我正在尝试对包含不同区域 (RegionID) 的数据集进行滚动回归，该数据集具有指定的滚动窗口（例如 60 个月）和每次回归的最少观察次数（例如 24 个月），以估计因子“Beta ”。大部分代码来自 Chistoph Scheuch、Stefan Voigt 和 Patrick Weiss 的“Tidy Finace”website，我这边有一些小的变化（例如，我用
| nrow(data) < months.f = ~ Beta_estimate(., months, min_obs)Beta_estimate = function(data, months, min_obs) {
if (nrow(na.omit(data)) < min_obs | nrow(data) < months){
beta = as.numeric(NA)
}
else {
fit = lm(e_ret ~ M_h1 + Mkt.RF + SMB + HML + Mom, data = data)
beta = as.numeric(coefficients(fit)[2])
}
return(beta)
}
roll_Beta_estimate = function(data, months, min_obs) {
data = data %>%
arrange(Dates)
betas = slide_period_vec(
.x = data,
.i = data$Dates,
.period = "month",
.f = ~ Beta_estimate(., months, min_obs),
.before = months-1,
.complete = FALSE
)
return(tibble(
Dates = unique(data$Dates),
beta = betas
))
}
上述函数在应用于仅包含一个区域（例如 RegionID = 86）的数据集时按预期工作，使用：
beta_example = df_sub %>%
mutate(roll_Beta_estimate(pick(everything()), months = 60, min_obs = 24))
我得到了我想要的，即带有“Betas”的列（给定 if 子句，2004-12-01 之前的值是
NAs|Dates |RegionID | M_h1| Mkt.RF| SMB| HML| Mom| e_ret| beta|
|:----------|:--------|---------:|------:|------:|------:|------:|----------:|-----------:|
|2000-01-01 |86 | 0.6376365| -4.74| 4.44| -1.91| 1.92| NA| NA|
|2000-02-01 |86 | 0.6418569| 2.45| 18.34| -9.70| 18.20| -0.3063375| NA|
|2000-03-01 |86 | 0.6502638| 5.20| -15.35| 8.17| -6.83| -0.3915581| NA|
|2000-04-01 |86 | 0.6672600| -6.40| -5.01| 7.26| -8.39| -0.2301582| NA|
|2000-05-01 |86 | 0.6806610| -4.42| -3.84| 4.81| -8.98| -0.1850432| NA|
|2000-06-01 |86 | 0.6843745| 4.64| 9.93| -8.43| 16.60| 0.1511080| NA|
|2000-07-01 |86 | 0.6716097| -2.51| -1.03| 8.30| -0.05| 0.2093088| NA|
|2000-08-01 |86 | 0.6662841| 7.03| -1.04| -1.38| 5.73| 0.2304576| NA|
|2000-09-01 |86 | 0.6714084| -5.45| 0.19| 7.17| 1.97| 0.1389498| NA|
|2000-10-01 |86 | 0.6702824| -2.76| -2.64| 5.70| -4.48| 0.0114990| NA|
|2000-11-01 |86 | 0.6691079| -10.72| -0.60| 12.32| -2.32| 0.2249757| NA|
|2000-12-01 |86 | 0.6838546| 1.19| 3.26| 7.61| 6.74| 0.3489687| NA|
|2001-01-01 |86 | 0.6894443| 3.13| 5.50| -5.09| -25.30| 0.1326861| NA|
|2001-02-01 |86 | 0.6854366| -10.05| 2.82| 12.48| 12.57| -0.1425198| NA|
|2001-03-01 |86 | 0.6826310| -7.26| 2.33| 6.42| 8.55| -0.4201602| NA|
|2001-04-01 |86 | 0.6869442| 7.94| -0.86| -4.68| -7.90| -0.2857824| NA|
|2001-05-01 |86 | 0.6858317| 0.72| 3.59| 3.38| 2.21| -0.0565219| NA|
|2001-06-01 |86 | 0.6919352| -1.94| 6.57| -1.13| 0.38| 0.0625133| NA|
|2001-07-01 |86 | 0.7031220| -2.13| -2.83| 5.21| 5.58| 0.0960806| NA|
|2001-08-01 |86 | 0.7255370| -6.46| 2.71| 2.30| 5.53| 0.1896060| NA|
|2001-09-01 |86 | 0.7667564| -9.25| -5.73| 1.45| 11.48| 0.2165924| NA|
|2001-10-01 |86 | 0.7699788| 2.46| 5.28| -7.66| -8.47| 0.2996318| NA|
|2001-11-01 |86 | 0.7424530| 7.54| -0.31| 2.22| -8.69| 0.2202642| NA|
|2001-12-01 |86 | 0.7088955| 1.60| 5.16| 0.85| 0.07| 0.1692319| NA|
|2002-01-01 |86 | 0.6883175| -1.44| 1.26| 3.44| 3.75| -0.1300256| NA|
|2002-02-01 |86 | 0.6579610| -2.29| -0.36| 2.16| 6.82| -0.2309446| NA|
|2002-03-01 |86 | 0.6398057| 4.24| 4.25| 1.06| -1.64| -0.2938640| NA|
|2002-04-01 |86 | 0.6210287| -5.20| 6.72| 3.88| 7.63| -0.1257493| NA|
|2002-05-01 |86 | 0.6034129| -1.38| -3.02| 1.53| 3.16| 0.0432846| NA|
|2002-06-01 |86 | 0.6007550| -7.21| 3.89| -0.03| 6.03| 0.1202997| NA|
|2002-07-01 |86 | 0.6013465| -8.18| -6.43| -3.85| 3.77| 0.2351588| NA|
|2002-08-01 |86 | 0.6003036| 0.50| -1.30| 3.29| 1.90| 0.2208069| NA|
|2002-09-01 |86 | 0.5981957| -10.35| 3.07| 1.47| 9.13| 0.2403154| NA|
|2002-10-01 |86 | 0.5987511| 7.84| -4.30| -3.94| -5.58| 0.2276467| NA|
|2002-11-01 |86 | 0.6080715| 5.96| 2.93| -1.21| -16.33| 0.3106747| NA|
|2002-12-01 |86 | 0.6224808| -5.76| 0.62| 2.14| 9.64| 0.3354810| NA|
|2003-01-01 |86 | 0.6391936| -2.57| 0.72| -0.81| 1.55| 0.0163860| NA|
|2003-02-01 |86 | 0.6477473| -1.88| -0.93| -1.38| 1.17| -0.1429059| NA|
|2003-03-01 |86 | 0.6478603| 1.09| 0.67| -1.91| 1.48| -0.2380177| NA|
|2003-04-01 |86 | 0.6599123| 8.22| 1.04| 1.17| -9.33| 0.0104846| NA|
|2003-05-01 |86 | 0.6433991| 6.05| 4.87| 0.50| -10.70| 0.0864548| NA|
|2003-06-01 |86 | 0.6311839| 1.42| 1.68| 0.15| -1.00| 0.0614878| NA|
|2003-07-01 |86 | 0.6309090| 2.35| 4.54| -1.24| -0.24| 0.0938657| NA|
|2003-08-01 |86 | 0.6301281| 2.34| 2.48| 1.54| -0.62| 0.2183311| NA|
|2003-09-01 |86 | 0.6313437| -1.24| 0.55| 0.15| -0.19| 0.3494373| NA|
|2003-10-01 |86 | 0.6228361| 6.08| 2.71| 1.97| 3.99| 0.4404672| NA|
|2003-11-01 |86 | 0.6096329| 1.35| 2.33| 1.78| 1.46| 0.4465787| NA|
|2003-12-01 |86 | 0.5944388| 4.29| -2.49| 1.61| -5.57| 0.4379145| NA|
|2004-01-01 |86 | 0.5922125| 2.15| 2.45| 2.48| 2.58| 0.1566475| NA|
|2004-02-01 |86 | 0.5910803| 1.40| -0.93| 0.91| -1.14| 0.0144998| NA|
|2004-03-01 |86 | 0.5966846| -1.32| 2.10| 0.28| 0.17| -0.0283772| NA|
|2004-04-01 |86 | 0.5975593| -1.83| -2.01| -3.09| -5.38| 0.2165850| NA|
|2004-05-01 |86 | 0.6059432| 1.17| -0.38| -0.24| 1.50| 0.3265161| NA|
|2004-06-01 |86 | 0.6130874| 1.86| 2.56| 1.19| 2.05| 0.2570141| NA|
|2004-07-01 |86 | 0.6022441| -4.06| -2.95| 3.23| -2.29| 0.2823699| NA|
|2004-08-01 |86 | 0.5929305| 0.08| -1.16| 1.00| -1.59| 0.3273495| NA|
|2004-09-01 |86 | 0.5972022| 1.60| 3.27| -0.01| 5.49| 0.4680163| NA|
|2004-10-01 |86 | 0.6100527| 1.43| 0.19| -0.22| -1.38| 0.5545313| NA|
|2004-11-01 |86 | 0.6226831| 4.54| 4.11| 1.42| 3.16| 0.5495530| NA|
|2004-12-01 |86 | 0.6448274| 3.43| -0.05| -0.22| -2.87| 0.5534515| -1.2708259|
|2005-01-01 |86 | 0.6500079| -2.76| -1.18| 2.06| 3.05| 1.3804199| -1.2165787|
|2005-02-01 |86 | 0.6379604| 1.89| -0.30| 1.53| 3.37| 1.4102826| -1.2891266|
|2005-03-01 |86 | 0.6316958| -1.97| -1.42| 2.04| 0.41| 1.3746707| -1.2712300|
|2005-04-01 |86 | 0.6255424| -2.61| -3.98| 0.06| -0.69| 0.1917158| -1.2089633|
|2005-05-01 |86 | 0.6318012| 3.65| 2.79| -0.64| 0.45| -0.1742335| -1.0473845|
|2005-06-01 |86 | 0.6442253| 0.57| 3.28| 2.82| 2.05| -0.3287040| -1.0636718|
|2005-07-01 |86 | 0.6648600| 3.92| 2.80| -0.78| 0.06| 0.0038493| -1.0982681|
|2005-08-01 |86 | 0.6881163| -1.22| -0.89| 1.32| 2.08| 0.0322241| -1.1496266|
|2005-09-01 |86 | 0.7326867| 0.49| -0.35| 0.72| 3.43| 0.0448965| -1.2156586|
|2005-10-01 |86 | 0.7341279| -2.02| -1.45| 0.43| -1.39| -0.0221684| -1.2886175|
|2005-11-01 |86 | 0.7178706| 3.61| 0.85| -1.18| 0.35| 0.0151219| -1.3478064|
|2005-12-01 |86 | 0.6919731| -0.25| -0.21| 0.20| 0.77| 0.1017214| -1.4346486|
但是，当我尝试将这个确切的函数（“roll_Beta_estimate”）映射到包含几个不同 RegionID 的整个数据集时，没有计算 Betas（见下文）。对于函数的映射，我再次关注“Tidy Finace”网站.
df_final_nested = df_final %>%
nest(r_data = -c(RegionID))
beta_monthly = df_final_nested %>%
mutate(beta = future_map(r_data, ~ roll_Beta_estimate(., months = 60, min_obs = 24))) %>%
unnest(c(beta)) %>%
select(RegionID, Dates, beta_monthly = beta)
运行上述代码段不会产生任何 Betas。
|RegionID |Dates | beta_monthly|
|:--------|:----------|------------:|
|86 |2004-11-01 | NA|
|86 |2005-02-01 | NA|
|86 |2005-05-01 | NA|
|86 |2005-06-01 | NA|
|86 |2005-07-01 | NA|
|86 |2005-08-01 | NA|
|86 |2005-11-01 | NA|
|86 |2005-12-01 | NA|
|86 |2006-03-01 | NA|
|86 |2006-06-01 | NA|
|86 |2006-09-01 | NA|
|86 |2006-12-01 | NA|
|86 |2007-01-01 | NA|
|86 |2007-02-01 | NA|
|86 |2007-03-01 | NA|
|86 |2007-04-01 | NA|
|86 |2007-07-01 | NA|
|86 |2007-10-01 | NA|
|86 |2007-11-01 | NA|
|86 |2007-12-01 | NA|
|86 |2008-01-01 | NA|
|86 |2008-04-01 | NA|
|86 |2008-07-01 | NA|
|86 |2008-08-01 | NA|
|86 |2008-09-01 | NA|
|86 |2008-10-01 | NA|
|86 |2008-11-01 | NA|
|86 |2009-02-01 | NA|
|86 |2009-05-01 | NA|
|86 |2009-06-01 | NA|
|86 |2009-07-01 | NA|
|86 |2009-08-01 | NA|
|86 |2009-11-01 | NA|
|86 |2009-12-01 | NA|
|86 |2010-03-01 | NA|
|86 |2010-04-01 | NA|
|86 |2010-05-01 | NA|
|86 |2010-06-01 | NA|
|86 |2010-09-01 | NA|
|86 |2010-12-01 | NA|
|86 |2011-03-01 | NA|
|86 |2011-04-01 | NA|
|86 |2011-07-01 | NA|
|86 |2011-10-01 | NA|
|86 |2011-11-01 | NA|
|86 |2011-12-01 | NA|
|86 |2012-01-01 | NA|
|86 |2012-04-01 | NA|
|86 |2012-07-01 | NA|
|86 |2012-08-01 | NA|
|86 |2012-09-01 | NA|
|86 |2012-10-01 | NA|
|86 |2012-11-01 | NA|
|86 |2013-02-01 | NA|
|86 |2013-05-01 | NA|
|86 |2013-08-01 | NA|
|86 |2013-11-01 | NA|
|86 |2013-12-01 | NA|
|100 |2000-02-01 | NA|
|100 |2000-03-01 | NA|
|100 |2000-10-01 | NA|
|100 |2000-11-01 | NA|
|100 |2000-12-01 | NA|
|100 |2001-01-01 | NA|
|100 |2001-03-01 | NA|
|100 |2001-04-01 | NA|
|100 |2001-12-01 | NA|
|100 |2002-01-01 | NA|
|100 |2002-03-01 | NA|
|100 |2002-07-01 | NA|
|100 |2002-08-01 | NA|
|100 |2002-10-01 | NA|
|100 |2002-11-01 | NA|
|100 |2003-01-01 | NA|
|100 |2003-02-01 | NA|
|100 |2003-04-01 | NA|
|100 |2003-05-01 | NA|
|100 |2003-07-01 | NA|
|100 |2003-09-01 | NA|
|100 |2003-11-01 | NA|
|100 |2003-12-01 | NA|
|100 |2004-02-01 | NA|
我尝试了不同的代码变体并在调试模式下检查了代码，但不知何故我似乎无法找到错误。因此，非常感谢任何帮助！
（PS：我更喜欢使用映射到嵌套或分组数据框的自定义函数，因为这使我在参数更改方面更加灵活。）
|Dates |RegionID | M_h1| Mkt.RF| SMB| HML| Mom| e_ret|
|:----------|:--------|---------:|------:|------:|------:|------:|----------:|
|2000-02-01 |100 | 0.6418569| 2.45| 18.34| -9.70| 18.20| NA|
|2000-03-01 |100 | 0.6502638| 5.20| -15.35| 8.17| -6.83| NA|
|2000-10-01 |100 | 0.6702824| -2.76| -2.64| 5.70| -4.48| NA|
|2000-11-01 |100 | 0.6691079| -10.72| -0.60| 12.32| -2.32| NA|
|2000-12-01 |100 | 0.6838546| 1.19| 3.26| 7.61| 6.74| NA|
|2001-01-01 |100 | 0.6894443| 3.13| 5.50| -5.09| -25.30| NA|
|2001-03-01 |100 | 0.6826310| -7.26| 2.33| 6.42| 8.55| NA|
|2001-04-01 |100 | 0.6869442| 7.94| -0.86| -4.68| -7.90| NA|
|2001-12-01 |100 | 0.7088955| 1.60| 5.16| 0.85| 0.07| NA|
|2002-01-01 |100 | 0.6883175| -1.44| 1.26| 3.44| 3.75| NA|
|2002-03-01 |100 | 0.6398057| 4.24| 4.25| 1.06| -1.64| NA|
|2002-07-01 |100 | 0.6013465| -8.18| -6.43| -3.85| 3.77| NA|
|2002-08-01 |100 | 0.6003036| 0.50| -1.30| 3.29| 1.90| NA|
|2002-10-01 |100 | 0.5987511| 7.84| -4.30| -3.94| -5.58| NA|
|2002-11-01 |100 | 0.6080715| 5.96| 2.93| -1.21| -16.33| NA|
|2003-01-01 |100 | 0.6391936| -2.57| 0.72| -0.81| 1.55| NA|
|2003-02-01 |100 | 0.6477473| -1.88| -0.93| -1.38| 1.17| NA|
|2003-04-01 |100 | 0.6599123| 8.22| 1.04| 1.17| -9.33| NA|
|2003-05-01 |100 | 0.6433991| 6.05| 4.87| 0.50| -10.70| NA|
|2003-07-01 |100 | 0.6309090| 2.35| 4.54| -1.24| -0.24| NA|
|2003-09-01 |100 | 0.6313437| -1.24| 0.55| 0.15| -0.19| NA|
|2003-11-01 |100 | 0.6096329| 1.35| 2.33| 1.78| 1.46| NA|
|2003-12-01 |100 | 0.5944388| 4.29| -2.49| 1.61| -5.57| NA|
|2004-02-01 |100 | 0.5910803| 1.40| -0.93| 0.91| -1.14| NA|
|2004-03-01 |100 | 0.5966846| -1.32| 2.10| 0.28| 0.17| NA|
|2004-05-01 |100 | 0.6059432| 1.17| -0.38| -0.24| 1.50| NA|
|2004-07-01 |100 | 0.6022441| -4.06| -2.95| 3.23| -2.29| NA|
|2004-11-01 |100 | 0.6226831| 4.54| 4.11| 1.42| 3.16| NA|
|2005-01-01 |100 | 0.6500079| -2.76| -1.18| 2.06| 3.05| NA|
|2005-03-01 |100 | 0.6316958| -1.97| -1.42| 2.04| 0.41| NA|
|2005-04-01 |100 | 0.6255424| -2.61| -3.98| 0.06| -0.69| NA|
|2005-09-01 |100 | 0.7326867| 0.49| -0.35| 0.72| 3.43| NA|
|2005-11-01 |100 | 0.7178706| 3.61| 0.85| -1.18| 0.35| NA|
|2005-12-01 |100 | 0.6919731| -0.25| -0.21| 0.20| 0.77| NA|
|2006-01-01 |100 | 0.6883751| 3.04| 5.75| 1.08| 2.53| NA|
|2006-03-01 |100 | 0.6605365| 1.46| 3.40| 0.59| 1.26| NA|
|2006-05-01 |100 | 0.6557335| -3.57| -2.85| 2.42| -3.70| NA|
|2006-07-01 |100 | 0.6507311| -0.78| -3.64| 2.62| -2.12| NA|
|2006-08-01 |100 | 0.6560137| 2.03| 0.44| -2.06| -3.38| NA|
|2006-10-01 |100 | 0.6574016| 3.23| 1.98| -0.30| -0.20| NA|
|2006-11-01 |100 | 0.6449790| 1.71| 0.71| 0.14| -1.03| NA|
|2007-02-01 |100 | 0.6446191| -1.96| 1.28| -0.13| -1.35| NA|
|2007-03-01 |100 | 0.6367080| 0.68| 0.19| -0.96| 2.56| NA|
|2007-04-01 |100 | 0.6232119| 3.49| -2.03| -1.46| -0.24| NA|
|2007-05-01 |100 | 0.6070462| 3.24| 0.40| -0.65| -0.34| NA|
|2007-07-01 |100 | 0.6228714| -3.73| -2.98| -3.72| 2.94| NA|
|2007-09-01 |100 | 0.6588400| 3.22| -2.43| -2.23| 4.63| NA|
|2008-02-01 |100 | 0.7113631| -3.09| -0.66| -0.84| 6.10| NA|
|2008-03-01 |100 | 0.7233842| -0.93| 0.56| 0.30| 4.27| NA|
|2008-05-01 |100 | 0.7883407| 1.86| 3.06| -1.49| 3.31| NA|
|2008-07-01 |100 | 0.8643145| -0.77| 3.72| 5.42| -5.13| NA|
|2008-11-01 |100 | 1.0819252| -7.86| -3.89| -6.31| 7.17| NA|
|2009-03-01 |100 | 0.9453692| 8.95| 0.68| 3.48| -11.87| NA|
|2009-04-01 |100 | 0.9106764| 10.18| 7.13| 5.36| -34.30| NA|
|2009-09-01 |100 | 0.7869893| 4.08| 2.73| 1.04| -4.79| NA|
|2009-11-01 |100 | 0.7498662| 5.56| -2.68| -0.34| 0.30| NA|
|2009-12-01 |100 | 0.7406315| 2.75| 6.23| -0.17| 3.01| NA|
|2010-01-01 |100 | 0.7416610| -3.36| 0.34| 0.43| -5.40| NA|
|2010-04-01 |100 | 0.6993991| 2.00| 4.98| 2.89| 3.16| NA|
|2010-05-01 |100 | 0.6905939| -7.89| 0.04| -2.44| -0.25| NA|
|2010-07-01 |100 | 0.6365595| 6.93| 0.14| -0.33| 1.88| NA|
|2010-08-01 |100 | 0.6202212| -4.77| -3.13| -1.93| -0.06| NA|
|2010-10-01 |100 | 0.6103846| 3.88| 0.86| -2.51| 1.58| NA|
|2010-11-01 |100 | 0.6082355| 0.60| 3.64| -0.92| 2.66| NA|
|2011-01-01 |100 | 0.6269478| 1.99| -2.38| 0.75| -0.29| NA|
|2011-02-01 |100 | 0.6331026| 3.49| 1.65| 1.27| 1.99| NA|
|2011-03-01 |100 | 0.6322096| 0.46| 2.63| -1.85| 3.40| NA|
|2011-05-01 |100 | 0.6236684| -1.27| -0.71| -2.00| -0.62| NA|
|2011-07-01 |100 | 0.6319324| -2.35| -1.20| -0.90| 0.18| NA|
|2011-09-01 |100 | 0.6267417| -7.59| -3.65| -1.72| -2.42| NA|
|2012-02-01 |100 | 0.5799979| 4.42| -1.70| 0.43| -0.29| -0.3055539|
|2012-03-01 |100 | 0.5775710| 3.11| -0.47| 1.14| 1.30| -0.1550482|
|2012-05-01 |100 | 0.5735403| -6.19| -0.12| -1.06| 6.49| -0.1591029|
|2012-06-01 |100 | 0.5720128| 3.89| 0.84| 0.62| -1.06| 0.2052248|
|2012-07-01 |100 | 0.5771154| 0.79| -2.80| -0.02| 3.04| -0.1217563|
|2012-08-01 |100 | 0.5822674| 2.55| 0.45| 1.30| -2.37| -0.5700096|
|2012-11-01 |100 | 0.5943121| 0.78| 0.47| -0.84| 0.49| 0.5528040|
|2013-01-01 |100 | 0.5994994| 5.57| 0.47| 0.96| -1.79| 0.1052547|
|2013-03-01 |100 | 0.5775991| 4.03| 0.86| -0.19| 1.92| 0.0074556|
|2013-04-01 |100 | 0.5550684| 1.55| -2.25| 0.45| 0.22| 0.4724308|
|2013-06-01 |100 | 0.5411525| -1.20| 1.56| 0.03| 0.52| 0.7253906|
|2013-07-01 |100 | 0.5441662| 5.65| 1.80| 0.57| 1.76| 0.5714141|
|2013-09-01 |100 | 0.5299171| 3.77| 2.66| -1.22| 3.06| 0.7548584|
|2013-10-01 |100 | 0.5333677| 4.18| -1.51| 1.25| 0.08| 0.7317971|
|2013-11-01 |100 | 0.5354913| 3.13| 1.40| 0.32| 0.44| 0.0497751|
|2014-01-01 |100 | 0.5530722| -3.32| 0.58| -2.07| 1.71| -0.2241970|
|2014-04-01 |100 | 0.5328193| -0.19| -4.14| 1.17| -3.89| 0.6561099|
|2014-05-01 |100 | 0.5304416| 2.06| -1.89| -0.13| 0.87| 0.6725125|
|2014-07-01 |100 | 0.5471850| -2.04| -4.29| 0.03| -0.12| 0.7488440|
|2014-08-01 |100 | 0.5614401| 4.24| 0.31| -0.45| 0.82| 0.5342858|
|2014-10-01 |100 | 0.5863661| 2.52| 3.72| -1.81| -0.06| 0.3258181|
|2014-11-01 |100 | 0.6104315| 2.55| -2.28| -3.09| 0.69| 0.4787836|
|2000-01-01 |86 | 0.6376365| -4.74| 4.44| -1.91| 1.92| NA|
|2000-04-01 |86 | 0.6672600| -6.40| -5.01| 7.26| -8.39| -0.2301582|
|2000-07-01 |86 | 0.6716097| -2.51| -1.03| 8.30| -0.05| 0.2093088|
|2000-08-01 |86 | 0.6662841| 7.03| -1.04| -1.38| 5.73| 0.2304576|
|2000-09-01 |86 | 0.6714084| -5.45| 0.19| 7.17| 1.97| 0.1389498|
|2000-10-01 |86 | 0.6702824| -2.76| -2.64| 5.70| -4.48| 0.0114990|
|2000-11-01 |86 | 0.6691079| -10.72| -0.60| 12.32| -2.32| 0.2249757|
|2001-02-01 |86 | 0.6854366| -10.05| 2.82| 12.48| 12.57| -0.1425198|
|2001-05-01 |86 | 0.6858317| 0.72| 3.59| 3.38| 2.21| -0.0565219|
|2001-06-01 |86 | 0.6919352| -1.94| 6.57| -1.13| 0.38| 0.0625133|
|2001-07-01 |86 | 0.7031220| -2.13| -2.83| 5.21| 5.58| 0.0960806|
|2001-08-01 |86 | 0.7255370| -6.46| 2.71| 2.30| 5.53| 0.1896060|
|2001-11-01 |86 | 0.7424530| 7.54| -0.31| 2.22| -8.69| 0.2202642|
|2001-12-01 |86 | 0.7088955| 1.60| 5.16| 0.85| 0.07| 0.1692319|
|2002-03-01 |86 | 0.6398057| 4.24| 4.25| 1.06| -1.64| -0.2938640|
|2002-04-01 |86 | 0.6210287| -5.20| 6.72| 3.88| 7.63| -0.1257493|
|2002-05-01 |86 | 0.6034129| -1.38| -3.02| 1.53| 3.16| 0.0432846|
|2002-06-01 |86 | 0.6007550| -7.21| 3.89| -0.03| 6.03| 0.1202997|
|2002-09-01 |86 | 0.5981957| -10.35| 3.07| 1.47| 9.13| 0.2403154|
|2002-12-01 |86 | 0.6224808| -5.76| 0.62| 2.14| 9.64| 0.3354810|
|2003-01-01 |86 | 0.6391936| -2.57| 0.72| -0.81| 1.55| 0.0163860|
|2003-02-01 |86 | 0.6477473| -1.88| -0.93| -1.38| 1.17| -0.1429059|
|2003-03-01 |86 | 0.6478603| 1.09| 0.67| -1.91| 1.48| -0.2380177|
|2003-04-01 |86 | 0.6599123| 8.22| 1.04| 1.17| -9.33| 0.0104846|
|2003-07-01 |86 | 0.6309090| 2.35| 4.54| -1.24| -0.24| 0.0938657|
|2003-10-01 |86 | 0.6228361| 6.08| 2.71| 1.97| 3.99| 0.4404672|
|2004-01-01 |86 | 0.5922125| 2.15| 2.45| 2.48| 2.58| 0.1566475|
|2004-04-01 |86 | 0.5975593| -1.83| -2.01| -3.09| -5.38| 0.2165850|
|2004-07-01 |86 | 0.6022441| -4.06| -2.95| 3.23| -2.29| 0.2823699|
|2004-08-01 |86 | 0.5929305| 0.08| -1.16| 1.00| -1.59| 0.3273495|
|2004-09-01 |86 | 0.5972022| 1.60| 3.27| -0.01| 5.49| 0.4680163|
|2004-10-01 |86 | 0.6100527| 1.43| 0.19| -0.22| -1.38| 0.5545313|
|2004-11-01 |86 | 0.6226831| 4.54| 4.11| 1.42| 3.16| 0.5495530|
|2005-02-01 |86 | 0.6379604| 1.89| -0.30| 1.53| 3.37| 1.4102826|
|2005-05-01 |86 | 0.6318012| 3.65| 2.79| -0.64| 0.45| -0.1742335|
|2005-06-01 |86 | 0.6442253| 0.57| 3.28| 2.82| 2.05| -0.3287040|
|2005-07-01 |86 | 0.6648600| 3.92| 2.80| -0.78| 0.06| 0.0038493|
|2005-08-01 |86 | 0.6881163| -1.22| -0.89| 1.32| 2.08| 0.0322241|
|2005-11-01 |86 | 0.7178706| 3.61| 0.85| -1.18| 0.35| 0.0151219|
|2005-12-01 |86 | 0.6919731| -0.25| -0.21| 0.20| 0.77| 0.1017214|
|2006-03-01 |86 | 0.6605365| 1.46| 3.40| 0.59| 1.26| -0.2987442|
|2006-06-01 |86 | 0.6525038| -0.35| -0.24| 0.85| 1.54| 0.2310827|
|2006-09-01 |86 | 0.6716650| 1.84| -1.46| 0.08| -0.96| -0.1761597|
|2006-12-01 |86 | 0.6472204| 0.87| -0.82| 2.73| 0.79| -0.1955201|
|2007-01-01 |86 | 0.6493859| 1.40| 0.08| -0.69| 0.24| -0.3941552|
|2007-02-01 |86 | 0.6446191| -1.96| 1.28| -0.13| -1.35| -0.3425663|
|2007-03-01 |86 | 0.6367080| 0.68| 0.19| -0.96| 2.56| -0.2743440|
|2007-04-01 |86 | 0.6232119| 3.49| -2.03| -1.46| -0.24| 0.2805517|
|2007-07-01 |86 | 0.6228714| -3.73| -2.98| -3.72| 2.94| -0.3833267|
|2007-10-01 |86 | 0.6686853| 1.80| -0.03| -3.05| 5.02| -0.1335722|
|2007-11-01 |86 | 0.6904967| -4.83| -3.01| -0.95| 0.99| -0.1365183|
|2007-12-01 |86 | 0.6973120| -0.87| 0.15| -0.54| 6.63| -0.3863410|
|2008-01-01 |86 | 0.6989087| -6.36| -0.66| 3.98| -7.75| -0.4741105|
|2008-04-01 |86 | 0.7513034| 4.60| -1.14| -1.04| -0.31| -0.0807409|
|2008-07-01 |86 | 0.8643145| -0.77| 3.72| 5.42| -5.13| -0.2625941|
|2008-08-01 |86 | 0.9303531| 1.53| 3.46| 1.59| -4.02| -0.2334053|
|2008-09-01 |86 | 1.0110818| -9.24| 0.25| 5.92| 0.28| -0.2214382|
|2008-10-01 |86 | 1.0878172| -17.23| -3.34| -2.30| 7.85| -0.1124333|
|2008-11-01 |86 | 1.0819252| -7.86| -3.89| -6.31| 7.17| -0.0806598|
|2009-02-01 |86 | 0.9961709| -10.10| -1.33| -6.95| 4.41| -0.4477973|
|2009-05-01 |86 | 0.8835575| 5.21| -2.32| 0.27| -12.49| -0.2846555|
|2009-06-01 |86 | 0.8710393| 0.43| 2.29| -2.73| 5.48| -0.3644204|
|2009-07-01 |86 | 0.8578834| 7.72| 2.39| 4.84| -5.55| -0.4503221|
|2009-08-01 |86 | 0.8150936| 3.33| -0.09| 7.63| -9.07| -0.4331498|
|2009-11-01 |86 | 0.7498662| 5.56| -2.68| -0.34| 0.30| -0.4167590|
|2009-12-01 |86 | 0.7406315| 2.75| 6.23| -0.17| 3.01| -0.3335825|
|2010-03-01 |86 | 0.7241264| 6.31| 1.85| 2.21| 3.76| -0.5980805|
|2010-04-01 |86 | 0.6993991| 2.00| 4.98| 2.89| 3.16| -0.1696935|
|2010-05-01 |86 | 0.6905939| -7.89| 0.04| -2.44| -0.25| -0.0713426|
|2010-06-01 |86 | 0.6549256| -5.57| -2.47| -4.70| -2.76| 0.0105321|
|2010-09-01 |86 | 0.6131878| 9.54| 3.77| -3.18| 1.41| -0.4710215|
|2010-12-01 |86 | 0.6296272| 6.82| 0.99| 3.76| -3.03| -0.2262683|
|2011-03-01 |86 | 0.6322096| 0.46| 2.63| -1.85| 3.40| -0.8025530|
|2011-04-01 |86 | 0.6262171| 2.90| -0.50| -2.49| 0.04| -0.3833326|
|2011-07-01 |86 | 0.6319324| -2.35| -1.20| -0.90| 0.18| 0.1568145|
|2011-10-01 |86 | 0.6173057| 11.35| 3.46| 0.10| -1.43| 0.0227460|
|2011-11-01 |86 | 0.6043224| -0.28| -0.27| -0.45| 3.84| -0.1086711|
|2011-12-01 |86 | 0.6004623| 0.74| -0.33| 1.63| 1.81| -0.1691490|
|2012-01-01 |86 | 0.5933114| 5.05| 2.05| -0.97| -7.91| -0.4955329|
|2012-04-01 |86 | 0.5718132| -0.85| -0.55| -0.78| 3.75| 1.0611414|
|2012-07-01 |86 | 0.5771154| 0.79| -2.80| -0.02| 3.04| 0.2903116|
|2012-08-01 |86 | 0.5822674| 2.55| 0.45| 1.30| -2.37| -0.7647085|
|2012-09-01 |86 | 0.5814250| 2.73| 0.61| 1.60| -1.14| -0.8569870|
|2012-10-01 |86 | 0.5829418| -1.76| -0.90| 3.59| 0.14| -1.0703988|
|2012-11-01 |86 | 0.5943121| 0.78| 0.47| -0.84| 0.49| -0.9240223|
|2013-02-01 |86 | 0.5891113| 1.29| -0.25| 0.11| 1.29| -1.9058324|
|2013-05-01 |86 | 0.5455243| 2.80| 2.09| 2.63| -2.02| -0.5654380|
|2013-08-01 |86 | 0.5403748| -2.71| -0.06| -2.69| 0.02| 1.3772184|
|2013-11-01 |86 | 0.5354913| 3.13| 1.40| 0.32| 0.44| 1.1362999|
|2013-12-01 |86 | 0.5419612| 2.81| -0.44| -0.02| 0.02| 1.3029105|
|2014-03-01 |86 | 0.5426235| 0.43| -1.13| 4.93| -3.29| 1.0717662|
|2014-04-01 |86 | 0.5328193| -0.19| -4.14| 1.17| -3.89| 0.5142945|
|2014-05-01 |86 | 0.5304416| 2.06| -1.89| -0.13| 0.87| 0.3249403|
|2014-06-01 |86 | 0.5333447| 2.61| 3.10| -0.70| 0.69| 0.3013728|
|2014-09-01 |86 | 0.5696340| -1.97| -3.73| -1.34| 0.50| 0.1606514|
|2014-12-01 |86 | 0.6348539| -0.06| 2.86| 2.27| 1.12| 0.0015987|