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    Correl Matrix

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    ajb2273

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    Correl Matrix

    Uploaded by

    ajb2273
    5 views5 pages

    Original Title

    correlMatrix

    Copyright

    © © All Rights Reserved

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    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    5 views5 pages

    Correl Matrix

    Uploaded by

    ajb2273

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 5

    retfw_1min retfw_5minretfw_10miretfw_30miretfw_60min

    ret_1min -2.22E-02 -2.18E-02 -2.34E-02 -2.00E-02 -1.20E-02


    ret_5min -2.20E-02 -3.59E-02 -3.07E-02 -3.26E-02 -1.97E-02
    ret_10min -2.35E-02 -3.07E-02 -2.46E-02 -3.50E-02 -2.18E-02
    ret_30min -2.02E-02 -3.26E-02 -3.50E-02 -3.24E-02 -3.00E-02
    ret_60min -1.20E-02 -1.97E-02 -2.18E-02 -3.00E-02 -3.66E-02

    retfw_1min retfw_5minretfw_10miretfw_30miretfw_60min
    ret_1min 2.22E-02 2.18E-02 2.34E-02 2.00E-02 1.20E-02
    ret_5min 2.20E-02 3.59E-02 3.07E-02 3.26E-02 1.97E-02
    ret_10min 2.35E-02 3.07E-02 2.46E-02 3.50E-02 2.18E-02
    ret_30min 2.02E-02 3.26E-02 3.50E-02 3.24E-02 3.00E-02
    ret_60min 1.20E-02 1.97E-02 2.18E-02 3.00E-02 3.66E-02

    retfw_1min retfw_5minretfw_10miretfw_30miretfw_60min
    ret_1min -2.22E-02 -2.17E-02 -2.33E-02 -1.99E-02 -1.20E-02
    ret_1min_del1min -1.74E-02 -1.75E-02 -1.53E-02 -1.43E-02 -9.32E-03
    ret_1min_del5min -1.26E-02 -1.05E-02 -5.94E-03 -9.50E-03 -6.18E-03
    ret_1min_del10min 1.64E-03 2.10E-03 -7.67E-04 -4.37E-03 -3.96E-03
    ret_1min_del30min 7.45E-03 2.70E-03 3.18E-03 2.87E-03 -1.91E-03
    ret_1min_del60min -3.13E-03 -2.43E-03 -3.57E-03 -5.34E-03 -4.43E-03
    ret_5min -2.20E-02 -3.58E-02 -3.07E-02 -3.25E-02 -1.97E-02
    ret_5min_del1min -1.74E-02 -3.05E-02 -2.27E-02 -2.77E-02 -1.71E-02
    ret_5min_del5min -1.07E-02 -7.18E-03 -3.80E-03 -1.63E-02 -1.09E-02
    ret_5min_del10min 1.95E-03 1.58E-03 -8.97E-03 -1.11E-02 -1.05E-02
    ret_5min_del30min 2.67E-03 2.49E-03 5.04E-03 4.04E-03 -4.83E-03
    ret_5min_del60min -2.71E-03 -5.08E-03 -7.27E-03 -1.03E-02 -9.15E-03
    ret_10min -2.35E-02 -3.07E-02 -2.45E-02 -3.50E-02 -2.18E-02
    ret_10min_del1min -1.54E-02 -2.27E-02 -1.72E-02 -2.99E-02 -1.92E-02
    ret_10min_del5min -6.00E-03 -3.89E-03 -9.22E-03 -1.96E-02 -1.52E-02
    ret_10min_del10min -1.33E-03 -9.59E-03 -2.28E-02 -1.82E-02 -1.76E-02
    ret_10min_del30min 3.03E-03 5.18E-03 3.73E-03 3.79E-03 -9.10E-03
    ret_10min_del60min -3.80E-03 -7.33E-03 -1.29E-02 -1.58E-02 -1.34E-02
    ret_30min -2.02E-02 -3.26E-02 -3.50E-02 -3.24E-02 -3.00E-02
    ret_30min_del1min -1.44E-02 -2.79E-02 -3.00E-02 -2.79E-02 -2.81E-02
    ret_30min_del5min -9.94E-03 -1.68E-02 -1.97E-02 -1.66E-02 -2.38E-02
    ret_30min_del10min -4.96E-03 -1.12E-02 -1.75E-02 -8.88E-03 -2.24E-02
    ret_30min_del30min 3.37E-03 4.44E-03 4.10E-03 -9.46E-03 -2.06E-02
    ret_30min_del60min -5.74E-03 -1.05E-02 -1.57E-02 -1.88E-02 -2.05E-02
    ret_60min -1.20E-02 -1.97E-02 -2.18E-02 -3.00E-02 -3.66E-02
    ret_60min_del1min -9.16E-03 -1.71E-02 -1.92E-02 -2.81E-02 -3.56E-02
    ret_60min_del5min -6.34E-03 -1.12E-02 -1.51E-02 -2.37E-02 -3.36E-02
    ret_60min_del10min -4.10E-03 -1.03E-02 -1.69E-02 -2.24E-02 -3.31E-02
    ret_60min_del30min -1.83E-03 -4.73E-03 -9.03E-03 -2.06E-02 -2.96E-02
    ret_60min_del60min -4.61E-03 -9.01E-03 -1.33E-02 -2.06E-02 -1.92E-02

    retfw_1min retfw_5minretfw_10miretfw_30miretfw_60min
    ret_1min 2.28E-02 7.25E-03 2.75E-02 1.03E-02 2.90E-02
    ret_1min_del1min 5.32E-02 7.44E-03 3.98E-02 2.45E-02 4.59E-02
    ret_1min_del5min 1.02E-02 1.39E-02 4.48E-02 5.25E-02 3.04E-02
    ret_1min_del10min 1.36E-03 3.63E-02 2.40E-02 9.01E-03 8.05E-04
    ret_1min_del30min 1.12E-02 4.91E-02 5.72E-02 3.18E-02 1.67E-02
    ret_1min_del60min 2.77E-03 7.32E-03 6.95E-03 1.76E-02 1.02E-02
    ret_5min 6.33E-02 1.45E-02 6.72E-03 2.67E-02 1.41E-02
    ret_5min_del1min 6.38E-02 3.85E-03 2.48E-02 2.47E-03 1.19E-02
    ret_5min_del5min 7.23E-04 2.80E-02 3.14E-02 1.35E-03 2.78E-03
    ret_5min_del10min 1.32E-02 1.46E-02 2.28E-02 1.05E-02 1.85E-02
    ret_5min_del30min 1.29E-02 3.86E-02 3.98E-02 5.00E-02 1.32E-02
    ret_5min_del60min 2.11E-02 3.18E-02 2.06E-02 1.86E-03 5.47E-03
    ret_10min 4.38E-02 3.05E-02 1.77E-02 2.00E-02 1.24E-02
    ret_10min_del1min 4.82E-02 3.74E-02 1.87E-02 1.77E-02 2.42E-03
    ret_10min_del5min 9.76E-03 3.09E-02 6.83E-03 8.80E-03 1.54E-02
    ret_10min_del10min 2.03E-02 5.02E-02 6.67E-02 2.99E-02 4.33E-02
    ret_10min_del30min 8.48E-03 2.73E-02 1.18E-02 4.12E-02 1.33E-02
    ret_10min_del60min 4.77E-03 3.19E-02 6.71E-03 4.96E-03 3.13E-03
    ret_30min 3.63E-02 5.43E-02 1.30E-02 3.44E-02 4.24E-02
    ret_30min_del1min 4.16E-02 6.21E-02 1.89E-02 3.78E-02 4.00E-02
    ret_30min_del5min 3.58E-03 6.68E-02 2.86E-02 4.62E-02 4.28E-02
    ret_30min_del10min 1.61E-02 5.27E-02 2.86E-02 4.69E-02 4.16E-02
    ret_30min_del30min 6.08E-02 6.56E-03 1.35E-02 1.76E-02 2.11E-02
    ret_30min_del60min 4.23E-02 4.67E-02 1.75E-02 1.65E-02 2.80E-02
    ret_60min 2.16E-02 3.14E-02 2.53E-03 3.67E-02 4.45E-02
    ret_60min_del1min 1.94E-02 3.15E-02 5.12E-03 3.26E-02 3.94E-02
    ret_60min_del5min 3.40E-02 3.67E-02 1.15E-03 2.79E-02 4.22E-02
    ret_60min_del10min 3.78E-02 3.13E-02 5.74E-03 2.91E-02 3.94E-02
    ret_60min_del30min 1.35E-02 2.86E-02 2.10E-03 2.44E-02 3.51E-02
    ret_60min_del60min 3.89E-02 4.02E-02 2.75E-02 2.96E-03 1.28E-02
    retfw_1minretfw_5min retfw_10min retfw_30min retfw_60min
    ret_1min 2.22E-02 2.17E-02 2.33E-02 1.99E-02 1.20E-02
    ret_1min_del1min 1.74E-02 1.75E-02 1.53E-02 1.43E-02 9.32E-03
    ret_1min_del5min 1.26E-02 1.05E-02 5.94E-03 9.50E-03 6.18E-03
    ret_1min_del10min 1.64E-03 2.10E-03 7.67E-04 4.37E-03 3.96E-03
    ret_1min_del30min 7.45E-03 2.70E-03 3.18E-03 2.87E-03 1.91E-03
    ret_1min_del60min 3.13E-03 2.43E-03 3.57E-03 5.34E-03 4.43E-03
    ret_5min 2.20E-02 3.58E-02 3.07E-02 3.25E-02 1.97E-02
    ret_5min_del1min 1.74E-02 3.05E-02 2.27E-02 2.77E-02 1.71E-02
    ret_5min_del5min 1.07E-02 7.18E-03 3.80E-03 1.63E-02 1.09E-02
    ret_5min_del10min 1.95E-03 1.58E-03 8.97E-03 1.11E-02 1.05E-02
    ret_5min_del30min 2.67E-03 2.49E-03 5.04E-03 4.04E-03 4.83E-03
    ret_5min_del60min 2.71E-03 5.08E-03 7.27E-03 1.03E-02 9.15E-03
    ret_10min 2.35E-02 3.07E-02 2.45E-02 3.50E-02 2.18E-02
    ret_10min_del1min 1.54E-02 2.27E-02 1.72E-02 2.99E-02 1.92E-02
    ret_10min_del5min 6.00E-03 3.89E-03 9.22E-03 1.96E-02 1.52E-02
    ret_10min_del10min 1.33E-03 9.59E-03 2.28E-02 1.82E-02 1.76E-02
    ret_10min_del30min 3.03E-03 5.18E-03 3.73E-03 3.79E-03 9.10E-03
    ret_10min_del60min 3.80E-03 7.33E-03 1.29E-02 1.58E-02 1.34E-02
    ret_30min 2.02E-02 3.26E-02 3.50E-02 3.24E-02 3.00E-02
    ret_30min_del1min 1.44E-02 2.79E-02 3.00E-02 2.79E-02 2.81E-02
    ret_30min_del5min 9.94E-03 1.68E-02 1.97E-02 1.66E-02 2.38E-02
    ret_30min_del10min 4.96E-03 1.12E-02 1.75E-02 8.88E-03 2.24E-02
    ret_30min_del30min 3.37E-03 4.44E-03 4.10E-03 9.46E-03 2.06E-02
    ret_30min_del60min 5.74E-03 1.05E-02 1.57E-02 1.88E-02 2.05E-02
    ret_60min 1.20E-02 1.97E-02 2.18E-02 3.00E-02 3.66E-02
    ret_60min_del1min 9.16E-03 1.71E-02 1.92E-02 2.81E-02 3.56E-02
    ret_60min_del5min 6.34E-03 1.12E-02 1.51E-02 2.37E-02 3.36E-02
    ret_60min_del10min 4.10E-03 1.03E-02 1.69E-02 2.24E-02 3.31E-02
    ret_60min_del30min 1.83E-03 4.73E-03 9.03E-03 2.06E-02 2.96E-02
    ret_60min_del60min 4.61E-03 9.01E-03 1.33E-02 2.06E-02 1.92E-02
    retfw_60min

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