f1 = 0.46810000000000 0.49570000000000 0.35690000000000 -0.13130000000000 f2 = 0.90000000000000 0 0.24590000000000 0.88580000000000 C = 0.20000000000000 0 ans = 0.68905539298112 0.53478935803685 0.11840447699943 0.11307941043611 ans = 1.00000000000000 0.94103005842741 0.71647268840778 0.77517708040214 0.94103005842741 1.00000000000000 0.43820311195741 0.60995474092477 0.71647268840778 0.43820311195741 1.00000000000000 0.80182081673598 0.77517708040214 0.60995474092477 0.80182081673598 1.00000000000000 ans = 0.90000000000000 -0.00000000000000 0 0 0.24590000000000 0.88580000000000 0 0 0.54318263000000 0.43909106000000 0 0 0.28892333000000 -0.11630554000000 0 0 ans = 1.00000000000000 -0.00000000000000 0.00000000000000 -0.00000000000000 -0.00000000000000 1.00000000000000 -0.00000000000000 0.00000000000000 0.46810000000000 0.49570000000000 1.00000000000000 0.00000000000000 0.35690000000000 -0.13130000000000 0.00000000000000 1.00000000000000 ans = 1.17601633100000 -0.16847877730000 0 -0.82321143170000 0.24590000000000 0.81203000000000 0 -0.17213000000000 0.54318263000000 0.27613627100000 0 -0.38022784100000 0.28892333000000 -0.20298253900000 0 -0.20224633100000 ans = 1.24983000000000 0.20809000000000 0.00000000000000 0.70000000000000 0.00000000000000 1.00000000000000 -0.00000000000000 -0.00000000000000 0.46810000000000 0.49570000000000 1.00000000000000 -0.00000000000000 0.35690000000000 -0.13130000000000 -0.00000000000000 1.00000000000000 top = 1000 top1 = 999 drop = 800 drop1 = 799 betahat = -0.00844759074486 0.75253148618366 0.17247727549078 0.26482231956486 0.02176567281743 -0.00316388407037 0.20635491049043 0.75072088690296 -0.24851695428592 0.00815191781750 -0.00241228418012 0.24935614628909 -0.26398357265943 0.23435850910285 0.00621538019454 0.02416611128130 0.02956245076529 -0.02135305203136 0.02324486779740 0.69903774574268 Sigma = 0.05303855805499 0.01986458080342 0.01514562890139 0.01174828985080 0.01986458080342 0.00743990004567 0.00567250657189 0.00440009799666 0.01514562890139 0.00567250657189 0.00432496815959 0.00335482797481 0.01174828985080 0.00440009799666 0.00335482797481 0.00373384550209 Gamma0 = 0.32068616080869 0.22958998203782 0.04159239635031 0.04599883407611 0.22958998203782 0.18768919506160 0.01913200321552 0.02716472506803 0.04159239635031 0.01913200321552 0.01025440072041 0.00859894934797 0.04599883407611 0.02716472506803 0.00859894934797 0.01021458524246 Gamma1 = 0.29294127822399 0.21080365138654 0.03750217973134 0.04180038977170 0.22857172200132 0.18374603660944 0.02046729514148 0.02783149554141 0.02939051376330 0.01235539572952 0.00777743691192 0.00637777530509 0.03769955304158 0.02221339445304 0.00707039886624 0.00812005056222 Gamma2 = 0.26847478349633 0.19408387487954 0.03396524522271 0.03812212557553 0.22504671980143 0.17855291263160 0.02122879727976 0.02800060939740 0.01982976248676 0.00709290774173 0.00581502305753 0.00462128159472 0.03081594742245 0.01812353460905 0.00579487830158 0.00646590697633 Gamma3 = 0.24677326644414 0.17912337791425 0.03088747890235 0.03488212196377 0.21967153989468 0.17247859529399 0.02154790421178 0.02779157284695 0.01237600668152 0.00303589925320 0.00426420641331 0.00323751015134 0.02513378887800 0.01475885384244 0.00473680438375 0.00515641910766 corr = 0.93582186705459 0.72530169341512 0.80370440034027 autocorryc = 0.93582186705459 0.85924771138309 0.79109694832002 0.73011710905237 autocorryi = 0.80370440034027 0.73034801577511 0.66608036248658 0.60947011980995 betahat = 0.00000995474560 1.44036143249090 0.03947313901159 -0.35296457654656 -0.07052457018751 -0.00001400093735 0.31646533526828 0.57973290668140 -0.10185199427665 -0.02636102557568 -0.00005544427994 0.09837831685661 0.52696221638491 0.48364085288850 0.04984152541945 0.00002922659671 2.84955408966073 0.91631337605308 -1.67442425106080 0.41294401456844 Sigma = 0.00007584460812 0.00001903633569 0.00004225558677 0.00036115597039 0.00001903633569 0.00001878899970 0.00001118268595 0.00002162144252 0.00004225558677 0.00001118268595 0.00004661147142 0.00020304777214 0.00036115597039 0.00002162144252 0.00020304777214 0.00208967936506 Gamma0 = 0.00033852449171 0.00012083424751 0.00029113506555 0.00141313336866 0.00012083424751 0.00006590658563 0.00011391872212 0.00039178505656 0.00029113506555 0.00011391872212 0.00035687559755 0.00116745500547 0.00141313336866 0.00039178505656 0.00116745500547 0.00651655798468 Gamma1 = 0.00028994634028 0.00010880678342 0.00021553774298 0.00117924007658 0.00011027852440 0.00005451736218 0.00009105278545 0.00038364764269 0.00030821608672 0.00012124066311 0.00031945959673 0.00123490172905 0.00117142723934 0.00037575183328 0.00081852276720 0.00512195649997 Gamma2 = 0.00023057680246 0.00008957966999 0.00014356250387 0.00091657535613 0.00009341760876 0.00004378527702 0.00006688182345 0.00033480453910 0.00029408866015 0.00011679780048 0.00026448575314 0.00117071451657 0.00089491684355 0.00031216196685 0.00050071252374 0.00375918172633 Gamma3 = 0.00016888491461 0.00006751486939 0.00008075529186 0.00065508014995 0.00007358238463 0.00003360762772 0.00004406845277 0.00026582604213 0.00025874861892 0.00010393270023 0.00020224002262 0.00102016920164 0.00061976224447 0.00022871949617 0.00023427871005 0.00251067574803 exit