"The Econometric Society is an international society for the advancement of economic theory in its relation to statistics and mathematics"
4.55 4.6 4.65 4.7 4.75 4.8
1983 1985 1987 1989 1991 P
5.5 6 6.5 7 7.5 8 8.5 9 9.5 10
1983 1985 1987 1989 1991 X
6.6 6.8 7 7.2 7.4 7.6 7.8 8 8.2
1983 1985 1987 1989 1991 Y
0 2000 4000 6000 8000 10000 12000 14000 16000 18000 20000
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
DOWJONES
-25 -20 -15 -10 -5 0 5 10 15
1970 1975 1980 1985 1990 1995 2000 2005 2010 2015
r
-0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03 0.04
0 20 40 60 80 100
Ritardo ACF di r
+- 1.96/T^0.5
-0.04 -0.03 -0.02 -0.01 0 0.01 0.02 0.03 0.04
0 20 40 60 80 100
Ritardo PACF di r
+- 1.96/T^0.5
-0.2 -0.1 0 0.1 0.2
0 20 40 60 80 100
Ritardo ACF di absr
+- 1.96/T^0.5
-0.2 -0.1 0 0.1 0.2
0 20 40 60 80 100
Ritardo PACF di absr
+- 1.96/T^0.5
- �Q � W\V�.Q.E�/..Qll:ol,\.OLl
_ � � t-01
J rrt-1\MJ\hJ v-Q._.. � � A..! e{_g l:1.--o__
_ \v\µQ� �ra--- � GLS j \J���
ri'AN.,\fv..QMJ� c�
\JJ
_ M,o� � la..
VCVV.:o.M,\-OvC \lo�\..:.to'.')
- �<lh�� � � � �� �
- IM.-o� Gt�Of
l)�uo� �v�P1, ANV-\,.'
-
_ tl �� �
-�wrrv �Liv- ��o��r--. \\1. \
�cn.-oto<wo ; �� d;. UM'i o-L_, t'ff<Wo { -eL<>L<..o�,,__ / ��
�T\,11�: ftR,5-CL
'\� d;,