Anon

(Dana P.) #1
128 The Basics of financial economeTrics

tAble 6.2 (continued)
Issue # Residuals Residuals Dummy 1 Residuals Dummy 2
106   –50.430600   –26.617000   –36.781100
107   318.056000   133.403000   130.828300
108     47.876010     16.919350       5.068270
109     64.341610   107.038200     99.281600
110   –14.573200     10.557760       3.393970
111   –66.995600     11.539420       7.987728
112 –113.425000   –82.640800   –88.147800
113 –209.054000 –198.177000 –205.892000
114   107.522000   152.737700   142.464600
115     41.638860   –76.825800 –145.458000
116       7.647833     10.327540       9.887700
117     33.946630     21.528710     18.669900
118   –22.671700   –13.952900   –13.425200
119     40.107630     35.729610     24.798540
120 –142.727000   –74.636000   –73.956000
121   –63.286100   –31.013100   –33.970100
122     61.774140     64.481450     64.302480
123     87.135110   101.920500   103.676700
124     62.078800     93.048860     97.398200
125     48.320900     45.935300     36.150130
126 –121.736000   –90.029000   –92.609500
127     87.253680   111.626800   105.229900
128 –106.767000   –91.452500   –99.300700
129   –28.566900   –22.540100   –29.135400
130   108.560100     98.752280     95.570570
131     64.418690     71.586810     60.886980
132   –95.752300   –75.902200   –84.570100
133   –27.665900   –28.348600   –40.306300
134   –19.581300   –12.413200   –23.113000
135 –119.564000 –110.826000 –121.274000
136     47.473260     66.840260     58.094960
137   –61.953700   –53.237800   –64.316600
138   149.786400   211.505100   204.226300
139     90.609530   118.184700   114.258300
140     55.650810     29.860840     23.239180
141   126.240500     78.712630     79.050720
142 –107.826000   –27.243600   –31.116800
143 7.614932     60.121850     50.036220
144   –65.174500   –41.979400   –42.794500
145   –22.238400       2.164489       1.542950
146 –108.558000   –78.116000   –77.769900
147     20.679750     19.696850     12.963030
148   –88.216600   –43.906700   –43.383600
149   165.253100     48.262590   –23.500200
150     93.311620     74.519920     70.896340
151     73.715770     56.735780     53.402470
152     94.629570   100.961000     90.629950

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