data_for_section_one.xlsx
Sheet1
| obs | X | Det | noise | Y | XCUBE | DUM |
| 1998Q1 | 4.1 | 337.842 | 4.25666 | 342.09866 | 68.921 | 0 |
| 1998Q2 | 3.3 | 271.874 | -7.90985 | 263.96415 | 35.937 | 0 |
| 1998Q3 | -2.1 | 181.478 | 3.72557 | 185.20357 | -9.261 | 0 |
| 1998Q4 | -2.8 | 156.096 | -1.72638 | 154.36962 | -21.952 | 0 |
| 1999Q1 | 0.1 | 200.002 | -0.19075 | 199.81125 | 0.001 | 0 |
| 1999Q2 | -0.8 | 198.976 | 0.61765 | 199.59365 | -0.512 | 0 |
| 1999Q3 | 0.2 | 200.016 | 1.01855 | 201.03455 | 0.008 | 0 |
| 1999Q4 | -1.6 | 191.808 | 4.4455 | 196.2535 | -4.096 | 0 |
| 2000Q1 | -1.9 | 186.282 | 0.13282 | 186.41482 | -6.859 | 0 |
| 2000Q2 | -0.5 | 199.75 | 2.74785 | 202.49785 | -0.125 | 0 |
| 2000Q3 | -0.24 | 199.972352 | 7.20066 | 207.173012 | -0.013824 | 0 |
| 2000Q4 | 1.2 | 203.456 | -4.25623 | 199.19977 | 1.728 | 0 |
| 2001Q1 | 0.8 | 201.024 | 2.24812 | 203.27212 | 0.512 | 0 |
| 2001Q2 | 1.3 | 204.394 | -5.44713 | 198.94687 | 2.197 | 0 |
| 2001Q3 | 0.1 | 200.002 | -7.30125 | 192.70075 | 0.001 | 0 |
| 2001Q4 | 2.8 | 243.904 | -1.36558 | 242.53842 | 21.952 | 0 |
| 2002Q1 | 1.9 | 213.718 | 2.53756 | 216.25556 | 6.859 | 0 |
| 2002Q2 | 2.1 | 218.522 | 8.55204 | 227.07404 | 9.261 | 0 |
| 2002Q3 | -3.4 | 121.392 | -3.48214 | 117.90986 | -39.304 | 0 |
| 2002Q4 | -0.4 | 199.872 | -0.18359 | 199.68841 | -0.064 | 0 |
| 2003Q1 | 1.5 | 206.75 | -2.85229 | 203.89771 | 3.375 | 0 |
| 2003Q2 | -0.9 | 198.542 | -1.94331 | 196.59869 | -0.729 | 0 |
| 2003Q3 | 0.7 | 200.686 | 1.42689 | 202.11289 | 0.343 | 0 |
| 2003Q4 | -4.1 | 62.158 | 8.12001 | 70.27801 | -68.921 | 0 |
| 2004Q1 | -1.1 | 197.338 | -5.49302 | 191.84498 | -1.331 | 0 |
| 2004Q2 | -0.5 | 199.75 | 4.85287 | 204.60287 | -0.125 | 0 |
| 2004Q3 | 0.3 | 200.054 | 14.07403 | 214.12803 | 0.027 | 0 |
| 2004Q4 | 0.2 | 200.016 | -1.84992 | 198.16608 | 0.008 | 0 |
| 2005Q1 | 1.8 | 211.664 | 3.38198 | 215.04598 | 5.832 | 0 |
| 2005Q2 | 2 | 216 | 2.8982 | 218.8982 | 8 | 0 |
| 2005Q3 | -0.5 | 199.75 | -2.46091 | 197.28909 | -0.125 | 0 |
| 2005Q4 | -0.6 | 199.568 | -5.78742 | 193.78058 | -0.216 | 0 |
| 2006Q1 | -0.3 | 199.946 | -0.31928 | 199.62672 | -0.027 | 0 |
| 2006Q2 | 3.7 | 301.306 | -5.32136 | 295.98464 | 50.653 | 0 |
| 2006Q3 | 3.8 | 309.744 | -4.48979 | 305.25421 | 54.872 | 0 |
| 2006Q4 | 4.3 | 359.014 | 4.50454 | 363.51854 | 79.507 | 0 |
| 2007Q1 | 1.1 | 202.662 | -0.44925 | 202.21275 | 1.331 | 0 |
| 2007Q2 | 2.5 | 231.25 | -0.18908 | 231.06092 | 15.625 | 0 |
| 2007Q3 | 3.8 | 309.744 | 2.40026 | 312.14426 | 54.872 | 0 |
| 2007Q4 | -0.2 | 199.984 | -3.26622 | 196.71778 | -0.008 | 0 |
| 2008Q1 | 0.1 | 200.002 | -3.22017 | 196.78183 | 0.001 | 0 |
| 2008Q2 | -2.4 | 172.352 | 0.67195 | 173.02395 | -13.824 | 0 |
| 2008Q3 | -2.6 | 164.848 | 2.22478 | 167.07278 | -17.576 | 0 |
| 2008Q4 | -1.4 | 194.512 | -4.21862 | 190.29338 | -2.744 | 0 |
| 2009Q1 | 1.1 | 202.662 | -0.38092 | 202.28108 | 1.331 | 0 |
| 2009Q2 | 1.2 | 203.456 | 0.08812 | 203.54412 | 1.728 | 0 |
| 2009Q3 | 1.3 | 204.394 | -0.35995 | 204.03405 | 2.197 | 0 |
| 2009Q4 | 0.2 | 200.016 | -4.86897 | 195.14703 | 0.008 | 0 |
| 2010Q1 | 2.2 | 221.296 | -5.03832 | 216.25768 | 10.648 | 0 |
| 2010Q2 | -0.5 | 199.75 | 3.08382 | 202.83382 | -0.125 | 0 |
| 2010Q3 | 1.9 | 213.718 | -2.0917 | 211.6263 | 6.859 | 0 |
| 2010Q4 | -1.8 | 188.336 | 5.11324 | 193.44924 | -5.832 | 0 |
| 2011Q1 | -0.2 | 199.984 | -2.88855 | 197.09545 | -0.008 | 0 |
| 2011Q2 | 0.3 | 200.054 | 0.6839 | 200.7379 | 0.027 | 0 |
| 2011Q3 | 0.8 | 201.024 | 9.43808 | 210.46208 | 0.512 | 0 |
| 2011Q4 | 0.5 | 200.25 | -2.83224 | 197.41776 | 0.125 | 0 |
| 2012Q1 | 1.6 | 208.192 | -10.93135 | 197.26065 | 4.096 | 0 |
| 2012Q2 | 0.4 | 200.128 | 7.53604 | 207.66404 | 0.064 | 0 |
| 2012Q3 | 2.1 | 218.522 | 8.82113 | 227.34313 | 9.261 | 0 |
| 2012Q4 | 2.4 | 227.648 | -2.17719 | 225.47081 | 13.824 | 0 |
| 2013Q1 | 1.6 | 208.192 | 4.04371 | 212.23571 | 4.096 | 0 |
| 2013Q2 | 3.5 | 285.75 | 2.84716 | 288.59716 | 42.875 | 0 |
| 2013Q3 | 1.4 | 205.488 | -5.15246 | 450.33554 | 2.744 | 1 |
| 2013Q4 | 0.5 | 200.25 | -9.6624 | 190.5876 | 0.125 | 0 |
| 2014Q1 | 1.6 | 208.192 | -7.14915 | 201.04285 | 4.096 | 0 |
| 2014Q2 | -0.5 | 199.75 | -5.56731 | 194.18269 | -0.125 | 0 |
| 2014Q3 | 0.8 | 201.024 | 1.81855 | 202.84255 | 0.512 | 0 |
| 2014Q4 | -2.3 | 175.666 | -12.63185 | 163.03415 | -12.167 | 0 |
| 2015Q1 | -2.3 | 175.666 | 6.87411 | 182.54011 | -12.167 | 0 |
| 2015Q2 | -2.2 | 178.704 | -2.20995 | 176.49405 | -10.648 | 0 |
| 2015Q3 | -0.1 | 199.998 | 0.41077 | 200.40877 | -0.001 | 0 |
| 2015Q4 | -2 | 184 | -7.56729 | 176.43271 | -8 | 0 |
| 2016Q1 | -1.6 | 191.808 | -6.86339 | 184.94461 | -4.096 | 0 |