 10.0970  3.003200 12.23900   8.39350 11.63200  10.68400
#> pce     3.708400  3.1580  2.258700  3.98340   3.41190  4.15840   4.06430
#> ahem    1.880100  3.9662  1.852900  2.99280   3.19820  2.26890   2.25610
#> mi     -0.701500  1.9553 -0.058228  0.52375   2.00140  3.42830  10.02800
#> TMR10Y  4.680000  4.8500  4.730000  4.26000   3.66000  3.89000   3.86000
#> rgpdi  -3.697400  5.4464 -2.487500 -8.04200 -13.70300 -7.19040 -11.29600
#> aetnf   1.582000  1.0251  0.231950  0.70661   0.10126 -1.37640  -2.06040
#> pmici  50.700000 52.6000 51.400000 50.20000  48.70000 49.10000  48.00000
#> noi    52.500000 57.9000 55.800000 51.80000  46.70000 48.20000  45.20000
#> bsro    0.084331  3.3295  4.482100  1.22200  -3.47340  3.82770   0.89268
#> sp500   1.614100  4.1952 -1.081700 -0.57444 -11.05600  0.50104 -10.14000
#>         2008.75     2009   2009.25  2009.5   2009.75     2010   2010.25
#> rgdp    -8.6984  -5.5983  -0.42263  1.2696  3.806000  1.57650  3.827600
#> cpi     -9.2667  -2.7610   2.12080  3.4269  3.119500  0.57278 -0.038651
#> FFR      0.5100   0.1800   0.18000  0.1600  0.120000  0.13000  0.190000
#> m2      12.6630  12.8240   4.64120  1.0664  2.100600  0.39234  4.150300
#> pinc    -3.2292 -10.9920   1.99530 -1.3910  2.569500  1.96970  5.861200
#> rpce    -4.7308  -1.3225  -1.71440  2.4898  0.048665  2.08300  3.210400
#> ip     -17.3240 -22.1100 -11.58700  4.7962  6.360400  8.12060  8.328700
#> UR       6.9000   8.3000   9.30000  9.6000  9.900000  9.80000  9.600000
#> hs       6.4968   6.2653   6.28040  6.3767  6.342100  6.42650  6.400300
#> pci    -28.0400 -10.5590   3.62610  5.3782  9.458800  7.32380  0.213390
#> pce     -5.7609  -2.2681   1.78260  2.5015  2.727800  1.36090  0.457860
#> ahem     4.0291   2.8849   1.10410  3.7312  2.178700  1.51800  1.296600
#> mi      27.3810  11.7140  12.53800  8.7312  5.352800  2.43750  3.710500
#> TMR10Y   3.2500   2.7400   3.31000  3.5200  3.460000  3.72000  3.490000
#> rgpdi  -37.2480 -48.9720 -24.94100 -3.5021 30.887000 12.79000 20.152000
#> aetnf   -4.7075  -6.7312  -5.62350 -2.9828 -1.595200 -0.47457  1.971600
#> pmici   36.2000  35.5000  42.30000 52.6000 55.200000 57.20000 57.600000
#> noi     28.0000  35.0000  49.10000 62.5000 61.200000 60.10000 62.800000
#> bsro    -2.4648   3.0479   7.76930  6.3994  4.759600  1.43370  1.296400
#> sp500  -30.2490 -11.5790   9.55280 10.3100  8.244200  2.81240  0.858900
#>           2010.5 2010.75    2011  2011.25   2011.5  2011.75    2012  2012.25
#> rgdp    2.740000  2.7690 -1.2990  3.13790  1.35380  4.75180  3.6422  1.19720
#> cpi     1.231300  3.0673  4.1357  4.84370  2.60880  1.53950  2.0774  1.37380
#> FFR     0.190000  0.1900  0.1600  0.09000  0.08000  0.07000  0.1000  0.15000
#> m2      3.412900  5.0356  5.5920  7.61550 17.21000  6.44380  7.4128  5.72550
#> pinc    4.110000  5.3361 11.2040  3.62440  4.08900  0.58977  7.3114  3.03530
#> rpce    2.728000  4.1636  2.0520  1.46870  2.06120  2.36690  2.8702  1.87160
#> ip      6.040600  1.6964  2.5858  0.96222  4.83160  4.62540  5.2541  2.88410
#> UR      9.500000  9.6000  9.0000  9.10000  9.00000  8.60000  8.2000  8.20000
#> hs      6.363000  6.2953  6.3665  6.35260  6.42810  6.51030  6.5709  6.60800
#> pci     1.915400  9.8563 12.0390  9.14100  2.35060  1.94840  1.7455 -2.52370
#> pce     1.181700  2.1222  2.9508  3.64180  2.26800  1.34090  2.2477  1.05670
#> ahem    1.937000  2.9947  3.3952 -0.63442 -0.42350  2.32370  1.2618  0.20992
#> mi      8.350700 15.0730 12.5650 12.09900 30.63400 13.21900 11.0110  8.01490
#> TMR10Y  2.790000  2.8600  3.4600  3.21000  2.43000  2.05000  2.0400  1.82000
#> rgpdi  12.793000 -3.5956 -7.8001 13.29600  2.49540 27.67400  9.9534 -1.62380
#> aetnf  -0.052165  0.9318  1.0579  2.00720  1.33460  1.64990  2.3363  1.30500
#> pmici  56.900000 57.6000 59.4000 56.20000 52.90000 52.20000 53.0000 52.30000
#> noi    55.400000 58.4000 62.9000 56.80000 51.90000 54.00000 56.1000 54.80000
#> bsro    2.576500  1.5187 -2.8766  1.30760 -0.37483  3.57170  1.4763  1.17790
#> sp500  -3.732200  8.8938  7.0792  0.29528 -7.88750 -0.30422  9.0110 -0.19747
#>          2012.5  2012.75     2013  2013.25   2013.5  2013.75
#> rgdp    2.74700  0.14528  1.13920  2.44960  4.05270  2.59050
#> cpi     1.69970  2.38480  1.18110  0.39980  2.14040  1.12910
#> FFR     0.14000  0.16000  0.14000  0.12000  0.08000  0.09000
#> m2      7.66330  8.29250  6.65680  4.64260  5.93400  6.39660
#> pinc    1.45650 10.70100 -4.20590  4.57810  3.93060  2.20130
#> rpce    1.68080  1.65860  2.23090  1.79600  1.95190  3.23700
#> ip      0.27940  2.47230  4.04050  1.15790  2.45960  5.34700
#> UR      8.00000  7.80000  7.70000  7.50000  7.20000  7.00000
#> hs      6.66060  6.79790  6.86380  6.76730  6.78220  6.91570
#> pci     4.64670  3.44990  0.76263 -1.71800  2.85920  0.75901
#> pce     1.67220  1.61270  1.07530 -0.11600  1.90050  1.05650
#> ahem   -0.20992  2.09420  1.45950  0.41602  0.83074  3.30580
#> mi     16.09100 12.16500  7.84470  8.43920  6.97450  8.41330
#> TMR10Y  1.64000  1.71000  1.95000  2.00000  2.71000  2.75000
#> rgpdi   6.31810 -2.40270  4.61560  8.78150 15.87400  2.45200
#> aetnf   1.22030  1.75090  1.89680  1.73800  1.57820  1.82570
#> pmici  50.90000 50.60000 52.90000 50.20000 55.80000 56.70000
#> noi    49.40000 51.20000 54.20000 51.00000 60.70000 62.90000
#> bsro    1.68650 -1.62940  0.28533  1.93110  3.14030  1.50670
#> sp500   3.30960  0.81710  6.27080  6.14650  3.51090  5.18090
#> 
#> $X
#>            [,1]     [,2]      [,3]     [,4]      [,5]     [,6]      [,7]
#> rgdp    1.57030  8.81390  -1.52000  0.99517  -4.87150  2.71040  7.366700
#> cpi     2.41790  0.36755   2.38770  0.22987   2.56020  0.80510 -0.134070
#> FFR     3.99000  3.93000   3.70000  2.94000   2.30000  2.00000  1.730000
#> m2      1.34860  2.14840   3.20110  7.11010   5.70140  6.88790  7.268400
#> pinc    5.59040  6.18520   4.76650  2.45630   1.41030  4.20120  5.717000
#> rpce    0.45221  3.81260   5.02060 -1.60310   0.52805 -0.12667  5.931300
#> ip      1.90950 23.41800  -8.77410 -6.63280  -9.75990 -6.10330 15.552000
#> UR      5.60000  5.10000   5.20000  5.50000   6.30000  6.80000  7.000000
#> hs      7.28410  7.21300   7.14600  7.10090   7.07750  7.12290  7.138100
#> pci    -2.40960  2.40960   3.58750  1.18870   2.36690  0.00000 -4.747800
#> pce     2.16670  0.52836   2.08360  1.52720   1.79330  0.74671 -0.045216
#> ahem    3.84620  9.45670   0.00000  0.00000   3.72100  1.84760  3.669800
#> mi     -3.40670 -1.14200  -0.85868  3.70770  -0.28399  1.98370  3.097500
#> TMR10Y  4.58000  4.49000   4.26000  3.83000   3.89000  3.79000  3.790000
#> rgpdi  12.81000 38.31600 -39.13400 -1.01880 -46.96400 10.24900 27.088000
#> aetnf   1.49940  5.11950   0.94715 -2.02920  -2.35080 -2.34980  1.206400
#> pmici  52.80000 53.90000  44.10000 45.60000  44.90000 45.50000 58.200000
#> noi    54.60000 56.70000  49.00000 50.60000  48.60000 50.40000 65.500000
#> bsro    1.07940 10.85300  -7.71880  0.98223  -2.83040  4.48250 13.544000
#> sp500  -2.18920 -2.90420  -0.73462 -1.00780  -1.18660 11.24400  6.184700
#>         1.00000  1.00000   1.00000  1.00000   1.00000  1.00000  1.000000
#>            [,8]     [,9]    [,10]    [,11]    [,12]     [,13]   [,14]    [,15]
#> rgdp    6.61470  8.02580  7.14050   4.2869  3.79250   1.54840  4.4271  5.18080
#> cpi     1.56580  0.57394  1.55750   1.4985  1.14990   0.96232  1.2751  0.73431
#> FFR     1.68000  2.40000  2.46000   2.6100  2.85000   2.92000  2.9700  2.96000
#> m2      6.77250  6.89990  8.19630   8.3773  6.16980   7.97000  8.7940  8.60480
#> pinc    6.44810  7.85040  6.04940   6.3021  4.00560   5.22330  4.4944  3.95310
#> rpce    1.93010  7.95350  4.21960   4.8904  3.22080   5.62810  2.7075  3.79820
#> ip     12.56300 13.78800  5.93080   3.8573  4.24380   3.36100  7.3282 10.41100
#> UR      6.80000  6.20000  5.60000   5.5000  5.60000   5.50000  5.8000  5.70000
#> hs      7.21450  7.23560  7.21600   7.2930  7.26540   7.36070  7.2521  7.40180
#> pci     0.00000  0.00000  2.38100  -2.3810  2.38100   0.00000 -2.3810  0.00000
#> pce     1.46690  0.45027  1.75120   1.4089  1.02560   1.20060  1.1306  0.57516
#> ahem    0.00000  9.02970  3.55560   1.7660 -1.76600   7.01770  1.7354  3.44830
#> mi      2.23780  3.60990  2.48020   2.7379 -0.27294   2.17840  4.0527  3.74580
#> TMR10Y  3.98000  3.97000  4.02000   3.8700  3.99000   3.90000  3.8900  3.96000
#> rgpdi  29.94700  6.56510 21.00600  -3.1683  6.73980 -11.87600 20.5090  6.31370
#> aetnf   3.50900  3.24460  2.95730   3.6554  1.65060   1.34410  1.2898  2.80040
#> pmici  60.60000 61.80000 60.90000  52.7000 50.20000  54.10000 55.0000 58.50000
#> noi    65.60000 68.90000 60.40000  54.5000 53.00000  57.00000 59.6000 63.10000
#> bsro    4.27430  4.18290  3.84210   2.2490  5.83140   3.94090  1.7957  3.05180
#> sp500   0.97315  4.74720 -0.95195 -12.0340 -7.41000   2.42810  9.4393  5.99760
#>         1.00000  1.00000  1.00000   1.0000  1.00000   1.00000  1.0000  1.00000
#>          [,16]    [,17]   [,18]    [,19]    [,20]   [,21]   [,22]    [,23]
#> rgdp    7.7328  2.84450  8.5592  4.72830  5.39550  1.4165  9.7468  5.43170
#> cpi     2.4423  1.07930  1.6458  0.64610  0.90279  1.8380  1.2419  2.54860
#> FFR     3.3300  3.45000  3.4600  3.49000  3.46000  3.5800  3.9700  4.08000
#> m2      8.1109  7.64290  6.5949  6.78490  9.00010  8.0443  7.9787  6.54470
#> pinc    5.8573  7.52020  7.5370  7.24490  7.26600  6.5465  8.0353  6.88310
#> rpce    5.4234  3.32000  7.8060  6.97310  7.29580  1.1121  8.8215  4.40700
#> ip      2.6603  6.70480  5.4399  9.28010  6.35790  6.0147 14.8300  9.16910
#> UR      5.5000  5.60000  5.5000  5.20000  5.00000  5.0000  4.9000  4.70000
#> hs      7.4218  7.39690  7.4067  7.30520  7.33240  7.3119  7.2485  7.29170
#> pci     0.0000  0.00000  0.0000 -1.19580  2.38810  0.0000  1.1887  4.71980
#> pce     1.8966  1.47140  1.9243  0.91518  1.34720  1.3426  1.2951  1.99910
#> ahem    0.0000  6.80870  1.6842  3.34730  1.66320  1.6563  8.1802  1.61620
#> mi      3.9749  3.93570  2.6025  2.58570  6.64550  5.0378  2.9925  2.47680
#> TMR10Y  4.0300  4.12000  4.1800  4.20000  4.19000  4.1700  4.2000  4.21000
#> rgpdi  12.1310  4.82780 14.6960 -1.44360  9.22810  3.7817 36.4280  1.04920
#> aetnf   2.1771  2.61240  2.8658  2.52180  3.89300  3.3891  4.3788  4.55630
#> pmici  55.8000 56.40000 58.4000 59.30000 63.20000 61.6000 62.7000 60.70000
#> noi    60.6000 62.10000 61.6000 62.70000 67.10000 61.3000 64.7000 59.10000
#> bsro    8.7283  0.76171  5.1331  1.15170  3.65500 -1.7603  6.9849  0.41256
#> sp500   1.2900  2.94710  5.1809  3.21760  2.83810  1.8601  1.8479  0.39709
#>         1.0000  1.00000  1.0000  1.00000  1.00000  1.0000  1.0000  1.00000
#>           [,24]   [,25]   [,26]   [,27]    [,28]   [,29]   [,30]     [,31]
#> rgdp    8.04250  9.3232  9.7590  1.6351  2.84190  3.4164  3.6607   0.34690
#> cpi     1.17960  2.1095  3.7243  3.6034  3.44860  3.2489  1.0205   2.41930
#> FFR     4.07000  4.1700  4.5600  4.9100  5.41000  5.5600  4.8200   3.99000
#> m2      7.78660  8.6044  7.6491  4.7925  2.37490  3.9550  6.4785   9.44480
#> pinc   10.10800  9.1139  8.5131  6.5128  8.58580  8.5305  6.6958   4.34160
#> rpce    6.83110 11.0940  5.8438  1.0111  4.52670  1.6449  2.3292   5.42400
#> ip      8.28950  8.0116 11.2970  8.2667  6.14200  3.8043 -2.2104  -1.63320
#> UR      4.40000  4.1000  3.9000  3.8000  3.80000  3.7000  3.8000   3.80000
#> hs      7.30050  7.3284  7.2306  7.1468  6.98840  6.8363  6.9866   7.10170
#> pci     2.33920  4.6377  5.7226  0.0000  3.39460  1.1252 -3.3851   2.25990
#> pce     1.47680  1.2158  3.0975  3.2834  3.04870  3.1082  1.1542   1.90950
#> ahem    1.60970  6.3746  4.7152  3.1129  3.08880  7.6193  3.0075   2.98510
#> mi      4.41990  7.2597  6.8947  4.4536 -1.40110  1.1679  3.9455   5.50470
#> TMR10Y  4.25000  4.4700  4.7700  4.7800  5.14000  5.0000  4.5800   4.82000
#> rgpdi  13.69000  2.6400 30.7460 -5.9653 -2.96250  2.3380 -9.9393 -14.74000
#> aetnf   4.91020  5.0959  5.2992  5.7699  4.56660  3.3357  2.6426   0.95829
#> pmici  59.10000 60.3000 65.7000 60.3000 59.20000 54.4000 47.3000  44.70000
#> noi    58.70000 62.3000 65.6000 57.6000 54.90000 49.1000 45.5000  48.60000
#> bsro    9.30290  6.1169  7.2150 -2.1391  0.72409  3.4168  3.7241   3.49940
#> sp500  -0.87413  5.1040 -1.0363 -4.6638 -8.70020 -2.6885  8.4648   4.64740
#>         1.00000  1.0000  1.0000  1.0000  1.00000  1.0000  1.0000   1.00000
#>           [,32]    [,33]   [,34]   [,35]     [,36]   [,37]   [,38]    [,39]
#> rgdp    3.43560  3.20650  8.0398  6.6996   2.86650  1.7737  6.1671  1.28030
#> cpi     3.99600  4.35830  3.9138  3.8759   5.37310  4.9182  4.8696  6.26290
#> FFR     3.89000  4.17000  4.7900  5.9800   5.94000  5.9200  6.5700  8.33000
#> m2     10.71800  8.37240  6.7702  6.5833   7.64310  9.2107  6.7715  3.48190
#> pinc    8.36560  6.79130 11.2590 11.2270  10.05800  8.3865  7.6442  9.78470
#> rpce    2.02290  2.42630  9.3962  6.0701   7.42780  1.8176  4.4512  2.53970
#> ip      2.74160 10.56200  5.6705  5.3565   3.09180  6.0290  7.7064  1.74160
#> UR      3.80000  3.90000  3.7000  3.6000   3.50000  3.4000  3.4000  3.40000
#> hs      7.24210  7.27660  7.2828  7.2834   7.32710  7.3664  7.4254  7.34280
#> pci     2.24720  2.23460  2.2222  3.3104   3.28320  3.2565  2.1563  6.40010
#> pce     3.67010  3.41550  4.2038  4.0418   4.11850  4.4240  3.9173  5.08860
#> ahem    2.96300  7.31280 10.0180  5.6141   2.77780  9.5731  5.3692  5.29810
#> mi      8.78660  6.41070  5.2288  6.8671   7.79590  8.4648  7.0870  3.19840
#> TMR10Y  5.25000  5.64000  5.6100  5.7400   5.46000  5.7700  6.1800  6.35000
#> rgpdi  11.56000  8.53650  7.9406 15.0140 -11.06000  4.3277 22.8870 -2.36410
#> aetnf   2.74610  3.28630  2.9675  3.5547   3.58190  3.9098  4.0212  3.79360
#> pmici  52.20000 54.60000 55.1000 55.6000  52.90000 56.7000 56.3000 55.80000
#> noi    57.00000 57.40000 57.5000 58.3000  54.60000 58.8000 57.2000 54.90000
#> bsro    0.46618  1.18680  8.5817  4.1631   0.36715 -0.5141  1.1192 -0.32075
#> sp500   2.04850 -0.70573 -4.1324  5.5108   0.98288  4.0929 -5.1225 -0.54171
#>         1.00000  1.00000  1.0000  1.0000   1.00000  1.0000  1.0000  1.00000
#>          [,40]     [,41]     [,42]     [,43]   [,44]    [,45]   [,46]    [,47]
#> rgdp    2.4953  -1.74490  -0.69218   0.70823  3.5218  -4.1362 10.5710  2.27050
#> cpi     5.4522   6.09420   6.34930   5.55700  4.1202   5.7687  3.3496  3.65940
#> FFR     8.9800   8.94000   8.57000   7.88000  6.7000   5.5700  3.8600  4.56000
#> m2      2.5572   3.43000   1.43190   2.71330  8.9576  10.5680 12.6730 15.11700
#> pinc   10.7840   7.46680   6.95000   8.36990  6.6453   4.0526  9.0042 10.23300
#> rpce    1.9470   3.18220   2.46390   1.84140  3.4934  -1.0832  7.5758  3.66130
#> ip      4.7729  -2.51550  -9.80950  -2.20730 -1.4346  -8.7422  7.6386  3.60730
#> UR      3.6000   3.60000   4.20000   4.80000  5.2000   5.8000  5.9000  5.90000
#> hs      7.2521   7.17930   7.11960   7.18010  7.3018   7.4425  7.5099  7.61090
#> pci     3.1621   6.25010   3.08880   0.00000  1.0243   3.0573  3.0341  4.01010
#> pce     4.8756   4.61430   4.59810   4.41970  3.8722   5.1582  3.7687  4.52790
#> ahem    6.5254   7.69250   3.79150   5.00010  4.9383   3.6641 11.9770  4.69210
#> mi      1.7879   3.35560   4.10660   3.10080  5.1787   7.1768  6.4982  8.38300
#> TMR10Y  6.8600   7.30000   7.37000   7.71000  7.4600   6.8500  6.0200  6.25000
#> rgpdi   8.0398 -19.79600 -12.11200   0.86798  6.4578 -21.8220 44.1100 11.19200
#> aetnf   3.0532   1.49260   0.90973  -0.80855 -1.0637  -2.2889  1.5331  1.88700
#> pmici  54.0000  53.30000  47.70000  47.80000 47.0000  42.5000 51.3000 54.20000
#> noi    50.6000  50.20000  45.60000  48.10000 49.5000  46.4000 58.1000 58.20000
#> bsro    1.0895  -0.90619   1.64610   4.78980  6.7775  -2.3118 11.2460  0.34666
#> sp500  -8.5737  -1.42920  -7.10850 -12.45000 -1.6646   7.9418 10.6120  3.47780
#>         1.0000   1.00000   1.00000   1.00000  1.0000   1.0000  1.0000  1.00000
#>          [,48]    [,49]   [,50]   [,51]    [,52]   [,53]    [,54]    [,55]
#> rgdp    3.1076   1.1644  7.0651  9.1565  3.66920  6.5880  9.72850  4.50980
#> cpi     3.9506   2.9376  3.2357  2.5756  3.18920  4.1187  6.23900  8.27940
#> FFR     5.4700   4.7500  3.5400  4.3000  4.74000  5.1400  6.54000  7.82000
#> m2     11.7770  10.6460 11.8610  9.9093 13.22300 13.1030  9.35600  6.53750
#> pinc    6.0422   7.6666 11.2310  7.0371 10.11500 17.6760  6.49160 10.57900
#> rpce    3.1780   6.5941  5.2419  7.5659  6.12290  9.2853  7.23080 -0.16696
#> ip      1.2312   9.1662 16.6300  7.5821  4.97280 13.8030 11.32200  3.18090
#> UR      6.0000   5.9000  5.8000  5.7000  5.60000  5.4000  4.90000  4.90000
#> hs      7.6468   7.6971  7.7857  7.7147  7.77150  7.7932  7.77400  7.66810
#> pci     1.9901   2.9666  1.9656  2.9304  6.75530  3.8096 13.97100 15.26600
#> pce     3.9139   2.4863  4.2050  2.3116  3.50870  3.2648  4.79910  7.61810
#> ahem    3.4833   6.8770 10.0990  6.5936  4.33610 10.6390  7.28240  5.12170
#> mi      6.9722   3.7045  7.6524  6.4931  8.38610  9.6746  7.86070  4.73750
#> TMR10Y  6.4800   5.8900  6.0300  6.1400  6.29000  6.3700  6.60000  6.81000
#> rgpdi   4.8238 -10.9190 25.5250 22.0990  5.63980  2.5007 22.78000 16.69700
#> aetnf   1.4304   2.4062  4.5163  4.2808  3.10780  5.0146  5.32130  3.61120
#> pmici  54.4000  55.0000 60.0000 59.8000 62.30000 69.1000 70.40000 65.80000
#> noi    59.1000  60.1000 65.1000 64.0000 66.40000 71.9000 70.50000 63.50000
#> bsro    4.6079  -3.0603  3.8644  9.6844  0.99977  4.2378  7.31790  1.19470
#> sp500  -3.8891  -2.7448  7.8596  1.9318  0.18989  3.2539 -0.18586 -8.76090
#>         1.0000   1.0000  1.0000  1.0000  1.00000  1.0000  1.00000  1.00000
#>           [,56]   [,57]    [,58]    [,59]     [,60]    [,61]    [,62]    [,63]
#> rgdp    -2.1797  3.7136  -3.3367  1.04980  -3.89200  -1.6033  -4.8619   3.0700
#> cpi      7.8170  9.9903  11.7310 10.57400  11.09500  12.1030   8.4591   4.7879
#> FFR     10.5600 10.0000   9.3200 11.25000  12.09000   9.3500   6.3000   5.4200
#> m2       5.5743  5.1210   7.3294  4.78220   4.27370   6.0590   7.5453  14.4240
#> pinc     9.6458 13.0710   5.4168  8.54310  11.59900   9.1786   6.0953   9.4921
#> rpce     1.4288 -1.1784  -3.4961  1.39250   1.65030  -5.9152   3.3410   6.6231
#> ip       3.4265  5.8773  -3.6762  0.38889  -1.69850 -16.1530 -27.2080  -5.4199
#> UR       4.8000  4.8000   5.1000  5.20000   5.60000   6.6000   8.3000   8.9000
#> hs       7.6089  7.4037   7.3690  7.32320   7.09260   6.9315   6.8835   6.9763
#> pci     13.8540  7.5872  21.1430 10.16700  16.63800  16.6840   2.1258   4.9167
#> pce      7.2100  8.1255  11.7010 11.18000  10.65100  10.0590   7.4860   4.8918
#> ahem     6.0607  8.9223   4.8722  9.56980  13.02400  12.6140   7.0331   4.3337
#> mi       4.5269  5.0897   6.5363  3.75170   3.42070   4.8575   2.4795   6.0607
#> TMR10Y   7.2100  6.7500   7.0500  7.54000   7.96000   7.6700   7.5400   8.0500
#> rgpdi  -14.7740 14.0000 -23.5210 -1.59960 -21.28800   2.4206 -70.2550 -12.0890
#> aetnf    2.3670  3.7840   1.8812  1.49050   0.57022  -2.2448  -6.3274  -2.1891
#> pmici   61.3000 66.0000  60.8000 56.80000  51.30000  37.2000  32.2000  41.3000
#> noi     56.1000 63.2000  56.6000 53.30000  48.00000  32.5000  36.6000  48.2000
#> bsro    -5.7067  1.5015  -5.6187  1.47590  -3.48820   3.0930   5.5143   6.7197
#> sp500   -4.0155 -4.3919  -9.8057 -8.27960 -20.42400 -11.4830  10.5930  11.2160
#>          1.0000  1.0000   1.0000  1.00000   1.00000   1.0000   1.0000   1.0000
#>          [,64]    [,65]   [,66]   [,67]    [,68]   [,69]   [,70]    [,71]
#> rgdp    6.5564  5.35670  8.9321  3.0112  2.02860  2.9911  4.6272  7.77450
#> cpi     7.9432  7.30390  4.5554  3.5619  6.33260  5.7731  7.2752  6.91950
#> FFR     6.1600  5.41000  4.8300  5.2000  5.28000  4.8700  4.6600  5.16000
#> m2     14.2880  9.56730 12.5130 11.8350 10.47600 14.2350 13.3720 10.63000
#> pinc   10.7200 10.24300  9.0793  6.6632  9.76470  9.3513  7.7474 12.04800
#> rpce    5.6659  4.21750  7.9199  3.6669  4.22120  5.1845  4.5563  2.19970
#> ip      9.8463  8.35910 12.1530  5.1433  5.15300  7.2197  7.9484 12.30500
#> UR      8.5000  8.30000  7.7000  7.6000  7.70000  7.8000  7.5000  7.10000
#> hs      7.1309  7.20190  7.2738  7.2793  7.35050  7.4331  7.5197  7.55960
#> pci    11.0160  7.40140 -2.0050  2.0050  2.65780  6.5683  9.0181  7.57120
#> pce     7.4300  6.65200  4.3867  3.3313  6.00930  6.2630  7.1049  6.79190
#> ahem    8.5291  8.35100  8.1802  6.4258 10.22700  8.4537  9.0229  7.36670
#> mi      7.3787  2.66250  5.8233  6.8238  4.03910  7.0375  9.4948  7.76480
#> TMR10Y  8.3000  8.06000  7.7500  7.7700  7.73000  7.1900  7.3500  7.37000
#> rgpdi  29.8670 11.01200 36.8440 15.5270  1.39210  2.9823 18.1170 27.69600
#> aetnf   2.6878  3.58150  5.3510  2.7069  1.95170  2.4164  4.1037  5.28680
#> pmici  51.0000 55.00000 59.6000 59.2000 54.70000 53.9000 56.1000 57.80000
#> noi    59.7000 63.20000 64.7000 62.7000 57.00000 57.2000 59.2000 61.00000
#> bsro    4.0068  1.04280  5.7029  2.7131  0.33206  2.6312  2.2787  0.73893
#> sp500  -3.3289 -0.12416 10.0280  1.2353  1.10080 -3.1799 -2.6177 -4.41710
#>         1.0000  1.00000  1.0000  1.0000  1.00000  1.0000  1.0000  1.00000
#>          [,72]      [,73]   [,74]   [,75]    [,76]   [,77]    [,78]    [,79]
#> rgdp    7.0147   0.041987  1.3894 15.2570  3.89280  5.3292  0.79424  0.48417
#> cpi     5.5005   5.852100  6.8226  8.9980  9.20050  9.1892  9.94930 12.51900
#> FFR     5.8200   6.510000  6.7600  7.2800  8.10000  9.5800 10.07000 10.18000
#> m2      9.0950   8.196200  7.4099  7.3973  7.38300  7.3963  5.84340  9.37370
#> pinc   11.3370  14.080000  9.0962 13.1040 11.48200 11.5740 11.48900  8.02270
#> rpce    3.7887   5.984000  2.3124  8.4446  1.67180  3.1916  2.02330 -0.24105
#> ip      4.4575   2.653300 -1.1632 15.5600  3.57800  7.1726  1.72110 -0.66910
#> UR      6.9000   6.700000  6.3000  6.0000  6.00000  5.9000  5.90000  5.70000
#> hs      7.6054   7.637700  7.5115  7.6563  7.61040  7.6207  7.41820  7.52080
#> pci     4.9690   5.517300  7.2400 10.6200  8.06940  9.0272 13.17000 10.12700
#> pce     5.9924   5.686000  6.6121  8.1558  6.98340  7.4827  7.42900 10.75400
#> ahem    8.6646   9.877000  8.2762  6.0966  9.30270 12.2890  8.19570  4.96130
#> mi      6.2540   7.743400  8.4315  9.7724  6.80430  6.2404  5.58980 10.95100
#> TMR10Y  7.3600   7.600000  8.0100  8.3200  8.49000  8.8200  9.11000  9.11000
#> rgpdi  19.7460 -10.163000  7.7204 25.1720 11.48900  9.1482  0.66875 -0.36185
#> aetnf   5.0591   4.677500  4.1437  7.1821  4.11090  4.1144  3.49840  2.94260
#> pmici  55.5000  57.100000 56.1000 59.5000 61.00000 60.3000 58.10000 54.40000
#> noi    58.2000  59.000000 57.8000 62.6000 62.40000 60.2000 57.50000 52.20000
#> bsro    5.0445  -4.474000 -1.4161  7.7122  0.85942  1.4531 -2.24520 -0.73371
#> sp500  -2.5946  -5.601100 -6.6844  5.1822  4.04980 -6.4553  0.38088 -0.95302
#>         1.0000   1.000000  1.0000  1.0000  1.00000  1.0000  1.00000  1.00000
#>             [,80]    [,81]    [,82]    [,83]     [,84]   [,85]   [,86]
#> rgdp    2.8622000  1.03450  1.29210  -8.1962  -0.60682  7.3436  8.2003
#> cpi    12.6820000 12.46600 15.47900  13.2750   7.43600 11.0620 10.9100
#> FFR    10.9500000 13.58000 15.05000  12.6900   9.84000 15.8500 16.5700
#> m2      9.3529000  5.90690  6.94820   5.9063  11.89100  8.4219  6.7701
#> pinc   12.6440000 11.77700 11.29700   4.6365  14.02400 18.0410  9.5241
#> rpce    3.9191000  1.07310 -0.61566  -9.1064   4.28750  5.2757  2.0989
#> ip     -1.2404000  1.46770  1.56810 -17.1040  -6.38290 14.9870  1.0638
#> UR      5.9000000  6.00000  6.30000   7.3000   7.70000  7.4000  7.4000
#> hs      7.4900000  7.35760  7.12770   6.9641   7.23850  7.3165  7.2196
#> pci    12.9460000 15.98200 16.30900   9.7509  13.53000  7.4686  9.8877
#> pce     9.7764000  9.54310 11.78900   9.6518   9.22660  9.7566 10.2440
#> ahem    7.3284000  9.56700  7.02800   7.4769  10.68200 14.1700  9.0010
#> mi      8.6553000  2.84400  7.28050  -2.2739  13.65400  9.9919  5.4343
#> TMR10Y  9.1000000 10.45000 11.99000  10.4800  10.95000 12.4200 12.9600
#> rgpdi  -6.8007000 -7.17200 -2.76390 -35.5390 -27.28400 35.6940 35.4810
#> aetnf   2.2482000  1.31820  1.39310  -1.9278  -1.80830  3.0049  1.7158
#> pmici  50.1000000 47.30000 46.70000  32.4000  43.50000 55.6000 49.2000
#> noi    48.5000000 46.00000 47.50000  27.3000  48.00000 60.1000 50.0000
#> bsro   -0.0074938 -0.79514  2.63440  -4.5160   0.26396  4.3490  8.0620
#> sp500   2.4189000 -3.27500  1.68520  -4.0871  10.51600  5.1228 -3.5210
#>         1.0000000  1.00000  1.00000   1.0000   1.00000  1.0000  1.0000
#>             [,87]    [,88]    [,89]    [,90]    [,91]    [,92]    [,93]
#> rgdp    -2.933500  4.56300  -4.6945  -6.7475  2.17400 -1.44270   0.3900
#> cpi      8.256900 10.98800   6.4506   3.5378  5.73880  6.88450   1.2272
#> FFR     17.780000 17.58000  13.5900  14.2300 14.51000 11.01000   9.2900
#> m2      10.691000  7.02670  10.1870   8.9452  8.46310  6.62220   8.8957
#> pinc     7.518900 14.82300   5.2840   4.7733  6.34470  5.93140   6.3514
#> rpce    -0.079003  1.60660  -3.0115   2.6474  1.47410  3.07810   7.2349
#> ip       1.293300  3.68170  -8.9342  -8.2172 -4.98400 -5.66460  -7.4919
#> UR       7.400000  7.40000   8.2000   8.8000  9.40000  9.90000  10.7000
#> hs       7.075000  6.87110   6.7719   6.7799  6.85440  7.02020   7.1570
#> pci     10.477000  2.06290   3.6867   3.2487  1.21150  4.80970   3.9644
#> pce      6.618900  6.50290   6.0401   5.0009  3.79990  6.25400   4.4213
#> ahem     8.290500  7.11580   7.4862   7.8338  3.37960  4.30370   2.8436
#> mi      10.276000  1.03200   4.8429   9.4230  4.22710  4.44840  15.7870
#> TMR10Y  13.750000 14.85000  14.0900  14.2900 13.93000 13.12000  10.6700
#> rgpdi  -16.955000 21.82000 -14.5490 -41.5260 -0.51080 -3.79450 -32.1990
#> aetnf    1.043400  0.84853  -1.7559  -2.7655 -2.12230 -3.05470  -2.4111
#> pmici   51.900000 45.80000  38.0000  37.8000 37.20000 38.50000  40.5000
#> noi     53.300000 45.70000  37.4000  39.6000 40.30000 40.40000  43.1000
#> bsro    -3.450000  5.08390  -5.4010  -2.6649  1.28290  0.14064   3.8008
#> sp500   -0.762330 -7.11150  -4.3987  -8.1203 -0.97627 -1.79180  17.3100
#>          1.000000  1.00000   1.0000   1.0000  1.00000  1.00000   1.0000
#>           [,94]    [,95]    [,96]    [,97]   [,98]   [,99]   [,100]   [,101]
#> rgdp    5.20500  9.02520  7.75630  8.16550  7.8695  6.9647  3.91630  3.17760
#> cpi     0.27356  4.59800  3.88290  3.97620  5.6298  3.7548  3.46320  3.43350
#> FFR     8.65000  8.80000  9.46000  9.43000  9.6900 10.5600 11.39000  9.27000
#> m2     21.44100 10.15700  6.27760  7.20460  8.5259  8.5295  5.24670  8.76980
#> pinc    5.22610  6.89540  7.98420 11.25000 11.6750 10.4470  9.22010  6.51220
#> rpce    3.86260  7.84720  6.95780  6.25540  3.3721  5.6690  3.06180  5.25510
#> ip      4.61700  8.79320 13.30700 10.17700 11.7240  6.1451  2.91150  0.28580
#> UR     10.40000 10.10000  9.40000  8.50000  7.9000  7.4000  7.40000  7.30000
#> hs      7.39630  7.41460  7.49670  7.45530  7.5704  7.5082  7.42180  7.39630
#> pci    -2.37390  0.79286  2.36920  0.78663  5.0757  1.5489 -0.38666 -0.38703
#> pce     3.44980  3.67220  5.23130  2.65010  4.2795  3.8604  3.08940  2.48050
#> ahem    5.16140  2.78750  2.76820  6.38550  4.9467  2.2284  2.65780  5.69870
#> mi     11.48600 12.28900  8.95530  6.83780  6.7228  6.9841  3.26230  4.33310
#> TMR10Y 10.56000 10.54000 11.63000 11.69000 11.9400 13.2000 12.87000 11.74000
#> rgpdi  13.69300 33.99200 24.32000 37.14200 36.8860 12.7890  8.55760 -5.22380
#> aetnf   0.81431  3.03120  4.12240  5.55030  5.2467  4.4400  3.94550  3.55260
#> pmici  51.40000 55.90000 63.10000 66.80000 60.2000 59.2000 53.00000 50.60000
#> noi    57.20000 61.20000 68.40000 71.20000 63.2000 61.0000 51.80000 52.60000
#> bsro    3.95380  7.20090  1.55830  3.51400  2.0293  3.5145  2.02900  0.75911
#> sp500   6.91490  8.78440  0.22757 -0.44509 -4.3758 -3.8884  2.22580  2.27260
#>         1.00000  1.00000  1.00000  1.00000  1.0000  1.0000  1.00000  1.00000
#>           [,102]  [,103]   [,104]  [,105]   [,106]   [,107]    [,108]  [,109]
#> rgdp     3.95630  3.6460  6.17560  2.9895  3.68880  1.83230   4.00630  2.0670
#> cpi      3.65660  3.6197  2.48030  4.0572  2.07530 -1.95430   2.43950  2.7870
#> FFR      8.48000  7.9200  7.90000  8.1000  7.83000  6.92000   6.21000  6.2700
#> m2      11.84400  7.0321  8.40290  5.8659  5.89230 10.44800   9.89520  8.8001
#> pinc     7.59360  4.6394  5.37950  7.2695  6.59330  4.58830   5.35840  4.4973
#> rpce     6.73760  3.7375  7.61030  1.0263  3.38030  4.44700   7.17980  2.5507
#> ip       1.11040  0.3492 -0.68478  2.3905  2.34810 -2.35540   1.60350  4.4078
#> UR       7.20000  7.3000  7.20000  7.0000  7.00000  7.20000   7.00000  6.8000
#> hs       7.44660  7.4536  7.43900  7.5093  7.54910  7.53800   7.47250  7.4454
#> pci      0.38703  2.3144 -2.31440  4.6154 -6.94330 -7.85880  -0.79444  3.5626
#> pce      4.75810  3.3583  3.16870  2.7390  2.85210 -0.48551   2.02830  2.3752
#> ahem     5.61870  2.1402  1.27860  4.6537  2.93350  0.00000   0.00000  2.9121
#> mi      10.66700  9.4883 13.85700 11.3110  8.64550 15.34000  16.60400 17.0160
#> TMR10Y  11.58000 10.8100 10.34000  9.7600  8.56000  7.60000   7.31000  7.2600
#> rgpdi  -11.11700  6.7583 -2.73470 14.4780 -0.11812 -7.04580 -10.90700  1.1955
#> aetnf    2.76810  2.8849  2.35760  2.3763  1.65870  1.36560   1.97140  2.5883
#> pmici   49.30000 47.7000 48.50000 51.2000 51.10000 51.20000  51.00000 51.0000
#> noi     50.90000 50.5000 53.00000 55.1000 56.10000 56.90000  55.60000 55.6000
#> bsro     1.36280  1.8919  6.46460  1.4575  3.71700  2.52940   2.26420 -1.1371
#> sp500    5.77230  3.3839  1.19090  3.5646 10.33600  9.22960  -0.25794  0.3925
#>          1.00000  1.0000  1.00000  1.0000  1.00000  1.00000   1.00000  1.0000
#>           [,110]   [,111]    [,112]    [,113]    [,114]   [,115]    [,116]
#> rgdp    2.788300  4.46530  3.611600   6.54770   2.24370  5.25020  2.301200
#> cpi     4.797900  4.50760  4.222900   3.71430   3.10930  4.56460  4.846000
#> FFR     6.220000  6.65000  6.840000   6.92000   6.66000  7.16000  7.980000
#> m2      6.260800  3.43310  2.487600   4.53250   6.95470  7.67030  3.685900
#> pinc    6.092000  6.18470  7.257400   9.49910   7.28030  7.06500  8.529600
#> rpce    0.062775  5.50920  4.608900   0.84064   7.04500  2.92960  3.395900
#> ip      5.277400  7.03580  7.136400   9.72040   3.51190  3.38500  1.722000
#> UR      6.600000  6.30000  6.000000   5.80000   5.70000  5.50000  5.500000
#> hs      7.473600  7.38520  7.393300   7.32910   7.26190  7.30720  7.302500
#> pci     3.531200  4.27400  2.696200   0.38369   1.14890  3.04760  6.026500
#> pce     3.730400  3.78350  3.734700   3.49510   3.10390  4.39370  4.898000
#> ahem    2.479300  0.82305  1.641000   4.07340   2.82690  3.20640  1.593600
#> mi     12.946000  6.88410  0.483380   4.27130   2.85750  7.36650  5.194500
#> TMR10Y  7.190000  8.34000  8.880000   9.12000   8.42000  8.91000  9.100000
#> rgpdi  10.652000  0.20850  0.058919  26.36700 -19.67500  9.41870  2.218800
#> aetnf   2.421100  3.11500  2.848900   3.70800   2.93340  3.26640  2.793900
#> pmici  54.200000 56.70000 58.900000  60.20000  56.10000 56.90000 56.200000
#> noi    58.900000 61.50000 62.900000  62.00000  58.40000 59.60000 59.500000
#> bsro   -1.807500  2.52430  0.610560   3.18860   1.37090  0.60273  1.183400
#> sp500  12.837000  3.94220  7.476800 -23.06100   0.30536  0.73774  0.099927
#>         1.000000  1.00000  1.000000   1.00000   1.00000  1.00000  1.000000
#>          [,117]   [,118]  [,119]  [,120]   [,121]  [,122]   [,123]   [,124]
#> rgdp    5.26280  4.01450  3.1328  2.9747  0.84476  4.3556  1.54340  0.10052
#> cpi     4.34610  4.51970  6.4119  3.1164  4.04690  6.8249  3.93890  6.84900
#> FFR     8.47000  9.44000  9.7300  9.0800  8.61000  8.2500  8.24000  8.16000
#> m2      3.49120  2.19500  2.7534  7.6025  7.72870  5.7001  3.30660  4.30510
#> pinc    7.88850 11.39000  4.8174  4.8031  6.25070  8.1298  6.24450  5.01850
#> rpce    4.55890  1.84250  1.8775  3.9508  1.76480  3.4217  1.24920  1.61040
#> ip      2.77190  1.67950 -1.3521 -2.6398  1.62430  2.7356  3.07830  1.55300
#> UR      5.30000  5.20000  5.2000  5.2000  5.40000  5.3000  5.30000  5.70000
#> hs      7.34670  7.30590  7.2123  7.2049  7.19820  7.2626  7.10000  7.03170
#> pci     3.35040  8.79960  7.8997 -1.0681  4.60790 10.7790 -1.37460  7.16440
#> pce     3.98240  4.45840  5.2840  2.2680  3.11220  5.6647  3.57710  4.99370
#> ahem    5.13590  3.12810  1.1667  2.7093  3.45660  5.6954  4.87130  2.96850
#> mi      1.12260 -0.40785 -4.2562  1.8003  4.94750  4.6366  4.03820  4.39050
#> TMR10Y  8.96000  9.21000  8.7700  8.1100  7.91000  8.4200  8.68000  8.70000
#> rgpdi   6.06320 13.30900 -3.8578 -3.5675 -2.93590  3.8949  0.14454 -7.88330
#> aetnf   3.23250  3.00560  1.8763  1.0107  1.88500  2.6702  1.36850 -0.50671
#> pmici  55.70000 53.40000 49.6000 45.7000 47.00000 48.7000 49.60000 45.70000
#> noi    58.20000 55.50000 49.8000 45.7000 49.70000 51.3000 52.50000 45.70000
#> bsro    0.87074  0.77240  2.1100  1.6023  0.40754  4.1598  3.76770  2.27100
#> sp500   2.03180  4.42410  6.2982  8.1389  0.15278 -4.0001  2.96130 -5.30920
#>         1.00000  1.00000  1.0000  1.0000  1.00000  1.0000  1.00000  1.00000
#>          [,125]    [,126]    [,127]     [,128]    [,129]    [,130]   [,131]
#> rgdp    -3.4240  -1.87870  3.091600  1.9153000  1.742000  4.697400  4.38550
#> cpi      6.7367   2.97920  2.367400  3.0364000  3.304000  2.703300  3.06320
#> FFR      7.7400   6.43000  5.860000  5.6400000  4.820000  4.020000  3.77000
#> m2       2.9629   4.80930  4.500900  1.5050000  1.226100  3.396700  0.24741
#> pinc     1.7904   0.85206  4.725600  4.0032000  6.189800  8.957500  7.41210
#> rpce    -3.0364  -1.38140  3.342500  1.9376000 -0.112070  7.446800  2.73410
#> ip      -6.3040  -7.67320  2.386600  5.3766000  0.858740 -0.497420  6.92410
#> UR       6.1000   6.60000  6.800000  6.9000000  7.100000  7.400000  7.60000
#> hs       6.9499   6.79680  6.918700  6.9489000  6.991200  7.123700  7.05010
#> pci     11.3340  -2.30740 -2.653400 -0.9995800  2.991300 -0.331260  2.31310
#> pce      5.2118   1.98130  2.121400  2.7005000  2.858600  2.454300  2.64710
#> ahem     4.0460   1.46120  4.351800  3.2331000  3.561900  0.000000  3.88180
#> mi       3.3710   5.12390  7.941800  7.6948000  9.809400 16.165000 10.88800
#> TMR10Y   8.4000   8.02000  8.130000  7.9400000  7.350000  7.300000  7.38000
#> rgpdi  -22.9240 -13.53300  0.026029  7.8765000 13.944000 -7.423500 22.06200
#> aetnf   -1.4984  -1.69880 -1.728200  0.0073858  0.033234  0.099687  1.03600
#> pmici   41.8000  39.80000 45.900000 52.8000000 49.800000 51.500000 54.00000
#> noi     40.7000  39.90000 51.100000 58.8000000 53.700000 57.100000 59.90000
#> bsro    -3.6273   1.06920  6.361900  2.5790000  2.574600  8.202800  2.86060
#> sp500   -7.2271  10.19600  6.693500  1.1281000 -0.310870  5.608000 -1.12650
#>          1.0000   1.00000  1.000000  1.0000000  1.000000  1.000000  1.00000
#>          [,132]   [,133]   [,134]    [,135]    [,136]   [,137]   [,138]  [,139]
#> rgdp    3.86930  3.98770  0.74389  2.371200  1.945300  5.30410  3.90160  5.4293
#> cpi     3.04280  3.48760  2.90150  2.877800  1.847200  3.30200  2.00360  2.2649
#> FFR     3.26000  3.04000  3.04000  3.000000  3.060000  2.99000  3.21000  3.9400
#> m2      0.41201  2.79050 -1.20530  1.765700  1.897300  2.36190  1.10670  1.0462
#> pinc    4.46740  5.38280  2.47730  4.930400  2.855900  5.47730  3.57120  7.3397
#> rpce    4.30640  4.72810  1.51940  3.575600  4.386000  3.53130  4.55610  3.0934
#> ip      2.85110  4.16640  3.51920  0.930780  1.834200  5.88700  4.98620  7.2585
#> UR      7.60000  7.40000  7.10000  7.100000  6.800000  6.60000  6.60000  6.2000
#> hs      7.07670  7.11310  7.06300  7.143600  7.169400  7.26820  7.23780  7.2910
#> pci     1.97210  2.28850  1.62670  2.911500 -5.190700 -0.65359  1.63200  0.0000
#> pce     2.54040  2.80700  2.36920  2.689000  1.740900  2.29150  1.41610  2.2221
#> ahem    1.40230  2.44220  2.42740  2.756300  1.713100  5.09560  3.02650  1.3378
#> mi     10.55900 16.00400  7.53600 10.988000 11.646000 10.10600  4.85330  2.5272
#> TMR10Y  6.62000  6.74000  6.28000  5.990000  5.620000  5.61000  6.07000  7.0800
#> rgpdi   3.21090 12.06400  9.28090  2.261400 -2.704100 20.44700 15.13600 19.1400
#> aetnf   0.95987  1.51420  2.34250  2.155200  2.507000  2.78430  3.04150  3.7179
#> pmici  52.30000 52.70000 54.80000 50.300000 50.600000 54.30000 56.50000 58.1000
#> noi    56.50000 57.90000 60.30000 53.300000 53.900000 60.60000 62.80000 63.1000
#> bsro    3.62470  2.05910 -3.08390 -1.757000 -0.076565  3.46020  1.75380 -0.4712
#> sp500   1.07190  0.86106  3.80800 -0.050807  1.355600  1.76100  0.70439 -4.4761
#>         1.00000  1.00000  1.00000  1.000000  1.000000  1.00000  1.00000  1.0000
#>          [,140]   [,141]   [,142]   [,143]   [,144]  [,145]  [,146]   [,147]
#> rgdp    2.34980  4.51560  1.36460  1.39570  3.40910  2.8294  2.6157  6.92390
#> cpi     3.68920  2.32230  2.92720  3.25580  2.01200  2.1738  3.5419  3.42380
#> FFR     4.49000  5.17000  5.81000  6.02000  5.80000  5.7200  5.3600  5.24000
#> m2      0.24105 -0.11477  0.47034  3.73160  6.95870  3.8437  4.8898  4.74440
#> pinc    4.43520  7.21420  6.16690  4.21740  4.89640  4.7119  7.2300  7.94060
#> rpce    3.08850  4.28050  1.05680  3.57240  3.65050  2.8010  3.6944  4.31990
#> ip      5.06160  8.16950  4.43170  1.35820  3.77110  3.2122  2.7507  8.06150
#> UR      6.00000  5.60000  5.50000  5.70000  5.70000  5.6000  5.5000  5.50000
#> hs      7.28210  7.29440  7.18840  7.16010  7.25490  7.2563  7.2869  7.31060
#> pci     2.59740  0.64673  3.53840  1.91690  0.31860  2.5397  4.7189  4.04520
#> pce     2.83900  1.88150  1.90960  2.24710  1.60260  1.7575  2.2366  2.63560
#> ahem    1.99830  4.29580  2.29410  1.30510  3.24410  3.2180  2.5559  4.74880
#> mi      2.75470 -0.17378 -0.73072 -0.76695 -0.69851 -4.0050 -4.0455 -0.96416
#> TMR10Y  7.33000  7.84000  7.48000  6.62000  6.32000  5.8900  5.9100  6.72000
#> rgpdi  -6.63880 16.11900  4.29100 -8.37530 -2.37990  9.8318  6.0740 18.92400
#> aetnf   3.49920  3.16510  2.95180  1.52580  1.69690  1.8420  1.6752  2.67050
#> pmici  58.50000 58.20000 54.90000 48.00000 48.60000 46.3000 46.1000 50.70000
#> noi    63.30000 61.10000 56.10000 46.60000 49.50000 47.3000 46.4000 54.50000
#> bsro   -2.20630  3.29910 -1.76860  0.96670  0.38952  3.6499  3.8337  5.26900
#> sp500   1.47170 -0.71356  3.87640  8.19490  7.01340  5.1336  5.8113  2.80010
#>         1.00000  1.00000  1.00000  1.00000  1.00000  1.0000  1.0000  1.00000
#>          [,148]   [,149]   [,150]   [,151]   [,152]   [,153]    [,154]   [,155]
#> rgdp    3.68300  4.20340  3.03760  5.99020  5.06170  3.09300  3.937900  3.86060
#> cpi     2.29520  3.46110  2.42790  0.91855  1.99500  2.15090  0.823070  1.31390
#> FFR     5.31000  5.28000  5.28000  5.52000  5.53000  5.51000  5.520000  5.50000
#> m2      3.75970  4.57120  5.07310  4.45260  6.18610  6.25200  7.218500  7.41860
#> pinc    4.51450  5.36520  7.23410  4.62920  6.41810  7.50420  8.819900  6.81990
#> rpce    2.40220  3.13190  4.19790  1.80880  6.78610  4.72240  4.107700  7.00270
#> ip      5.19070  5.33220  7.48940  6.25380  9.23200  9.61600  4.418200  2.81660
#> UR      5.30000  5.30000  5.20000  5.00000  4.90000  4.70000  4.600000  4.40000
#> hs      7.31390  7.25630  7.26750  7.29710  7.28480  7.33430  7.351800  7.36010
#> pci     1.85330  4.29120  0.60929 -4.90050 -0.61681  1.54020 -4.017000  0.00000
#> pce     1.70310  2.69880  1.75540  0.98593  1.02380  1.24220 -0.025107  0.71243
#> ahem    2.82240  3.73250  2.77670  1.22790  2.13990  6.95140  1.196700  0.59702
#> mi     -5.54410 -7.27990 -2.22120 -4.81780  1.68720  0.18703  2.497800  0.37147
#> TMR10Y  6.78000  6.34000  6.56000  6.70000  6.24000  5.91000  5.590000  5.60000
#> rgpdi  18.01100 -0.12498  8.53970 21.50200  7.09780  5.62640 17.424000 -2.71170
#> aetnf   2.48320  2.36860  2.49280  2.83330  2.34960  3.14800  2.442400  2.51350
#> pmici  50.80000 52.90000 53.60000 54.90000 56.00000 55.50000 53.200000 50.70000
#> noi    53.70000 57.20000 57.70000 59.40000 59.00000 58.50000 55.500000 52.30000
#> bsro    1.70180  0.31933 -1.00930  4.98240  3.68140  1.90190  2.453000  2.16250
#> sp500  -0.23623  8.82190  7.36070  4.57340 11.90100  1.96880  7.273200  7.94540
#>         1.00000  1.00000  1.00000  1.00000  1.00000  1.00000  1.000000  1.00000
#>          [,156]  [,157]  [,158]   [,159]   [,160]  [,161]   [,162]  [,163]
#> rgdp    5.19890  6.5127  3.7186  3.35540  5.06020  6.8626  1.14480  7.4849
#> cpi     2.04730  1.8711  1.4596  2.98520  2.96070  2.9389  3.93940  3.1224
#> FFR     5.53000  4.8600  4.7300  4.75000  5.09000  5.3100  5.68000  6.2700
#> m2      6.64840 10.1350  7.0323  5.74780  5.85190  5.3757  6.27460  6.6755
#> pinc    5.65060  4.9578  4.5551  3.56860  5.38880  8.7075 12.21200  6.1135
#> rpce    5.22920  5.8301  4.1601  6.15760  4.75970  5.5302  6.05520  3.7016
#> ip      2.81010  5.3258  4.0549  3.78980  3.92030  7.2895  4.62610  4.5404
#> UR      4.50000  4.4000  4.3000  4.30000  4.20000  4.1000  4.00000  3.9000
#> hs      7.39690  7.4512  7.4437  7.36140  7.40910  7.4116  7.41400  7.3696
#> pci     0.00000  1.8590  1.5426  3.37300  5.45880  4.4927  5.61930  3.5088
#> pce     1.21120  1.0182  1.0405  2.13220  2.10120  2.3691  3.32630  1.8146
#> ahem    0.00000  4.7443  2.0581  4.08460  4.04340  4.0029  2.55230  2.2551
#> mi     -0.18569  5.6435  1.9365  1.52800 -1.34580  5.2123  0.17977 -1.8013
#> TMR10Y  5.20000  4.6700  4.9800  5.54000  5.88000  6.1400  6.48000  6.1800
#> rgpdi  10.54300 11.1270 11.2330  0.35427  9.89200 11.5750 -3.62190 23.2170
#> aetnf   2.25440  2.4115  2.3845  2.52570  2.30920  2.7407  2.34440  2.3640
#> pmici  49.10000 47.9000 51.6000 54.10000 55.10000 57.7000 55.80000 53.1000
#> noi    50.70000 48.7000 54.4000 57.10000 58.50000 61.6000 58.40000 52.3000
#> bsro    5.72080  2.8089  5.0318  0.87162  3.41590  6.2370 -1.09570  8.6428
#> sp500  -2.54370  3.0584 11.4120  4.80770  0.39923  1.7723  2.45420  1.4016
#>         1.00000  1.0000  1.0000  1.00000  1.00000  1.0000  1.00000  1.0000
#>          [,164]   [,165]    [,166]  [,167]   [,168]    [,169]   [,170]   [,171]
#> rgdp    0.51030  2.12390  -1.14700  2.1180 -1.21870   0.97859  3.74290  2.17960
#> cpi     3.63960  2.84080   3.80890  2.7941  1.12750  -0.29961  1.27570  3.13260
#> FFR     6.52000  6.47000   5.59000  4.3300  3.50000   2.13000  1.73000  1.75000
#> m2      4.68670  5.90740  10.33700  9.9202  8.89440   8.86530  6.95190  3.10720
#> pinc    6.92150  3.55730   7.12820  1.6356 -0.32036   1.14680  1.83330  3.61100
#> rpce    3.95970  3.53530   1.42460  1.0843  1.33930   5.85450  1.27800  2.11470
#> ip     -0.63572 -1.32440  -5.72590 -5.4791 -5.65390  -4.58820  2.68080  6.26050
#> UR      4.00000  3.90000   4.20000  4.4000  4.80000   5.50000  5.70000  5.80000
#> hs      7.31590  7.34210   7.38090  7.3963  7.37780   7.35880  7.45180  7.43310
#> pci     3.47830  6.01520   5.64580  1.3991 -5.34280  -7.42880 -1.15520  2.01950
#> pce     2.47390  2.20110   2.65860  1.9011  0.31125   0.26862  0.73424  3.07760
#> ahem    3.08020  5.81530   0.00000  3.2854  4.33900   4.55920  2.92260  2.37550
#> mi     -2.42660 -2.88020   3.31590  6.5504 15.54400   2.87400  6.15710 -0.57112
#> TMR10Y  5.89000  5.57000   5.05000  5.2700  4.98000   4.77000  5.08000  5.10000
#> rgpdi  -5.04840  0.23801 -18.85600 -1.4382 -7.17270 -20.11900 14.02500  4.00010
#> aetnf   0.77786  0.80955   0.54281 -1.0320 -1.21040  -2.40430 -1.37120 -0.37646
#> pmici  50.70000 47.00000  42.50000 42.4000 45.30000  43.40000 50.20000 53.00000
#> noi    50.30000 46.50000  39.90000 46.1000 51.60000  46.50000 59.90000 61.00000
#> bsro    0.16977  4.26540  -1.29120  6.2196  2.24760   5.11920  7.64730  1.26200
#> sp500   1.39280 -8.27110  -7.71250 -3.5925 -6.82590  -3.44680  1.31500 -6.40670
#>         1.00000  1.00000   1.00000  1.0000  1.00000   1.00000  1.00000  1.00000
#>            [,172]   [,173]   [,174]   [,175]  [,176]   [,177]   [,178]  [,179]
#> rgdp     1.918500  0.19287  2.02150  3.76510  6.7027  4.51060  2.38390  3.0491
#> cpi      2.147300  2.35850  4.09360 -0.65496  2.9736  1.51530  3.37140  3.1307
#> FFR      1.740000  1.44000  1.25000  1.25000  1.0200  1.00000  1.00000  1.0100
#> m2       7.417500  8.12400  6.55200  7.88150  8.0869 -0.36436  3.15560  8.4455
#> pinc     1.490300  3.04200  2.47300  5.29560  5.3144  5.78200  4.83960  6.6360
#> rpce     2.827100  1.66920  1.98370  4.46980  5.7742  2.94720  4.06620  2.4594
#> ip       2.364200 -0.15091  3.02780 -3.34900  1.9036  3.21310  2.73680  1.8184
#> UR       5.700000  5.90000  5.90000  6.10000  6.1000  5.80000  5.70000  5.6000
#> hs       7.436600  7.45590  7.45930  7.46970  7.5443  7.61870  7.55900  7.5689
#> pci      1.149400  3.99720 10.09900 -1.10960  4.1451  4.64640  4.05550  6.4044
#> pce      2.020100  1.82050  2.81850  0.35322  2.4365  1.61010  3.04320  2.8011
#> ahem     2.884300  5.96450  2.05390  0.76751  3.0554  3.78670  1.50470  1.9975
#> mi       1.443000  5.68750  7.71900 10.04500  8.5016  2.28200  5.43640  5.1240
#> TMR10Y   4.260000  4.01000  3.92000  3.62000  4.2300  4.29000  4.02000  4.6000
#> rgpdi   -0.054478 -0.71231  3.37570  2.10370 13.9000 13.87200  0.22984 14.0530
#> aetnf   -0.245040  0.10416 -0.55175 -0.73686  0.1014  0.92676  1.19060  2.1761
#> pmici   50.300000 49.70000 48.80000 48.00000 52.2000 57.90000 60.40000 60.8000
#> noi     51.800000 53.60000 52.40000 51.40000 59.6000 68.30000 67.20000 64.2000
#> bsro     3.511700 -0.80873  4.02740  6.67330  7.4451  2.94590  1.47580  2.9965
#> sp500  -18.323000 -1.46070 -3.65460  8.50410  5.8305  5.05090  6.20550 -1.5399
#>          1.000000  1.00000  1.00000  1.00000  1.0000  1.00000  1.00000  1.0000
#>          [,180]  [,181]   [,182]   [,183]  [,184]   [,185]   [,186]   [,187]
#> rgdp    3.49620  3.3585  4.35210  2.17610  3.2514  2.20700  4.82490  1.24240
#> cpi     2.54280  4.2714  2.01580  2.69410  6.0124  3.71210  2.07890  3.59340
#> FFR     1.43000  1.9500  2.47000  2.94000  3.4600  3.98000  4.46000  4.91000
#> m2      4.48160  5.3251  2.31150  2.78860  5.7029  5.33330  5.24520  4.25920
#> pinc    5.54340  8.2959  1.42010  6.11410  6.7708  6.76110 11.94900  4.25340
#> rpce    3.78000  4.1004  3.20100  4.15710  2.9801  1.50050  4.45980  2.11320
#> ip      2.49280  5.5778  5.28660  2.06230 -1.4730  3.18650  3.73760  2.53510
#> UR      5.40000  5.4000  5.30000  5.10000  5.0000  5.00000  4.70000  4.60000
#> hs      7.58930  7.5832  7.63630  7.62610  7.6497  7.63480  7.65920  7.52560
#> pci     1.32140  9.6453  3.33440  3.56010  9.0116  9.78040 -0.96735  3.61560
#> pce     2.32380  3.1452  2.07290  2.64260  4.3587  3.11940  1.84470  3.06420
#> ahem    2.97770  4.1808  1.70890  1.70160  2.1772  3.36340 -0.23931  0.95637
#> mi      4.94090  5.4646 -0.32111 -0.76001  2.1884  0.37811  1.36400 -0.20286
#> TMR10Y  4.30000  4.1700  4.30000  4.16000  4.2100  4.49000  4.57000  5.07000
#> rgpdi   6.11240  7.9909 11.22700 -5.11490  4.1385 11.82900  5.25270 -2.62040
#> aetnf   0.98965  1.7668  1.34400  2.19020  2.2318  1.40190  2.35910  1.51510
#> pmici  58.60000 56.6000 55.80000 51.80000 54.0000 56.30000 55.00000 53.60000
#> noi    60.90000 61.6000 57.20000 53.60000 58.6000 60.90000 59.00000 55.20000
#> bsro    1.47680  2.6740  3.88590 -1.01080  3.1823  0.56970  2.73940 -0.16459
#> sp500  -2.31330  4.3980  1.97060 -1.50150  2.4184 -0.26654  3.77070 -0.98909
#>         1.00000  1.0000  1.00000  1.00000  1.0000  1.00000  1.00000  1.00000
#>          [,188]   [,189]    [,190]  [,191]    [,192]   [,193]    [,194]
#> rgdp    0.34986  3.11210  0.261000  3.0701  2.685600  1.45750  -2.69510
#> cpi     3.75840 -1.64540  3.903100  4.5048  2.524100  4.87740   4.30940
#> FFR     5.25000  5.25000  5.260000  5.2500  5.070000  4.50000   3.18000
#> m2      5.72740  6.61320  5.746100  6.7903  6.252000  4.22950   7.69260
#> pinc    3.85910  5.37820  7.703900  4.3131  3.288400  4.51810   5.93290
#> rpce    2.41540  3.87810  2.325700  1.3315  1.581600  0.57215  -0.81079
#> ip      1.44510  0.60084  3.708000  4.7327  1.130900  0.95447  -1.38230
#> UR      4.60000  4.40000  4.500000  4.5000  4.700000  4.80000   5.00000
#> hs      7.43960  7.35880  7.286900  7.2800  7.161600  7.06130   6.96980
#> pci     0.71921 -4.81930  7.683300 10.0970  3.003200 12.23900   8.39350
#> pce     2.84360 -0.68063  3.708400  3.1580  2.258700  3.98340   3.41190
#> ahem    1.19230  4.26290  1.880100  3.9662  1.852900  2.99280   3.19820
#> mi     -3.14300  0.17526 -0.701500  1.9553 -0.058228  0.52375   2.00140
#> TMR10Y  4.90000  4.63000  4.680000  4.8500  4.730000  4.26000   3.66000
#> rgpdi  -4.10180 -9.58300 -3.697400  5.4464 -2.487500 -8.04200 -13.70300
#> aetnf   1.29290  1.06690  1.582000  1.0251  0.231950  0.70661   0.10126
#> pmici  53.00000 51.00000 50.700000 52.6000 51.400000 50.20000  48.70000
#> noi    55.30000 52.10000 52.500000 57.9000 55.800000 51.80000  46.70000
#> bsro   -2.16710  2.56790  0.084331  3.3295  4.482100  1.22200  -3.47340
#> sp500  -0.12394  7.66720  1.614100  4.1952 -1.081700 -0.57444 -11.05600
#>         1.00000  1.00000  1.000000  1.0000  1.000000  1.00000   1.00000
#>          [,195]    [,196]   [,197]   [,198]    [,199]  [,200]    [,201]
#> rgdp    1.97750  -1.98540  -8.6984  -5.5983  -0.42263  1.2696  3.806000
#> cpi     5.17020   6.11980  -9.2667  -2.7610   2.12080  3.4269  3.119500
#> FFR     2.09000   1.94000   0.5100   0.1800   0.18000  0.1600  0.120000
#> m2      6.85110   4.74640  12.6630  12.8240   4.64120  1.0664  2.100600
#> pinc    4.85010  -1.22630  -3.2292 -10.9920   1.99530 -1.3910  2.569500
#> rpce    0.75123  -3.16150  -4.7308  -1.3225  -1.71440  2.4898  0.048665
#> ip     -5.69190 -12.90200 -17.3240 -22.1100 -11.58700  4.7962  6.360400
#> UR      5.30000   6.00000   6.9000   8.3000   9.30000  9.6000  9.900000
#> hs      6.91870   6.75930   6.4968   6.2653   6.28040  6.3767  6.342100
#> pci    11.63200  10.68400 -28.0400 -10.5590   3.62610  5.3782  9.458800
#> pce     4.15840   4.06430  -5.7609  -2.2681   1.78260  2.5015  2.727800
#> ahem    2.26890   2.25610   4.0291   2.8849   1.10410  3.7312  2.178700
#> mi      3.42830  10.02800  27.3810  11.7140  12.53800  8.7312  5.352800
#> TMR10Y  3.89000   3.86000   3.2500   2.7400   3.31000  3.5200  3.460000
#> rgpdi  -7.19040 -11.29600 -37.2480 -48.9720 -24.94100 -3.5021 30.887000
#> aetnf  -1.37640  -2.06040  -4.7075  -6.7312  -5.62350 -2.9828 -1.595200
#> pmici  49.10000  48.00000  36.2000  35.5000  42.30000 52.6000 55.200000
#> noi    48.20000  45.20000  28.0000  35.0000  49.10000 62.5000 61.200000
#> bsro    3.82770   0.89268  -2.4648   3.0479   7.76930  6.3994  4.759600
#> sp500   0.50104 -10.14000 -30.2490 -11.5790   9.55280 10.3100  8.244200
#>         1.00000   1.00000   1.0000   1.0000   1.00000  1.0000  1.000000
#>          [,202]    [,203]    [,204]  [,205]  [,206]   [,207]   [,208]   [,209]
#> rgdp    1.57650  3.827600  2.740000  2.7690 -1.2990  3.13790  1.35380  4.75180
#> cpi     0.57278 -0.038651  1.231300  3.0673  4.1357  4.84370  2.60880  1.53950
#> FFR     0.13000  0.190000  0.190000  0.1900  0.1600  0.09000  0.08000  0.07000
#> m2      0.39234  4.150300  3.412900  5.0356  5.5920  7.61550 17.21000  6.44380
#> pinc    1.96970  5.861200  4.110000  5.3361 11.2040  3.62440  4.08900  0.58977
#> rpce    2.08300  3.210400  2.728000  4.1636  2.0520  1.46870  2.06120  2.36690
#> ip      8.12060  8.328700  6.040600  1.6964  2.5858  0.96222  4.83160  4.62540
#> UR      9.80000  9.600000  9.500000  9.6000  9.0000  9.10000  9.00000  8.60000
#> hs      6.42650  6.400300  6.363000  6.2953  6.3665  6.35260  6.42810  6.51030
#> pci     7.32380  0.213390  1.915400  9.8563 12.0390  9.14100  2.35060  1.94840
#> pce     1.36090  0.457860  1.181700  2.1222  2.9508  3.64180  2.26800  1.34090
#> ahem    1.51800  1.296600  1.937000  2.9947  3.3952 -0.63442 -0.42350  2.32370
#> mi      2.43750  3.710500  8.350700 15.0730 12.5650 12.09900 30.63400 13.21900
#> TMR10Y  3.72000  3.490000  2.790000  2.8600  3.4600  3.21000  2.43000  2.05000
#> rgpdi  12.79000 20.152000 12.793000 -3.5956 -7.8001 13.29600  2.49540 27.67400
#> aetnf  -0.47457  1.971600 -0.052165  0.9318  1.0579  2.00720  1.33460  1.64990
#> pmici  57.20000 57.600000 56.900000 57.6000 59.4000 56.20000 52.90000 52.20000
#> noi    60.10000 62.800000 55.400000 58.4000 62.9000 56.80000 51.90000 54.00000
#> bsro    1.43370  1.296400  2.576500  1.5187 -2.8766  1.30760 -0.37483  3.57170
#> sp500   2.81240  0.858900 -3.732200  8.8938  7.0792  0.29528 -7.88750 -0.30422
#>         1.00000  1.000000  1.000000  1.0000  1.0000  1.00000  1.00000  1.00000
#>         [,210]   [,211]   [,212]   [,213]   [,214]   [,215]   [,216]
#> rgdp    3.6422  1.19720  2.74700  0.14528  1.13920  2.44960  4.05270
#> cpi     2.0774  1.37380  1.69970  2.38480  1.18110  0.39980  2.14040
#> FFR     0.1000  0.15000  0.14000  0.16000  0.14000  0.12000  0.08000
#> m2      7.4128  5.72550  7.66330  8.29250  6.65680  4.64260  5.93400
#> pinc    7.3114  3.03530  1.45650 10.70100 -4.20590  4.57810  3.93060
#> rpce    2.8702  1.87160  1.68080  1.65860  2.23090  1.79600  1.95190
#> ip      5.2541  2.88410  0.27940  2.47230  4.04050  1.15790  2.45960
#> UR      8.2000  8.20000  8.00000  7.80000  7.70000  7.50000  7.20000
#> hs      6.5709  6.60800  6.66060  6.79790  6.86380  6.76730  6.78220
#> pci     1.7455 -2.52370  4.64670  3.44990  0.76263 -1.71800  2.85920
#> pce     2.2477  1.05670  1.67220  1.61270  1.07530 -0.11600  1.90050
#> ahem    1.2618  0.20992 -0.20992  2.09420  1.45950  0.41602  0.83074
#> mi     11.0110  8.01490 16.09100 12.16500  7.84470  8.43920  6.97450
#> TMR10Y  2.0400  1.82000  1.64000  1.71000  1.95000  2.00000  2.71000
#> rgpdi   9.9534 -1.62380  6.31810 -2.40270  4.61560  8.78150 15.87400
#> aetnf   2.3363  1.30500  1.22030  1.75090  1.89680  1.73800  1.57820
#> pmici  53.0000 52.30000 50.90000 50.60000 52.90000 50.20000 55.80000
#> noi    56.1000 54.80000 49.40000 51.20000 54.20000 51.00000 60.70000
#> bsro    1.4763  1.17790  1.68650 -1.62940  0.28533  1.93110  3.14030
#> sp500   9.0110 -0.19747  3.30960  0.81710  6.27080  6.14650  3.51090
#>         1.0000  1.00000  1.00000  1.00000  1.00000  1.00000  1.00000
#> 


## ------------------------------------------------
## Method `specify_bvar$get_prior`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_prior()
#> <PriorBVAR>
#>   Public:
#>     A: 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0  ...
#>     Gamma: 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0  ...
#>     Psi: 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0  ...
#>     S: 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 1 0 0 0 0 0 0  ...
#>     clone: function (deep = FALSE) 
#>     get_prior: function () 
#>     initialize: function (N, p, d = 0, stationary = rep(FALSE, N), is_homoskedastic = TRUE) 
#>     lambda: 21
#>     nu: 23
#>     sv_a: NA
#>     sv_s: NA


## ------------------------------------------------
## Method `specify_bvar$get_starting_values`
## ------------------------------------------------

spec = specify_bvar$new(us_macro_chan)
spec$get_starting_values()
#> <StartingValuesBVAR>
#>   Public:
#>     A: 0.0469084344804287 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ...
#>     S: 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1  ...
#>     Sigma: 0.0732012789807631 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 ...
#>     V: 0.00415922302280664 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0  ...
#>     clone: function (deep = FALSE) 
#>     df: 30
#>     get_starting_values: function () 
#>     h: -0.00552909864931753 0.00954259677245468 0.0016442010747 ...
#>     initialize: function (N, p, T, d = 0, is_homoskedastic = TRUE, is_normal = TRUE, 
#>     lambda: 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1  ...
#>     omega: 0.1
#>     rho: 0.5
#>     s_: 0.05
#>     set_starting_values: function (last_draw) 
#>     sigma2_omega: 1
#>     sigma2v: 0.01

R6 Class representing the specification of the BVAR model

Public fields

Methods

Public methods

Method new()

Usage

Arguments

Returns

Method get_normal()

Usage

Examples

Method get_homoskedastic()

Usage

Examples

Method get_centred_sv()

Usage

Examples

Method get_data_matrices()

Usage

Examples

Method get_prior()

Usage

Examples

Method get_starting_values()

Usage

Examples

Method clone()

Usage

Arguments

Examples

R6 Class representing the specification of the `BVAR` model

Method `new()`

Method `get_normal()`

Method `get_homoskedastic()`

Method `get_centred_sv()`

Method `get_data_matrices()`

Method `get_prior()`

Method `get_starting_values()`

Method `clone()`