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The SAS System

21:44 Wednesday, November 26, 2014

Obs

date

refd_1st_lag

refd_1st_diff

refd_1st_diff_1st_lag

refd_1st_diff_2nd_lag

1

30MAR1990

.

.

.

.

2

29JUN1990

.

.

.

.

3

28SEP1990

.

.

.

.

4

31DEC1990

-0.19835

0.42248

.

.

5

29MAR1991

0.22413

-0.16683

0.42248

.

6

28JUN1991

0.05730

-0.20439

-0.16683

0.42248

7

30SEP1991

-0.14709

0.20291

-0.20439

-0.16683

8

31DEC1991

0.05581

-0.02545

0.20291

-0.20439

9

31MAR1992

0.03037

-0.13786

-0.02545

0.20291

10

30JUN1992

-0.10749

0.15064

-0.13786

-0.02545

11

30SEP1992

0.04315

-0.03051

0.15064

-0.13786

12

31DEC1992

0.01265

0.00655

-0.03051

0.15064

13

31MAR1993

0.01920

-0.02544

0.00655

-0.03051

14

30JUN1993

-0.00624

-0.03292

-0.02544

0.00655

15

30SEP1993

-0.03915

0.06032

-0.03292

-0.02544

16

31DEC1993

0.02117

-0.02343

0.06032

-0.03292

17

31MAR1994

-0.00226

-0.05846

-0.02343

0.06032

18

30JUN1994

-0.06072

0.10169

-0.05846

-0.02343

Obs

refd_1st_diff_3rd_lag

refd_1st_diff_4th_lag

refd_1st_diff_5th_lag

1

.

.

.

2

.

.

.

3

.

.

.

4

.

.

.

5

.

.

.

6

.

.

.

7

0.42248

.

.

8

-0.16683

0.42248

.

9

-0.20439

-0.16683

0.42248

10

0.20291

-0.20439

-0.16683

11

-0.02545

0.20291

-0.20439

12

-0.13786

-0.02545

0.20291

13

0.15064

-0.13786

-0.02545

14

-0.03051

0.15064

-0.13786

15

0.00655

-0.03051

0.15064

16

-0.02544

0.00655

-0.03051

17

-0.03292

-0.02544

0.00655

18

0.06032

-0.03292

-0.02544

1

The SAS System

21:44 Wednesday, November 26, 2014

Obs

date

refd_1st_lag

refd_1st_diff

refd_1st_diff_1st_lag

refd_1st_diff_2nd_lag

19

30SEP1994

0.04097

0.00386

0.10169

-0.05846

20

30DEC1994

0.04483

-0.09368

0.00386

0.10169

21

31MAR1995

-0.04885

0.14647

-0.09368

0.00386

22

30JUN1995

0.09762

-0.09990

0.14647

-0.09368

23

29SEP1995

-0.00228

-0.01288

-0.09990

0.14647

24

29DEC1995

-0.01515

-0.00372

-0.01288

-0.09990

25

29MAR1996

-0.01887
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