First Order Autocorrelation (AR1)

[Agent1592]

Dear SAS Community:

I am interested in computing the first order autocorrelations for the following 3 variables. I have annual panel set data. Could you please help. I would like to estimate this AR1 procedure for each company id separately and then calculate the cross-sectional average AR1 coefficient for each company. 

data WORK.TEST;
  infile datalines dsd truncover;
  input companyid:32. date:DATE9. x:32. y:32. z:32.;
  format date DATE9.;
  label x="X" y="Y" z="Z”";
datalines4;
1004,31MAY1996,0.0565495631,-0.02310173,0.0057600161
1004,31MAY1997,0.0179971449,-0.02320123,0
1004,31MAY1998,0.0340357821,-0.021300139,0
1004,31MAY1999,0.039256568,-0.023482378,0
1004,31MAY2000,0.0135641392,-0.024794939,0
1004,31MAY2001,0.0656732027,-0.026468468,0
1004,31MAY2002,-0.046909387,-0.031675629,-0.072776785
1004,31MAY2003,0.050585403,-0.039573506,-0.005074124
1004,31MAY2004,0.0205444302,-0.037614974,0
1004,31MAY2005,0.0695655737,-0.038171066,0
1004,31MAY2006,-0.041358004,-0.029854345,0
1004,31MAY2007,-0.01989354,-0.03015924,-0.000355928
1004,31MAY2008,0.0124272215,-0.029333118,0.0032686985
1004,31MAY2009,0.0467880111,-0.029437877,0.0031607733
1004,31MAY2010,0.102033121,-0.025935317,-0.006581428
1004,31MAY2011,0.0637414328,-0.034803698,-0.01739011
1004,31MAY2012,0.0429106967,-0.036587293,-0.013351837
1004,31MAY2013,0.0762319248,-0.050821283,-0.00982732
1004,31MAY2014,0.0635599,-0.051557172,-0.006365083
1004,31MAY2015,-0.028382838,-0.081782178,-0.092409241
1004,31MAY2016,0.0222592053,-0.04909507,-0.004923376
1013,31OCT1995,0.0736320941,-0.043822567,-0.002364066
1013,31OCT1996,0.0825440804,-0.043958817,-0.001052337
1013,31OCT1997,0.0851359015,-0.053233836,-0.025172407
1013,31OCT1998,0.0631084272,-0.050061242,-0.00404971
1013,31OCT2001,0.0380045605,-0.079129496,-0.593631236
1013,31OCT2002,0.0528753714,-0.091504982,-0.453504632
1013,31OCT2003,0.0299946025,-0.045647313,-0.024828437
1013,31OCT2004,0.0021707163,-0.029199636,0.0003501155
1013,31OCT2005,0.0381758958,-0.043778502,-0.00514658
1013,31OCT2006,0.0540523768,-0.04219933,-0.009432791
1013,31OCT2007,0.0803490481,-0.038814597,-0.031731641
1013,31OCT2008,0.0914107236,-0.044091619,-0.082561166
1013,30SEP2010,0.0926415734,-0.043268905,-0.031197016
1021,30JUN1997,0.2667674011,-0.043429518,-0.004533047
1034,31DEC2000,0.0205683558,-0.04025993,-0.007842602
1034,31DEC2001,0.0499512972,-0.032473113,-0.031940479
1034,31DEC2002,0.0706161806,-0.038424867,-0.087233622
1034,31DEC2003,0.0674031498,-0.042563587,-0.00570909
1034,31DEC2004,0.0929025342,-0.04947446,-0.15698593
1034,31DEC2005,0.1523244977,-0.057510766,-0.014051521
1034,31DEC2006,0.0463019782,-0.049609648,-0.019207561
1034,31DEC2007,0.0364790225,-0.039588096,-0.005979824
1043,31JUL1996,-0.018098855,-0.038474102,0.0232232907
1043,31JUL1997,-0.34830735,-0.040890869,0
1043,31JUL1998,-0.060562238,-0.041652972,-0.014154561
1043,31JUL1999,0.0327884388,-0.047950723,0.0218905473
1045,31DEC1995,0.1117304152,-0.064379219,-0.020198405
1045,31DEC1996,0.1325071962,-0.058740303,-0.012001756
1045,31DEC1997,0.1396127181,-0.059478843,-0.004111881
1045,31DEC1998,0.1432542707,-0.057705241,-0.00856387
1045,31DEC1999,0.092885862,-0.044801838,-0.007836219
1045,31DEC2000,0.1198641895,-0.04585511,0
1045,31DEC2001,0.0155598185,-0.042751439,-0.043847629
1045,31DEC2002,-0.036706644,-0.045131662,-0.02996663
1045,31DEC2003,0.0204909649,-0.046948517,0.0126491647
1045,31DEC2004,0.0249191951,-0.044903208,-0.001077399
1045,31DEC2005,0.0347177488,-0.039464316,-0.001932531
1045,31DEC2006,0.0665294219,-0.039698061,-0.005078058
1045,31DEC2008,-0.055372393,-0.047944389,-0.045283019
1045,31DEC2009,0.0365594779,-0.043399638,-0.035419451
1045,31DEC2010,0.0494658801,-0.043566645,-0.009327168
1045,31DEC2011,0.0285139215,-0.04553841,-0.061304931
1045,31DEC2013,0.0159657505,-0.024126023,-0.051965561
1045,31DEC2014,0.0703662242,-0.034566265,0.0179342487
1045,31DEC2015,0.1290715687,-0.033233502,-0.004626665
1045,31DEC2016,0.1272379764,-0.035456567,-0.002593907
1050,31DEC1995,-0.007056102,-0.049739734,-0.005552342
1050,31DEC1996,0.0119552223,-0.045321161,-0.028692533
1050,31DEC1997,0.1476255283,-0.027576821,0.0017190746
1050,31DEC1998,-0.04904685,-0.03993538,-0.007495961
1050,31DEC1999,-0.016388307,-0.014273687,0
1050,31DEC2000,0.0470695578,-0.038553743,0.0006977243
1050,31DEC2001,0.0826324722,-0.043748821,-0.02606072
1050,31DEC2002,0.0792895859,-0.038327228,0
1050,31DEC2003,0.0387082665,-0.030252223,0
1050,31DEC2004,0.0433231279,-0.028866739,-0.015699454
1050,31DEC2005,0.0602797203,-0.027202797,-0.027109557
1050,31DEC2006,-0.065677027,-0.019449896,-0.010539976
1050,31DEC2007,0.0410006733,-0.016812555,-0.01686435
1050,31DEC2008,0.0423023405,-0.026462918,-0.003991101
1050,31DEC2009,0.1921176546,-0.032496936,-0.2442495
1050,31DEC2010,0.0392828014,-0.023505502,-0.01489484
1050,31DEC2011,0.110126662,-0.017631861,-0.018337639
1050,31DEC2012,0.1788340559,-0.013283176,-0.012401173
1050,31DEC2013,0.0693787729,-0.019071201,-0.004011063
1050,31DEC2014,0.039248006,-0.027193416,-0.005217622
1050,31DEC2015,0.0211032048,-0.027587635,-0.035730329
1050,31DEC2016,0.1395793307,-0.037909569,-0.136823803
1056,30JUN1995,0.1153803381,-0.043552602,0.0009591859
1056,30JUN1996,0.0555384445,-0.038081041,-0.284443568
1056,30JUN1997,0.1077029378,-0.053327082,-0.000703296
1056,30JUN1998,0.1100958091,-0.039355041,0.0048186558
1056,30JUN1999,0.068867422,-0.039669281,-0.019392795
1056,30JUN2000,0.0588644469,-0.036118806,0.0008282839
1056,30JUN2001,0.1521601795,-0.037388961,-0.035467942
1056,30JUN2002,0.050602107,-0.039125179,-0.053918013
1056,30JUN2003,0.0646792654,-0.044392891,-0.001881337
1056,30JUN2004,0.0437076412,-0.039637934,-0.007867375
1056,30JUN2005,0.0620684277,-0.041386863,-0.006020185
1056,30JUN2006,0.0575168254,-0.047755407,-0.010773923
1072,31MAR1996,0.1794629724,-0.08058641,0
1072,31MAR1997,0.1768932495,-0.086633723,0
1072,31MAR1998,0.1304158764,-0.083600581,0
1072,31MAR1999,0.1742873615,-0.089531587,0
1072,31MAR2000,0.1361887779,-0.075860008,0
1072,31MAR2001,0.3102146414,-0.072070524,0
1072,31MAR2002,0.1786233026,-0.081875787,-0.026185284
1072,31MAR2003,0.0719594616,-0.070520484,0
1072,31MAR2004,0.0500630442,-0.05623736,-0.057116322
1072,31MAR2005,0.0337920011,-0.047778694,0
1072,31MAR2006,0.0957224416,-0.038780856,0
1072,31MAR2007,0.1289941333,-0.028353766,-0.001384022
1072,31MAR2008,0.0862286743,-0.026336627,-0.001488328
1072,31MAR2009,0.0347076067,-0.035352189,-0.003580185
1072,31MAR2010,0.0977113242,-0.028356435,0.0000701928
1072,31MAR2011,0.0655728305,-0.020530015,-0.001346852
1072,31MAR2012,0.0601382813,-0.018999097,-0.00123014
1072,31MAR2013,0.0748637103,-0.018013486,-0.000606073
1072,31MAR2014,-0.02961734,-0.021052098,-0.000644448
1072,31MAR2015,0.0803529055,-0.017167036,-0.000609187
1072,31MAR2016,0.0690678429,-0.016163455,-0.000509997
1073,31DEC1995,-0.028505393,-0.096815614,-0.008988187
1075,31DEC1995,0.0794423251,-0.039486349,-0.001880364
1075,31DEC1996,0.0819162475,-0.04790304,-0.00331207
1075,31DEC1997,0.0930715605,-0.058655261,-0.013246493
1075,31DEC1998,0.0887733777,-0.06044871,0.0055915807
1075,31DEC1999,0.0961790759,-0.063091265,0.002602101
1075,31DEC2000,0.0978521785,-0.059376701,-0.00043124
1075,31DEC2001,0.0715294444,-0.057163544,0.0193857285
1075,31DEC2003,0.0945673504,-0.048959888,-0.000332411
1075,31DEC2004,0.0850865441,-0.043605338,0.0024048306
1075,31DEC2005,0.0644987103,-0.033702726,-0.003000182
1075,31DEC2006,0.0343491583,-0.056922158,0.0208360848
1075,31DEC2007,0.0585159065,-0.056476189,0.0164876155
1075,31DEC2008,0.0700138975,-0.052245279,0.0031406805
1075,31DEC2009,0.0873180442,-0.049980543,-0.017488592
1075,31DEC2010,0.0607033106,-0.03824463,0.0025477438
1075,31DEC2011,0.0858501605,-0.037661759,0.0080568877
1075,31DEC2012,0.0875303213,-0.035969794,0.0051068734
1075,31DEC2013,0.0853752171,-0.036444847,-0.00205949
1075,31DEC2014,0.0768242947,-0.034686547,0.0011612088
1075,31DEC2015,0.072817954,-0.038039272,0.0012630872
1075,31DEC2016,0.0639448777,-0.035303803,0.0028624266
1076,31DEC1996,0.4519113794,-0.35684972,-0.004957017
1076,31DEC1997,0.4398618108,-0.323696017,-0.006629571
1076,31DEC1998,0.4432017753,-0.360394454,-0.004603673
1076,31DEC1999,0.440607648,-0.354092862,0.0104582799
1076,31DEC2000,0.4368406247,-0.349937825,-0.01071037
1076,31DEC2001,0.4767369259,-0.386579925,0.0084517467
1076,31DEC2002,0.4583271305,-0.370186582,0.0209904724
1076,31DEC2003,0.1207454817,-0.387898619,0
1076,31DEC2004,0.0496053052,-0.395818577,-0.014054218
1076,31DEC2005,-0.007556071,-0.388031659,-0.013249623
1076,31DEC2006,0.0765215811,-0.403816432,0.426212171
1076,31DEC2007,0.0980662537,-0.399643902,0.3616687747
1076,31DEC2009,0.1463665835,-0.393029355,0.3623964778
1076,31DEC2010,0.0327953653,-0.365849307,0.4190624684
1076,31DEC2011,0.1770424327,-0.347845632,0.3246015184
1076,31DEC2012,0.0329599229,-0.364842197,-0.022151447
1076,31DEC2013,0.1688053039,-0.374952933,-0.023163614
1076,31DEC2014,-0.019928819,-0.414447967,-0.045733469
1076,31DEC2015,0.062718631,-0.486238353,-0.066607118
1076,31DEC2016,0.1779399756,-0.530127276,-0.075909037
1078,31DEC1995,0.2088248918,-0.060177231,-0.005105401
1078,31DEC1996,0.2141063853,-0.061667236,-0.004836144
1078,31DEC1997,0.217954745,-0.060339101,-0.012022484
1078,31DEC1998,0.2067839706,-0.059339464,-0.005797576
1078,31DEC1999,0.2029930252,-0.057218125,-0.005784793
1078,31DEC2000,0.2028113908,-0.054139714,-0.004574549
1078,31DEC2001,0.15310711,-0.050137225,-0.06397274
1078,31DEC2002,0.172427817,-0.048532093,-0.009982727
1078,31DEC2003,0.140235824,-0.047687617,-0.008086851
1078,31DEC2004,0.1775595399,-0.044797089,-0.011346348
1078,31DEC2005,0.1775635687,-0.046632907,-0.004888576
1078,31DEC2006,0.1473054249,-0.043085372,-0.070060063
1078,31DEC2007,0.1305296097,-0.046706188,-0.019791749
1078,31DEC2008,0.1731336354,-0.043348975,-0.013095696
1082,30APR1996,0.0040050753,-0.035780879,0
1082,30APR1997,0.0366998546,-0.037169805,-0.030054973
1082,30APR1998,0.0490812718,-0.023526696,0
1082,30APR1999,-0.064899749,-0.024759579,0
1082,30APR2000,0.068626879,-0.029831009,0
1082,30APR2002,0.0274573625,-0.034791788,-0.00076973
1082,30APR2003,-0.010149464,-0.031532447,0.0073038199
1082,30APR2004,-0.033292391,-0.027248044,0.0003393885
1082,30APR2005,0.0570557415,-0.033889989,-0.00418806
1082,30APR2006,-0.003930548,-0.026254532,0.0011257394
1082,30APR2008,-0.029302699,-0.028786604,-0.003058338
1094,30JUN1998,0.1018618377,-0.002275448,-0.002773202
1094,30JUN1999,0.0206246591,-0.004120289,-0.002472174
1094,30JUN2001,0.0228956101,-0.008642903,0.0043452217
1094,30JUN2002,0.1337908265,-0.014079151,-0.012402444
1094,30JUN2003,0.0739319457,-0.008403565,-0.024125843
1094,30JUN2004,0.131532362,-0.0074751,-0.01497692
1094,30JUN2005,-0.009327106,-0.008662802,-0.005462061
1094,30JUN2006,0.0969674414,-0.00935219,-0.00189685
1094,30JUN2007,0.0220874585,-0.009502435,-0.002095735
1094,30JUN2008,0.0693745135,-0.0107,-0.006249916
1094,30JUN2010,-0.066848968,-0.012059469,-0.009307702
1094,30JUN2011,0.0450419521,-0.01765357,-0.002842796
1094,30JUN2012,0.0443364074,-0.02319567,-0.007150495
1094,30JUN2013,0.0733729091,-0.02146987,-0.016822806
1094,30JUN2014,0.053540292,-0.017289053,-0.006760915
1094,30JUN2015,0.0170343873,-0.024192791,-0.006474415
1094,30JUN2016,0.0588614921,-0.029945745,-0.013007186
1095,31DEC1997,0.1051485632,-0.067169698,-0.016307225
1095,31DEC1998,0.0469559606,-0.087212061,0.109820135
1095,31DEC1999,-0.000316027,-0.077757761,0.0030221257
1095,31DEC2000,-0.117260871,-0.080325847,0.0030106083
1095,31DEC2001,-0.109553586,-0.102978117,0.0017387807
1097,31DEC1995,0.107049811,-0.012333566,-0.007516546
1099,30JUN1995,-0.01076934,-0.036775962,0
1099,30JUN1996,0.0655474291,-0.037677305,0
1099,30JUN1997,0.114629866,-0.039466337,0
1099,30JUN1998,0.1667216178,-0.047433784,0
1099,30JUN1999,0.1972310815,-0.052406495,0
1104,31DEC1995,0.02452662,-0.050700954,-0.176035223
1104,31DEC1996,0.2291659022,-0.050163297,0
1104,31DEC1997,-0.112435945,-0.035904478,0
1104,31DEC1998,0.0210409745,-0.044158361,0
1104,31DEC1999,0.0238358935,-0.047190254,0
1104,31DEC2000,0.0240079553,-0.035467374,0
1104,31DEC2001,0.1015714073,-0.035889555,0
1104,31DEC2002,0.0932213012,-0.031906438,-0.016634495
1104,31DEC2003,0.0875493183,-0.022873695,0
1104,31DEC2004,0.1873614673,-0.022686775,0
1104,31DEC2005,-0.015570689,-0.023160956,-0.011598212
1104,31DEC2006,-0.023500186,-0.023842837,-0.010250992
1104,31DEC2007,0.064089811,-0.020629056,-0.008384255
1104,31DEC2008,0.071900317,-0.022190912,-0.006340261
1104,31DEC2009,0.1555697369,-0.021697511,0.0035217093
1104,31DEC2010,-0.022891834,-0.017547044,-0.005768339
1104,31DEC2011,0.0373582992,-0.017710333,-0.007750534
1104,31DEC2012,-0.01876806,-0.01607006,-0.006310078
1104,31DEC2013,0.0951100927,-0.017700025,-0.007197521
1104,31DEC2014,0.0586195592,-0.021435416,-0.007086296
1104,31DEC2015,0.0132643913,-0.025202343,-0.006312868
1104,31DEC2016,0.0962027241,-0.026307214,-0.004790042
1109,31DEC1995,0.1312265667,-0.039635779,-0.001339047
1109,31DEC1996,-0.099173554,-0.045971074,-0.132747934
1109,31DEC1997,-0.131055201,-0.045812993,0
1109,31DEC1998,0.019138756,-0.038476874,0
1109,31DEC1999,-0.19946859,-0.055228696,-0.006073259
1109,31DEC2000,-0.054344392,-0.052922591,-0.003633491
1109,31DEC2001,-0.115835548,-0.100984837,-0.022666875
1109,31DEC2002,-0.025727069,-0.077181208,-0.005219985
1109,31DEC2004,-0.03659306,-0.054763407,-0.01022082
1109,31DEC2005,-0.101354507,-0.040051378,-0.021602055
1109,31DEC2007,-0.112367351,-0.025290092,0.0013884757
1109,31DEC2008,0.1080669711,-0.065956367,-0.086588872
1115,30SEP1995,0.0328706394,-0.040272059,-0.009485437
1115,30SEP1996,-0.040888827,-0.048411814,-0.007940931
1115,30SEP1997,0.0656296046,-0.049233073,-0.045508346
1115,30SEP1999,0.025911492,-0.073728835,-0.188553046
1117,31DEC1996,0.0030353678,-0.053061303,-0.025723782
1117,31DEC1997,0.1014684983,-0.056718775,-0.001231644
1117,31DEC1998,-0.000521862,-0.050098781,-0.03582212
1117,31DEC1999,-0.101474642,-0.065505623,0
1117,31DEC2000,-0.023178808,-0.077570296,0
1117,31DEC2001,0.0165692561,-0.059921693,0
1117,31DEC2002,0.1193217175,-0.061216553,-0.016957063
1117,31DEC2005,0.1056048335,-0.017611518,-0.004917084
1117,31DEC2006,0.2259672577,-0.015039937,-0.032090863
1117,31DEC2007,0.0870127716,-0.012937469,-0.018543705
1117,31DEC2008,-0.132486448,-0.012540004,-0.013813598
1117,31DEC2009,0.1772381528,-0.02138697,-0.009706884
1117,31DEC2010,-0.089187169,-0.023309956,-0.01577949
1117,31DEC2011,-0.004458819,-0.044336986,-0.010048042
1117,31DEC2012,0.1355712603,-0.039899882,-0.00262073
1117,31DEC2013,0.0584898451,-0.043353026,-0.006319255
1117,31DEC2014,0.1073649489,-0.03203915,-0.000540745
1117,31DEC2015,-0.074425207,-0.023169155,-0.000988618
1117,31DEC2016,0.2519979316,-0.022141783,-0.014996239
1121,31DEC1995,0.0658071414,-0.095098966,0.015018898
1121,31DEC1996,0.1013058928,-0.055554553,0.003039267
1121,31DEC1997,0.1381395308,-0.051748729,0.0034038308
1121,31DEC1998,0.1004871908,-0.07034839,0.0026239639
1121,31DEC1999,0.0634674183,-0.020716743,-0.001624307
1121,31DEC2000,0.0360277116,-0.015054325,-0.001321299
1121,31DEC2001,-0.103754179,-0.029626432,0.0495623869
1121,31DEC2002,0.0924896101,-0.027533149,-0.001212151
1121,31DEC2003,0.0432462511,-0.026234061,-0.003381512
1121,31DEC2004,0.0104247783,-0.027514716,-0.00179189
1121,31DEC2005,0.0584720881,-0.022580294,-0.000748412
1121,31DEC2006,0.0968415449,-0.032787509,-0.005762444
1121,31DEC2007,0.0257676959,-0.040806553,-0.005514248
1121,31DEC2008,0.0646624883,-0.074879342,-0.030991912
1121,31DEC2009,0.0893540924,-0.044029495,-0.018797038
1121,31DEC2010,0.1225601965,-0.045505385,-0.004039097
1121,31DEC2011,0.1473313272,-0.046119734,-0.041687784
1121,31DEC2012,0.1299019549,-0.049480216,-0.016402821
1121,31DEC2013,0.0981427507,-0.050231877,-0.005103977
1121,31DEC2014,0.1382953752,-0.075258059,-0.024464957
1121,31DEC2015,0.1047509405,-0.100873713,-0.050560204
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1151,30APR1996,0.0871516093,-0.051945811,-0.003926137
1154,31DEC1995,-0.0587773,-0.038178359,0
1154,31DEC1996,0.0572828658,-0.055480455,0
1154,31DEC1997,0.0253705954,-0.045054678,0
1154,31DEC1998,0.0469273743,-0.041806331,0
1154,31DEC1999,0.2246180623,-0.044720557,0
1154,31DEC2000,-0.135085893,-0.057261843,0
1154,31DEC2001,0.2468941162,-0.06703664,0
1154,31DEC2002,0.2291657581,-0.046182024,0
1161,31DEC1995,0.201862059,-0.086597754,-0.001020695
1161,31DEC1996,0.0232847092,-0.105758369,-0.00035132
1161,31DEC1997,0.113452135,-0.112214677,-0.006039933
1161,31DEC1998,0.0339558163,-0.109928173,-0.002032698
1161,31DEC1999,0.0593736708,-0.117760522,0.0044189892
1161,31DEC2000,0.2090165377,-0.100398163,-0.021195842
1161,31DEC2001,0.0296861725,-0.110295787,-0.011417609
1161,31DEC2002,-0.015822591,-0.134569255,-0.046135905
1161,31DEC2003,0.0416650163,-0.140346008,0.0179599385
1161,31DEC2004,0.1385124825,-0.156070783,0.0070131983
1161,31DEC2006,0.0978930554,-0.063664714,-0.029436373
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1161,31DEC2008,-0.090162866,-0.159348534,-0.216547231
1161,31DEC2009,0.0521039877,-0.124256444,0.0042961005
1161,31DEC2010,-0.082997583,-0.07715552,0.0425060435
1161,31DEC2011,0.0771094065,-0.063988696,-0.066209124
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1161,31DEC2015,-0.072692184,-0.053715021,-0.049533612
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1164,31DEC1995,0.0927987657,-0.046915618,-0.00431618
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1173,31JAN1997,-0.030670927,-0.039151902,-0.0015684
1173,31JAN1998,0.0813540814,-0.029101829,-0.013049413
1173,31JAN1999,-0.065239751,-0.029387275,-0.036293285
1173,31JAN2000,-0.031790638,-0.024589444,-0.006718187
1173,31JAN2001,0.0796814604,-0.03343734,-0.010012574
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1173,31JAN2004,0.1166183829,-0.043455359,0.0038451409
1173,31JAN2005,0.0258354547,-0.038563614,0.0074202459
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1183,31JAN1996,0.0300807923,-0.047995978,0.0134634272
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1186,31DEC2007,0.0837832819,-0.010146964,-0.02170464
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1186,31DEC2010,0.0878980269,-0.034995221,0.0017833407
1186,31DEC2011,0.1317893268,-0.051999876,-0.254572964
1186,31DEC2012,0.132425404,-0.051725489,-0.013562622
1203,31DEC1995,0.0407913845,-0.02008245,-0.000472432
1203,31DEC1996,0.0289646654,-0.021812089,-0.000197823
1203,31DEC1997,0.0761759548,-0.024829936,0
1203,31DEC1998,0.0815185691,-0.025790625,0
1209,30SEP1995,0.1234525447,-0.06568088,0.0032668501
1209,30SEP1997,0.1426402176,-0.063375713,-0.001228586
1209,30SEP1998,0.130006943,-0.065343944,-0.005607776
1209,30SEP1999,0.1322202659,-0.064015542,-0.002197802
1209,30SEP2000,0.1419503053,-0.069608851,-0.074771779
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1210,31MAR1999,-0.073278343,-0.031124113,0
1210,31MAR2000,0.0109876337,-0.038519385,-0.010695187
1210,31MAR2003,0.1086365341,-0.035118155,-0.000234434
1210,31MAR2004,0.1126494329,-0.028507203,-0.0263615
1210,31MAR2005,0.1357584305,-0.026297233,0.0020739143
1210,31MAR2006,0.0221544121,-0.028549931,-0.015842495
1210,31MAR2007,0.1000609385,-0.027056673,-0.020109689
1210,31MAR2008,0.0101435477,-0.017284312,-0.01633221
1210,31MAR2009,0.2335298729,-0.014927917,-0.010326846
1210,31MAR2010,0.1860897176,-0.014018376,-0.007701662
1210,31MAR2011,-0.131994974,-0.010695187,-0.006837907
1210,31MAR2012,0.021434883,-0.007924066,-0.018099934
1210,31MAR2013,0.1209818333,-0.01478297,-0.002024685
1210,31MAR2014,-0.014910937,-0.020203648,-0.008704763
1210,31MAR2015,0.1834499264,-0.019721097,0.0067884757
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1213,31DEC1996,0.1502277,-0.125166167,-0.00899786
1213,31DEC1997,0.2527517015,-0.124339939,-0.009572664
1213,31DEC1998,0.2297604452,-0.122888137,-0.008162086
1213,31DEC2000,0.2371553319,-0.118221979,-0.012395191
1213,31DEC2001,0.1645424549,-0.119275104,-0.009435874
1213,31DEC2002,0.1100657447,-0.101870803,-0.005128557
1228,30JUN1997,-0.093755528,-0.055015036,-0.170234094
1228,30JUN1998,0.1628701595,-0.118761648,-0.58335059
1228,30JUN1999,0.1076508092,-0.056400196,-0.0013487
1228,30JUN2000,-0.097253804,-0.036207801,-0.0351583
1228,30JUN2001,-0.321439526,-0.042633678,-0.001431346
1228,30JUN2004,-0.335232177,-0.029604695,-0.005869152
1228,30JUN2008,-0.227480496,-0.022476544,-0.014159535
1230,31DEC1995,0.0955535252,-0.070504035,-0.017054972
1230,31DEC1996,0.1699710233,-0.077855727,0.0046515175
1230,31DEC1997,0.1338464549,-0.067445046,0.0063922771
1230,31DEC1998,0.1791199908,-0.067097817,0.0012126112
1230,31DEC1999,0.1514150727,-0.061877896,0.0034402092
1230,31DEC2000,0.1007604563,-0.064942966,-0.009125475
1230,31DEC2001,0.0971021861,-0.070428741,-0.005965091
1230,31DEC2002,0.0432186621,-0.067587739,0.0020828271
1230,31DEC2003,0.1089837997,-0.062039764,-0.00064433
1230,31DEC2004,0.100149925,-0.061529235,0.0045277361
1230,31DEC2005,0.0717035865,-0.037816456,0.0125527426
1230,31DEC2006,0.1103235143,-0.038630399,-0.074194893
1230,31DEC2007,0.1073281525,-0.039502104,0.0042307778
1230,31DEC2008,0.0339771693,-0.042311192,-0.037575482
1230,31DEC2010,0.1103735598,-0.045947454,-0.002511661
1230,31DEC2011,0.1339749759,-0.047526468,-0.013435996
1230,31DEC2012,0.1367847411,-0.047956403,0.0188919164
1230,31DEC2013,0.168036999,-0.046248715,0.0423090099
1230,31DEC2014,0.1666397023,-0.047565119,-0.000970717
1230,31DEC2015,0.2424613501,-0.048982091,-0.003826726
1230,31DEC2016,0.139128689,-0.036438466,-0.002609918
1234,31DEC1997,0.054740573,-0.031964819,-0.069722031
1234,31DEC1998,0.0308036084,-0.054688405,-0.002549036
1234,31DEC2000,0.115716753,-0.064672633,0.0037996546
1234,31DEC2001,0.137959463,-0.071071912,-0.015181919
1234,31DEC2004,0.1659892001,-0.071089485,-0.001631854
1234,31DEC2005,0.1281891169,-0.068675927,-0.015012107
1234,31DEC2006,0.1337864929,-0.052259533,-0.001315625
1234,31DEC2007,0.2286206237,-0.055722816,-0.007179322
1234,31DEC2008,0.1689336211,-0.055074424,-0.005842934
1234,31DEC2011,0.1897279101,-0.040421261,-0.006467155
1234,31DEC2012,0.1884923946,-0.048841538,-0.014755151
1235,31DEC1996,0.1124361158,-0.052036549,-0.019115467
1235,31DEC1997,0.1396639079,-0.055503336,-0.034182352
1235,31DEC1998,0.1552619765,-0.050856153,-0.046602108
1239,30SEP2006,0.0995443734,-0.025760117,-0.004002947
1239,30SEP2007,0.0639859905,-0.021266369,-0.01196187
1239,30SEP2009,0.1335867329,-0.017872753,-0.007285557
1239,30SEP2010,0.0731900281,-0.015493471,-0.007704942
1240,31JAN1996,0.1918474551,-0.060796763,0
1240,31JAN1997,0.1393429775,-0.062431371,0
1240,31JAN1998,0.1656907326,-0.063004566,0
1240,31JAN2001,0.1107102873,-0.062258987,-0.00155492
1240,31JAN2002,0.1310202292,-0.064257531,-0.021293919
1240,31JAN2003,0.1356255342,-0.063506673,-0.007494576
1240,31JAN2004,0.1003637781,-0.062946603,-0.001883851
1240,31JAN2005,0.1146851619,-0.060127792,-0.006826498
1240,31JAN2006,0.0864529125,-0.064461978,-0.00391696
1243,31DEC1996,0.1052010724,-0.046219839,0.0196246649
1243,31DEC1997,0.0759560532,-0.046059582,-0.004542573
1243,31DEC1998,0.0746389254,-0.046661953,-0.017270983
1243,31DEC1999,0.120012184,-0.048431313,-0.003045995
1243,31DEC2000,0.0579127506,-0.030477536,-0.003802901
1243,31DEC2002,0.0920287376,-0.047610902,-0.002052686
1243,31DEC2003,0.0575773696,-0.028882561,-0.003536002
1243,31DEC2004,0.0561470862,-0.040100777,-0.010257641
1243,31DEC2005,0.062129289,-0.040543584,-0.020609655
1244,31MAY1996,0.2548478466,-0.003558719,-0.004502869
1244,31MAY1997,0.2246261744,-0.003771338,-0.003440519
1244,31MAY1998,0.3283035005,-0.003604374,0.0017105504
1244,31MAY1999,-0.120806658,-0.0131242,0.0003201024
1244,31MAY2000,0.0510667584,-0.070887818,-0.005781142
1244,31MAY2001,0.2278061359,-0.104351944,-0.043887807
1244,31MAY2002,0.2166476103,-0.1254059,-0.011662474
1244,31MAY2003,0.1799803454,-0.171884506,-0.002948196
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1246,30SEP1996,0.0879871188,-0.022017255,-0.004228916
1246,30SEP1997,0.0371330265,-0.029413102,-0.011279731
1246,30SEP1998,0.0468451133,-0.035229116,-0.012705095
1246,30SEP1999,0.0778428952,-0.033934387,-0.018808501
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1246,30SEP2006,0.0302599345,-0.022703228,-0.013517348
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1254,31DEC1995,0.0401938793,-0.047750145,0.00652584
1254,31DEC1996,0.0738644757,-0.049400152,0.0118975554
1254,31DEC1997,0.1066806742,-0.05194633,0.0038866775
1254,31DEC1998,0.0842480257,-0.055118208,-0.011362447
1254,31DEC1999,0.0779174619,-0.047328142,-0.009794679
1254,31DEC2000,0.0625913859,-0.043399447,0
1254,31DEC2001,0.0977506752,-0.048842315,-0.033978473
1254,31DEC2002,0.03483668,-0.044265381,-0.002767956
1254,31DEC2003,0.0772727273,-0.041477273,0.0068181818
1254,31DEC2004,0.0973003375,-0.044994376,0
1254,31DEC2005,0.1342346692,-0.040560116,-0.000965717
1254,31DEC2006,0.0470901821,-0.037760995,-0.00444247
1254,31DEC2007,0.0500201694,-0.037515127,-0.006857604
1254,31DEC2008,0.1170212766,-0.042978723,-0.001276596
1254,31DEC2010,0.0601202405,-0.042885772,0.0176352705
1254,31DEC2011,0.0338050314,-0.042845912,0.0102201258
1254,31DEC2012,0.0545857106,-0.061738908,-0.007408669
1254,31DEC2013,0.1567732116,-0.055835937,-0.005527517
1254,31DEC2014,0.1182051648,-0.049721786,-0.001783421
1254,31DEC2015,0.1469038208,-0.049946101,-0.009522098
1254,31DEC2016,0.0782932275,-0.048176631,-0.005805011
1255,31DEC1995,0.0368140899,-0.10177757,-0.031077536
1259,31JUL1998,-0.942541236,-0.018669567,-0.036251586
1259,31JUL2005,-1.210322317,-0.005915953,-0.013055896
1259,31JUL2006,-0.444529004,-0.002536783,-0.125909014
1259,31JUL2007,-0.944501279,-0.004987212,-0.315984655
1259,31JUL2008,-0.555639098,-0.009586466,-0.461466165
1260,31JUL1995,0.2671997025,-0.138620305,0
1260,31JUL1996,0.1795511222,-0.066797292,0
1260,31JUL1997,-0.093689005,-0.099978313,-0.568206463
1266,31AUG1998,0.0308071756,-0.036130643,0.0000765967
1266,31AUG1999,0.0238717325,-0.034125234,-0.00238335
1266,31AUG2000,0.0143603428,-0.028941179,0.0006049436
1266,31AUG2001,0.0521006621,-0.038775442,0.0000893186
1266,31AUG2002,0.0496847481,-0.036381637,-0.004481267
1266,31AUG2004,0.0575465283,-0.027320959,-0.002556224
1266,31AUG2005,0.0486648849,-0.028087075,-0.001336326
1266,31AUG2007,-0.188420966,-0.03122252,-0.007793169
1266,30SEP2009,0.081938722,-0.037675731,-0.051104952
1266,30SEP2010,0.0376713961,-0.038243379,-0.008484406
1266,30SEP2011,0.0930208015,-0.040697642,-0.012653095
1266,30SEP2012,0.1276940616,-0.04554173,-0.013318349
1266,30SEP2013,0.0675216254,-0.048657212,-0.007734862
1266,30SEP2015,0.0735290286,-0.031779495,-0.005901255
1266,30SEP2016,0.0661859932,-0.033536678,-0.005180285
1278,31DEC1997,-0.005706715,-0.037544573,0.0040550443
1278,31DEC1998,-0.05591339,-0.031673605,-0.088882833
1278,31DEC1999,-0.001367664,-0.042142814,-0.039765045
1279,31DEC2004,0.0560202495,-0.038012236,-0.005885039
1279,31DEC2005,0.0567976023,-0.038907503,0.001924683
1279,31DEC2006,0.0892264038,-0.034635705,0.007922295
1279,31DEC2007,0.0964064422,-0.028986163,0.0042835127
1279,31DEC2008,0.0796790468,-0.026345364,0.0046162962
1279,31DEC2009,0.0689958668,-0.025670673,0.0092414424
1279,31DEC2010,0.0675731629,-0.028909058,-0.000761854
1281,31DEC1996,0.1158066025,-0.045034006,-0.006484585
1281,31DEC1997,0.0502300591,-0.037248777,0.0035378757
1281,31DEC1998,-0.009336641,-0.052907632,-0.036534682
1281,31DEC1999,0.0148107126,-0.055224509,-0.008823073
1281,31DEC2000,-0.005464862,-0.050779879,0.0016384016
1281,31DEC2002,0.1329149985,-0.030133689,0
1283,31DEC1995,0.0124351062,-0.010658662,0.0003675401
1283,31DEC1996,0.0281707756,-0.01281911,0.0008754514
1283,31DEC1997,0.0141299831,-0.01782232,0.0000959049
1283,31DEC1998,0.0624455557,-0.023842555,0.0010001613
1283,31DEC2001,0.007130822,-0.044755687,-0.021557949
1283,31DEC2002,0.1123181985,-0.03819364,-0.000790589
1283,31DEC2003,0.0598610146,-0.035010424,-0.002626824
1297,31DEC1995,0.1738963555,-0.042586495,-0.05098265
1297,31DEC1996,0.0840598084,-0.03054394,-0.001930805
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1297,31DEC1998,-0.067399313,-0.023393424,-0.032475961
1297,31DEC1999,0.0016717912,-0.021304621,-0.052565946
1300,31DEC1995,0.0975531488,-0.049097473,0.0167669475
1300,31DEC1996,0.0932262842,-0.046924936,-0.00974355
1300,31DEC1997,0.0952797841,-0.044429853,0.0061282556
1300,31DEC1998,0.0767994859,-0.039138817,0.0088688946
1300,31DEC1999,0.1009053428,-0.037446338,-0.037233816
1300,31DEC2000,0.0790069513,-0.039523337,-0.006395233
1300,31DEC2001,0.0823908198,-0.038223396,-0.081606538
1300,31DEC2002,0.0863601727,-0.024347763,-0.088646177
1300,31DEC2003,0.0749386587,-0.020276718,0.0137677208
1300,31DEC2004,0.0725323546,-0.02092589,-0.004732471
1300,31DEC2005,0.0756177618,-0.021582957,0.0091348238
1300,31DEC2006,0.1037781584,-0.025661743,-0.003102679
1300,31DEC2007,0.1156929448,-0.024759651,-0.005945866
1300,31DEC2013,0.0954110267,-0.02176736,0.0023990316
1308,31DEC2004,0.0406773743,-0.044617917,-0.008541999
1308,31DEC2005,0.0260492883,-0.048494776,-0.005809763
1308,31DEC2006,0.0590746054,-0.025533784,-0.005485916
1308,31DEC2007,0.0982056502,-0.055219085,-0.005308542
1308,31DEC2008,0.102321391,-0.062787901,-0.114268562
1308,31DEC2009,0.0513640318,-0.078870463,0.0173335678
1308,31DEC2010,0.0510534967,-0.084727831,-0.007807329
1318,31DEC2001,0.1642081053,-0.092608454,0.0076532635
1318,31DEC2002,0.1583308418,-0.07191365,-0.020104826
1318,31DEC2003,0.1804502704,-0.074887012,-0.009693238
1318,31DEC2004,0.1485692948,-0.078277733,-0.010624138
1318,31DEC2005,0.1379705244,-0.0617413,-0.000499727
1324,31MAR1996,0.0139651018,-0.064686584,-0.002322678
1324,31MAR1997,0.0178915326,-0.05519662,0.0057153507
1324,31MAR1998,0.1486507444,-0.043152916,-0.001163151
1324,31MAR1999,0.0913965043,-0.046109304,-0.004360725
1324,31MAR2000,0.0690725244,-0.04818689,0.0018131102
1324,31MAR2001,0.0979728641,-0.050243321,-0.019723484
1324,31MAR2002,0.1261759253,-0.052873721,-0.115738515
1327,31MAR1996,0.016838365,-0.061360593,-0.003725654
1327,31MAR1997,-0.083904188,-0.090202749,-0.023217323
1327,31MAR2002,0.0112426017,-0.066443333,-0.007908414
1327,30SEP2004,0.0786383711,-0.035119601,-0.016591291
1327,30SEP2005,0.0456264001,-0.034707449,-0.022450778
1327,30SEP2006,0.0249666207,-0.03883829,-0.058791596
1327,30SEP2007,0.071247525,-0.036718805,-0.020946157
1327,30SEP2008,0.1405049272,-0.043198805,-0.03283394
1327,30SEP2009,0.1550542084,-0.037979054,-0.032312521
1327,30SEP2010,0.1425540839,-0.035422096,-0.029962559
1327,30SEP2011,0.1935146681,-0.041242305,-0.031384546
1327,30SEP2012,0.1334984831,,-0.083917972
1327,30SEP2013,0.2141785607,-0.044318718,-0.033560499
1327,30SEP2014,0.2597350192,-0.04126034,-0.021285897
1327,30SEP2015,0.2669247728,-0.052642899,-0.01718019
1327,30SEP2016,0.2841987861,-0.064273487,-0.013643202
1331,30APR1996,0.1054425986,-0.035406758,-0.009687127
1331,30APR1997,0.0643870362,-0.028218842,-0.017557937
1331,30APR1998,0.0842348067,-0.032120072,-0.027650408
1331,30APR1999,0.0355461484,-0.015347318,-0.009419483
1331,31DEC2000,0.0449495784,-0.03316066,0.0016372569
1331,31DEC2001,0.0280403514,-0.039234158,-0.013669537
1334,31DEC2000,-0.374160049,-0.074272042,-0.003054368
1351,31DEC1995,0.0924738411,-0.040271009,-0.009145667
1351,31DEC1996,0.1685926829,-0.039669741,-0.008836141
1351,31DEC1997,0.092723148,-0.042653419,0
1356,31DEC1997,0.1444157116,-0.057656114,-0.016020688
1356,31DEC2000,0.0899624499,-0.038465179,-0.013032091
1356,31DEC2001,0.0850290954,-0.044612943,-0.028954329
1356,31DEC2003,0.0766295607,-0.037904828,-0.010469553
1356,31DEC2005,0.0497388414,-0.037600902,-0.018488841
1356,31DEC2006,0.0690369255,-0.034424334,-0.023854987
1356,31DEC2007,0.0801742133,-0.032703657,-0.021879752
1356,31DEC2009,0.0354803493,-0.034076731,-0.014114161
1356,31DEC2010,0.0575420558,-0.036927697,-0.011223373
1356,31DEC2011,0.0546610169,-0.036914257,-0.010244267
1356,31DEC2012,0.0372582692,-0.036387167,-0.005375943
1356,31DEC2013,0.0441497398,-0.039785127,-0.072407812
1356,31DEC2014,0.0447605551,-0.036685473,-0.035081152
1359,31DEC1995,0.1188382602,-0.016297221,-0.019580352
1359,31DEC1996,0.0837826114,-0.013633265,-0.011960092
1359,31DEC1997,-0.135772714,-0.024320771,-0.023225241
1359,31DEC1998,0.0914800482,-0.030387617,-0.013576096
1360,31MAR1999,-0.460621833,-0.193809067,-0.2303794
1360,31MAR2000,-0.035607955,-0.120519233,0.0025008932
1360,31MAR2001,0.148410476,-0.099159941,-0.044803163
1360,31MAR2002,0.1148555708,-0.141076341,-0.01985901
1360,31MAR2003,0.1485403266,-0.177931717,-0.011776348
1360,31MAR2005,0.0956489585,-0.112288919,-0.046037224
1360,31MAR2006,0.0321252413,-0.089641861,-0.013339052
1363,31JUL1996,0.3892206077,-0.294002642,-0.065363276
1363,31JUL1998,0.5076041555,-0.38358145,-0.08760844
1363,31JUL1999,0.5335092846,-0.361956829,-0.104486757
1363,31JUL2000,0.4980872824,-0.361542665,-0.092942462
1363,31JUL2002,0.4792527225,-0.399126925,-0.177478408
1363,31JUL2003,0.6055894411,-0.417408259,-0.174332567
1372,31AUG1995,0.0674203351,-0.062746603,0.0034573413
1372,31AUG1996,0.124947533,-0.064735882,-0.008781021
1372,31AUG1997,0.0602749362,-0.040208835,0
1372,31AUG1998,0.017002396,-0.056993522,-0.018640518
1372,31AUG2000,0.0839762191,-0.068692676,0.0125024459
1372,31AUG2001,0.021792496,-0.073910484,-0.000239813
1372,31AUG2002,0.0688789676,-0.080637925,-0.002925302
1380,31DEC1997,0.1575383771,-0.113578862,-0.00262218
1380,31DEC1998,0.0658111276,-0.103568154,-0.032210903
1380,31DEC2001,0.1275294424,-0.078664845,0
1380,31DEC2002,0.1481676972,-0.114613181,-0.082943749
1380,31DEC2003,0.1130658657,-0.091539727,0
1380,31DEC2004,0.1166625797,-0.069151545,0
1380,31DEC2005,0.0962594821,-0.066596913,0
1380,31DEC2006,0.1558203892,-0.069808963,0
1380,31DEC2007,0.1342084115,-0.066702384,0
1380,31DEC2008,0.1597467557,-0.082689146,0
1380,31DEC2009,0.1033768878,-0.093398948,-0.004344137
1380,31DEC2010,0.1279805628,-0.094699966,-0.003164199
1380,31DEC2011,0.1273507768,-0.089508381,-0.0026574
1380,31DEC2012,0.13029166,-0.095462812,-0.002278953
1380,31DEC2013,0.1139074706,-0.08532535,-0.001403377
1380,31DEC2014,0.1157136192,-0.096739074,-0.002255171
1380,31DEC2016,0.0277768072,-0.15558506,-0.010062541
1382,31DEC2005,0.0066053992,-0.016944285,-0.015221137
1382,31DEC2006,0.0815733897,-0.027323126,-0.011747624
1382,31DEC2007,0.0549751244,-0.026616915,0.0190298507
1382,31DEC2008,-0.135846964,-0.036041031,-0.185056834
1382,31DEC2009,0.0079152133,-0.043332439,0.0560772739
1382,31DEC2010,0.1028264484,-0.04271646,0.0054994245
1382,31DEC2011,0.0566286743,-0.038992202,0.0041991602
1382,31DEC2012,0.1082375479,-0.035972754,0.0196892295
1392,31DEC1995,0.0495270455,-0.063547668,-0.015979412
1392,31DEC1996,-0.063748274,-0.065760296,-0.119455977
1397,31DEC1995,0.0520747182,-0.039883092,-0.018442306
1397,31DEC1996,0.0891693285,-0.042693697,-0.019660518
1397,31DEC1997,0.084895524,-0.048387312,-0.020544837
1397,31DEC1998,0.1169179768,-0.045018584,-0.023044944
1397,31DEC1999,0.0728477591,-0.047174911,-0.014808464
1397,31DEC2000,0.0097694305,-0.047307644,0.005203045
1397,31DEC2001,0.0199053557,-0.050361623,-0.007449754
1397,31DEC2002,0.0444192666,-0.04841794,-0.009135878
1397,31DEC2003,-0.018403487,-0.056437776,-0.008425278
1397,31DEC2004,0.1099089463,-0.049366002,-0.007405322
1397,31DEC2010,0.0225594417,-0.036468392,-0.024068814
1397,31DEC2011,-0.004460133,-0.036071429,-0.021686047
1408,31DEC1995,0.0737545504,-0.032102429,-0.017665686
1408,31DEC1996,0.0499147745,-0.028913533,-0.003977189
1408,31DEC1997,0.2518113072,-0.034958588,-0.029312207
1408,31DEC1998,0.0549207169,-0.034118239,0.0015897387
1408,31DEC2000,0.0819555525,-0.04106452,-0.088426641
1408,31DEC2001,0.1213190213,-0.041257145,-0.018355374
1408,31DEC2002,0.1351722716,-0.030692865,0.0005667961
1408,31DEC2003,0.1062069336,-0.025870059,-0.002565515
1408,31DEC2004,0.1004490334,-0.028032878,-0.004109798
1408,31DEC2005,0.0608036965,-0.016998068,-0.009052002
1408,31DEC2006,0.0669948119,-0.017363975,0.0005658461
1408,31DEC2007,0.069162923,-0.020090421,-0.003582457
1408,31DEC2008,0.0676155112,-0.021956847,-0.058162902
1408,31DEC2009,0.0700289396,-0.020589139,-0.01064621
1408,31DEC2010,0.0607954052,-0.01933682,-0.001167625
1408,31DEC2011,0.0606663285,-0.026615767,-0.02968579
1408,31DEC2012,0.0437888594,-0.012793942,-0.004156584
1408,31DEC2013,0.0493668969,-0.014094843,-0.014852004
1410,31OCT2003,0.07555689,-0.018629795,-0.008221281
1410,31OCT2004,0.0399869915,-0.020969136,-0.005508448
1410,31OCT2005,0.0414413916,-0.021678415,-0.001230483
1410,31OCT2006,0.1282793813,-0.020412802,-0.003527592
1410,31OCT2007,0.0484485662,-0.016732803,-0.008218276
1410,31OCT2008,0.0440715059,-0.01811392,-0.008977923
1410,31OCT2009,0.0926080414,-0.021907724,-0.009325163
1410,31OCT2010,0.0967694861,-0.023449153,-0.005001711
1410,31OCT2011,0.0851192649,-0.028015565,-0.007026502
1410,31OCT2012,0.0805734489,-0.027228553,-0.007390661
1410,31OCT2013,0.0638498968,-0.028496118,-0.007843393
1410,31OCT2014,0.0550412696,-0.026129782,-0.009074741
1410,31OCT2015,0.0675876826,-0.026514094,-0.008000744
1410,31OCT2016,0.036603542,-0.025206032,-0.021786779
1411,31DEC1995,0.1163269734,-0.052183063,0
1411,31DEC1996,0.1155008502,-0.050553465,0
1411,31DEC1997,0.089743975,-0.042911233,0
1411,31DEC1998,0.1395314098,-0.040780895,0
1439,31DEC1995,0.022746988,-0.064131435,-0.289577218
1439,31DEC1996,0.0522079837,-0.054358912,-0.077918144
1439,31DEC1997,0.030325812,-0.0315551,-0.002011561
1439,31DEC1998,0.0275404531,-0.051003236,0
1439,31DEC1999,-0.042833439,-0.035135736,-0.002206675
1439,31DEC2000,0.0186159696,-0.030844106,-0.001201521
1439,31DEC2001,0.0394706533,-0.05793329,-0.000944439
1439,31DEC2002,0.0875753228,-0.075799139,-0.000780488
1439,31DEC2003,0.2175577102,-0.104658842,-0.315027167
1439,31DEC2004,0.2760736991,,-0.085339168
1439,31DEC2005,0.2373783098,,-0.026769048
1439,31DEC2006,0.1990849761,,-0.078353726
1439,31DEC2007,0.2617957566,-0.085491476,-0.004996754
1439,31DEC2008,0.2396642446,-0.083320283,-0.006303245
1439,31DEC2009,0.2974802284,-0.073151008,-0.005296696
1439,31DEC2010,0.0686867664,-0.042042982,0.0009983943
1439,31DEC2011,0.2131962406,-0.08215689,-0.012907971
1439,31DEC2012,0.1608366027,-0.076600181,0.0024737761
1439,31DEC2013,0.1651572419,-0.058281984,-0.012200721
1439,31DEC2014,0.0775872284,-0.038349522,-0.003555995
1439,31DEC2015,0.0926790218,-0.063796411,-0.016083172
1439,31DEC2016,0.0961192684,-0.053887172,-0.004041731
1440,31DEC1999,0.0380212211,-0.02620067,0.0129839911
1440,31DEC2000,0.0275537142,-0.024693848,-0.003189851
1440,31DEC2001,0.0624563778,-0.030731161,0.0079736046
1440,31DEC2002,0.0482714948,-0.041535937,-0.041737428
1440,31DEC2003,0.0628129763,-0.036441324,-0.017962116
1440,31DEC2004,0.0749213859,-0.037503967,0.0100106742
1440,31DEC2005,0.0518909654,-0.036437023,0.0205683954
1440,31DEC2006,0.0719193408,-0.039934715,-0.005949404
1440,31DEC2007,0.0591586979,-0.039092305,0.004583065
1440,31DEC2008,0.057047946,-0.034791274,0.0089469605
1440,31DEC2010,0.052759885,-0.035278961,0.0176593004
1440,31DEC2011,0.0725350899,-0.034314383,0.0204316106
1440,31DEC2012,0.069968915,-0.035278754,-0.002740633
1440,31DEC2013,0.0727833517,-0.033218705,0.0004608785
1440,31DEC2014,0.0773564972,-0.034762631,0.0062381567
1440,31DEC2015,0.0781170207,-0.034931772,0.0001718461
1441,31JUL2001,-0.721039572,-0.019198119,-0.028927779
1441,31JUL2002,-0.381231814,-0.02371484,-0.263773036
1441,31JUL2003,-0.215139682,-0.014478822,-0.058936618
1441,31JUL2004,-0.012248967,-0.003916821,0
1441,31JUL2005,0.0191363297,-0.002829081,0.06357425
1444,31JUL1996,0.2854942798,-0.008140217,0
1444,31JUL1997,0.1800991639,-0.006999806,-0.000972195
1444,31JUL1998,0.1978571766,-0.005758248,0
1444,31JUL1999,0.1002326984,-0.002844092,0
1444,31JUL2000,-0.169673995,-0.004245641,-0.104675259
1444,31JUL2001,-0.013351648,-0.001428571,-0.045549451
1446,31DEC1995,0.1892007044,-0.184900301,-0.025382037
1446,31DEC1996,0.146994531,,-0.198833885
1468,29FEB1996,0.0163632847,-0.037550004,-0.03121049
1468,28FEB1997,0.0720816629,-0.030239987,-0.002388625
1468,28FEB1998,0.0909607753,-0.030721956,-0.002338422
1468,28FEB1999,0.0873250754,-0.027713894,-0.004226794
1468,29FEB2000,0.0669261866,-0.025552992,-0.016897652
1468,28FEB2001,0.040485621,-0.036155724,-0.013458704
1468,28FEB2002,0.0139009826,-0.032240215,-0.028058562
1468,28FEB2003,0.029812083,-0.025080105,0.0056100336
1468,29FEB2004,0.1175030082,-0.025792538,-0.006325651
1468,28FEB2005,0.1404058482,-0.022497385,-0.01540289
1468,28FEB2006,0.1254771375,-0.02443575,-0.023089625
1468,28FEB2007,0.1505201286,-0.027769436,-0.010654511
1468,29FEB2008,0.1349336189,-0.02689772,-0.00515565
1468,28FEB2009,0.0509419803,-0.034883818,-0.211956719
1468,28FEB2010,0.1291078815,-0.029526343,-0.020458261
1468,28FEB2011,0.116205601,-0.026529667,-0.010857335
1468,29FEB2012,0.0752118152,-0.025315206,-0.046456065
1468,28FEB2013,0.1027898978,-0.031200603,-0.02280508
1478,31DEC1995,0.0708266373,-0.031794385,-0.04492639
1478,31DEC1996,0.1153820267,-0.031660098,-0.047911502
1478,31DEC1997,0.0814139238,-0.033710505,-0.007265507
1478,31DEC1998,0.0718560707,-0.031531517,-0.02036499
1478,31DEC1999,0.0912564512,-0.028542253,-0.223150179
1478,31DEC2000,0.026309963,-0.02536683,-0.200224952
1478,31DEC2001,-0.19361068,-0.026459904,0.2996711239
1478,31DEC2002,0.0071448496,-0.01864593,0.0431494595
1478,31DEC2003,0.0938099483,-0.017333216,-0.046395322
1478,31DEC2004,0.0856011995,-0.018507418,-0.089984854
1478,31DEC2005,0.0656129219,-0.021954472,0.066266138
1478,31DEC2006,0.0892130383,-0.022013933,0.0582415252
1478,31DEC2007,0.1375480537,-0.021506027,0.001531839
1478,31DEC2008,0.1197546796,-0.022882911,0.0027471102
1485,31DEC1995,0.1620865349,-0.09921796,-0.003185584
1485,31DEC1996,0.1578858565,-0.099759565,0.0051461594
1485,31DEC1997,0.177986503,-0.099490903,0.0015785943
1485,31DEC1998,0.1587511139,-0.089672926,0.0036634872
1494,30APR1996,0.1665290768,-0.106870787,0.0035111552
1494,30APR1997,0.1505633067,-0.113668582,0.0051387749
1495,29FEB1996,0.2943136384,-0.032474456,0.0007996446
1496,31DEC1996,0.0472055888,-0.062075848,-0.004590818
1496,31DEC1997,0.1297052557,-0.053355824,-0.005149148
1496,31DEC1998,0.2811432814,-0.047958426,-0.023162584
1496,31DEC1999,0.329007181,-0.04150471,-0.005599842
1496,31DEC2000,0.229159982,-0.051081307,0
1496,31DEC2001,0.0951740373,-0.032150664,0
1496,31DEC2002,0.1973237468,-0.038905532,-0.004433793
1496,31DEC2003,0.1363970162,-0.034514745,-0.003633131
1496,31DEC2004,0.140600097,-0.024495877,0.0048160211
1496,31DEC2005,0.0162924697,-0.037221008,-0.40022518
1518,30SEP1995,0.0542998181,-0.020091799,0
1518,30SEP1996,0.0272966355,-0.016777002,0
1518,30SEP1997,0.1109752029,-0.015901257,0.0396975425
1518,30SEP1998,0.0453302961,-0.015831435,0
1518,30SEP1999,-0.000972868,-0.015457788,0
1523,31DEC1995,0.2493913043,-0.094434783,0
1523,31DEC1996,0.1945754717,-0.095371462,0
1523,31DEC1997,0.1304467733,-0.107556536,-0.000551572
1523,31DEC1998,0.1522571544,-0.105804111,-0.003022975
1523,31DEC1999,0.2231005709,-0.111901625,-0.001317523
1523,31DEC2000,0.1410730805,-0.114840756,-0.014867186
1523,31DEC2003,0.1507498467,-0.141272231,-0.007972348
1523,31DEC2004,0.2115178981,-0.156372524,-0.004379042
1523,31DEC2005,0.1577740177,-0.115134424,-0.014062794
1523,31DEC2006,0.1276680569,-0.107795633,-0.021283121
1523,31DEC2007,0.1774668841,-0.123079564,-0.006751924
1523,31DEC2009,0.1935862011,-0.114516174,-0.017974267
1523,31DEC2010,0.1691499853,-0.100994216,-0.012900818
1533,30SEP1995,0.0656953273,-0.037283968,0
1533,30SEP1996,0.0391617062,-0.052060072,-0.016324599
1533,30SEP1997,0.106293225,-0.085312108,-0.640423619
1533,30SEP1998,0.0585810537,-0.040700831,-0.004787433
1533,30SEP1999,0.1700531298,-0.05782574,-0.013673786
1533,30SEP2000,0.161476316,-0.075950336,-0.085398418
1533,30SEP2001,0.1476243884,-0.05122641,-0.005705369
1533,30SEP2002,0.1272552303,-0.048374264,-0.019072372
1533,30SEP2004,0.0139126287,-0.057011965,-0.003348968
1533,30SEP2005,0.1665478261,-0.055156522,-0.000130435
1533,30SEP2006,0.0396316636,-0.084278883,-0.019402393
1533,30SEP2007,0.0967815659,-0.078029085,-0.009939577
1533,30SEP2008,0.0808748951,-0.065446099,-0.001125638
1533,30SEP2009,0.0420705253,-0.061040398,-0.005282415
1533,30SEP2010,0.0753418944,-0.059638867,-0.005450728
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1587,31DEC1998,0.0573284622,-0.027562136,0.00299853
1587,31DEC1999,0.0553394825,-0.027825986,0.0002420951
1587,31DEC2000,0.0494141779,-0.028779921,0.0022251751
1587,31DEC2001,0.0495848481,-0.03045164,0.0049772222
;;;;

[VDD]

you have posted the same question twice.

[Agent1592]

Sorry I thought this could be a statistical question. That is why I posted it in a different Community (Forum).

[PGStats]

The simple way is to use proc autoreg from SAS/ETS. Use an intercept only model to get the autocorrelation.

[Agent1592]

Could  you please provide an example. Is this a valid one?

proc autoreg data=testnoprint outest=est;
model x= date/ nlag=1 method=ML;
by date;
output out=p p=yhat pm=trendhat;
run;

[Rick_SAS]

As intercept-only model would be

model x= / nlag=1 method=ML;

You will not usually see the BY variable (date) in the MODEL statement because the value is constant for each BY group. Thus that effect gets absorbed into the intercept estimate. 

[Agent1592]

 Dear SAS Community:

could you please let me know how to compute the first order autocorrelation for variables X,Y,Z. I have annual panel set data.

/* see other twin of the double-post */

Post was merged by KB