sample 1 291 read interest exchange 13.90 42.11 14.81 43.56 13.83 44.82 13.87 45.29 13.13 44.87 13.76 46.81 12.80 47.52 10.51 48.67 9.83 49.10 8.63 49.88 8.80 50.08 8.59 49.29 8.33 49.30 8.65 50.12 8.86 50.79 8.78 51.50 8.70 51.68 9.44 52.73 9.85 53.26 10.16 54.25 9.73 54.59 9.39 54.36 9.48 55.14 9.76 55.97 9.56 56.66 9.77 56.48 10.27 56.28 10.47 57.01 11.02 58.32 11.24 59.00 11.27 60.80 11.37 61.15 11.19 62.85 10.52 63.85 9.34 63.78 8.76 65.15 8.45 66.52 8.87 68.53 9.45 69.24 8.71 67.80 8.07 68.36 7.46 68.20 7.57 67.03 7.71 67.03 7.64 67.77 7.71 65.44 7.68 64.92 7.50 65.04 7.53 64.98 7.47 63.57 6.89 62.93 6.36 62.71 6.47 61.81 6.56 62.33 6.12 61.46 5.79 60.91 5.57 61.19 5.48 61.49 5.64 62.37 5.78 62.43 5.67 60.85 5.83 60.53 5.86 60.48 6.19 59.70 6.35 59.63 6.28 60.58 6.05 61.60 6.46 61.64 6.99 60.94 7.04 61.04 6.50 59.47 6.68 58.64 6.56 59.10 6.21 59.78 6.18 59.29 6.50 59.01 6.89 59.44 7.04 60.54 7.35 62.19 7.79 63.08 7.82 63.37 7.90 62.34 8.30 61.36 8.70 61.56 8.85 62.90 9.05 63.29 9.39 64.31 9.17 64.84 8.91 66.43 8.38 68.04 8.01 67.38 8.17 68.28 8.16 69.43 8.03 68.95 7.89 69.39 7.81 69.61 7.96 70.13 8.12 71.12 8.28 72.95 8.27 73.39 8.19 72.96 8.05 73.22 7.92 72.09 7.77 71.01 7.70 70.51 7.53 69.34 7.39 69.47 7.03 70.69 6.58 71.07 6.19 70.70 6.20 73.38 5.98 74.55 5.87 75.08 6.02 76.26 5.97 76.41 5.63 75.89 5.48 75.12 5.26 75.10 4.80 74.47 4.26 74.13 4.01 74.41 4.08 75.64 4.33 77.34 4.00 77.42 3.88 77.09 3.90 76.24 3.38 75.30 3.31 75.12 3.04 75.87 3.13 77.53 3.44 80.16 3.47 80.85 3.24 82.00 3.16 82.54 3.15 82.41 3.06 81.51 3.17 81.87 3.29 82.72 3.26 84.06 3.24 84.24 3.15 84.40 3.22 85.46 3.36 86.67 3.34 87.52 3.25 90.39 3.53 90.47 3.92 90.99 4.25 91.65 4.79 91.72 4.72 92.02 4.95 90.85 5.08 90.84 5.24 90.01 5.62 89.54 5.98 89.97 6.50 92.04 6.51 94.09 6.31 93.63 6.17 92.74 6.05 90.15 5.93 90.14 5.66 90.31 5.62 90.35 5.65 92.48 5.54 93.84 5.56 93.66 5.51 94.88 5.35 95.57 5.13 96.45 4.97 96.61 5.16 96.60 5.27 96.89 5.33 97.35 5.46 97.81 5.52 97.68 5.34 97.26 5.45 97.79 5.32 98.24 5.27 97.86 5.24 98.93 5.31 100.00 5.27 101.85 5.48 102.65 5.60 103.45 5.53 102.44 5.34 102.10 5.33 103.30 5.40 105.18 5.30 105.66 5.30 106.27 5.38 108.00 5.45 112.24 5.23 115.99 5.27 114.45 5.25 114.18 5.26 113.93 5.36 114.82 5.32 117.37 5.23 117.69 5.15 119.60 4.81 118.20 4.20 115.07 4.59 115.06 4.57 114.30 4.49 114.36 4.61 115.95 4.65 117.33 4.54 116.73 4.75 116.50 5.03 117.14 4.75 117.22 5.09 116.17 5.08 115.50 5.20 114.98 5.43 115.26 5.68 115.32 5.76 115.13 6.00 116.57 6.11 116.57 6.07 117.23 6.39 119.83 6.24 118.60 6.27 118.93 6.35 119.72 6.25 121.19 6.32 122.91 6.34 123.84 5.92 122.87 5.15 122.73 4.89 123.42 4.44 125.44 3.99 126.41 3.74 126.26 3.56 127.10 3.56 127.52 3.39 125.43 2.71 125.79 2.17 126.63 1.92 127.15 1.82 127.22 1.77 128.80 1.86 129.53 2.06 128.78 1.98 128.41 1.91 126.85 1.83 125.41 1.74 123.65 1.64 125.07 1.64 125.99 1.59 126.90 1.30 125.62 1.27 124.97 1.22 123.42 1.20 123.27 1.16 122.79 1.17 121.81 1.11 117.84 0.94 117.19 0.97 118.41 1.05 119.72 1.03 118.38 1.02 116.03 1.04 115.90 1.01 114.33 0.99 112.43 1.01 112.97 1.01 114.09 1.11 114.91 1.33 116.78 1.64 115.67 1.70 114.85 1.76 115.02 1.91 114.55 2.05 112.94 2.32 110.07 2.50 108.84 2.68 109.45 2.85 109.66 3.09 109.05 3.14 109.99 3.17 110.48 3.22 111.62 3.53 112.12 3.78 110.69 3.79 110.62 4.13 111.70 4.30 112.51 4.33 111.79 4.47 110.18 4.69 110.46 4.79 110.63 coint exchange interest sample 2 291 genr difexch=exchange-lag(exchange) genr difint=interest-lag(interest) coint difexch difint sample 1 291 coint exchange interest / type=resd ols exchange interest / resid=err diagnos / acf Sample 2 291 ols difexch difint err stop