d. IFL
Date: 082706 Time: 11:05 Sample: 1995:01 2005:12
Included observations: 131 Correlations are asymptotically consistent approximations
IFL,IBC-i IFL,IBC+i
i lag
lead .| . |
.| . | -0.1274
-0.1274 | . |
. | . | 1
-0.2837 0.0356
.| . | .| . |
2 -0.0718
-0.0584 . |. |
.| . | 3
0.0584 -0.1338
.| . | . |. |
4 -0.1128
0.0760 | . |
. | | 5
-0.1916 0.3234
.| . | . | |
6 -0.1456
0.2017 .| . |
. | . | 7
-0.0780 0.0446
. | . | . |. |
8 -0.0154
0.1293 . | . |
. | | 9
-0.0114 0.2793
. | . | . |. |
10 -0.0147
0.0789 .| . |
. | | 11
-0.0435 0.2649
| . | . | |
12 -0.1571
0.3179
e. IIPI
Date: 082706 Time: 11:06 Sample: 1995:01 2005:12
Included observations: 131 Correlations are asymptotically consistent approximations
IIPI,IBC-i IIPI,IBC+i
i lag
lead . | . |
. | . | 0.0135
0.0135 . | . |
.| . | 1
0.0023 -0.0583
. |. | . |. |
2 0.0766
0.0526 .| . |
. |. | 3
-0.1293 0.1111
. | . | | . |
4 -0.0102
-0.1673 . |. |
.| . | 5
0.0516 -0.1241
. |. | . | . |
6 0.0648
0.0257 .| . |
. | . | 7
-0.1231 -0.0089
.| . | .| . |
8 -0.0969
-0.1121 . | |
.| . | 9
0.1980 -0.1288
. | . | . | . |
10 0.0182
0.0221 . | . |
. | . | 11
0.0163 0.0461
. |. | . | . |
12 0.0792
-0.0292
f.
IDC
Date: 082706 Time: 11:07 Sample: 1995:01 2005:12
Included observations: 131 Correlations are asymptotically consistent approximations
IDC,IBC-i IDC,IBC+i
i lag
lead . |. |
. |. | 0.1469
0.1469 .| . |
. | . | 1
-0.0451 0.0332
. | . | | . |
2 -0.0403
-0.1757 .| . |
. | . | 3
-0.0496 0.0024
| . | . | |
4 -0.1599
0.2704 | . |
. | | 5
-0.2475 0.2677
| . | . |. |
6 -0.3366
0.1123 | . |
. |. | 7
-0.1715 0.0717
.| . | . | |
8 -0.0650
0.1598 .| . |
. | | 9
-0.1441 0.2091
| . | .| . |
10 -0.2414
-0.0691 | . |
. | | 11
-0.1758 0.2676
| . | . | |
12 -0.2344
0.3395
Lampiran 5. Lanjutan