Results for HW2, Problem 2
Contents:
Canada,
Canada using HP filter
Sweden,
Sweden using HP filter
Australia,
Australia using HP filter
Mexico,
Mexico using HP filter
Japan,
Japan using HP filter
Canada
Simple Log-Linear Detrending
Detrending with HP Filter
STATS
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.012524 |
0.009087 |
0.013709 |
0.048358 |
0.044567 |
0.042645 |
| Coorelation with Y component: |
1.000000 |
0.514414 |
-0.490509 |
0.868570 |
0.815121 |
0.772457 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.037171 |
0.029647 |
0.056480 |
0.101223 |
0.167460 |
0.126039 |
| Coorelation with Y component: |
1.000000 |
0.835823 |
0.313145 |
0.422592 |
0.583767 |
0.592546 |
STATS WITH FLIPPED PRECENT DIFF FORMULA
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.012603 |
0.009141 |
0.013690 |
0.048474 |
0.045492 |
0.044250 |
| Coorelation with Y component: |
1.000000 |
0.519649 |
-0.486601 |
0.878298 |
0.825972 |
0.780737 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.037761 |
0.029951 |
0.057496 |
0.105761 |
0.159738 |
0.121774 |
| Coorelation with Y component: |
1.000000 |
0.838746 |
0.358438 |
0.417715 |
0.638464 |
0.653274 |
Sweden
Simple Log-Linear Detrending
Detrending with HP Filter
STATS
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.013581 |
0.009922 |
0.009704 |
0.060752 |
0.047979 |
0.056721 |
| Coorelation with Y component: |
1.000000 |
0.493438 |
-0.065856 |
0.871366 |
0.631616 |
0.637176 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.034208 |
0.025447 |
0.053222 |
0.126888 |
0.103076 |
0.102575 |
| Coorelation with Y component: |
1.000000 |
0.850002 |
-0.051382 |
0.835016 |
0.595563 |
0.673711 |
STATS WITH FLIPPED PRECENT DIFF FORMULA
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.013728 |
0.009875 |
0.009694 |
0.061904 |
0.047464 |
0.055482 |
| Coorelation with Y component: |
1.000000 |
0.497128 |
-0.065713 |
0.878685 |
0.646345 |
0.654398 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.034859 |
0.025855 |
0.053479 |
0.135075 |
0.109289 |
0.107343 |
| Coorelation with Y component: |
1.000000 |
0.851808 |
-0.043579 |
0.869271 |
0.580305 |
0.679023 |
Australia
Simple Log-Linear Detrending
Detrending with HP Filter
STATS
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.009158 |
0.008355 |
0.017767 |
0.046911 |
0.044801 |
0.043414 |
| Coorelation with Y component: |
1.000000 |
0.034728 |
-0.167555 |
0.900819 |
0.151914 |
0.550228 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.022314 |
0.023905 |
0.046946 |
0.082519 |
0.074370 |
0.072865 |
| Coorelation with Y component: |
1.000000 |
0.478576 |
-0.466332 |
0.764074 |
0.419903 |
0.289413 |
STATS WITH FLIPPED PRECENT DIFF FORMULA
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.00919 |
0.008375 |
0.017848 |
0.047152 |
0.043892 |
0.044681 |
| Coorelation with Y component: |
1.00000 |
0.029811 |
-0.167854 |
0.902226 |
0.170021 |
0.554389 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.02262 |
0.023716 |
0.049902 |
0.086326 |
0.074025 |
0.075373 |
| Coorelation with Y component: |
1.00000 |
0.470488 |
-0.459126 |
0.771296 |
0.445182 |
0.280504 |
Mexico
Simple Log-Linear Detrending
Detrending with HP Filter
STATS
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.021057 |
0.024991 |
0.044031 |
0.060772 |
0.077635 |
0.068047 |
| Coorelation with Y component: |
1.000000 |
0.868778 |
0.665296 |
0.884121 |
-0.323421 |
0.450846 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.079175 |
0.062236 |
0.137328 |
0.143828 |
0.254968 |
0.138324 |
| Coorelation with Y component: |
1.000000 |
0.799139 |
0.732612 |
0.838302 |
0.633026 |
0.573893 |
STATS WITH FLIPPED PRECENT DIFF FORMULA
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.02115 |
0.025460 |
0.043368 |
0.059735 |
0.079566 |
0.067422 |
| Coorelation with Y component: |
1.00000 |
0.869033 |
0.655873 |
0.887274 |
-0.312217 |
0.425503 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.081448 |
0.063385 |
0.138543 |
0.129665 |
0.232614 |
0.129373 |
| Coorelation with Y component: |
1.000000 |
0.826269 |
0.736712 |
0.855890 |
0.677436 |
0.545575 |
Japan
Simple Log-Linear Detrending
Detrending with HP Filter
data with correct percent diff
HTML TABLE FOR HP DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.013089 |
0.010098 |
0.010149 |
0.040269 |
0.069883 |
0.101430 |
| Coorelation with Y component: |
1.000000 |
0.767855 |
0.056590 |
0.856621 |
0.318506 |
0.426927 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.112949 |
0.107755 |
0.087731 |
0.157744 |
0.142472 |
0.200073 |
| Coorelation with Y component: |
1.000000 |
0.980472 |
0.821684 |
0.925573 |
-0.047554 |
-0.350086 |
Data with flipped percent diff
HTML TABLE FOR HP FILTER DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.013043 |
0.010087 |
0.009975 |
0.040173 |
0.072487 |
0.105957 |
| Coorelation with Y component: |
1.000000 |
0.763862 |
0.068189 |
0.858004 |
0.342471 |
0.443786 |
HTML TABLE FOR LOG LINEAR DETREND
|
Y |
C |
G |
I |
X |
M |
| Standard Deviation: |
0.113874 |
0.113536 |
0.100966 |
0.145746 |
0.133596 |
0.194193 |
| Coorelation with Y component: |
1.000000 |
0.979465 |
0.836350 |
0.909867 |
0.000124 |
-0.325120 |