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Date

ti
timp

BET (EUR)
y

11.15.2004

3207.47

11.16.2004

3252.74

11.17.2004

3261.72

11.18.2004

3234.2

11.19.2004

3248.57

11.22.2004

3279.41

11.23.2004

3335.56

11.24.2004

3365.95

11.25.2004

3355.35

11.26.2004

3383

11.29.2004

3442.89

11.30.2004

3449.25

12.02.2004

3535.91

12.03.2004

3623.48

12.06.2004

3569.86

12.07.2004

3549.05

12.08.2004

3566.09

12.09.2004

3594.11

12.10.2004

3600.39

12.13.2004

3618.36

12.14.2004

3643.88

12.15.2004

3659.59

12.16.2004

3696.74

12.17.2004

3730.76

12.20.2004

3794.29

12.21.2004

3800.84

12.22.2004

3838.46

12.23.2004

3810.81

12.24.2004

3781.83

01.03.2005

3945.38

01.04.2005

4122.77

01.05.2005

4323.2

01.06.2005

4346.8

01.07.2005

4412.31

01.10.2005

4476.58

01.11.2005

4404.8

01.12.2005

4371.11

01.13.2005

4461.64

01.14.2005

4537.57

01.17.2005

4607.79

01.18.2005

4762.24

01.19.2005

4896.03

01.20.2005

4813.87

248
247
246
245
244
243
242
241
240
239
238
237
236
235
234
233
232
231
230
229
228
227
226
225
224
223
222
221
220
219
218
217
216
215
214
213
212
211
210
209
208
207
206

y lin
-247
-245
-243
-241
-239
-237
-235
-233
-231
-229
-227
-225
-223
-221
-219
-217
-215
-213
-211
-209
-207
-205
-203
-201
-199
-197
-195
-193
-191
-189
-187
-185
-183
-181
-179
-177
-175
-173
-171
-169
-167
-165
-163

4068.549
4075.708
4082.867
4090.027
4097.186
4104.345
4111.504
4118.663
4125.823
4132.982
4140.141
4147.3
4154.459
4161.619
4168.778
4175.937
4183.096
4190.255
4197.415
4204.574
4211.733
4218.892
4226.051
4233.21
4240.37
4247.529
4254.688
4261.847
4269.006
4276.166
4283.325
4290.484
4297.643
4304.802
4311.962
4319.121
4326.28
4333.439
4340.598
4347.757
4354.917
4362.076
4369.235

y t-1
BET t-1
3207.47
3252.74
3261.72
3234.2
3248.57
3279.41
3335.56
3365.95
3355.35
3383
3442.89
3449.25
3535.91
3623.48
3569.86
3549.05
3566.09
3594.11
3600.39
3618.36
3643.88
3659.59
3696.74
3730.76
3794.29
3800.84
3838.46
3810.81
3781.83
3945.38
4122.77
4323.2
4346.8
4412.31
4476.58
4404.8
4371.11
4461.64
4537.57
4607.79
4762.24
4896.03

y teo(1)

3250.037
3294.472
3303.287
3276.274
3290.379
3320.651
3375.765
3405.595
3395.191
3422.331
3481.117
3487.36
3572.422
3658.378
3605.746
3585.32
3602.046
3629.549
3635.713
3653.352
3678.402
3693.822
3730.287
3763.68
3826.039
3832.468
3869.394
3842.254
3813.808
3974.343
4148.463
4345.198
4368.363
4432.665
4495.751
4425.294
4392.225
4481.086
4555.616
4624.542
4776.144
4907.468

y t-1

3252.74
3261.72
3234.2
3248.57
3279.41
3335.56
3365.95
3355.35
3383
3442.89
3449.25
3535.91
3623.48
3569.86
3549.05
3566.09
3594.11
3600.39
3618.36
3643.88
3659.59
3696.74
3730.76
3794.29
3800.84
3838.46
3810.81
3781.83
3945.38
4122.77
4323.2
4346.8
4412.31
4476.58
4404.8
4371.11
4461.64
4537.57
4607.79
4762.24
4896.03

y t-2

3207.47
3252.74
3261.72
3234.2
3248.57
3279.41
3335.56
3365.95
3355.35
3383
3442.89
3449.25
3535.91
3623.48
3569.86
3549.05
3566.09
3594.11
3600.39
3618.36
3643.88
3659.59
3696.74
3730.76
3794.29
3800.84
3838.46
3810.81
3781.83
3945.38
4122.77
4323.2
4346.8
4412.31
4476.58
4404.8
4371.11
4461.64
4537.57
4607.79
4762.24

01.21.2005

4927.18

01.24.2005

5202.56

01.25.2005

5181.32

01.26.2005

5097.49

01.27.2005

5042.36

01.28.2005

5060.58

01.31.2005

5048.36

02.01.2005

5106.49

02.02.2005

5222.8

02.03.2005

5318.98

02.04.2005

5268.16

02.07.2005

5305.97

02.08.2005

5121.05

02.09.2005

4850.19

02.10.2005

5166.78

02.11.2005

5361.54

02.14.2005

5730.05

02.15.2005

5544.29

02.16.2005

5408.29

02.17.2005

5329.09

02.18.2005

5636.07

02.21.2005

5843.22

02.22.2005

5785.99

02.23.2005

5950.25

02.24.2005

6018.16

02.25.2005

5843.52

02.28.2005

5734.93

03.01.2005

5887.49

03.02.2005

5849.4

03.03.2005

5803.58

03.04.2005

5780.65

03.07.2005

5624.78

03.08.2005

5547.35

03.09.2005

5584.71

03.10.2005

5669.1

03.11.2005

5710.15

03.14.2005

5636.72

03.15.2005

5514.5

03.16.2005

5323.81

03.17.2005

4942.59

03.18.2005

4791.84

03.21.2005

4742

03.22.2005

4655.71

03.23.2005

4742.4

03.24.2005

4760.42

03.25.2005

4663.47

205
204
203
202
201
200
199
198
197
196
195
194
193
192
191
190
189
188
187
186
185
184
183
182
181
180
179
178
177
176
175
174
173
172
171
170
169
168
167
166
165
164
163
162
161
160

-161
-159
-157
-155
-153
-151
-149
-147
-145
-143
-141
-139
-137
-135
-133
-131
-129
-127
-125
-123
-121
-119
-117
-115
-113
-111
-109
-107
-105
-103
-101
-99
-97
-95
-93
-91
-89
-87
-85
-83
-81
-79
-77
-75
-73
-71

4376.394
4383.553
4390.713
4397.872
4405.031
4412.19
4419.349
4426.509
4433.668
4440.827
4447.986
4455.145
4462.305
4469.464
4476.623
4483.782
4490.941
4498.1
4505.26
4512.419
4519.578
4526.737
4533.896
4541.056
4548.215
4555.374
4562.533
4569.692
4576.852
4584.011
4591.17
4598.329
4605.488
4612.647
4619.807
4626.966
4634.125
4641.284
4648.443
4655.603
4662.762
4669.921
4677.08
4684.239
4691.399
4698.558

4813.87
4927.18
5202.56
5181.32
5097.49
5042.36
5060.58
5048.36
5106.49
5222.8
5318.98
5268.16
5305.97
5121.05
4850.19
5166.78
5361.54
5730.05
5544.29
5408.29
5329.09
5636.07
5843.22
5785.99
5950.25
6018.16
5843.52
5734.93
5887.49
5849.4
5803.58
5780.65
5624.78
5547.35
5584.71
5669.1
5710.15
5636.72
5514.5
5323.81
4942.59
4791.84
4742
4655.71
4742.4
4760.42

4826.823
4938.044
5208.347
5187.499
5105.214
5051.1
5068.984
5056.99
5114.048
5228.214
5322.621
5272.738
5309.851
5128.34
4862.473
5173.227
5364.396
5726.113
5543.777
5410.284
5332.544
5633.865
5837.196
5781.021
5942.253
6008.911
5837.491
5730.903
5880.65
5843.262
5798.287
5775.78
5622.783
5546.781
5583.452
5666.286
5706.579
5634.503
5514.536
5327.362
4953.17
4805.199
4756.278
4671.578
4756.67
4774.358

4813.87
4927.18
5202.56
5181.32
5097.49
5042.36
5060.58
5048.36
5106.49
5222.8
5318.98
5268.16
5305.97
5121.05
4850.19
5166.78
5361.54
5730.05
5544.29
5408.29
5329.09
5636.07
5843.22
5785.99
5950.25
6018.16
5843.52
5734.93
5887.49
5849.4
5803.58
5780.65
5624.78
5547.35
5584.71
5669.1
5710.15
5636.72
5514.5
5323.81
4942.59
4791.84
4742
4655.71
4742.4
4760.42

4896.03
4813.87
4927.18
5202.56
5181.32
5097.49
5042.36
5060.58
5048.36
5106.49
5222.8
5318.98
5268.16
5305.97
5121.05
4850.19
5166.78
5361.54
5730.05
5544.29
5408.29
5329.09
5636.07
5843.22
5785.99
5950.25
6018.16
5843.52
5734.93
5887.49
5849.4
5803.58
5780.65
5624.78
5547.35
5584.71
5669.1
5710.15
5636.72
5514.5
5323.81
4942.59
4791.84
4742
4655.716500
4742.4
6000

4151.22

03.29.2005

4339.77

03.30.2005

4489.72

03.31.2005

4720.36

04.01.2005

4934.17

04.04.2005

4914.97

04.05.2005

4931.23

04.06.2005

4894.03

04.07.2005

4794.68

04.08.2005

4772.27

04.11.2005

4813.46

04.12.2005

4864.97

04.13.2005

4931.92

04.14.2005

4840.24

04.15.2005

4721.05

04.18.2005

4635.73

04.19.2005

4561.55

04.20.2005

4356.14

04.21.2005

4465.13

04.22.2005

4456.18

04.25.2005

4319.27

04.26.2005

4394.57

04.27.2005

4370.77

04.28.2005

4393.65

04.29.2005

4442.09

05.03.2005

4544.94

05.04.2005

4675.13

05.05.2005

4678.59

05.06.2005

4725.24

05.09.2005

4697.34

05.10.2005

4611.08

05.11.2005

4535.55

05.12.2005

4517.88

05.13.2005

4545.75

05.16.2005

4566.84

05.17.2005

4605.68

05.18.2005

4613.23

05.19.2005

4703.24

05.20.2005

4776.06

05.23.2005

4744.02

05.24.2005

4736.56

05.25.2005

4694.29

05.26.2005

4579.53

05.27.2005

4502.87

05.30.2005

4236.51

05.31.2005

4365.84

06.01.2005

4485.49

159
158
157
156
155
154
153
152
151
150
149
148
147
146
145
144
143
142
141
140
139
138
137
136
135
134
133
132
131
130
129
128
127
126
125
124
123
122
121
120
119
118
117
116
115
114
113

-69
-67
-65
-63
-61
-59
-57
-55
-53
-51
-49
-47
-45
-43
-41
-39
-37
-35
-33
-31
-29
-27
-25
-23
-21
-19
-17
-15
-13
-11
-9
-7
-5
-3
-1
1
3
5
7
9
11
13
15
17
19
21
23

4705.717
4712.876
4720.035
4727.194
4734.354
4741.513
4748.672
4755.831
4762.99
4770.15
4777.309
4784.468
4791.627
4798.786
4805.946
4813.105
4820.264
4827.423
4834.582
4841.742
4848.901
4856.06
4863.219
4870.378
4877.537
4884.697
4891.856
4899.015
4906.174
4913.333
4920.493
4927.652
4934.811
4941.97
4949.129
4956.289
4963.448
4970.607
4977.766
4984.925
4992.084
4999.244
5006.403
5013.562
5020.721
5027.88
5035.04

4663.47
4151.22
4339.77
4489.72
4720.36
4934.17
4914.97
4931.23
4894.03
4794.68
4772.27
4813.46
4864.97
4931.92
4840.24
4721.05
4635.73
4561.55
4356.14
4465.13
4456.18
4319.27
4394.57
4370.77
4393.65
4442.09
4544.94
4675.13
4678.59
4725.24
4697.34
4611.08
4535.55
4517.88
4545.75
4566.84
4605.68
4613.23
4703.24
4776.06
4744.02
4736.56
4694.29
4579.53
4502.87
4236.51
4365.84

4679.195
4176.389
4361.463
4508.648
4735.036
4944.905
4926.059
4942.019
4905.505
4807.986
4785.989
4826.42
4876.981
4942.696
4852.706
4735.714
4651.967
4579.154
4377.531
4484.512
4475.727
4341.341
4415.252
4391.891
4414.349
4461.896
4562.85
4690.64
4694.036
4739.826
4712.441
4627.771
4553.633
4536.289
4563.645
4584.347
4622.471
4629.881
4718.232
4789.71
4758.26
4750.938
4709.447
4596.803
4521.556
4260.106
4387.052

4663.47
4151.22
4339.77
4489.72
4720.36
4934.17
4914.97
4931.23
4894.03
4794.68
4772.27
4813.46
4864.97
4931.92
4840.24
4721.05
4635.73
4561.55
4356.14
4465.13
4456.18
4319.27
4394.57
4370.77
4393.65
4442.09
4544.94
4675.13
4678.59
4725.24
4697.34
4611.08
4535.55
4517.88
4545.75
4566.84
4605.68
4613.23
4703.24
4776.06
4744.02
4736.56
4694.29
4579.53
4502.87
4236.51
4365.84

4760.426000
4663.47
5500
4151.22
4339.77
5000
4489.72
4720.364500
4934.17
4914.974000
4931.23
4894.033500
4794.68
4772.273000
4813.46
4864.97
4931.92
4840.24
4721.05
4635.73
4561.55
4356.14
4465.13
4456.18
4319.27
4394.57
4370.77
4393.65
4442.09
4544.94
4675.13
4678.59
4725.24
4697.34
4611.08
4535.55
4517.88
4545.75
4566.84
4605.68
4613.23
4703.24
4776.06
4744.02
4736.56
4694.29
4579.53
4502.87
4236.51
pct BET

03.28.2005

06.02.2005

4495.41

06.03.2005

4472.68

06.06.2005

4364.63

06.07.2005

4421.48

06.08.2005

4458.18

06.09.2005

4561.15

06.10.2005

4541.36

06.13.2005

4557.98

06.14.2005

4592.83

06.15.2005

4552.31

06.16.2005

4545.76

06.17.2005

4532.63

06.20.2005

4530.02

06.21.2005

4543.1

06.22.2005

4511.96

06.23.2005

4536.57

06.24.2005

4505.37

07.04.2005

4557.13

07.05.2005

4575.24

07.06.2005

4575.24

07.07.2005

4626.13

07.08.2005

4651.3

07.11.2005

4726.27

07.12.2005

4888.1

07.13.2005

4911.67

07.14.2005

4932.35

07.15.2005

4930.83

07.18.2005

4895.54

07.19.2005

4960.75

07.20.2005

5103.66

07.21.2005

5113.24

07.22.2005

5167.31

07.25.2005

5194.64

07.26.2005

5175.15

07.27.2005

5185

07.28.2005

5180.28

07.29.2005

5229.64

08.01.2005

5322.77

08.02.2005

5386.09

08.03.2005

5541.87

08.04.2005

5638.45

08.05.2005

5588.01

08.08.2005

5623.35

08.09.2005

5579.11

08.10.2005

5572.55

08.11.2005

5572.55

08.12.2005

5383.45

112
111
110
109
108
107
106
105
104
103
102
101
100
99
98
97
96
95
94
93
92
91
90
89
88
87
86
85
84
83
82
81
80
79
78
77
76
75
74
73
72
71
70
69
68
67
66

25
27
29
31
33
35
37
39
41
43
45
47
49
51
53
55
57
59
61
63
65
67
69
71
73
75
77
79
81
83
85
87
89
91
93
95
97
99
101
103
105
107
109
111
113
115
117

5042.199
5049.358
5056.517
5063.676
5070.836
5077.995
5085.154
5092.313
5099.472
5106.632
5113.791
5120.95
5128.109
5135.268
5142.427
5149.587
5156.746
5163.905
5171.064
5178.223
5185.383
5192.542
5199.701
5206.86
5214.019
5221.179
5228.338
5235.497
5242.656
5249.815
5256.974
5264.134
5271.293
5278.452
5285.611
5292.77
5299.93
5307.089
5314.248
5321.407
5328.566
5335.726
5342.885
5350.044
5357.203
5364.362
5371.522

4485.49
4495.41
4472.68
4364.63
4421.48
4458.18
4561.15
4541.36
4557.98
4592.83
4552.31
4545.76
4532.63
4530.02
4543.1
4511.96
4536.57
4505.37
4557.13
4575.24
4575.24
4626.13
4651.3
4726.27
4888.1
4911.67
4932.35
4930.83
4895.54
4960.75
5103.66
5113.24
5167.31
5194.64
5175.15
5185
5180.28
5229.64
5322.77
5386.09
5541.87
5638.45
5588.01
5623.35
5579.11
5572.55
5572.55

4504.496
4514.233
4491.922
4385.864
4441.666
4477.69
4578.762
4559.336
4575.65
4609.857
4570.084
4563.655
4550.767
4548.205
4561.044
4530.478
4554.635
4524.01
4574.816
4592.592
4592.592
4642.544
4667.25
4740.837
4899.684
4922.82
4943.118
4941.626
4906.987
4970.995
5111.27
5120.674
5173.747
5200.573
5181.442
5191.111
5186.478
5234.928
5326.341
5388.494
5541.402
5636.201
5586.691
5621.38
5577.955
5571.516
5571.516

4485.49
4495.41
4472.68
4364.63
4421.48
4458.18
4561.15
4541.36
4557.98
4592.83
4552.31
4545.76
4532.63
4530.02
4543.1
4511.96
4536.57
4505.37
4557.13
4575.24
4575.24
4626.13
4651.3
4726.27
4888.1
4911.67
4932.35
4930.83
4895.54
4960.75
5103.66
5113.24
5167.31
5194.64
5175.15
5185
5180.28
5229.64
5322.77
5386.09
5541.87
5638.45
5588.01
5623.35
5579.11
5572.55
5572.55

4365.84
4485.49
4495.41
4472.68
4364.63
4421.48
4458.18
4561.15
4541.36
4557.98
4592.83
4552.31
4545.76
4532.63
4530.02
4543.1
4511.96
4536.57
4505.37
4557.13
4575.24
4575.24
4626.13
4651.3
4726.27
4888.1
4911.67
4932.35
4930.83
4895.54
4960.75
5103.66
5113.24
5167.31
5194.64
5175.15
5185
5180.28
5229.64
5322.77
5386.09
5541.87
5638.45
5588.01
5623.35
5579.11
5572.55

08.15.2005

5406.2

08.16.2005

5363.28

08.17.2005

5327.35

08.18.2005

5232.54

08.19.2005

5240.88

08.22.2005

5172.86

08.23.2005

5291.35

08.24.2005

5272.54

08.25.2005

5226.94

08.26.2005

5153.86

08.29.2005

5173.42

08.30.2005

5282.02

08.31.2005

5303.97

09.01.2005

5375.16

09.02.2005

5395.51

09.05.2005

5273.57

09.06.2005

5345.03

09.07.2005

5342.45

09.08.2005

5418.76

09.09.2005

5506.33

09.12.2005

5538.72

09.13.2005

5635.5

09.14.2005

5712.38

09.15.2005

5838.83

09.16.2005

5821.43

09.19.2005

5900.32

09.20.2005

5973.83

09.21.2005

5860.31

09.22.2005

5845.94

09.23.2005

5878.23

09.26.2005

5967.7

09.27.2005

6037.94

09.28.2005

5937.94

09.29.2005

5913.55

09.30.2005

5885.9

10.03.2005

5875.42

10.04.2005

5918.44

10.05.2005

5892.76

10.06.2005

5918.46

10.07.2005

5835.13

10.10.2005

5869.61

10.11.2005

5913.73

10.12.2005

5991.06

10.13.2005

5900.29

10.14.2005

5828.13

10.17.2005

5900.08

10.18.2005

6056.82

65
64
63
62
61
60
59
58
57
56
55
54
53
52
51
50
49
48
47
46
45
44
43
42
41
40
39
38
37
36
35
34
33
32
31
30
29
28
27
26
25
24
23
22
21
20
19

119
121
123
125
127
129
131
133
135
137
139
141
143
145
147
149
151
153
155
157
159
161
163
165
167
169
171
173
175
177
179
181
183
185
187
189
191
193
195
197
199
201
203
205
207
209
211

5378.681
5385.84
5392.999
5400.158
5407.317
5414.477
5421.636
5428.795
5435.954
5443.113
5450.273
5457.432
5464.591
5471.75
5478.909
5486.069
5493.228
5500.387
5507.546
5514.705
5521.864
5529.024
5536.183
5543.342
5550.501
5557.66
5564.82
5571.979
5579.138
5586.297
5593.456
5600.616
5607.775
5614.934
5622.093
5629.252
5636.412
5643.571
5650.73
5657.889
5665.048
5672.207
5679.367
5686.526
5693.685
5700.844
5708.003

5383.45
5406.2
5363.28
5327.35
5232.54
5240.88
5172.86
5291.35
5272.54
5226.94
5153.86
5173.42
5282.02
5303.97
5375.16
5395.51
5273.57
5345.03
5342.45
5418.76
5506.33
5538.72
5635.5
5712.38
5838.83
5821.43
5900.32
5973.83
5860.31
5845.94
5878.23
5967.7
6037.94
5937.94
5913.55
5885.9
5875.42
5918.44
5892.76
5918.46
5835.13
5869.61
5913.73
5991.06
5900.29
5828.13
5900.08

5385.902
5408.233
5366.104
5330.836
5237.774
5245.961
5179.195
5295.5
5277.037
5232.278
5160.545
5179.744
5286.342
5307.887
5377.765
5397.74
5278.048
5348.191
5345.658
5420.561
5506.517
5538.31
5633.306
5708.768
5832.887
5815.808
5893.244
5965.399
5853.971
5839.866
5871.561
5959.382
6028.327
5930.17
5906.23
5879.09
5868.803
5911.03
5885.823
5911.049
5829.255
5863.1
5906.406
5982.311
5893.214
5822.385
5893.008

5383.45
5406.2
5363.28
5327.35
5232.54
5240.88
5172.86
5291.35
5272.54
5226.94
5153.86
5173.42
5282.02
5303.97
5375.16
5395.51
5273.57
5345.03
5342.45
5418.76
5506.33
5538.72
5635.5
5712.38
5838.83
5821.43
5900.32
5973.83
5860.31
5845.94
5878.23
5967.7
6037.94
5937.94
5913.55
5885.9
5875.42
5918.44
5892.76
5918.46
5835.13
5869.61
5913.73
5991.06
5900.29
5828.13
5900.08

5572.55
5383.45
5406.2
5363.28
5327.35
5232.54
5240.88
5172.86
5291.35
5272.54
5226.94
5153.86
5173.42
5282.02
5303.97
5375.16
5395.51
5273.57
5345.03
5342.45
5418.76
5506.33
5538.72
5635.5
5712.38
5838.83
5821.43
5900.32
5973.83
5860.31
5845.94
5878.23
5967.7
6037.94
5937.94
5913.55
5885.9
5875.42
5918.44
5892.76
5918.46
5835.13
5869.61
5913.73
5991.06
5900.29
5828.13

10.19.2005

6001.02

10.20.2005

5991.61

10.21.2005

5990.07

10.24.2005

6043.38

10.25.2005

6156.38

10.26.2005

6133.05

10.27.2005

6028.6

10.28.2005

5863.69

10.31.2005

5718.94

11.01.2005

5684.32

11.02.2005

5780

11.03.2005

5666.3

11.04.2005

5684.87

11.07.2005

5722.39

11.08.2005

5653.33

11.09.2005

5683.85

11.10.2005

5716.68

11.11.2005

5789.99

18
17
16
15
14
13
12
11
10
9
8
7
6
5
4
3
2
1

213
215
217
219
221
223
225
227
229
231
233
235
237
239
241
243
245
247

5715.163
5722.322
5729.481
5736.64
5743.799
5750.959
5758.118
5765.277
5772.436
5779.595
5786.754
5793.914
5801.073
5808.232
5815.391
5822.55
5829.71
5836.869

6056.82
6001.02
5991.61
5990.07
6043.38
6156.38
6133.05
6028.6
5863.69
5718.94
5684.32
5780
5666.3
5684.87
5722.39
5653.33
5683.85
5716.68
5789.99

6046.859
5992.087
5982.851
5981.339
6033.666
6144.583
6121.683
6019.159
5857.289
5715.207
5681.226
5775.142
5663.538
5681.766
5718.594
5650.807
5680.764
5712.989
5784.948

6056.82
6001.02
5991.61
5990.07
6043.38
6156.38
6133.05
6028.6
5863.69
5718.94
5684.32
5780
5666.3
5684.87
5722.39
5653.33
5683.85
5716.68

5900.08
6056.82
6001.02
5991.61
5990.07
6043.38
6156.38
6133.05
6028.6
5863.69
5718.94
5684.32
5780
5666.3
5684.87
5722.39
5653.33
5683.85

yteo(2)

SUMMARY OUTPUT

3302.775
3303.126
3267.603
3291.476
3325.586
3386.599
3410.419
3390.456
3426.514
3492.814
3486.573
3590.354
3676.515
3590.962
3578.189
3603.74
3633.802
3634.896
3655.259
3682.067
3695.199
3736.661
3769.321
3838.557
3831.698
3875.867
3833.507
3804.754
4010.174
4187.507
4389.599
4371.525
4445.596
4508.387
4406.209
4382.025
4499.847
4570.967
4638.555
4809.788
4936.283

y=f(t)

Regression Statistics
Multiple R 0.695259
R Square
0.483385
Adjusted R Square
0.481285
Standard Error
532.0058
Observations
248
ANOVA
df
Regression
Residual
Total

SS
MS
1 65146996 65146996.13
246 69625410 283030.1222
247 1.35E+08

Coefficients
Standard Error
t Stat
Intercept
4952.709
33.7824 146.6061936
X Variable 1 3.579595 0.235941 15.17158199

SUMMARY OUTPUT

F
Significance F
230.1769 3.82E-37

P-value Lower 95%


2.1E-241 4886.169
3.82E-37 3.114873

y=f(yt-1)

Regression Statistics
Multiple R 0.990298
R Square
0.980691
Adjusted R Square
0.980612
Standard Error
101.8859
Observations
247
ANOVA
df
Regression
Residual
Total

SS
MS
1 1.29E+08 129170937.2
245 2543279 10380.72907
246 1.32E+08

Coefficients
Standard Error
t Stat
Intercept
101.6971 44.03065 2.309689899
X Variable 1 0.981565 0.008799 111.5497181

F
Significance F
12443.34 5.2E-212

P-value Lower 95%


0.021737 14.97025
5.2E-212 0.964233

4805.285
4962.08
5270.156
5180.138
5083.264
5035.848
5070.835
5051.743
5125.202
5252.927
5342.632
5258.472
5316.251
5082.814
4796.927
5244.649
5407.392
5809.598
5498.022
5376.144
5311.656
5703.009
5883.044
5765.22
5978.09
6022.274
5794.305
5703.128
5913.764
5831.919
5785.145
5767.977
5583.992
5526.288
5589.725
5683.52
5713.703
5614.936
5483.601
5280.474
4861.881
4767.667
4742.282
4649.09
6500
4774.514
4776.186
6000

SUMMARY OUTPUT

y=f(yt-1,yt-2)

Regression Statistics
Multiple R 0.990628
R Square
0.981344
Adjusted R Square
0.98119
Standard Error
99.43671
Observations
246
ANOVA
df
Regression
Residual
Total

SS
MS
2 1.26E+08 63192850.76
243 2402701 9887.660143
245 1.29E+08

Coefficients
Standard Error
t Stat
Intercept
99.70093 43.52359 2.290733241
X Variable 1 1.214686 0.062425 19.45821144
X Variable 2 -0.2332 0.061849 -3.77050129

Evolutia indicelui BET

F
Significance F
6391.082
8E-211

P-value Lower 95%


0.022836 13.96928
1.79E-51 1.091722
0.000205 -0.355028

60004654.22

4054.606
4403.092
4541.264
5000
4786.451
4992.377
4500
4919.195
4943.423
4000
4894.445
3500
4782.441
4778.388
3000
4833.647
1 13 25 37 49 61 73 85 97 109 121 133 145 157 169 181 193 205 217 229 241
4886.61
zile
4955.921
4828.946
4705.548
4629.706
4559.497
4327.287
4507.577
4471.29
4307.074
4430.467
4383.998
4417.34
4470.844
4584.478
4718.633
4692.476
4748.334
4703.565
4605.293
4533.664
4529.814
4567.788
4586.906
4629.166
4629.28
4736.853
4804.316
4748.416
4746.826
4697.221
4567.681
4501.325
4195.659
4414.869

pct BET

5500

4530.046
4514.194
4484.271
4358.324
4452.577
4483.898
4600.416
4552.365
4577.168
4615.624
4558.278
4559.771
4545.349
4545.241
4561.738
4520.862
4558.017
4514.38
4584.528
4594.456
4590.232
4652.048
4670.754
4755.949
4935.039
4925.93
4945.553
4938.884
4896.373
4983.812
5142.196
5120.506
5183.95
5204.538
5174.49
5191
5182.97
5244.027
5345.64
5400.836
5575.294
5656.28
5572.489
5627.178
5565.199
5567.548
5569.078

5339.381
5411.113
5353.673
5320.039
5213.253
5245.493
5160.925
5320.716
5270.236
5219.233
5141.097
5181.899
5309.252
5310.589
5391.944
5400.061
5247.197
5362.435
5342.636
5435.93
5524.505
5543.427
5653.431
5724.247
5859.916
5809.292
5909.176
5980.071
5825.037
5834.055
5876.628
5977.776
6042.231
5904.383
5898.076
5870.178
5863.896
5918.596
5877.371
5914.576
5807.364
5868.678
5914.23
5997.872
5869.582
5803.098
5907.322

6080.933
5976.602
5978.185
5978.508
6043.622
6168.45
6113.76
5992.326
5816.37
5679.002
5670.705
5794.999
5634.577
5683.649
5724.893
5632.257
5685.434
5718.195

ignificance F

Upper 95%Lower 95,0%


Upper 95,0%
5019.249 4886.169 5019.249
4.044316 3.114873 4.044316

ignificance F

Upper 95%Lower 95,0%


Upper 95,0%
188.424 14.97025
188.424
0.998897 0.964233 0.998897

ignificance F

Upper 95%Lower 95,0%


Upper 95,0%
185.4326 13.96928 185.4326
1.337649 1.091722 1.337649
-0.111372 -0.355028 -0.111372