HW_Data_Period_3.1.xlsx
ARMA__Sim_Chapter2
| | OBS | | Z1 | Z2 | Z3 |
| | 1 | | -0.0527 | -0.7364 | 0.3578 |
| | 2 | | 1.8133 | -0.3028 | 1.2912 |
| | 3 | | 0.3658 | 1.0366 | 0.6049 |
| | 4 | | 0.3066 | 0.8847 | -0.7326 |
| | 5 | | 1.7510 | -0.8635 | -0.7955 |
| | 6 | | 0.4958 | -0.1925 | -0.6414 |
| | 7 | | -0.6347 | -0.0624 | 0.2877 |
| | 8 | | 0.0830 | -0.1764 | 0.9726 |
| | 9 | | -0.5765 | -0.2241 | -0.1510 |
| | 10 | | 1.1176 | -0.1719 | 1.5569 |
| | 11 | | -1.3428 | -0.0651 | 1.6293 |
| | 12 | | -1.8076 | -1.6510 | 0.1082 |
| | 13 | | -1.8598 | 1.3090 | -2.0133 |
| | 14 | | -1.2911 | 0.7644 | -0.6739 |
| | 15 | | -1.9160 | -0.3490 | 1.7517 |
| | 16 | | -3.0117 | -1.3858 | 2.4611 |
| | 17 | | -1.1821 | 1.2106 | 2.1556 |
| | 18 | | -0.2310 | -0.3939 | 2.4919 |
| | 19 | | -0.3490 | -1.5661 | 1.1793 |
| | 20 | | 0.0430 | 1.4636 | -0.2490 |
| | 21 | | 1.4129 | -0.1007 | 0.3339 |
| | 22 | | 0.5551 | -2.6368 | 0.5722 |
| | 23 | | -0.2099 | 2.1609 | 0.0565 |
| | 24 | | 0.1709 | 0.7395 | -0.0644 |
| | 25 | | 1.0972 | -1.9655 | 0.2427 |
| | 26 | | 0.6641 | 0.9584 | 0.3298 |
| | 27 | | -0.2298 | 1.2737 | -1.0445 |
| | 28 | | 0.7312 | -1.4724 | -0.5336 |
| | 29 | | 0.7551 | 1.6865 | 0.2174 |
| | 30 | | 1.1814 | -1.5118 | -0.3745 |
| | 31 | | 1.1719 | -0.9791 | -0.1939 |
| | 32 | | 0.4542 | 2.4357 | 0.2341 |
| | 33 | | 1.1250 | -2.0550 | -0.0620 |
| | 34 | | 0.1186 | 0.3624 | -0.0996 |
| | 35 | | -1.1452 | -0.5473 | -0.8274 |
| | 36 | | -1.3102 | 1.6544 | 0.7815 |
| | 37 | | -2.7975 | -0.9319 | 0.3581 |
| | 38 | | -1.6436 | 0.1666 | 1.5820 |
| | 39 | | -0.8379 | 0.7248 | -0.1063 |
| | 40 | | 0.1276 | -0.4810 | -1.3169 |
| | 41 | | -0.1476 | -0.5709 | -2.4047 |
| | 42 | | -0.4064 | 0.4837 | -3.4375 |
| | 43 | | 0.2026 | 1.7684 | -0.8539 |
| | 44 | | -0.4076 | -1.3818 | -0.6650 |
| | 45 | | -0.6505 | 1.4764 | -1.9686 |
| | 46 | | 0.5798 | -0.3398 | -2.0343 |
| | 47 | | 0.2899 | -0.3217 | -0.2942 |
| | 48 | | -0.1665 | -1.9276 | -2.0332 |
| | 49 | | -0.1893 | 0.5912 | -2.0896 |
| | 50 | | 0.4163 | 2.1736 | -0.6182 |
| | 51 | | 1.6948 | -1.0723 | 1.9212 |
| | 52 | | 2.5933 | -1.8659 | 1.7484 |
| | 53 | | 0.4148 | 2.5033 | 2.7203 |
| | 54 | | -0.1827 | 0.6295 | 2.0190 |
| | 55 | | -0.8382 | -0.6419 | -0.2186 |
| | 56 | | -0.0893 | 0.3594 | -2.9779 |
| | 57 | | -0.5424 | 2.2666 | -2.3021 |
| | 58 | | -1.8490 | -3.0223 | 0.2826 |
| | 59 | | -0.3016 | -0.3836 | 2.3422 |
| | 60 | | 0.9771 | 3.1786 | 4.6670 |
| | 61 | | 1.5855 | 0.3126 | 3.2622 |
| | 62 | | 0.6497 | -2.1385 | 2.0631 |
| | 63 | | 2.1185 | 1.2452 | 0.6607 |
| | 64 | | 0.2578 | 0.8740 | 0.4874 |
| | 65 | | 0.4395 | -2.3313 | -0.6135 |
| | 66 | | 1.2836 | -2.0385 | -1.4095 |
| | 67 | | 1.5323 | 3.4359 | -0.6770 |
| | 68 | | 0.5946 | -0.8438 | -0.7916 |
| | 69 | | 1.9766 | -4.0350 | -0.8014 |
| | 70 | | 0.8249 | 2.1277 | -0.8280 |
| | 71 | | 0.5836 | 0.1493 | -0.2470 |
| | 72 | | -0.1807 | 0.1763 | 0.0992 |
| | 73 | | 0.5451 | -0.7997 | 1.5374 |
| | 74 | | -0.2940 | -0.0864 | 1.5986 |
| | 75 | | 0.2208 | 1.3679 | 0.1114 |
| | 76 | | 0.1020 | 0.3902 | -0.6240 |
| | 77 | | 0.7817 | 0.1330 | -0.9638 |
| | 78 | | 1.1397 | 0.3775 | -0.1246 |
| | 79 | | -0.2674 | -2.4738 | -0.1598 |
| | 80 | | -0.5566 | 0.1900 | -1.1469 |
| | 81 | | -0.4351 | 2.3616 | -3.6624 |
| | 82 | | 0.6984 | -2.0954 | -1.5000 |
| | 83 | | 0.3650 | 1.2951 | 0.4202 |
| | 84 | | 1.0511 | -1.0657 | 2.7526 |
| | 85 | | 0.0538 | 0.0579 | 1.8392 |
| | 86 | | -1.2819 | 0.3372 | 0.1447 |
| | 87 | | -1.6922 | 0.2263 | 1.2922 |
| | 88 | | -2.1241 | -0.1655 | -1.0889 |
| | 89 | | -1.3495 | -0.3876 | -1.3729 |
| | 90 | | -0.9622 | 1.2667 | -2.0730 |
| | 91 | | -0.4453 | -2.5151 | -0.6104 |
| | 92 | | 0.4295 | 0.4281 | 0.8455 |
| | 93 | | -1.3167 | 1.3161 | -0.0007 |
| | 94 | | -0.4118 | -1.7457 | -1.6266 |
| | 95 | | -1.9319 | 1.1868 | -2.1052 |
| | 96 | | -3.3721 | 0.0427 | -1.6974 |
| | 97 | | -1.1260 | -1.9139 | 0.3794 |
| | 98 | | -0.6187 | 0.7437 | 1.1065 |
| | 99 | | -0.6824 | -0.2847 | 2.8312 |
| | 100 | | 0.6175 | -0.0481 | 3.1478 |