Getting Started Example for PROC VARMAX
/*--------------------------------------------------------------
SAS Sample Library
Name: vargs.sas
Description: Example program from SAS/ETS User's Guide,
The VARMAX Procedure
Title: Getting Started Example for PROC VARMAX
Product: SAS/ETS Software
Keys: Vector AutoRegressive Moving-Average
processes with eXogenous regressors
PROC: VARMAX
Notes:
--------------------------------------------------------------*/
proc iml;
sig = {1.0 0.5, 0.5 1.25};
phi = {1.2 -0.5, 0.6 0.3};
/* simulate the vector time series */
call varmasim(y,phi) sigma = sig n = 100 seed = 34657;
cn = {'y1' 'y2'};
create simul1 from y[colname=cn];
append from y;
quit;
data simul1;
set simul1;
date = intnx( 'year', '01jan1900'd, _n_-1 );
format date year4.;
run;
proc sgplot data=simul1;
series x=date y=y1 / lineattrs=(pattern=solid);
series x=date y=y2 / lineattrs=(pattern=dash);
yaxis label="Series";
run;
/*--- Vector Autoregressive Model ---*/
proc varmax data=simul1;
id date interval=year;
model y1 y2 / p=1 noint lagmax=3
print=(estimates diagnose);
output out=for lead=5;
run;
/*--- Bayesian Vector Autoregressive Process ---*/
proc varmax data=simul1;
model y1 y2 / p=1 noint
prior=(lambda=0.9 theta=0.1);
run;
proc iml;
sig = 100*i(2);
phi = {-0.2 0.1, 0.5 0.2, 0.8 0.7, -0.4 0.6};
call varmasim(y,phi) sigma=sig n=100 initial=0
seed=45876;
cn = {'y1' 'y2'};
create simul2 from y[colname=cn];
append from y;
quit;
data simul2;
set simul2;
date = intnx( 'year', '01jan1900'd, _n_-1 );
format date year4. ;
run;
proc sgplot data=simul2;
series x=date y=y1 / lineattrs=(pattern=solid);
series x=date y=y2 / lineattrs=(pattern=dash);
yaxis label="Series";
run;
/*--- Cointegration Test ---*/
proc varmax data=simul2;
model y1 y2 / p=2 noint dftest cointtest=(johansen);
run;
/*--- Vector Error Correction Model ---*/
proc varmax data=simul2;
model y1 y2 / p=2 noint lagmax=3
print=(iarr estimates);
cointeg rank=1 normalize=y1;
run;
/*--- Bayesian Vector Error Correction Model ---*/
proc varmax data=simul2;
model y1 y2 / p=2 noint
prior=( lambda=0.5 theta=0.2 )
print=(estimates);
cointeg rank=1 normalize=y1;
run;
data VARFIMA0D0;
time = _N_;
input y1 y2;
datalines;
1.6380971 1.877144
-1.941748 1.96396
-1.451554 3.1016691
1.2746623 4.7273642
-0.876275 5.1267449
1.685302 2.2424148
-3.233667 2.8053303
-0.433166 4.2267587
-0.78505 0.8773836
-0.37977 -0.376083
-0.826399 3.2013876
-1.484569 3.118831
0.5407515 5.8870088
-1.147244 4.1621142
-0.22017 3.2162411
-0.312805 1.664119
-0.143764 3.4391687
-0.062911 4.7678832
3.7460194 5.7534108
0.7334068 3.1790344
1.4163397 3.8749596
-0.427723 5.0918369
-0.206387 6.1276677
0.7524125 5.3449914
2.9754954 5.8035397
4.0852224 5.3506006
-1.801525 4.3121554
-1.889212 3.4976847
1.7666047 3.0369002
1.2253325 4.0074994
4.7147435 2.9211277
2.50878 1.803838
2.4894104 1.6889343
0.185954 0.9655724
-1.01916 2.8121976
1.956443 4.061071
0.4499772 5.2317767
-2.342349 6.2230487
-1.967637 1.4824878
-1.910471 2.329622
-0.266529 -0.352954
1.7197563 1.5014785
0.3290821 -0.142062
0.2882652 1.5736766
0.147383 1.3705431
1.8653684 0.6528227
0.6914438 1.6157908
-1.29724 -0.150112
0.3737273 -0.000445
1.1309441 1.3056856
1.7833043 0.7328679
-1.884532 1.3142027
-1.784975 1.2227286
-3.103635 1.3281926
-0.799707 1.0583698
0.2241106 2.5908262
1.2348469 3.4685147
-1.40709 0.6494599
-1.006777 1.0523072
-0.479335 1.4682216
-1.388602 2.0316646
-3.672146 0.9991697
-0.819556 1.8316996
-1.997796 3.556365
-0.56745 -1.823265
-1.907171 0.4621723
-4.735015 1.0060254
-2.505911 4.0231598
-4.063886 3.9758177
2.0936927 4.6729134
-0.91375 3.451512
3.121365 2.335918
1.7202704 0.7476223
1.9440652 5.8488243
-0.210375 5.6064055
-0.763063 2.7470198
-3.102451 3.333188
0.7820829 3.5312325
-0.038473 5.3247431
-1.026805 4.2199596
-1.953616 2.7680659
-3.458419 3.6275925
-0.092624 3.3869542
0.8997426 4.3955514
0.5790775 0.9976199
2.4759309 1.9925341
1.1119647 0.7647782
-2.507258 1.6063563
1.1146083 2.9930114
-2.359825 1.9635205
1.7845687 1.151591
-0.913391 -0.637274
-2.268665 -0.248998
-0.141529 0.8907445
-0.699466 0.622316
-1.221244 1.7472067
3.219753 1.6908447
1.2701159 1.7669193
-0.322784 0.2830523
1.005059 2.5058112
2.8868669 -0.162541
3.4778428 0.4916381
0.7300398 0.1994397
-0.429583 -1.50432
1.4138826 1.8971844
1.8535206 5.7726669
3.1111328 3.1943094
1.4505624 4.026528
-0.686287 -0.462804
-1.841355 3.7860567
-0.116681 3.4930193
2.632819 2.6602689
1.4879897 1.8198503
1.2688574 0.5737666
-5.249202 -0.662347
-1.905017 0.5266305
-0.914779 1.5958877
-2.564522 -0.524528
-2.932005 -0.245256
-1.801026 1.0354894
-1.027997 2.0248405
2.1982107 1.8615028
-0.635853 0.6333804
1.5606538 3.9092325
-0.976849 1.0172185
1.1463906 1.8152616
3.0713363 4.4308618
-1.956274 1.5876913
1.1995663 3.5319518
0.3507842 3.9564663
-1.66163 5.072492
-1.259809 4.5146572
-0.634267 5.097965
-3.069131 2.0581432
0.4162312 3.2609296
-0.300959 0.3444869
-0.924781 1.4065962
-0.167611 0.0792534
2.2371926 5.4175106
-1.656671 2.4922073
-0.222001 1.8281298
-2.587076 3.1330691
-1.257814 -0.735653
-1.795831 0.7810567
0.5441676 2.3037428
0.7840228 1.4513521
-1.550361 0.0946169
0.2641086 0.2158654
-1.59983 -3.631819
-4.416458 -2.540231
0.3125466 1.9154056
1.0373716 0.5335436
-3.037063 3.4830626
-1.767027 -1.617936
-0.197612 0.7619771
-1.782087 -0.572561
-2.12148 2.9948297
-2.507047 2.3190588
-1.489426 1.1296668
0.6282063 1.1688817
-2.248119 -0.272889
0.4890884 4.4355618
2.5775095 2.7548687
-2.282729 2.6061164
-0.15223 1.2242829
-3.650993 3.9040956
-0.492452 3.6622595
-2.001374 1.5780936
-0.880745 -1.479837
1.0388682 0.8753616
-0.662813 4.7378741
-0.193 1.026179
-2.458829 2.1551019
-0.6742 3.0423366
-3.336162 3.1069261
0.6078006 3.8589476
0.7759921 3.0643974
-0.181989 0.6802662
0.4551866 4.0324598
2.942904 2.6130478
4.1516331 2.0599149
0.7212364 3.233824
-4.025907 0.8036322
-2.385837 3.0276528
2.4664335 2.7584302
1.1811607 2.6357577
1.5803032 1.7889755
1.7311278 -1.139355
-2.086014 -0.693115
-1.029756 5.2484629
-0.311173 1.355245
-2.757436 2.4061722
2.3125592 2.6497169
0.8066626 2.4959385
-0.565999 2.8850034
0.9055597 5.3820024
-2.426965 -0.252182
-0.021422 1.9376533
-1.715378 5.1490854
0.6746331 1.3523416
-0.050668 -0.503237
-1.826292 -0.615026
-2.740541 0.5143647
0.4091096 1.9750026
-2.658557 1.0194957
-0.023688 2.0841424
-0.623004 2.971347
-1.078599 5.2006474
-3.268878 5.447161
-1.232674 3.9930372
0.0971141 3.4341929
-0.93607 6.2301507
-4.395375 2.8550811
-3.433452 5.7864312
-0.360185 4.8734626
2.6198931 2.5001829
0.6286294 1.6628698
-1.461155 3.901459
-0.714761 4.3299077
2.5342048 6.1664198
1.0562653 5.0005314
0.9318991 3.6512014
1.9241364 2.2166017
-0.077901 0.9685862
0.5247161 3.7638607
-1.624028 5.6338758
-1.090602 2.312234
0.7396284 1.2759279
3.2568258 1.4749344
2.8780144 1.0671988
2.3412516 5.4328596
0.6669739 0.9654131
4.6823985 1.5371705
1.697966 6.6126058
2.298163 5.0954463
4.259701 4.3453266
0.7065221 3.5123262
1.803475 3.7553224
0.4254897 -0.856097
1.3662717 -0.309347
-2.77644 -1.772905
-1.188203 2.034631
1.6017127 -1.31848
0.64009 3.256912
-0.746615 1.5093345
-3.748204 -2.135947
-1.767753 3.4460442
-0.803877 4.1827036
0.0218889 -0.705668
0.0837195 2.0498347
0.6749866 0.3715174
-0.247157 1.1977784
-1.160355 0.765475
0.4786223 5.2954697
-1.04788 4.1935794
2.7934072 7.931499
-1.153903 4.4048138
0.9586007 8.2414957
-0.473692 6.4703386
-1.4689 4.7218121
2.0788121 1.3965845
-2.166646 2.2863071
-0.459639 3.3614398
0.915613 1.9144567
-1.97825 1.1909179
-2.227233 1.2629319
-2.887245 -0.419253
-1.232639 1.5225559
-0.21367 1.9594917
0.670876 0.6540379
0.6841491 0.3085936
-0.501894 -0.757247
3.0252637 1.3617151
-2.189728 -2.140538
2.3953454 0.6005188
1.9907184 -1.44814
-1.291332 -0.867894
-0.442282 1.0741959
-0.430619 1.4241217
-1.183339 0.1440352
3.1308339 1.1990769
-1.048787 -0.497764
-0.498323 -0.021662
2.1671985 -1.541618
-0.185613 1.3162407
1.5517079 0.7348931
3.5101006 -0.602361
3.6730114 1.8510261
1.0648737 3.9806909
2.934805 4.184376
1.1884022 3.3888577
2.5784783 3.6029179
0.846806 2.7913428
3.4091409 2.632501
-0.309892 0.8111101
0.3500725 1.1217728
2.4080223 -0.338203
-1.027774 1.2674143
0.4158931 1.6835734
1.133229 0.3052612
-0.493826 0.1444637
0.4691723 2.1550551
-3.974303 3.5552031
2.4036539 -0.949384
0.5329767 2.4728061
-1.41039 -1.102574
-0.365772 4.1561684
-1.404505 0.7155687
-0.987452 3.7981907
-2.766899 0.6700485
-0.292084 0.2445736
0.7165147 2.6438819
-0.616316 1.9572516
-1.242562 -1.57692
-2.526442 -0.76915
-0.91326 1.0000971
0.6918528 1.4604492
1.3597578 1.4821739
1.3002264 0.7998986
2.8497332 1.8745695
5.0555538 0.4891182
1.5773652 -0.037675
2.8276666 -0.167748
1.661136 -3.682827
-1.616226 -5.427467
0.1868086 0.3612116
-1.11702 0.6268231
-2.30407 1.7872423
1.30274 0.9542959
-1.268544 -0.053108
-1.40591 0.3748759
-1.276707 0.7681746
1.9054113 -0.753098
2.2315483 -0.077096
0.4131091 0.4985452
-0.604097 1.5686942
3.9261442 -0.425476
0.433772 -1.112349
1.8748686 1.0485328
0.2208931 -0.087463
2.9616002 0.4549578
0.6540549 1.2593096
0.3822186 1.1245055
-2.143342 -0.580764
0.6528864 5.2929037
1.2219035 2.9891067
-0.914221 1.1629293
3.5241713 2.4607995
3.9417878 -2.293711
4.4028183 0.7959334
-2.279692 0.1859958
1.2450404 2.9906102
1.1532965 0.9779602
1.1141048 1.46692
3.35008 6.0561844
0.9001594 1.4698324
1.5295169 -0.144166
-0.628547 -0.076333
1.0341844 -2.57472
1.4980628 0.2730116
1.859868 -0.505305
-1.671758 2.0660146
0.8987874 -1.211398
-0.980944 -3.326936
-1.97329 -4.130769
-0.796421 -1.246988
1.4185455 1.1331819
-0.603062 0.5305247
-2.253861 -1.814897
1.2196155 -1.909435
-1.610101 -1.201717
-1.998456 1.1582383
0.0144913 1.8496586
-1.466355 0.632691
-0.059085 1.1506658
0.25175 0.3432731
1.0731306 1.8165738
-2.992363 -2.603608
-0.925176 -1.869497
-0.555235 0.3196952
0.7322895 -0.121752
0.3098807 3.0794527
0.2796804 -0.317419
-1.670195 -0.817304
3.4227122 2.7877027
-0.902365 2.2436884
-2.034003 2.2835005
0.4806696 0.9117286
-1.216351 1.2253331
-2.09398 0.3163595
2.1714884 3.1577997
-1.06205 1.9057264
3.2495054 1.7445987
-1.025048 1.0978546
2.2163652 3.0032921
-1.983656 4.9224181
2.2668618 2.5217628
1.4879147 4.1847019
1.0518765 5.3580427
1.4175825 3.2269865
2.6464622 7.1297688
1.8914606 4.1424539
1.2588368 1.1896264
-0.100033 1.9735155
-2.042904 -0.740234
-1.401208 -1.466346
1.7265524 -1.303773
2.3300464 -0.978664
0.7166532 0.5269967
2.5237112 -1.097465
-0.066759 -3.421489
-1.415438 -0.628673
-2.729442 -0.941497
-1.441016 -1.550627
0.8382633 -1.17218
-3.426362 0.6340871
-1.276689 1.3065231
-4.86597 -0.84677
-0.617734 1.452745
0.3867523 2.6260296
0.9956922 4.7300224
1.0037759 1.8984346
-5.796288 0.5063939
-1.194115 3.2339793
-0.799846 1.536661
-2.154264 1.4721419
-1.817363 -0.310557
-1.059374 -1.659964
-0.741608 -0.139276
-1.166925 -0.214666
-0.422224 0.5280152
-0.309187 5.6256285
-0.402239 3.608993
-2.507794 1.2876844
0.4024339 0.0531191
-1.833575 2.1611396
-2.040866 1.5934086
-1.222711 0.2488551
-0.917629 1.0396445
-1.387387 2.6048734
-1.357077 1.9346858
-1.434658 -1.804571
-1.631032 0.9920913
-2.186359 -0.244156
-1.746106 1.8709592
-0.100038 0.2424538
-0.937719 -2.164097
-1.058891 -0.794977
0.5024927 -2.848524
1.7431359 -1.291725
-1.436484 1.0197167
-1.34954 0.6303837
1.1217124 -0.207075
0.1024786 -1.314772
-2.572468 1.3265884
-0.630371 3.0816554
2.1300541 3.261619
2.1698707 1.286079
0.1760012 0.2592458
2.054957 0.4235871
1.1694889 0.3862305
-0.30034 2.0657843
1.0159299 2.94653
2.3281341 2.5278619
1.8003538 1.9792903
1.0461807 1.0357135
-4.23985 2.4869593
0.327194 0.0676851
-0.60262 -2.359451
3.8519536 1.0858037
-2.073514 0.7340739
-0.713654 2.7504591
-2.620655 1.3973551
-0.616564 2.0996894
0.574198 0.9425016
0.2021054 1.6389077
0.775239 1.5487278
1.0444941 2.3051035
-3.016396 -1.225736
-1.276451 -1.13799
-1.091454 2.8759661
0.7157871 2.1972099
0.5643289 2.3568135
2.1089602 2.7211433
-0.318609 -0.315989
-1.250133 2.3782062
2.6823838 2.4471841
2.6260949 5.0470645
-1.615604 0.6573926
1.7295975 -0.241518
-1.981686 0.8392852
-0.465789 -0.497153
-2.170467 2.669325
1.3171371 3.4551833
-3.54055 2.6910052
2.4870208 1.2855432
1.3431982 2.6791207
-0.212549 2.2500477
0.3482938 4.8601886
1.5320803 2.8687495
;
proc sgplot data = VARFIMA0D0;
series x = time y=y1 / lineattrs=(pattern=solid);
series x = time y=y2 / lineattrs=(pattern=dash);
yaxis label="Series";
run;
ods graphics on;
proc timeseries data= VARFIMA0D0 plots = (periodogram acf);
var y1 y2;
spectra freq / adjmean;
corr / NLAG = 30;
run;
proc varmax data = VARFIMA0D0;
model y1 y2 / fi noint method = ML;
run;
data grunfeld;
input year y1 y2 y3 x1 x2 x3;
label y1='Gross Investment GE'
y2='Capital Stock Lagged GE'
y3='Value of Outstanding Shares GE Lagged'
x1='Gross Investment W'
x2='Capital Stock Lagged W'
x3='Value of Outstanding Shares Lagged W';
datalines;
1935 33.1 1170.6 97.8 12.93 191.5 1.8
1936 45.0 2015.8 104.4 25.90 516.0 .8
1937 77.2 2803.3 118.0 35.05 729.0 7.4
1938 44.6 2039.7 156.2 22.89 560.4 18.1
1939 48.1 2256.2 172.6 18.84 519.9 23.5
1940 74.4 2132.2 186.6 28.57 628.5 26.5
1941 113.0 1834.1 220.9 48.51 537.1 36.2
1942 91.9 1588.0 287.8 43.34 561.2 60.8
1943 61.3 1749.4 319.9 37.02 617.2 84.4
1944 56.8 1687.2 321.3 37.81 626.7 91.2
1945 93.6 2007.7 319.6 39.27 737.2 92.4
1946 159.9 2208.3 346.0 53.46 760.5 86.0
1947 147.2 1656.7 456.4 55.56 581.4 111.1
1948 146.3 1604.4 543.4 49.56 662.3 130.6
1949 98.3 1431.8 618.3 32.04 583.8 141.8
1950 93.5 1610.5 647.4 32.24 635.2 136.7
1951 135.2 1819.4 671.3 54.38 723.8 129.7
1952 157.3 2079.7 726.1 71.78 864.1 145.5
1953 179.5 2371.6 800.3 90.08 1193.5 174.8
1954 189.6 2759.9 888.9 68.60 1188.9 213.5
;
/*--- Vector Autoregressive Process with Exogenous Variables ---*/
proc varmax data=grunfeld;
model y1-y3 = x1 x2 / p=1 lagmax=5
printform=univariate
print=(impulsx=(all) estimates);
run;
/*--- Models with Restrictions and Tests ---*/
proc varmax data=grunfeld;
model y1-y3 = x1 x2 / p=1 print=(estimates);
restrict XL(0,1,2)=0, AR(1,1,2)=0, AR(1,3,2)=0;
run;
proc varmax data=grunfeld;
model y1-y3 = x1 x2 / p=1;
test AR(1,3,1)=0;
test XL(0,1,2)=0, AR(1,1,2)=0, AR(1,3,2)=0;
run;
/*--- Causality Testing ---*/
proc varmax data=grunfeld;
model y1-y3 = x1 x2 / p=1 noprint;
causal group1=(x1) group2=(y1-y3);
causal group1=(y3) group2=(y1 y2);
run;
data indices;
input date : MMDDYY10. DJIA SP500;
logDJIA = log(DJIA); logSP500 = log(SP500);
rDJIA = (logDJIA-lag(logDJIA))*100;
rSP500 = (logSP500-lag(logSP500))*100;
datalines;
2/16/2005 10834.88 1210.34
2/17/2005 10754.26 1200.75
2/18/2005 10785.22 1201.59
2/22/2005 10611.2 1184.16
2/23/2005 10673.79 1190.8
2/24/2005 10748.79 1200.2
2/25/2005 10841.6 1211.37
2/28/2005 10766.23 1203.6
3/1/2005 10830 1210.41
3/2/2005 10811.97 1210.08
3/3/2005 10833.03 1210.47
3/4/2005 10940.55 1222.12
3/7/2005 10936.86 1225.31
3/8/2005 10912.62 1219.43
3/9/2005 10805.62 1207.01
3/10/2005 10851.51 1209.25
3/11/2005 10774.36 1200.08
3/14/2005 10804.51 1206.83
3/15/2005 10745.1 1197.75
3/16/2005 10633.07 1188.07
3/17/2005 10626.35 1190.21
3/18/2005 10629.67 1189.65
3/21/2005 10565.39 1183.78
3/22/2005 10470.51 1171.71
3/23/2005 10456.02 1172.53
3/24/2005 10442.87 1171.42
3/28/2005 10485.65 1174.28
3/29/2005 10405.7 1165.36
3/30/2005 10540.93 1181.41
3/31/2005 10503.76 1180.59
4/1/2005 10404.3 1172.92
4/4/2005 10421.14 1176.12
4/5/2005 10458.46 1181.39
4/6/2005 10486.02 1184.07
4/7/2005 10546.32 1191.14
4/8/2005 10461.34 1181.2
4/11/2005 10448.56 1181.21
4/12/2005 10507.97 1187.76
4/13/2005 10403.93 1173.79
4/14/2005 10278.75 1162.05
4/15/2005 10087.51 1142.62
4/18/2005 10071.25 1145.98
4/19/2005 10127.41 1152.78
4/20/2005 10012.36 1137.5
4/21/2005 10218.6 1159.95
4/22/2005 10157.71 1152.12
4/25/2005 10242.47 1162.1
4/26/2005 10151.13 1151.74
4/27/2005 10198.8 1156.38
4/28/2005 10070.37 1143.22
4/29/2005 10192.51 1156.85
5/2/2005 10251.7 1162.16
5/3/2005 10256.95 1161.17
5/4/2005 10384.64 1175.65
5/5/2005 10340.38 1172.63
5/6/2005 10345.4 1171.35
5/9/2005 10384.34 1178.84
5/10/2005 10281.11 1166.22
5/11/2005 10300.25 1171.11
5/12/2005 10189.48 1159.36
5/13/2005 10140.12 1154.05
5/16/2005 10252.29 1165.69
5/17/2005 10331.88 1173.8
5/18/2005 10464.45 1185.56
5/19/2005 10493.19 1191.08
5/20/2005 10471.91 1189.28
5/23/2005 10523.56 1193.86
5/24/2005 10503.68 1194.07
5/25/2005 10457.8 1190.01
5/26/2005 10537.6 1197.62
5/27/2005 10542.55 1198.78
5/31/2005 10467.48 1191.5
6/1/2005 10549.87 1202.27
6/2/2005 10553.49 1204.29
6/3/2005 10460.97 1196.02
6/6/2005 10467.03 1197.51
6/7/2005 10483.07 1197.26
6/8/2005 10476.86 1194.67
6/9/2005 10503.02 1200.93
6/10/2005 10512.63 1198.11
6/13/2005 10522.56 1200.82
6/14/2005 10547.57 1203.91
6/15/2005 10566.37 1206.58
6/16/2005 10578.65 1210.96
6/17/2005 10623.07 1216.96
6/20/2005 10609.11 1216.1
6/21/2005 10599.67 1213.61
6/22/2005 10587.93 1213.88
6/23/2005 10421.44 1200.73
6/24/2005 10297.84 1191.57
6/27/2005 10290.78 1190.69
6/28/2005 10405.63 1201.57
6/29/2005 10374.48 1199.85
6/30/2005 10274.97 1191.33
7/1/2005 10303.44 1194.44
7/5/2005 10371.8 1204.99
7/6/2005 10270.68 1194.94
7/7/2005 10302.29 1197.87
7/8/2005 10449.14 1211.86
7/11/2005 10519.72 1219.44
7/12/2005 10513.89 1222.21
7/13/2005 10557.39 1223.29
7/14/2005 10628.89 1226.5
7/15/2005 10640.83 1227.92
7/18/2005 10574.99 1221.13
7/19/2005 10646.56 1229.35
7/20/2005 10689.15 1235.2
7/21/2005 10627.77 1227.04
7/22/2005 10651.18 1233.68
7/25/2005 10596.48 1229.03
7/26/2005 10579.77 1231.16
7/27/2005 10637.09 1236.79
7/28/2005 10705.55 1243.72
7/29/2005 10640.91 1234.18
8/1/2005 10623.15 1235.35
8/2/2005 10683.74 1244.12
8/3/2005 10697.59 1245.04
8/4/2005 10610.1 1235.86
8/5/2005 10558.03 1226.42
8/8/2005 10536.93 1223.13
8/9/2005 10615.67 1231.38
8/10/2005 10594.41 1229.13
8/11/2005 10685.89 1237.81
8/12/2005 10600.31 1230.39
8/15/2005 10634.38 1233.87
8/16/2005 10513.45 1219.34
8/17/2005 10550.71 1220.24
8/18/2005 10554.93 1219.02
8/19/2005 10559.23 1219.71
8/22/2005 10569.89 1221.73
8/23/2005 10519.58 1217.57
8/24/2005 10434.87 1209.59
8/25/2005 10450.63 1212.39
8/26/2005 10397.29 1205.1
8/29/2005 10463.05 1212.28
8/30/2005 10412.82 1208.41
8/31/2005 10481.6 1220.33
9/1/2005 10459.63 1221.59
9/2/2005 10447.37 1218.02
9/6/2005 10589.24 1233.39
9/7/2005 10633.5 1236.36
9/8/2005 10595.93 1231.67
9/9/2005 10678.56 1241.48
9/12/2005 10682.94 1240.56
9/13/2005 10597.44 1231.2
9/14/2005 10544.9 1227.16
9/15/2005 10558.75 1227.73
9/16/2005 10641.94 1237.91
9/19/2005 10557.63 1231.02
9/20/2005 10481.52 1221.34
9/21/2005 10378.03 1210.2
9/22/2005 10422.05 1214.62
9/23/2005 10419.59 1215.29
9/26/2005 10443.63 1215.63
9/27/2005 10456.21 1215.66
9/28/2005 10473.09 1216.89
9/29/2005 10552.78 1227.68
9/30/2005 10568.7 1228.81
10/3/2005 10535.48 1226.7
10/4/2005 10441.11 1214.47
10/5/2005 10317.36 1196.39
10/6/2005 10287.1 1191.49
10/7/2005 10292.31 1195.9
10/10/2005 10238.76 1187.33
10/11/2005 10253.17 1184.87
10/12/2005 10216.91 1177.68
10/13/2005 10216.59 1176.84
10/14/2005 10287.34 1186.57
10/17/2005 10348.1 1190.1
10/18/2005 10285.26 1178.14
10/19/2005 10414.13 1195.76
10/20/2005 10281.1 1177.8
10/21/2005 10215.22 1179.59
10/24/2005 10385 1199.38
10/25/2005 10377.87 1196.54
10/26/2005 10344.98 1191.38
10/27/2005 10229.95 1178.9
10/28/2005 10402.77 1198.41
10/31/2005 10440.07 1207.01
11/1/2005 10406.77 1202.76
11/2/2005 10472.73 1214.76
11/3/2005 10522.59 1219.94
11/4/2005 10530.76 1220.14
11/7/2005 10586.23 1222.81
11/8/2005 10539.72 1218.59
11/9/2005 10546.21 1220.65
11/10/2005 10640.1 1230.96
11/11/2005 10686.04 1234.72
11/14/2005 10697.17 1233.76
11/15/2005 10686.44 1229.01
11/16/2005 10674.76 1231.21
11/17/2005 10720.22 1242.8
11/18/2005 10766.33 1248.27
11/21/2005 10820.28 1254.85
11/22/2005 10871.43 1261.23
11/23/2005 10916.09 1265.61
11/25/2005 10931.62 1268.25
11/28/2005 10890.72 1257.46
11/29/2005 10888.16 1257.48
11/30/2005 10805.87 1249.48
12/1/2005 10912.57 1264.67
12/2/2005 10877.51 1265.08
12/5/2005 10835.01 1262.09
12/6/2005 10856.86 1263.7
12/7/2005 10810.91 1257.37
12/8/2005 10755.12 1255.84
12/9/2005 10778.58 1259.37
12/12/2005 10767.77 1260.43
12/13/2005 10823.72 1267.43
12/14/2005 10883.51 1272.74
12/15/2005 10881.67 1270.94
12/16/2005 10875.59 1267.32
12/19/2005 10836.53 1259.92
12/20/2005 10805.55 1259.62
12/21/2005 10833.73 1262.79
12/22/2005 10889.44 1268.12
12/23/2005 10883.27 1268.66
12/27/2005 10777.77 1256.54
12/28/2005 10796.26 1258.17
12/29/2005 10784.82 1254.42
12/30/2005 10717.5 1248.29
1/3/2006 10847.41 1268.8
1/4/2006 10880.15 1273.46
1/5/2006 10882.15 1273.48
1/6/2006 10959.31 1285.45
1/9/2006 11011.9 1290.15
1/10/2006 11011.58 1289.69
1/11/2006 11043.44 1294.18
1/12/2006 10962.36 1286.06
1/13/2006 10959.87 1287.61
1/17/2006 10896.32 1282.93
1/18/2006 10854.86 1277.93
1/19/2006 10880.71 1285.04
1/20/2006 10667.39 1261.49
1/23/2006 10688.77 1263.82
1/24/2006 10712.22 1266.86
1/25/2006 10709.74 1264.68
1/26/2006 10809.47 1273.83
1/27/2006 10907.21 1283.72
1/30/2006 10899.92 1285.2
1/31/2006 10864.86 1280.08
2/1/2006 10953.95 1282.46
2/2/2006 10851.98 1270.84
2/3/2006 10793.62 1264.03
2/6/2006 10798.27 1265.02
2/7/2006 10749.76 1254.78
2/8/2006 10858.62 1265.65
2/9/2006 10883.35 1263.78
2/10/2006 10919.05 1266.99
2/13/2006 10892.32 1262.86
2/14/2006 11028.39 1275.53
2/15/2006 11058.97 1280
2/16/2006 11120.68 1289.38
2/17/2006 11115.32 1287.24
2/21/2006 11069.06 1283.03
2/22/2006 11137.17 1292.67
2/23/2006 11069.22 1287.79
2/24/2006 11061.85 1289.43
2/27/2006 11097.55 1294.12
2/28/2006 10993.41 1280.66
3/1/2006 11053.53 1291.24
3/2/2006 11025.51 1289.14
3/3/2006 11021.59 1287.23
3/6/2006 10958.59 1278.26
3/7/2006 10980.69 1275.88
3/8/2006 11005.74 1278.47
3/9/2006 10972.28 1272.23
3/10/2006 11076.34 1281.58
3/13/2006 11076.02 1284.13
3/14/2006 11151.34 1297.48
3/15/2006 11209.77 1303.02
3/16/2006 11253.24 1305.33
3/17/2006 11279.65 1307.25
3/20/2006 11274.53 1305.08
3/21/2006 11235.47 1297.23
3/22/2006 11317.43 1305.04
3/23/2006 11270.29 1301.67
3/24/2006 11279.97 1302.95
3/27/2006 11250.11 1301.61
3/28/2006 11154.54 1293.23
3/29/2006 11215.7 1302.89
3/30/2006 11150.7 1300.25
3/31/2006 11109.32 1294.83
4/3/2006 11144.94 1297.81
4/4/2006 11203.85 1305.93
4/5/2006 11239.55 1311.56
4/6/2006 11216.5 1309.04
4/7/2006 11120.04 1295.5
4/10/2006 11141.33 1296.6
4/11/2006 11089.63 1286.57
4/12/2006 11129.97 1288.12
4/13/2006 11137.65 1289.12
4/17/2006 11073.78 1285.33
4/18/2006 11268.77 1307.65
4/19/2006 11278.77 1309.93
4/20/2006 11342.89 1311.46
4/21/2006 11347.45 1311.28
4/24/2006 11336.32 1308.11
4/25/2006 11283.25 1301.74
4/26/2006 11354.49 1305.41
4/27/2006 11382.51 1309.72
4/28/2006 11367.14 1310.61
5/1/2006 11343.29 1305.19
5/2/2006 11416.45 1313.21
5/3/2006 11400.28 1307.85
5/4/2006 11438.86 1312.25
5/5/2006 11577.74 1325.76
5/8/2006 11584.54 1324.66
5/9/2006 11639.77 1325.14
5/10/2006 11642.65 1322.85
5/11/2006 11500.73 1305.92
5/12/2006 11380.99 1291.24
5/15/2006 11428.77 1294.5
5/16/2006 11419.89 1292.08
5/17/2006 11205.61 1270.32
5/18/2006 11128.29 1261.81
5/19/2006 11144.06 1267.03
5/22/2006 11125.33 1262.07
5/23/2006 11098.35 1256.58
5/24/2006 11117.32 1258.57
5/25/2006 11211.05 1272.88
5/26/2006 11278.61 1280.16
5/30/2006 11094.43 1259.84
5/31/2006 11168.31 1270.09
6/1/2006 11260.28 1285.71
6/2/2006 11247.87 1288.22
6/5/2006 11048.72 1265.29
6/6/2006 11002.14 1263.85
6/7/2006 10930.9 1256.15
6/8/2006 10938.82 1257.93
6/9/2006 10891.92 1252.3
6/12/2006 10792.58 1236.4
6/13/2006 10706.14 1223.69
6/14/2006 10816.92 1230.04
6/15/2006 11015.19 1256.16
6/16/2006 11014.55 1251.54
6/19/2006 10942.11 1240.14
6/20/2006 10974.84 1240.12
6/21/2006 11079.46 1252.2
6/22/2006 11019.11 1245.6
6/23/2006 10989.09 1244.5
6/26/2006 11045.28 1250.56
6/27/2006 10924.74 1239.2
6/28/2006 10973.56 1246
6/29/2006 11190.8 1272.87
6/30/2006 11150.22 1270.2
7/3/2006 11228.02 1280.19
7/5/2006 11151.82 1270.91
7/6/2006 11225.3 1274.08
7/7/2006 11090.67 1265.48
7/10/2006 11103.55 1267.34
7/11/2006 11134.77 1272.52
7/12/2006 11013.18 1258.6
7/13/2006 10846.29 1242.29
7/14/2006 10739.35 1236.2
7/17/2006 10747.36 1234.49
7/18/2006 10799.23 1236.86
7/19/2006 11011.42 1259.81
7/20/2006 10928.1 1249.13
7/21/2006 10868.38 1240.29
7/24/2006 11051.05 1260.91
7/25/2006 11103.71 1268.88
7/26/2006 11102.51 1268.4
7/27/2006 11100.43 1263.2
7/28/2006 11219.7 1278.55
7/31/2006 11185.68 1276.66
8/1/2006 11125.73 1270.92
8/2/2006 11199.93 1278.55
8/3/2006 11242.59 1280.27
8/4/2006 11240.35 1279.36
8/7/2006 11219.38 1275.77
8/8/2006 11173.59 1271.48
8/9/2006 11076.18 1265.95
8/10/2006 11124.37 1271.81
8/11/2006 11088.03 1266.74
8/14/2006 11097.87 1268.21
8/15/2006 11230.26 1285.58
8/16/2006 11327.12 1295.43
8/17/2006 11334.96 1297.48
8/18/2006 11381.47 1302.3
8/21/2006 11345.05 1297.52
8/22/2006 11339.84 1298.82
8/23/2006 11297.9 1292.99
8/24/2006 11304.46 1296.06
8/25/2006 11284.05 1295.09
8/28/2006 11352.01 1301.78
8/29/2006 11369.94 1304.28
8/30/2006 11382.91 1304.27
8/31/2006 11381.15 1303.82
9/1/2006 11464.15 1311.01
9/5/2006 11469.28 1313.25
9/6/2006 11406.2 1300.26
9/7/2006 11331.44 1294.02
9/8/2006 11392.11 1298.92
9/11/2006 11396.84 1299.54
9/12/2006 11498.09 1313.11
9/13/2006 11543.32 1318.07
9/14/2006 11527.39 1316.28
9/15/2006 11560.77 1319.87
9/18/2006 11555 1321.18
9/19/2006 11540.91 1318.31
9/20/2006 11613.19 1325.18
9/21/2006 11533.23 1318.03
9/22/2006 11508.1 1314.78
9/25/2006 11575.81 1326.37
9/26/2006 11669.39 1336.34
9/27/2006 11689.24 1336.59
9/28/2006 11718.45 1339.15
9/29/2006 11679.07 1335.85
10/2/2006 11670.35 1331.32
10/3/2006 11727.34 1334.11
10/4/2006 11850.61 1350.22
10/5/2006 11866.69 1353.22
10/6/2006 11850.21 1349.58
10/9/2006 11857.81 1350.66
10/10/2006 11867.17 1353.42
10/11/2006 11852.13 1349.95
10/12/2006 11947.7 1362.83
10/13/2006 11960.51 1365.62
10/16/2006 11980.6 1369.05
10/17/2006 11950.02 1364.05
10/18/2006 11992.68 1365.96
10/19/2006 12011.73 1366.96
10/20/2006 12002.37 1368.6
10/23/2006 12116.91 1377.02
10/24/2006 12127.88 1377.38
10/25/2006 12134.68 1382.22
10/26/2006 12163.66 1389.08
10/27/2006 12090.26 1377.34
10/30/2006 12086.5 1377.93
10/31/2006 12080.73 1377.94
11/1/2006 12031.02 1367.81
11/2/2006 12018.54 1367.34
11/3/2006 11986.04 1364.3
11/6/2006 12105.55 1379.78
11/7/2006 12156.77 1382.84
11/8/2006 12176.54 1385.72
11/9/2006 12103.3 1378.33
11/10/2006 12108.43 1380.9
11/13/2006 12131.88 1384.42
11/14/2006 12218.01 1393.22
11/15/2006 12251.71 1396.57
11/16/2006 12305.82 1399.76
11/17/2006 12342.56 1401.2
11/20/2006 12316.54 1400.5
11/21/2006 12321.59 1402.81
11/22/2006 12326.95 1406.09
11/24/2006 12280.17 1400.95
11/27/2006 12121.71 1381.9
11/28/2006 12136.45 1386.72
11/29/2006 12226.73 1399.48
11/30/2006 12221.93 1400.63
12/1/2006 12194.13 1396.71
12/4/2006 12283.85 1409.12
12/5/2006 12331.6 1414.76
12/6/2006 12309.25 1412.9
12/7/2006 12278.41 1407.29
12/8/2006 12307.49 1409.84
12/11/2006 12328.48 1413.04
12/12/2006 12315.58 1411.56
12/13/2006 12317.5 1413.21
12/14/2006 12416.76 1425.49
12/15/2006 12445.52 1427.09
12/18/2006 12441.27 1422.48
12/19/2006 12471.32 1425.55
12/20/2006 12463.87 1423.53
12/21/2006 12421.25 1418.3
12/22/2006 12343.22 1410.76
12/26/2006 12407.63 1416.9
12/27/2006 12510.57 1426.84
12/28/2006 12501.52 1424.73
12/29/2006 12463.15 1418.3
1/3/2007 12474.52 1416.6
1/4/2007 12480.69 1418.34
1/5/2007 12398.01 1409.71
1/8/2007 12423.49 1412.84
1/9/2007 12416.6 1412.11
1/10/2007 12442.16 1414.85
1/11/2007 12514.98 1423.82
1/12/2007 12556.08 1430.73
1/16/2007 12582.59 1431.9
1/17/2007 12577.15 1430.62
1/18/2007 12567.93 1426.37
1/19/2007 12565.53 1430.5
1/22/2007 12477.16 1422.95
1/23/2007 12533.8 1427.99
1/24/2007 12621.77 1440.13
1/25/2007 12502.56 1423.9
1/26/2007 12487.02 1422.18
1/29/2007 12490.78 1420.62
1/30/2007 12523.31 1428.82
1/31/2007 12621.69 1438.24
2/1/2007 12673.68 1445.94
2/2/2007 12653.49 1448.39
2/5/2007 12661.74 1446.99
2/6/2007 12666.31 1448
2/7/2007 12666.87 1450.02
2/8/2007 12637.63 1448.31
2/9/2007 12580.83 1438.06
2/12/2007 12552.55 1433.37
2/13/2007 12654.85 1444.26
2/14/2007 12741.86 1455.3
2/15/2007 12765.01 1456.81
2/16/2007 12767.57 1455.54
2/20/2007 12786.64 1459.68
2/21/2007 12738.41 1457.63
2/22/2007 12686.02 1456.38
2/23/2007 12647.48 1451.19
2/26/2007 12632.26 1449.37
2/27/2007 12216.24 1399.04
2/28/2007 12268.63 1406.82
3/1/2007 12234.34 1403.17
3/2/2007 12114.1 1387.17
3/5/2007 12050.41 1374.12
3/6/2007 12207.59 1395.41
3/7/2007 12192.45 1391.97
3/8/2007 12260.7 1401.89
3/9/2007 12276.32 1402.85
3/12/2007 12318.62 1406.6
3/13/2007 12075.96 1377.95
3/14/2007 12133.4 1387.17
3/15/2007 12159.68 1392.28
3/16/2007 12110.41 1386.95
3/19/2007 12226.17 1402.06
3/20/2007 12288.1 1410.94
3/21/2007 12447.52 1435.04
3/22/2007 12461.14 1434.54
3/23/2007 12481.01 1436.11
3/26/2007 12469.07 1437.5
3/27/2007 12397.29 1428.61
3/28/2007 12300.36 1417.23
3/29/2007 12348.75 1422.53
3/30/2007 12354.35 1420.86
4/2/2007 12382.3 1424.55
4/3/2007 12510.3 1437.77
4/4/2007 12530.05 1439.37
4/5/2007 12560.2 1443.76
4/9/2007 12569.14 1444.61
4/10/2007 12573.85 1448.39
4/11/2007 12484.62 1438.87
4/12/2007 12552.96 1447.8
4/13/2007 12612.13 1452.85
4/16/2007 12720.46 1468.47
4/17/2007 12773.04 1471.48
4/18/2007 12803.84 1472.5
4/19/2007 12808.63 1470.73
4/20/2007 12961.98 1484.35
4/23/2007 12919.4 1480.93
4/24/2007 12953.94 1480.41
4/25/2007 13089.89 1495.42
4/26/2007 13105.5 1494.25
4/27/2007 13120.94 1494.07
4/30/2007 13062.91 1482.37
5/1/2007 13136.14 1486.3
5/2/2007 13211.88 1495.92
5/3/2007 13241.38 1502.39
5/4/2007 13264.62 1505.62
5/7/2007 13312.97 1509.48
5/8/2007 13309.07 1507.72
5/9/2007 13362.87 1512.58
5/10/2007 13215.13 1491.47
5/11/2007 13326.22 1505.85
5/14/2007 13346.78 1503.15
5/15/2007 13383.84 1501.19
5/16/2007 13487.53 1514.14
5/17/2007 13476.72 1512.75
5/18/2007 13556.53 1522.75
5/21/2007 13542.88 1525.1
5/22/2007 13539.95 1524.12
5/23/2007 13525.65 1522.28
5/24/2007 13441.13 1507.51
5/25/2007 13507.28 1515.73
5/29/2007 13521.34 1518.11
5/30/2007 13633.08 1530.23
5/31/2007 13627.64 1530.62
6/1/2007 13668.11 1536.34
6/4/2007 13676.32 1539.18
6/5/2007 13595.46 1530.95
6/6/2007 13465.67 1517.38
6/7/2007 13266.73 1490.72
6/8/2007 13424.39 1507.67
6/11/2007 13424.96 1509.12
6/12/2007 13295.01 1493
6/13/2007 13482.35 1515.67
6/14/2007 13553.72 1522.97
6/15/2007 13639.48 1532.91
6/18/2007 13612.98 1531.05
6/19/2007 13635.42 1533.7
6/20/2007 13489.42 1512.84
6/21/2007 13545.84 1522.19
6/22/2007 13360.26 1502.56
6/25/2007 13352.05 1497.74
6/26/2007 13337.66 1492.89
6/27/2007 13427.73 1506.34
6/28/2007 13422.28 1505.71
6/29/2007 13408.62 1503.35
7/2/2007 13535.43 1519.43
7/3/2007 13577.3 1524.87
7/5/2007 13565.84 1525.4
7/6/2007 13611.68 1530.44
7/9/2007 13649.97 1531.85
7/10/2007 13501.7 1510.12
7/11/2007 13577.87 1518.76
7/12/2007 13861.73 1547.7
7/13/2007 13907.25 1552.5
7/16/2007 13950.98 1549.52
7/17/2007 13971.55 1549.37
7/18/2007 13918.22 1546.17
7/19/2007 14000.41 1553.08
7/20/2007 13851.08 1534.1
7/23/2007 13943.42 1541.57
7/24/2007 13716.95 1511.04
7/25/2007 13785.07 1518.09
7/26/2007 13473.57 1482.66
7/27/2007 13265.47 1458.95
7/30/2007 13358.31 1473.91
7/31/2007 13211.99 1455.27
8/1/2007 13362.37 1465.81
8/2/2007 13463.33 1472.2
8/3/2007 13181.91 1433.06
8/6/2007 13468.78 1467.67
8/7/2007 13504.3 1476.71
8/8/2007 13657.86 1497.49
8/9/2007 13270.68 1453.09
8/10/2007 13239.54 1453.64
8/13/2007 13236.53 1452.92
8/14/2007 13028.92 1426.54
8/15/2007 12861.47 1406.7
8/16/2007 12845.78 1411.27
8/17/2007 13079.08 1445.94
8/20/2007 13121.35 1445.55
8/21/2007 13090.86 1447.12
8/22/2007 13236.13 1464.07
8/23/2007 13235.88 1462.5
8/24/2007 13378.87 1479.37
8/27/2007 13322.13 1466.79
8/28/2007 13041.85 1432.36
8/29/2007 13289.29 1463.76
8/30/2007 13238.73 1457.64
8/31/2007 13357.74 1473.99
9/4/2007 13448.86 1489.42
9/5/2007 13305.47 1472.29
9/6/2007 13363.35 1478.55
9/7/2007 13113.38 1453.55
9/10/2007 13127.85 1451.7
9/11/2007 13308.39 1471.49
9/12/2007 13291.65 1471.56
9/13/2007 13424.88 1483.95
9/14/2007 13442.52 1484.25
9/17/2007 13403.42 1476.65
9/18/2007 13739.39 1519.78
9/19/2007 13815.56 1529.03
9/20/2007 13766.7 1518.75
9/21/2007 13820.19 1525.75
9/24/2007 13759.06 1517.73
9/25/2007 13778.65 1517.21
9/26/2007 13878.15 1525.42
9/27/2007 13912.94 1531.38
9/28/2007 13895.63 1526.75
10/1/2007 14087.55 1547.04
10/2/2007 14047.31 1546.63
10/3/2007 13968.05 1539.59
10/4/2007 13974.31 1542.84
10/5/2007 14066.01 1557.59
10/8/2007 14043.73 1552.58
10/9/2007 14164.53 1565.15
10/10/2007 14078.69 1562.47
10/11/2007 14015.12 1554.41
10/12/2007 14093.08 1561.8
10/15/2007 13984.8 1548.71
10/16/2007 13912.94 1538.53
10/17/2007 13892.54 1541.24
10/18/2007 13888.96 1540.08
10/19/2007 13522.02 1500.63
10/22/2007 13566.97 1506.33
10/23/2007 13676.23 1519.59
10/24/2007 13675.25 1515.88
10/25/2007 13671.92 1514.4
10/26/2007 13806.7 1535.28
10/29/2007 13870.26 1540.98
10/30/2007 13792.47 1531.02
10/31/2007 13930.01 1549.38
11/1/2007 13567.87 1508.44
11/2/2007 13595.1 1509.65
11/5/2007 13543.4 1502.17
11/6/2007 13660.94 1520.27
11/7/2007 13300.02 1475.62
11/8/2007 13266.29 1474.77
11/9/2007 13042.74 1453.7
11/12/2007 12987.55 1439.18
11/13/2007 13307.09 1481.05
11/14/2007 13231.01 1470.58
11/15/2007 13110.05 1451.15
11/16/2007 13176.79 1458.74
11/19/2007 12958.44 1433.27
11/20/2007 13010.14 1439.7
11/21/2007 12799.04 1416.77
11/23/2007 12980.88 1440.7
11/26/2007 12743.44 1407.22
11/27/2007 12958.44 1428.23
11/28/2007 13289.45 1469.02
11/29/2007 13311.73 1469.72
11/30/2007 13371.72 1481.14
12/3/2007 13314.57 1472.42
12/4/2007 13248.73 1462.79
12/5/2007 13444.96 1485.01
12/6/2007 13619.89 1507.34
12/7/2007 13625.58 1504.66
12/10/2007 13727.03 1515.96
12/11/2007 13432.77 1477.65
12/12/2007 13473.9 1486.59
12/13/2007 13517.96 1488.41
12/14/2007 13339.85 1467.95
12/17/2007 13167.2 1445.9
12/18/2007 13232.47 1454.98
12/19/2007 13207.27 1453
12/20/2007 13245.64 1460.12
12/21/2007 13450.65 1484.46
12/24/2007 13549.33 1496.45
12/26/2007 13551.69 1497.66
12/27/2007 13359.61 1476.37
12/28/2007 13365.87 1478.49
12/31/2007 13264.82 1468.36
1/2/2008 13043.96 1447.16
1/3/2008 13056.72 1447.16
1/4/2008 12800.18 1411.63
1/7/2008 12827.49 1416.18
1/8/2008 12589.07 1390.19
1/9/2008 12735.31 1409.13
1/10/2008 12853.09 1420.33
1/11/2008 12606.3 1401.02
1/14/2008 12778.15 1416.25
1/15/2008 12501.11 1380.95
1/16/2008 12466.16 1373.2
1/17/2008 12159.21 1333.25
1/18/2008 12099.3 1325.19
1/22/2008 11971.19 1310.5
1/23/2008 12270.17 1338.6
1/24/2008 12378.61 1352.07
1/25/2008 12207.17 1330.61
1/28/2008 12383.89 1353.97
1/29/2008 12480.3 1362.3
1/30/2008 12442.83 1355.81
1/31/2008 12650.36 1378.55
2/1/2008 12743.19 1395.42
2/4/2008 12635.16 1380.82
2/5/2008 12265.13 1336.64
2/6/2008 12200.1 1326.45
2/7/2008 12247 1336.91
2/8/2008 12182.13 1331.29
2/11/2008 12240.01 1339.13
2/12/2008 12373.41 1348.86
2/13/2008 12552.24 1367.21
2/14/2008 12376.98 1348.86
2/15/2008 12348.21 1349.99
2/19/2008 12337.22 1348.78
2/20/2008 12427.26 1360.03
2/21/2008 12284.3 1342.53
2/22/2008 12381.02 1353.11
2/25/2008 12570.22 1371.8
2/26/2008 12684.92 1381.29
2/27/2008 12694.28 1380.02
2/28/2008 12582.18 1367.68
2/29/2008 12266.39 1330.63
3/3/2008 12258.9 1331.34
3/4/2008 12213.8 1326.75
3/5/2008 12254.99 1333.7
3/6/2008 12040.39 1304.34
3/7/2008 11893.69 1293.37
3/10/2008 11740.15 1273.37
3/11/2008 12156.81 1320.65
3/12/2008 12110.24 1308.77
3/13/2008 12145.74 1315.48
3/14/2008 11951.09 1288.14
3/17/2008 11972.25 1276.6
3/18/2008 12392.66 1330.74
3/19/2008 12099.66 1298.42
3/20/2008 12361.32 1329.51
3/24/2008 12548.64 1349.88
3/25/2008 12532.6 1352.99
3/26/2008 12422.86 1341.13
3/27/2008 12302.46 1325.76
3/28/2008 12216.4 1315.22
3/31/2008 12262.89 1322.7
4/1/2008 12654.36 1370.18
4/2/2008 12605.83 1367.53
4/3/2008 12626.03 1369.31
4/4/2008 12609.42 1370.4
4/7/2008 12612.43 1372.54
4/8/2008 12576.44 1365.54
4/9/2008 12527.26 1354.49
4/10/2008 12581.98 1360.55
4/11/2008 12325.42 1332.83
4/14/2008 12302.06 1328.32
4/15/2008 12362.47 1334.43
4/16/2008 12619.27 1364.71
4/17/2008 12620.49 1365.56
4/18/2008 12849.36 1390.33
4/21/2008 12825.02 1388.17
4/22/2008 12720.23 1375.94
4/23/2008 12763.22 1379.93
4/24/2008 12848.95 1388.82
4/25/2008 12891.86 1397.84
4/28/2008 12871.75 1396.37
4/29/2008 12831.94 1390.94
4/30/2008 12820.13 1385.59
5/1/2008 13010 1409.34
5/2/2008 13058.2 1413.9
5/5/2008 12969.54 1407.49
5/6/2008 13020.83 1418.26
5/7/2008 12814.35 1392.57
5/8/2008 12866.78 1397.68
5/9/2008 12745.88 1388.28
5/12/2008 12876.31 1403.58
5/13/2008 12832.18 1403.04
5/14/2008 12898.38 1408.66
5/15/2008 12992.66 1423.57
5/16/2008 12986.8 1425.35
5/19/2008 13028.16 1426.63
5/20/2008 12828.68 1413.4
5/21/2008 12601.19 1390.71
5/22/2008 12625.62 1394.35
5/23/2008 12479.63 1375.93
5/27/2008 12548.35 1385.35
5/28/2008 12594.03 1390.84
5/29/2008 12646.22 1398.26
5/30/2008 12638.32 1400.38
6/2/2008 12503.82 1385.67
6/3/2008 12402.85 1377.65
6/4/2008 12390.48 1377.2
6/5/2008 12604.45 1404.05
6/6/2008 12209.81 1360.68
6/9/2008 12280.32 1361.76
6/10/2008 12289.76 1358.44
6/11/2008 12083.77 1335.49
6/12/2008 12141.58 1339.87
6/13/2008 12307.35 1360.03
6/16/2008 12269.08 1360.14
6/17/2008 12160.3 1350.93
6/18/2008 12029.06 1337.81
6/19/2008 12063.09 1342.83
6/20/2008 11842.69 1317.93
6/23/2008 11842.36 1318
6/24/2008 11807.43 1314.29
6/25/2008 11811.83 1321.97
6/26/2008 11453.42 1283.15
6/27/2008 11346.51 1278.38
6/30/2008 11350.01 1280
7/1/2008 11382.26 1284.91
7/2/2008 11215.51 1261.52
7/3/2008 11288.54 1262.9
7/7/2008 11231.96 1252.31
7/8/2008 11384.21 1273.7
7/9/2008 11147.44 1244.69
7/10/2008 11229.02 1253.39
7/11/2008 11100.54 1239.49
7/14/2008 11055.19 1228.3
7/15/2008 10962.54 1214.91
7/16/2008 11239.28 1245.36
7/17/2008 11446.66 1260.32
7/18/2008 11496.57 1260.68
7/21/2008 11467.34 1260
7/22/2008 11602.5 1277
7/23/2008 11632.38 1282.19
7/24/2008 11349.28 1252.54
7/25/2008 11370.69 1257.76
7/28/2008 11131.08 1234.37
7/29/2008 11397.56 1263.2
7/30/2008 11583.69 1284.26
7/31/2008 11378.02 1267.38
8/1/2008 11326.32 1260.31
8/4/2008 11284.15 1249.01
8/5/2008 11615.77 1284.88
8/6/2008 11656.07 1289.19
8/7/2008 11431.43 1266.07
8/8/2008 11734.32 1296.32
8/11/2008 11782.35 1305.32
8/12/2008 11642.47 1289.59
8/13/2008 11532.96 1285.83
8/14/2008 11615.93 1292.93
8/15/2008 11659.9 1298.2
8/18/2008 11479.39 1278.6
8/19/2008 11348.55 1266.69
8/20/2008 11417.43 1274.54
8/21/2008 11430.21 1277.72
8/22/2008 11628.06 1292.2
8/25/2008 11386.25 1266.84
8/26/2008 11412.87 1271.51
8/27/2008 11502.51 1281.66
8/28/2008 11715.18 1300.68
8/29/2008 11543.55 1282.83
9/2/2008 11516.92 1277.58
9/3/2008 11532.88 1274.98
9/4/2008 11188.23 1236.83
9/5/2008 11220.96 1242.31
9/8/2008 11510.74 1267.79
9/9/2008 11230.73 1224.51
9/10/2008 11268.92 1232.04
9/11/2008 11433.71 1249.05
9/12/2008 11421.99 1251.7
9/15/2008 10917.51 1192.7
9/16/2008 11059.02 1213.59
9/17/2008 10609.66 1156.39
9/18/2008 11019.69 1206.51
9/19/2008 11388.44 1255.08
9/22/2008 11015.69 1207.09
9/23/2008 10854.17 1188.22
9/24/2008 10825.17 1185.87
9/25/2008 11022.06 1209.18
9/26/2008 11143.13 1213.01
9/29/2008 10365.45 1106.39
9/30/2008 10850.66 1166.36
10/1/2008 10831.07 1161.06
10/2/2008 10482.85 1114.28
10/3/2008 10325.38 1099.23
10/6/2008 9955.5 1056.89
10/7/2008 9447.11 996.23
10/8/2008 9258.1 984.94
10/9/2008 8579.19 909.92
10/10/2008 8451.19 899.22
10/13/2008 9387.61 1003.35
10/14/2008 9310.99 998.01
10/15/2008 8577.91 907.84
10/16/2008 8979.26 946.43
10/17/2008 8852.22 940.55
10/20/2008 9265.43 985.4
10/21/2008 9033.66 955.05
10/22/2008 8519.21 896.78
10/23/2008 8691.25 908.11
10/24/2008 8378.95 876.77
10/27/2008 8175.77 848.92
10/28/2008 9065.12 940.51
10/29/2008 8990.96 930.09
10/30/2008 9180.69 954.09
10/31/2008 9325.01 968.75
11/3/2008 9319.83 966.3
11/4/2008 9625.28 1005.75
11/5/2008 9139.27 952.77
11/6/2008 8695.79 904.88
11/7/2008 8943.81 930.99
11/10/2008 8870.54 919.21
11/11/2008 8693.96 898.95
11/12/2008 8282.66 852.3
11/13/2008 8835.25 911.29
11/14/2008 8497.31 873.29
11/17/2008 8273.58 850.75
11/18/2008 8424.75 859.12
11/19/2008 7997.28 806.58
11/20/2008 7552.29 752.44
11/21/2008 8046.42 800.03
11/24/2008 8443.39 851.81
11/25/2008 8479.47 857.39
11/26/2008 8726.61 887.68
11/28/2008 8829.04 896.24
12/1/2008 8149.09 816.21
12/2/2008 8419.09 848.81
12/3/2008 8591.69 870.74
12/4/2008 8376.24 845.22
12/5/2008 8635.42 876.07
12/8/2008 8934.18 909.7
12/9/2008 8691.33 888.67
12/10/2008 8761.42 899.24
12/11/2008 8565.09 873.59
12/12/2008 8629.68 879.73
12/15/2008 8564.53 868.57
12/16/2008 8924.14 913.18
12/17/2008 8824.34 904.42
12/18/2008 8604.99 885.28
12/19/2008 8579.11 887.88
12/22/2008 8519.77 871.63
12/23/2008 8419.49 863.16
12/24/2008 8468.48 868.15
12/26/2008 8515.55 872.8
12/29/2008 8483.93 869.42
12/30/2008 8668.39 890.64
12/31/2008 8776.39 903.25
1/2/2009 9034.69 931.8
1/5/2009 8952.89 927.45
1/6/2009 9015.1 934.7
1/7/2009 8769.7 906.65
1/8/2009 8742.46 909.73
1/9/2009 8599.18 890.35
1/12/2009 8473.97 870.26
1/13/2009 8448.56 871.79
1/14/2009 8200.14 842.62
1/15/2009 8212.49 843.74
1/16/2009 8281.22 850.12
1/20/2009 7949.09 805.22
1/21/2009 8228.1 840.24
1/22/2009 8122.8 827.5
1/23/2009 8077.56 831.95
1/26/2009 8116.03 836.57
1/27/2009 8174.73 845.71
1/28/2009 8375.45 874.09
1/29/2009 8149.01 845.14
1/30/2009 8000.86 825.88
2/2/2009 7936.83 825.44
2/3/2009 8078.36 838.51
2/4/2009 7956.66 832.23
2/5/2009 8063.07 845.85
2/6/2009 8280.59 868.6
2/9/2009 8270.87 869.89
2/10/2009 7888.88 827.16
2/11/2009 7939.53 833.74
2/12/2009 7932.76 835.19
2/13/2009 7850.41 826.84
2/17/2009 7552.6 789.17
2/18/2009 7555.63 788.42
2/19/2009 7465.95 778.94
2/20/2009 7365.67 770.05
2/23/2009 7114.78 743.33
2/24/2009 7350.94 773.14
2/25/2009 7270.89 764.9
2/26/2009 7182.08 752.83
2/27/2009 7062.93 735.09
3/2/2009 6763.29 700.82
3/3/2009 6726.02 696.33
3/4/2009 6875.84 712.87
3/5/2009 6594.44 682.55
3/6/2009 6626.94 683.38
3/9/2009 6547.05 676.53
3/10/2009 6926.49 719.6
3/11/2009 6930.4 721.36
3/12/2009 7170.06 750.74
3/13/2009 7223.98 756.55
3/16/2009 7216.97 753.89
3/17/2009 7395.7 778.12
3/18/2009 7486.58 794.35
3/19/2009 7400.8 784.04
3/20/2009 7278.38 768.54
3/23/2009 7775.86 822.92
3/24/2009 7659.97 806.12
3/25/2009 7749.81 813.88
3/26/2009 7924.56 832.86
3/27/2009 7776.18 815.94
3/30/2009 7522.02 787.53
3/31/2009 7608.92 797.87
4/1/2009 7761.6 811.08
4/2/2009 7978.08 834.38
4/3/2009 8017.59 842.5
4/6/2009 7975.85 835.48
4/7/2009 7789.56 815.55
4/8/2009 7837.11 825.16
4/9/2009 8083.38 856.56
4/13/2009 8057.81 858.73
4/14/2009 7920.18 841.5
4/15/2009 8029.62 852.06
4/16/2009 8125.43 865.3
4/17/2009 8131.33 869.6
4/20/2009 7841.73 832.39
4/21/2009 7969.56 850.08
4/22/2009 7886.57 843.55
4/23/2009 7957.06 851.92
4/24/2009 8076.29 866.23
4/27/2009 8025 857.51
4/28/2009 8016.95 855.16
4/29/2009 8185.73 873.64
4/30/2009 8168.12 872.81
5/1/2009 8212.41 877.52
5/4/2009 8426.74 907.24
5/5/2009 8410.65 903.8
5/6/2009 8512.28 919.53
5/7/2009 8409.85 907.39
5/8/2009 8574.65 929.23
5/11/2009 8418.77 909.24
5/12/2009 8469.11 908.35
5/13/2009 8284.89 883.92
5/14/2009 8331.32 893.07
5/15/2009 8268.64 882.88
5/18/2009 8504.08 909.71
5/19/2009 8474.85 908.13
5/20/2009 8422.04 903.47
5/21/2009 8292.13 888.33
5/22/2009 8277.32 887
5/26/2009 8473.49 910.33
5/27/2009 8300.02 893.06
5/28/2009 8403.8 906.83
5/29/2009 8500.33 919.14
6/1/2009 8721.44 942.87
6/2/2009 8740.87 944.74
6/3/2009 8675.28 931.76
6/4/2009 8750.24 942.46
6/5/2009 8763.13 940.09
6/8/2009 8764.49 939.14
6/9/2009 8763.06 942.43
6/10/2009 8739.02 939.15
6/11/2009 8770.92 944.89
6/12/2009 8799.26 946.21
6/15/2009 8612.13 923.72
6/16/2009 8504.67 911.97
6/17/2009 8497.18 910.71
6/18/2009 8555.6 918.37
6/19/2009 8539.73 921.23
6/22/2009 8339.01 893.04
6/23/2009 8322.91 895.1
6/24/2009 8299.86 900.94
6/25/2009 8472.4 920.26
6/26/2009 8438.39 918.9
6/29/2009 8529.38 927.23
6/30/2009 8447 919.32
7/1/2009 8504.06 923.33
7/2/2009 8280.74 896.42
7/6/2009 8324.87 898.72
7/7/2009 8163.6 881.03
7/8/2009 8178.41 879.56
7/9/2009 8183.17 882.68
7/10/2009 8146.52 879.13
7/13/2009 8331.68 901.05
7/14/2009 8359.49 905.84
7/15/2009 8616.21 932.68
7/16/2009 8711.82 940.74
7/17/2009 8743.94 940.38
7/20/2009 8848.15 951.13
7/21/2009 8915.94 954.58
7/22/2009 8881.26 954.07
7/23/2009 9069.29 976.29
7/24/2009 9093.24 979.26
7/27/2009 9108.51 982.18
7/28/2009 9096.72 979.62
7/29/2009 9070.72 975.15
7/30/2009 9154.46 986.75
7/31/2009 9171.61 987.48
8/3/2009 9286.56 1002.63
8/4/2009 9320.19 1005.65
8/5/2009 9280.97 1002.72
8/6/2009 9256.26 997.08
8/7/2009 9370.07 1010.48
8/10/2009 9337.95 1007.1
8/11/2009 9241.45 994.35
8/12/2009 9361.61 1005.81
8/13/2009 9398.19 1012.73
8/14/2009 9321.4 1004.09
8/17/2009 9135.34 979.73
8/18/2009 9217.94 989.67
8/19/2009 9279.16 996.46
8/20/2009 9350.05 1007.37
8/21/2009 9505.96 1026.13
8/24/2009 9509.28 1025.57
8/25/2009 9539.29 1028
8/26/2009 9543.52 1028.12
8/27/2009 9580.63 1030.98
8/28/2009 9544.2 1028.93
8/31/2009 9496.28 1020.62
9/1/2009 9310.6 998.04
9/2/2009 9280.67 994.75
9/3/2009 9344.61 1003.24
9/4/2009 9441.27 1016.4
9/8/2009 9497.34 1025.39
9/9/2009 9547.22 1033.37
9/10/2009 9627.48 1044.14
9/11/2009 9605.41 1042.73
9/14/2009 9626.8 1049.34
9/15/2009 9683.41 1052.63
9/16/2009 9791.71 1068.76
9/17/2009 9783.92 1065.49
9/18/2009 9820.2 1068.3
9/21/2009 9778.86 1064.66
9/22/2009 9829.87 1071.66
9/23/2009 9748.55 1060.87
9/24/2009 9707.44 1050.78
9/25/2009 9665.19 1044.38
9/28/2009 9789.36 1062.98
9/29/2009 9742.2 1060.61
9/30/2009 9712.28 1057.08
10/1/2009 9509.28 1029.85
10/2/2009 9487.67 1025.21
10/5/2009 9599.75 1040.46
10/6/2009 9731.25 1054.72
10/7/2009 9725.58 1057.58
10/8/2009 9786.87 1065.48
10/9/2009 9864.94 1071.49
10/12/2009 9885.8 1076.19
10/13/2009 9871.06 1073.19
10/14/2009 10015.86 1092.02
10/15/2009 10062.94 1096.56
10/16/2009 9995.91 1087.68
10/19/2009 10092.19 1097.91
10/20/2009 10041.48 1091.06
10/21/2009 9949.36 1081.4
10/22/2009 10081.31 1092.91
10/23/2009 9972.18 1079.6
10/26/2009 9867.96 1066.95
10/27/2009 9882.17 1063.41
10/28/2009 9762.69 1042.63
10/29/2009 9962.58 1066.11
10/30/2009 9712.73 1036.19
11/2/2009 9789.44 1042.88
11/3/2009 9771.91 1045.41
11/4/2009 9802.14 1046.5
11/5/2009 10005.96 1066.63
11/6/2009 10023.42 1069.3
11/9/2009 10226.94 1093.08
11/10/2009 10246.97 1093.01
11/11/2009 10291.26 1098.51
11/12/2009 10197.47 1087.24
11/13/2009 10270.47 1093.48
11/16/2009 10406.96 1109.3
11/17/2009 10437.42 1110.32
11/18/2009 10426.31 1109.8
11/19/2009 10332.44 1094.9
11/20/2009 10318.16 1091.38
11/23/2009 10450.95 1106.24
11/24/2009 10433.71 1105.65
11/25/2009 10464.4 1110.63
11/27/2009 10309.92 1091.49
11/30/2009 10344.84 1095.63
12/1/2009 10471.58 1108.86
12/2/2009 10452.68 1109.24
12/3/2009 10366.15 1099.92
12/4/2009 10388.9 1105.98
12/7/2009 10390.11 1103.25
12/8/2009 10285.97 1091.94
12/9/2009 10337.05 1095.95
12/10/2009 10405.83 1102.35
12/11/2009 10471.5 1106.41
12/14/2009 10501.05 1114.11
12/15/2009 10452 1107.93
12/16/2009 10441.12 1109.18
12/17/2009 10308.26 1096.08
12/18/2009 10328.89 1102.47
12/21/2009 10414.14 1114.05
12/22/2009 10464.93 1118.02
12/23/2009 10466.44 1120.59
12/24/2009 10520.1 1126.48
12/28/2009 10547.08 1127.78
12/29/2009 10545.41 1126.2
12/30/2009 10548.51 1126.42
12/31/2009 10428.05 1115.1
1/4/2010 10583.96 1132.99
1/5/2010 10572.02 1136.52
1/6/2010 10573.68 1137.14
1/7/2010 10606.86 1141.69
1/8/2010 10618.19 1144.98
1/11/2010 10663.99 1146.98
1/12/2010 10627.26 1136.22
1/13/2010 10680.77 1145.68
1/14/2010 10710.55 1148.46
1/15/2010 10609.65 1136.03
1/19/2010 10725.43 1150.23
1/20/2010 10603.15 1138.04
1/21/2010 10389.88 1116.48
1/22/2010 10172.98 1091.76
1/25/2010 10196.86 1096.78
1/26/2010 10194.29 1092.17
1/27/2010 10236.16 1097.5
1/28/2010 10120.46 1084.53
1/29/2010 10067.33 1073.87
2/1/2010 10185.53 1089.19
2/2/2010 10296.85 1103.32
2/3/2010 10270.55 1097.28
2/4/2010 10002.18 1063.11
2/5/2010 10012.23 1066.19
2/8/2010 9908.39 1056.74
2/9/2010 10058.64 1070.52
2/10/2010 10038.38 1068.13
2/11/2010 10144.19 1078.47
2/12/2010 10099.14 1075.51
2/16/2010 10268.81 1094.87
2/17/2010 10309.24 1099.51
2/18/2010 10392.9 1106.75
2/19/2010 10402.35 1109.17
2/22/2010 10383.38 1108.01
2/23/2010 10282.41 1094.6
2/24/2010 10374.16 1105.24
2/25/2010 10321.03 1102.94
2/26/2010 10325.26 1104.49
3/1/2010 10403.79 1115.71
3/2/2010 10405.98 1118.31
3/3/2010 10396.76 1118.79
3/4/2010 10444.14 1122.97
3/5/2010 10566.2 1138.7
3/8/2010 10552.52 1138.5
3/9/2010 10564.38 1140.45
3/10/2010 10567.33 1145.61
3/11/2010 10611.84 1150.24
3/12/2010 10624.69 1149.99
3/15/2010 10642.15 1150.51
3/16/2010 10685.98 1159.46
3/17/2010 10733.67 1166.21
3/18/2010 10779.17 1165.83
3/19/2010 10741.98 1159.9
3/22/2010 10785.89 1165.81
3/23/2010 10888.83 1174.17
3/24/2010 10836.15 1167.72
3/25/2010 10841.21 1165.73
3/26/2010 10850.36 1166.59
3/29/2010 10895.86 1173.22
3/30/2010 10907.42 1173.27
3/31/2010 10856.63 1169.43
4/1/2010 10927.07 1178.1
4/5/2010 10973.55 1187.44
4/6/2010 10969.99 1189.44
4/7/2010 10897.52 1182.45
4/8/2010 10927.07 1186.44
4/9/2010 10997.35 1194.37
4/12/2010 11005.97 1196.48
4/13/2010 11019.42 1197.3
4/14/2010 11123.11 1210.65
4/15/2010 11144.57 1211.67
4/16/2010 11018.66 1192.13
4/19/2010 11092.05 1197.52
4/20/2010 11117.06 1207.17
4/21/2010 11124.92 1205.94
4/22/2010 11134.29 1208.67
4/23/2010 11204.28 1217.28
4/26/2010 11205.03 1212.05
4/27/2010 10991.99 1183.71
4/28/2010 11045.27 1191.36
4/29/2010 11167.32 1206.78
4/30/2010 11008.61 1186.69
5/3/2010 11151.83 1202.26
5/4/2010 10926.77 1173.6
5/5/2010 10868.12 1165.9
5/6/2010 10520.32 1128.15
5/7/2010 10380.43 1110.88
5/10/2010 10785.14 1159.73
5/11/2010 10748.26 1155.79
5/12/2010 10896.91 1171.67
5/13/2010 10782.95 1157.44
5/14/2010 10620.16 1135.68
5/17/2010 10625.83 1136.94
5/18/2010 10510.95 1120.8
5/19/2010 10444.37 1115.05
5/20/2010 10068.01 1071.59
5/21/2010 10193.39 1087.69
5/24/2010 10066.57 1073.65
5/25/2010 10043.75 1074.03
5/26/2010 9974.45 1067.95
5/27/2010 10258.99 1103.06
5/28/2010 10136.63 1089.41
6/1/2010 10024.02 1070.71
6/2/2010 10249.54 1098.38
6/3/2010 10255.28 1102.83
6/4/2010 9931.97 1064.88
6/7/2010 9816.49 1050.47
6/8/2010 9939.98 1062
6/9/2010 9899.25 1055.69
6/10/2010 10172.53 1086.84
6/11/2010 10211.07 1091.6
6/14/2010 10190.89 1089.63
6/15/2010 10404.77 1115.23
6/16/2010 10409.46 1114.61
6/17/2010 10434.17 1116.04
6/18/2010 10450.64 1117.51
6/21/2010 10442.41 1113.2
6/22/2010 10293.52 1095.31
6/23/2010 10298.44 1092.04
6/24/2010 10152.8 1073.69
6/25/2010 10143.81 1076.76
6/28/2010 10138.52 1074.57
6/29/2010 9870.3 1041.24
6/30/2010 9774.02 1030.71
7/1/2010 9732.53 1027.37
7/2/2010 9686.48 1022.58
7/6/2010 9743.62 1028.06
7/7/2010 10018.28 1060.27
7/8/2010 10138.99 1070.25
7/9/2010 10198.03 1077.96
7/12/2010 10216.27 1078.75
7/13/2010 10363.02 1095.34
7/14/2010 10366.72 1095.17
7/15/2010 10359.31 1096.48
7/16/2010 10097.9 1064.88
7/19/2010 10154.43 1071.25
7/20/2010 10229.96 1083.48
7/21/2010 10120.53 1069.59
7/22/2010 10322.3 1093.67
7/23/2010 10424.62 1102.66
7/26/2010 10525.43 1115.01
7/27/2010 10537.69 1113.84
7/28/2010 10497.88 1106.13
7/29/2010 10467.16 1101.53
7/30/2010 10465.94 1101.6
8/2/2010 10674.38 1125.86
8/3/2010 10636.38 1120.46
8/4/2010 10680.43 1127.24
8/5/2010 10674.98 1125.81
8/6/2010 10653.56 1121.64
8/9/2010 10698.75 1127.79
8/10/2010 10644.25 1121.06
8/11/2010 10378.83 1089.47
8/12/2010 10319.95 1083.61
8/13/2010 10303.15 1079.25
8/16/2010 10302.01 1079.38
8/17/2010 10405.85 1092.54
8/18/2010 10415.54 1094.16
8/19/2010 10271.21 1075.63
8/20/2010 10213.62 1071.69
8/23/2010 10174.41 1067.36
8/24/2010 10040.45 1051.87
8/25/2010 10060.06 1055.33
8/26/2010 9985.81 1047.22
8/27/2010 10150.65 1064.59
8/30/2010 10009.73 1048.92
8/31/2010 10014.72 1049.33
9/1/2010 10269.47 1080.29
9/2/2010 10320.1 1090.1
9/3/2010 10447.93 1104.51
9/7/2010 10340.69 1091.84
9/8/2010 10387.01 1098.87
9/9/2010 10415.24 1104.18
9/10/2010 10462.77 1109.55
9/13/2010 10544.13 1121.9
9/14/2010 10526.49 1121.1
9/15/2010 10572.73 1125.07
9/16/2010 10594.83 1124.66
9/17/2010 10607.85 1125.59
9/20/2010 10753.62 1142.71
9/21/2010 10761.03 1139.78
9/22/2010 10739.31 1134.28
9/23/2010 10662.42 1124.83
9/24/2010 10860.26 1148.67
9/27/2010 10812.04 1142.16
9/28/2010 10858.14 1147.7
9/29/2010 10835.28 1144.73
9/30/2010 10788.05 1141.2
10/1/2010 10829.68 1146.24
10/4/2010 10751.27 1137.03
10/5/2010 10944.72 1160.75
10/6/2010 10967.65 1159.97
10/7/2010 10948.58 1158.06
10/8/2010 11006.48 1165.15
10/11/2010 11010.34 1165.32
10/12/2010 11020.4 1169.77
10/13/2010 11096.08 1178.1
10/14/2010 11094.57 1173.81
10/15/2010 11062.78 1176.19
10/18/2010 11143.69 1184.71
10/19/2010 10978.62 1165.9
10/20/2010 11107.97 1178.17
10/21/2010 11146.57 1180.26
10/22/2010 11132.56 1183.08
10/25/2010 11164.05 1185.62
10/26/2010 11169.46 1185.64
10/27/2010 11126.28 1182.45
10/28/2010 11113.95 1183.78
10/29/2010 11118.49 1183.26
11/1/2010 11124.62 1184.38
11/2/2010 11188.72 1193.57
11/3/2010 11215.13 1197.96
11/4/2010 11434.84 1221.06
11/5/2010 11444.08 1225.85
11/8/2010 11406.84 1223.25
11/9/2010 11346.75 1213.4
11/10/2010 11357.04 1218.71
11/11/2010 11283.1 1213.54
11/12/2010 11192.58 1199.21
11/15/2010 11201.97 1197.75
11/16/2010 11023.5 1178.34
11/17/2010 11007.88 1178.59
11/18/2010 11181.23 1196.69
11/19/2010 11203.55 1199.73
11/22/2010 11178.58 1197.84
11/23/2010 11036.37 1180.73
11/24/2010 11187.28 1198.35
11/26/2010 11092 1189.4
11/29/2010 11052.49 1187.76
11/30/2010 11006.02 1180.55
12/1/2010 11255.78 1206.07
12/2/2010 11362.41 1221.53
12/3/2010 11382.09 1224.71
12/6/2010 11362.19 1223.12
12/7/2010 11359.16 1223.75
12/8/2010 11372.48 1228.28
12/9/2010 11370.06 1233
12/10/2010 11410.32 1240.4
12/13/2010 11428.56 1240.46
12/14/2010 11476.54 1241.59
12/15/2010 11457.47 1235.23
12/16/2010 11499.25 1242.87
12/17/2010 11491.91 1243.91
12/20/2010 11478.13 1247.08
12/21/2010 11533.16 1254.6
12/22/2010 11559.49 1258.84
12/23/2010 11573.49 1256.77
12/27/2010 11555.03 1257.54
12/28/2010 11575.54 1258.51
12/29/2010 11585.38 1259.78
12/30/2010 11569.71 1257.88
12/31/2010 11577.51 1257.64
1/3/2011 11670.75 1271.87
1/4/2011 11691.18 1270.2
1/5/2011 11722.89 1276.56
1/6/2011 11697.31 1273.85
1/7/2011 11674.76 1271.5
1/10/2011 11637.45 1269.75
1/11/2011 11671.88 1274.48
1/12/2011 11755.44 1285.96
1/13/2011 11731.9 1283.76
1/14/2011 11787.38 1293.24
1/18/2011 11837.93 1295.02
1/19/2011 11825.29 1281.92
1/20/2011 11822.8 1280.26
1/21/2011 11871.84 1283.35
1/24/2011 11980.52 1290.84
1/25/2011 11977.19 1291.18
1/26/2011 11985.44 1296.63
1/27/2011 11989.83 1299.54
1/28/2011 11823.7 1276.34
1/31/2011 11891.93 1286.12
2/1/2011 12040.16 1307.59
2/2/2011 12041.97 1304.03
2/3/2011 12062.26 1307.1
2/4/2011 12092.15 1310.87
2/7/2011 12161.63 1319.05
2/8/2011 12233.15 1324.57
2/9/2011 12239.89 1320.88
2/10/2011 12229.29 1321.87
2/11/2011 12273.26 1329.15
2/14/2011 12268.19 1332.32
2/15/2011 12226.64 1328.01
2/16/2011 12288.17 1336.32
2/17/2011 12318.14 1340.43
2/18/2011 12391.25 1343.01
2/22/2011 12212.79 1315.44
2/23/2011 12105.78 1307.4
2/24/2011 12068.5 1306.1
2/25/2011 12130.45 1319.88
2/28/2011 12226.34 1327.22
3/1/2011 12058.02 1306.33
3/2/2011 12066.8 1308.44
3/3/2011 12258.2 1330.97
3/4/2011 12169.88 1321.15
3/7/2011 12090.03 1310.13
3/8/2011 12214.38 1321.82
3/9/2011 12213.09 1320.02
3/10/2011 11984.61 1295.11
3/11/2011 12044.4 1304.28
3/14/2011 11993.16 1296.39
3/15/2011 11855.42 1281.87
3/16/2011 11613.3 1256.88
3/17/2011 11774.59 1273.72
3/18/2011 11858.52 1279.2
3/21/2011 12036.53 1298.38
3/22/2011 12018.63 1293.77
3/23/2011 12086.02 1297.54
3/24/2011 12170.56 1309.66
3/25/2011 12220.59 1313.8
3/28/2011 12197.88 1310.19
3/29/2011 12279.01 1319.44
3/30/2011 12350.61 1328.26
3/31/2011 12319.73 1325.83
4/1/2011 12376.72 1332.41
4/4/2011 12400.03 1332.87
4/5/2011 12393.9 1332.63
4/6/2011 12426.75 1335.54
4/7/2011 12409.49 1333.51
4/8/2011 12380.05 1328.17
4/11/2011 12381.11 1324.46
4/12/2011 12263.58 1314.16
4/13/2011 12270.99 1314.41
4/14/2011 12285.15 1314.52
4/15/2011 12341.83 1319.68
4/18/2011 12201.59 1305.14
4/19/2011 12266.75 1312.62
4/20/2011 12453.54 1330.36
4/21/2011 12505.99 1337.38
4/25/2011 12479.88 1335.25
4/26/2011 12595.37 1347.24
4/27/2011 12690.96 1355.66
4/28/2011 12763.31 1360.48
4/29/2011 12810.54 1363.61
5/2/2011 12807.36 1361.22
5/3/2011 12807.51 1356.62
5/4/2011 12723.58 1347.32
5/5/2011 12584.17 1335.1
5/6/2011 12638.74 1340.2
5/9/2011 12684.68 1346.29
5/10/2011 12760.36 1357.16
5/11/2011 12630.03 1342.08
5/12/2011 12695.92 1348.65
5/13/2011 12595.75 1337.77
5/16/2011 12548.37 1329.47
5/17/2011 12479.58 1328.98
5/18/2011 12560.18 1340.68
5/19/2011 12605.32 1343.6
5/20/2011 12512.04 1333.27
5/23/2011 12381.26 1317.37
5/24/2011 12356.21 1316.28
5/25/2011 12394.66 1320.47
5/26/2011 12402.76 1325.69
5/27/2011 12441.58 1331.1
5/31/2011 12569.79 1345.2
6/1/2011 12290.14 1314.55
6/2/2011 12248.55 1312.94
6/3/2011 12151.26 1300.16
6/6/2011 12089.96 1286.17
6/7/2011 12070.81 1284.94
6/8/2011 12048.94 1279.56
6/9/2011 12124.36 1289
6/10/2011 11951.91 1270.98
6/13/2011 11952.97 1271.83
6/14/2011 12076.11 1287.87
6/15/2011 11897.27 1265.42
6/16/2011 11961.52 1267.64
6/17/2011 12004.36 1271.5
6/20/2011 12080.38 1278.36
6/21/2011 12190.01 1295.52
6/22/2011 12109.67 1287.14
6/23/2011 12050 1283.5
6/24/2011 11934.58 1268.45
6/27/2011 12043.56 1280.1
6/28/2011 12188.69 1296.67
6/29/2011 12261.42 1307.41
6/30/2011 12414.34 1320.64
7/1/2011 12582.77 1339.67
7/5/2011 12569.87 1337.88
7/6/2011 12626.02 1339.22
7/7/2011 12719.49 1353.22
7/8/2011 12657.2 1343.8
7/11/2011 12505.76 1319.49
7/12/2011 12446.88 1313.64
7/13/2011 12491.61 1317.72
7/14/2011 12437.12 1308.87
7/15/2011 12479.73 1316.14
7/18/2011 12385.16 1305.44
7/19/2011 12587.42 1326.73
7/20/2011 12571.91 1325.84
7/21/2011 12724.41 1343.8
7/22/2011 12681.16 1345.02
7/25/2011 12592.8 1337.43
7/26/2011 12501.3 1331.94
7/27/2011 12302.55 1304.89
7/28/2011 12240.11 1300.67
7/29/2011 12143.24 1292.28
8/1/2011 12132.49 1286.94
8/2/2011 11866.62 1254.05
8/3/2011 11896.44 1260.34
8/4/2011 11383.68 1200.07
8/5/2011 11444.61 1199.38
8/8/2011 10809.85 1119.46
8/9/2011 11239.77 1172.53
8/10/2011 10719.94 1120.76
8/11/2011 11143.31 1172.64
8/12/2011 11269.02 1178.81
8/15/2011 11482.9 1204.49
8/16/2011 11405.93 1192.76
8/17/2011 11410.21 1193.89
8/18/2011 10990.58 1140.65
8/19/2011 10817.65 1123.53
8/22/2011 10854.65 1123.82
8/23/2011 11176.76 1162.35
8/24/2011 11320.71 1177.6
8/25/2011 11149.82 1159.27
8/26/2011 11284.54 1176.8
8/29/2011 11539.25 1210.08
8/30/2011 11559.95 1212.92
8/31/2011 11613.53 1218.89
9/1/2011 11493.57 1204.42
9/2/2011 11240.26 1173.97
9/6/2011 11139.3 1165.24
9/7/2011 11414.86 1198.62
9/8/2011 11295.81 1185.9
9/9/2011 10992.13 1154.23
9/12/2011 11061.12 1162.27
9/13/2011 11105.85 1172.87
9/14/2011 11246.73 1188.68
9/15/2011 11433.18 1209.11
9/16/2011 11509.09 1216.01
9/19/2011 11401.01 1204.09
9/20/2011 11408.66 1202.09
9/21/2011 11124.84 1166.76
9/22/2011 10733.83 1129.56
9/23/2011 10771.48 1136.43
9/26/2011 11043.86 1162.95
9/27/2011 11190.69 1175.38
9/28/2011 11010.9 1151.06
9/29/2011 11153.98 1160.4
9/30/2011 10913.38 1131.42
10/3/2011 10655.3 1099.23
10/4/2011 10808.71 1123.95
10/5/2011 10939.95 1144.03
10/6/2011 11123.33 1164.97
10/7/2011 11103.12 1155.46
10/10/2011 11433.18 1194.89
10/11/2011 11416.3 1195.54
10/12/2011 11518.85 1207.25
10/13/2011 11478.13 1203.66
10/14/2011 11644.49 1224.58
10/17/2011 11397 1200.86
10/18/2011 11577.05 1225.38
10/19/2011 11504.62 1209.88
10/20/2011 11541.78 1215.39
10/21/2011 11808.79 1238.25
10/24/2011 11913.62 1254.19
10/25/2011 11706.62 1229.05
10/26/2011 11869.04 1242
10/27/2011 12208.55 1284.59
10/28/2011 12231.11 1285.09
10/31/2011 11955.01 1253.3
11/1/2011 11657.96 1218.28
11/2/2011 11836.04 1237.9
11/3/2011 12044.47 1261.15
11/4/2011 11983.24 1253.23
11/7/2011 12068.39 1261.12
11/8/2011 12170.18 1275.92
11/9/2011 11780.94 1229.1
11/10/2011 11893.79 1239.69
11/11/2011 12153.68 1263.85
11/14/2011 12078.98 1251.78
11/15/2011 12096.16 1257.81
11/16/2011 11905.59 1236.91
11/17/2011 11770.73 1216.13
11/18/2011 11796.16 1215.65
11/21/2011 11547.31 1192.98
11/22/2011 11493.72 1188.04
11/23/2011 11257.55 1161.79
11/25/2011 11231.78 1158.67
11/28/2011 11523.01 1192.55
11/29/2011 11555.63 1195.19
11/30/2011 12045.68 1246.96
12/1/2011 12020.03 1244.58
12/2/2011 12019.42 1244.28
12/5/2011 12097.83 1257.08
12/6/2011 12150.13 1258.47
12/7/2011 12196.37 1261.01
12/8/2011 11997.7 1234.35
12/9/2011 12184.26 1255.19
12/12/2011 12021.39 1236.47
12/13/2011 11954.94 1225.73
12/14/2011 11823.48 1211.82
12/15/2011 11868.81 1215.75
12/16/2011 11866.39 1219.66
12/19/2011 11766.26 1205.35
12/20/2011 12103.58 1241.3
12/21/2011 12107.74 1243.72
12/22/2011 12169.65 1254
12/23/2011 12294 1265.33
12/27/2011 12291.35 1265.43
12/28/2011 12151.41 1249.64
12/29/2011 12287.04 1263.02
12/30/2011 12217.56 1257.6
1/3/2012 12397.38 1277.06
1/4/2012 12418.42 1277.3
1/5/2012 12415.7 1281.06
1/6/2012 12359.92 1277.81
1/9/2012 12392.69 1280.7
1/10/2012 12462.47 1292.08
1/11/2012 12449.45 1292.48
1/12/2012 12471.02 1295.5
1/13/2012 12422.06 1289.09
1/17/2012 12482.07 1293.67
1/18/2012 12578.95 1308.04
1/19/2012 12623.98 1314.5
1/20/2012 12720.48 1315.38
1/23/2012 12708.82 1316
1/24/2012 12675.75 1314.65
1/25/2012 12756.96 1326.05
1/26/2012 12734.63 1318.43
1/27/2012 12660.46 1316.33
1/30/2012 12653.72 1313.01
1/31/2012 12632.91 1312.41
2/1/2012 12716.46 1324.09
2/2/2012 12705.41 1325.54
2/3/2012 12862.23 1344.9
2/6/2012 12845.13 1344.33
2/7/2012 12878.2 1347.05
2/8/2012 12883.95 1349.96
2/9/2012 12890.46 1351.95
2/10/2012 12801.23 1342.64
2/13/2012 12874.04 1351.77
2/14/2012 12878.28 1350.5
2/15/2012 12780.95 1343.23
2/16/2012 12904.08 1358.04
2/17/2012 12949.87 1361.23
2/21/2012 12965.69 1362.21
2/22/2012 12938.67 1357.66
2/23/2012 12984.69 1363.46
2/24/2012 12982.95 1365.74
2/27/2012 12981.51 1367.59
2/28/2012 13005.12 1372.18
2/29/2012 12952.07 1365.68
3/1/2012 12980.3 1374.09
3/2/2012 12977.57 1369.63
3/5/2012 12962.81 1364.33
3/6/2012 12759.15 1343.36
3/7/2012 12837.33 1352.63
3/8/2012 12907.94 1365.91
3/9/2012 12922.02 1370.87
3/12/2012 12959.71 1371.09
3/13/2012 13177.68 1395.95
3/14/2012 13194.1 1394.28
3/15/2012 13252.76 1402.6
3/16/2012 13232.62 1404.17
3/19/2012 13239.13 1409.75
3/20/2012 13170.19 1405.52
3/21/2012 13124.62 1402.89
3/22/2012 13046.14 1392.78
3/23/2012 13080.73 1397.11
3/26/2012 13241.63 1416.51
3/27/2012 13197.73 1412.52
3/28/2012 13126.21 1405.54
3/29/2012 13145.82 1403.28
3/30/2012 13212.04 1408.47
4/2/2012 13264.49 1419.04
4/3/2012 13199.55 1413.38
4/4/2012 13074.75 1398.96
4/5/2012 13060.14 1398.08
4/9/2012 12929.59 1382.2
4/10/2012 12715.93 1358.59
4/11/2012 12805.39 1368.71
4/12/2012 12986.58 1387.57
4/13/2012 12849.59 1370.26
4/16/2012 12921.41 1369.57
4/17/2012 13115.54 1390.78
4/18/2012 13032.75 1385.14
4/19/2012 12964.1 1376.92
4/20/2012 13029.26 1378.53
4/23/2012 12927.17 1366.94
4/24/2012 13001.56 1371.97
4/25/2012 13090.72 1390.69
4/26/2012 13204.62 1399.98
4/27/2012 13228.31 1403.36
4/30/2012 13213.63 1397.91
5/1/2012 13279.32 1405.82
5/2/2012 13268.57 1402.31
5/3/2012 13206.59 1391.57
5/4/2012 13038.27 1369.1
5/7/2012 13008.53 1369.58
5/8/2012 12932.09 1363.72
5/9/2012 12835.06 1354.58
5/10/2012 12855.04 1357.99
5/11/2012 12820.6 1353.39
5/14/2012 12695.35 1338.35
5/15/2012 12632 1330.66
5/16/2012 12598.55 1324.8
5/17/2012 12442.49 1304.86
5/18/2012 12369.38 1295.22
5/21/2012 12504.48 1315.99
5/22/2012 12502.81 1316.63
5/23/2012 12496.15 1318.86
5/24/2012 12529.75 1320.68
5/25/2012 12454.83 1317.82
5/29/2012 12580.69 1332.42
5/30/2012 12419.86 1313.32
5/31/2012 12393.45 1310.33
6/1/2012 12118.57 1278.04
6/4/2012 12101.46 1278.18
6/5/2012 12127.95 1285.5
6/6/2012 12414.79 1315.13
6/7/2012 12460.96 1314.99
6/8/2012 12554.2 1325.66
6/11/2012 12411.23 1308.93
6/12/2012 12573.8 1324.18
6/13/2012 12496.38 1314.88
6/14/2012 12651.91 1329.1
6/15/2012 12767.17 1342.84
6/18/2012 12741.82 1344.78
6/19/2012 12837.33 1357.98
6/20/2012 12824.39 1355.69
6/21/2012 12573.57 1325.51
6/22/2012 12640.78 1335.02
6/25/2012 12502.66 1313.72
6/26/2012 12534.67 1319.99
6/27/2012 12627.01 1331.85
6/28/2012 12602.26 1329.04
6/29/2012 12880.09 1362.16
7/2/2012 12871.39 1365.51
7/3/2012 12943.82 1374.02
7/5/2012 12896.67 1367.58
7/6/2012 12772.47 1354.68
7/9/2012 12736.29 1352.46
7/10/2012 12653.12 1341.47
7/11/2012 12604.53 1341.45
7/12/2012 12573.27 1334.76
7/13/2012 12777.09 1356.78
7/16/2012 12727.21 1353.64
7/17/2012 12805.54 1363.67
7/18/2012 12908.7 1372.78
7/19/2012 12943.36 1376.51
7/20/2012 12822.57 1362.66
7/23/2012 12721.46 1350.52
7/24/2012 12617.32 1338.31
7/25/2012 12676.05 1337.89
7/26/2012 12887.93 1360.02
7/27/2012 13075.66 1385.97
7/30/2012 13073.01 1385.3
7/31/2012 13008.68 1379.32
8/1/2012 12971.06 1375.14
8/2/2012 12878.88 1365
8/3/2012 13096.17 1390.99
8/6/2012 13117.51 1394.23
8/7/2012 13168.6 1401.35
8/8/2012 13175.64 1402.22
8/9/2012 13165.19 1402.8
8/10/2012 13207.95 1405.87
8/13/2012 13169.43 1404.11
8/14/2012 13172.14 1403.93
8/15/2012 13164.78 1405.53
8/16/2012 13250.11 1415.51
8/17/2012 13275.2 1418.16
8/20/2012 13271.64 1418.13
8/21/2012 13203.58 1413.17
8/22/2012 13172.76 1413.49
8/23/2012 13057.46 1402.08
8/24/2012 13157.97 1411.13
8/27/2012 13124.67 1410.44
8/28/2012 13102.99 1409.3
8/29/2012 13107.48 1410.49
8/30/2012 13000.71 1399.48
8/31/2012 13090.84 1406.58
9/4/2012 13035.94 1404.94
9/5/2012 13047.48 1403.44
9/6/2012 13292 1432.12
9/7/2012 13306.64 1437.92
9/10/2012 13254.29 1429.08
9/11/2012 13323.36 1433.56
9/12/2012 13333.35 1436.56
9/13/2012 13539.86 1459.99
9/14/2012 13593.37 1465.77
9/17/2012 13553.1 1461.19
9/18/2012 13564.64 1459.32
9/19/2012 13577.96 1461.05
9/20/2012 13596.93 1460.26
9/21/2012 13579.47 1460.15
9/24/2012 13558.92 1456.89
9/25/2012 13457.55 1441.59
9/26/2012 13413.51 1433.32
9/27/2012 13485.97 1447.15
9/28/2012 13437.13 1440.67
10/1/2012 13515.11 1444.49
10/2/2012 13482.36 1445.75
10/3/2012 13494.61 1450.99
10/4/2012 13575.36 1461.4
10/5/2012 13610.15 1460.93
10/8/2012 13583.65 1455.88
10/9/2012 13473.53 1441.48
10/10/2012 13344.97 1432.56
10/11/2012 13326.39 1432.84
10/12/2012 13328.85 1428.59
10/15/2012 13424.23 1440.13
10/16/2012 13551.78 1454.92
10/17/2012 13557 1460.91
10/18/2012 13548.94 1457.34
10/19/2012 13343.51 1433.19
10/22/2012 13345.89 1433.82
10/23/2012 13102.53 1413.11
10/24/2012 13077.34 1408.75
10/25/2012 13103.68 1412.97
10/26/2012 13107.21 1411.94
10/31/2012 13096.46 1412.16
11/1/2012 13232.62 1427.59
11/2/2012 13093.16 1414.2
11/5/2012 13112.44 1417.26
11/6/2012 13245.68 1428.39
11/7/2012 12932.73 1394.53
11/8/2012 12811.32 1377.51
11/9/2012 12815.39 1379.85
11/12/2012 12815.08 1380.03
11/13/2012 12756.18 1374.53
11/14/2012 12570.95 1355.49
11/15/2012 12542.38 1353.33
11/16/2012 12588.31 1359.88
11/19/2012 12795.96 1386.89
11/20/2012 12788.51 1387.81
11/21/2012 12836.89 1391.03
11/23/2012 13009.68 1409.15
11/26/2012 12967.37 1406.29
11/27/2012 12878.13 1398.94
11/28/2012 12985.11 1409.93
11/29/2012 13021.82 1415.95
11/30/2012 13025.58 1416.18
12/3/2012 12965.6 1409.46
12/4/2012 12951.78 1407.05
12/5/2012 13034.49 1409.28
12/6/2012 13074.04 1413.94
12/7/2012 13155.13 1418.07
12/10/2012 13169.88 1418.55
12/11/2012 13248.44 1427.84
12/12/2012 13245.45 1428.48
12/13/2012 13170.72 1419.45
12/14/2012 13135.01 1413.58
12/17/2012 13235.39 1430.36
12/18/2012 13350.96 1446.79
12/19/2012 13251.97 1435.81
12/20/2012 13311.72 1443.69
12/21/2012 13190.84 1430.15
12/24/2012 13139.08 1426.66
12/26/2012 13114.59 1419.83
12/27/2012 13096.31 1418.1
12/28/2012 12938.11 1402.43
12/31/2012 13104.14 1426.19
1/2/2013 13412.55 1462.42
1/3/2013 13391.36 1459.37
1/4/2013 13435.21 1466.47
1/7/2013 13384.29 1461.89
1/8/2013 13328.85 1457.15
1/9/2013 13390.51 1461.02
1/10/2013 13471.22 1472.12
1/11/2013 13488.43 1472.05
1/14/2013 13507.32 1470.68
1/15/2013 13534.89 1472.34
1/16/2013 13511.23 1472.63
1/17/2013 13596.02 1480.94
1/18/2013 13649.7 1485.98
1/22/2013 13712.21 1492.56
1/23/2013 13779.33 1494.81
1/24/2013 13825.33 1494.82
1/25/2013 13895.98 1502.96
1/28/2013 13881.93 1500.18
1/29/2013 13954.42 1507.84
1/30/2013 13910.42 1501.96
1/31/2013 13860.58 1498.11
2/1/2013 14009.79 1513.17
2/4/2013 13880.08 1495.71
2/5/2013 13979.3 1511.29
2/6/2013 13986.52 1512.12
2/7/2013 13944.05 1509.39
2/8/2013 13992.97 1517.93
2/11/2013 13971.24 1517.01
2/12/2013 14018.7 1519.43
2/13/2013 13982.91 1520.33
2/14/2013 13973.39 1521.38
2/15/2013 13981.76 1519.79
2/19/2013 14035.67 1530.94
2/20/2013 13927.54 1511.95
2/21/2013 13880.62 1502.42
2/22/2013 14000.57 1515.6
2/25/2013 13784.17 1487.85
2/26/2013 13900.13 1496.94
2/27/2013 14075.37 1515.99
2/28/2013 14054.49 1514.68
3/1/2013 14089.66 1518.2
3/4/2013 14127.82 1525.2
3/5/2013 14253.77 1539.79
3/6/2013 14296.24 1541.46
3/7/2013 14329.49 1544.26
3/8/2013 14397.07 1551.18
3/11/2013 14447.29 1556.22
3/12/2013 14450.06 1552.48
3/13/2013 14455.28 1554.52
3/14/2013 14539.14 1563.23
3/15/2013 14514.11 1560.7
3/18/2013 14452.06 1552.1
3/19/2013 14455.82 1548.34
3/20/2013 14511.73 1558.71
3/21/2013 14421.49 1545.8
3/22/2013 14512.03 1556.89
3/25/2013 14447.75 1551.69
3/26/2013 14559.65 1563.77
3/27/2013 14526.16 1562.85
3/28/2013 14578.54 1569.19
4/1/2013 14572.85 1562.17
4/2/2013 14662.01 1570.25
4/3/2013 14550.35 1553.69
4/4/2013 14606.11 1559.98
4/5/2013 14565.25 1553.28
4/8/2013 14613.48 1563.07
4/9/2013 14673.46 1568.61
4/10/2013 14802.24 1587.73
4/11/2013 14865.14 1593.37
4/12/2013 14865.06 1588.85
4/15/2013 14599.2 1552.36
4/16/2013 14756.78 1574.57
4/17/2013 14618.59 1552.01
4/18/2013 14537.14 1541.61
4/19/2013 14547.51 1555.25
4/22/2013 14567.17 1562.5
4/23/2013 14719.46 1578.78
4/24/2013 14676.3 1578.79
4/25/2013 14700.8 1585.16
4/26/2013 14712.55 1582.24
4/29/2013 14818.75 1593.61
4/30/2013 14839.8 1597.57
5/1/2013 14700.95 1582.7
5/2/2013 14831.58 1597.59
5/3/2013 14973.96 1614.42
5/6/2013 14968.89 1617.5
5/7/2013 15056.2 1625.96
5/8/2013 15105.12 1632.69
5/9/2013 15082.62 1626.67
5/10/2013 15118.49 1633.7
5/13/2013 15091.68 1633.77
5/14/2013 15215.25 1650.34
5/15/2013 15275.69 1658.78
5/16/2013 15233.22 1650.47
5/17/2013 15354.4 1667.47
5/20/2013 15335.28 1666.29
5/21/2013 15387.58 1669.16
5/22/2013 15307.17 1655.35
5/23/2013 15294.5 1650.51
5/24/2013 15303.1 1649.6
5/28/2013 15409.39 1660.06
5/29/2013 15302.8 1648.36
5/30/2013 15324.53 1654.41
5/31/2013 15115.57 1630.74
6/3/2013 15254.03 1640.42
6/4/2013 15177.54 1631.38
6/5/2013 14960.59 1608.9
6/6/2013 15040.62 1622.56
6/7/2013 15248.12 1643.38
6/10/2013 15238.59 1642.81
6/11/2013 15122.02 1626.13
6/12/2013 14995.23 1612.52
6/13/2013 15176.08 1636.36
6/14/2013 15070.18 1626.73
6/17/2013 15179.85 1639.04
6/18/2013 15318.23 1651.81
6/19/2013 15112.19 1628.93
6/20/2013 14758.32 1588.19
6/21/2013 14799.4 1592.43
6/24/2013 14659.56 1573.09
6/25/2013 14760.31 1588.03
6/26/2013 14910.14 1603.26
6/27/2013 15024.49 1613.2
6/28/2013 14909.6 1606.28
7/1/2013 14974.96 1614.96
7/2/2013 14932.41 1614.08
7/3/2013 14988.55 1615.41
7/5/2013 15135.84 1631.89
7/8/2013 15224.69 1640.46
7/9/2013 15300.34 1652.32
7/10/2013 15291.66 1652.62
7/11/2013 15460.92 1675.02
7/12/2013 15464.3 1680.19
7/15/2013 15484.26 1682.5
7/16/2013 15451.85 1676.26
7/17/2013 15470.52 1680.91
7/18/2013 15548.54 1689.37
7/19/2013 15543.74 1692.09
7/22/2013 15545.55 1695.53
7/23/2013 15567.74 1692.39
7/24/2013 15542.24 1685.94
7/25/2013 15555.61 1690.25
7/26/2013 15558.83 1691.65
7/29/2013 15521.97 1685.33
7/30/2013 15520.59 1685.96
7/31/2013 15499.54 1685.73
8/1/2013 15628.02 1706.87
8/2/2013 15658.36 1709.67
8/5/2013 15612.13 1707.14
8/6/2013 15518.74 1697.37
8/7/2013 15470.67 1690.91
8/8/2013 15498.32 1697.48
8/9/2013 15425.51 1691.42
8/12/2013 15419.68 1689.47
8/13/2013 15451.01 1694.16
8/14/2013 15337.66 1685.39
8/15/2013 15112.19 1661.32
8/16/2013 15081.47 1655.83
8/19/2013 15010.74 1646.06
8/20/2013 15002.99 1652.35
8/21/2013 14897.55 1642.8
8/22/2013 14963.74 1656.96
8/23/2013 15010.51 1663.5
8/26/2013 14946.46 1656.78
8/27/2013 14776.13 1630.48
8/28/2013 14824.51 1634.96
8/29/2013 14840.95 1638.17
8/30/2013 14810.31 1632.97
9/3/2013 14833.96 1639.77
9/4/2013 14930.87 1653.08
9/5/2013 14937.48 1655.08
9/6/2013 14922.5 1655.17
9/9/2013 15063.12 1671.71
9/10/2013 15191.06 1683.99
9/11/2013 15326.6 1689.13
9/12/2013 15300.64 1683.42
9/13/2013 15376.06 1687.99
9/16/2013 15494.78 1697.6
9/17/2013 15529.73 1704.76
9/18/2013 15676.94 1725.52
9/19/2013 15636.55 1722.34
9/20/2013 15451.09 1709.91
9/23/2013 15401.38 1701.84
9/24/2013 15334.59 1697.42
9/25/2013 15273.26 1692.77
9/26/2013 15328.3 1698.67
9/27/2013 15258.24 1691.75
9/30/2013 15129.67 1681.55
10/1/2013 15191.7 1695
10/2/2013 15133.14 1693.87
10/3/2013 14996.48 1678.66
10/4/2013 15072.58 1690.5
10/7/2013 14936.24 1676.12
10/8/2013 14776.53 1655.45
10/9/2013 14802.98 1656.4
10/10/2013 15126.07 1692.56
10/11/2013 15237.11 1703.2
10/14/2013 15301.26 1710.14
10/15/2013 15168.01 1698.06
10/16/2013 15373.83 1721.54
10/17/2013 15371.65 1733.15
10/18/2013 15399.65 1744.5
10/21/2013 15392.2 1744.66
10/22/2013 15467.66 1754.67
10/23/2013 15413.33 1746.38
10/24/2013 15509.21 1752.07
10/25/2013 15570.28 1759.77
10/28/2013 15568.93 1762.11
10/29/2013 15680.35 1771.95
10/30/2013 15618.76 1763.31
10/31/2013 15545.75 1756.54
11/1/2013 15615.55 1761.64
11/4/2013 15639.12 1767.93
11/5/2013 15618.22 1762.97
11/6/2013 15746.88 1770.49
11/7/2013 15593.98 1747.15
11/8/2013 15761.78 1770.61
11/11/2013 15783.1 1771.89
11/12/2013 15750.67 1767.69
11/13/2013 15821.63 1782
11/14/2013 15876.22 1790.62
11/15/2013 15961.7 1798.18
11/18/2013 15976.02 1791.53
11/19/2013 15967.03 1787.87
11/20/2013 15900.82 1781.37
11/21/2013 16009.99 1795.85
11/22/2013 16064.77 1804.76
11/25/2013 16072.54 1802.48
11/26/2013 16072.8 1802.75
11/27/2013 16097.33 1807.23
11/29/2013 16086.41 1805.81
12/2/2013 16008.77 1800.9
12/3/2013 15914.62 1795.15
12/4/2013 15889.77 1792.81
12/5/2013 15821.51 1785.03
12/6/2013 16020.2 1805.09
12/9/2013 16025.53 1808.37
12/10/2013 15973.13 1802.62
12/11/2013 15843.53 1782.22
12/12/2013 15739.43 1775.5
12/13/2013 15755.36 1775.32
12/16/2013 15884.57 1786.54
12/17/2013 15875.26 1781
12/18/2013 16167.97 1810.65
12/19/2013 16179.08 1809.6
12/20/2013 16221.14 1818.32
12/23/2013 16294.61 1827.99
12/24/2013 16357.55 1833.32
12/26/2013 16479.88 1842.02
12/27/2013 16478.41 1841.4
12/30/2013 16504.29 1841.07
12/31/2013 16576.66 1848.36
1/2/2014 16441.35 1831.98
1/3/2014 16469.99 1831.37
1/6/2014 16425.1 1826.77
1/7/2014 16530.94 1837.88
1/8/2014 16462.74 1837.49
1/9/2014 16444.76 1838.13
1/10/2014 16437.05 1842.37
1/13/2014 16257.94 1819.2
1/14/2014 16373.86 1838.88
1/15/2014 16481.94 1848.38
1/16/2014 16417.01 1845.89
1/17/2014 16458.56 1838.7
1/21/2014 16414.44 1843.8
1/22/2014 16373.34 1844.86
1/23/2014 16197.35 1828.46
1/24/2014 15879.11 1790.29
1/27/2014 15837.88 1781.56
1/28/2014 15928.56 1792.5
1/29/2014 15738.79 1774.2
1/30/2014 15848.61 1794.19
1/31/2014 15698.85 1782.59
2/3/2014 15372.8 1741.89
2/4/2014 15445.24 1755.2
2/5/2014 15440.23 1751.64
2/6/2014 15628.53 1773.43
2/7/2014 15794.08 1797.02
2/10/2014 15801.79 1799.84
2/11/2014 15994.77 1819.75
2/12/2014 15963.94 1819.26
2/13/2014 16027.59 1829.83
2/14/2014 16154.39 1838.63
2/18/2014 16130.4 1840.76
2/19/2014 16040.56 1828.75
2/20/2014 16133.23 1839.78
2/21/2014 16103.3 1836.25
2/24/2014 16207.14 1847.61
2/25/2014 16179.66 1845.12
2/26/2014 16198.41 1845.16
2/27/2014 16272.65 1854.29
2/28/2014 16321.71 1859.45
3/3/2014 16168.03 1845.73
3/4/2014 16395.88 1873.91
3/5/2014 16360.18 1873.81
3/6/2014 16421.89 1877.03
3/7/2014 16452.72 1878.04
3/10/2014 16418.68 1877.17
3/11/2014 16351.25 1867.63
3/12/2014 16340.08 1868.2
3/13/2014 16108.89 1846.34
3/14/2014 16065.67 1841.13
3/17/2014 16247.22 1858.83
3/18/2014 16336.19 1872.25
3/19/2014 16222.17 1860.77
3/20/2014 16331.05 1872.01
3/21/2014 16302.77 1866.52
3/24/2014 16276.69 1857.44
3/25/2014 16367.88 1865.62
3/26/2014 16268.99 1852.56
3/27/2014 16264.23 1849.04
3/28/2014 16323.06 1857.62
3/31/2014 16457.66 1872.34
4/1/2014 16532.61 1885.52
4/2/2014 16573 1890.9
4/3/2014 16572.55 1888.77
4/4/2014 16412.71 1865.09
4/7/2014 16245.87 1845.04
4/8/2014 16256.14 1851.96
4/9/2014 16437.18 1872.18
4/10/2014 16170.22 1833.08
4/11/2014 16026.75 1815.69
4/14/2014 16173.24 1830.61
4/15/2014 16262.56 1842.98
4/16/2014 16424.85 1862.31
4/17/2014 16408.54 1864.85
4/21/2014 16449.25 1871.89
4/22/2014 16514.37 1879.55
4/23/2014 16501.65 1875.39
4/24/2014 16501.65 1878.61
4/25/2014 16361.46 1863.4
4/28/2014 16448.74 1869.43
4/29/2014 16535.37 1878.33
4/30/2014 16580.84 1883.95
5/1/2014 16558.87 1883.68
5/2/2014 16512.89 1881.14
5/5/2014 16530.55 1884.66
5/6/2014 16401.02 1867.72
5/7/2014 16518.54 1878.21
5/8/2014 16550.97 1875.63
5/9/2014 16583.34 1878.48
5/12/2014 16695.47 1896.65
5/13/2014 16715.44 1897.45
5/14/2014 16613.97 1888.53
5/15/2014 16446.81 1870.85
5/16/2014 16491.31 1877.86
5/19/2014 16511.86 1885.08
5/20/2014 16374.31 1872.83
5/21/2014 16533.06 1888.03
5/22/2014 16543.08 1892.49
5/23/2014 16606.27 1900.53
5/27/2014 16675.5 1911.91
5/28/2014 16633.18 1909.78
5/29/2014 16698.74 1920.03
5/30/2014 16717.17 1923.57
6/2/2014 16743.63 1924.97
6/3/2014 16722.34 1924.24
6/4/2014 16737.53 1927.88
6/5/2014 16836.11 1940.46
6/6/2014 16924.28 1949.44
6/9/2014 16943.1 1951.27
6/10/2014 16945.92 1950.79
6/11/2014 16843.88 1943.89
6/12/2014 16734.19 1930.11
6/13/2014 16775.74 1936.16
6/16/2014 16781.01 1937.78
6/17/2014 16808.49 1941.99
6/18/2014 16906.62 1956.98
6/19/2014 16921.46 1959.48
6/20/2014 16947.08 1962.87
6/23/2014 16937.26 1962.61
6/24/2014 16818.13 1949.98
6/25/2014 16867.51 1959.53
6/26/2014 16846.13 1957.22
6/27/2014 16851.84 1960.96
6/30/2014 16826.6 1960.23
7/1/2014 16956.07 1973.32
7/2/2014 16976.24 1974.62
7/3/2014 17068.26 1985.44
7/7/2014 17024.21 1977.65
7/8/2014 16906.62 1963.71
7/9/2014 16985.61 1972.83
7/10/2014 16915.07 1964.68
7/11/2014 16943.81 1967.57
7/14/2014 17055.42 1977.1
7/15/2014 17060.68 1973.28
7/16/2014 17138.2 1981.57
7/17/2014 16976.81 1958.12
7/18/2014 17100.18 1978.22
7/21/2014 17051.73 1973.63
7/22/2014 17113.54 1983.53
7/23/2014 17086.63 1987.01
7/24/2014 17083.8 1987.98
7/25/2014 16960.57 1978.34
7/28/2014 16982.59 1978.91
7/29/2014 16912.11 1969.95
7/30/2014 16880.36 1970.07
7/31/2014 16563.3 1930.67
8/1/2014 16493.37 1925.15
8/4/2014 16569.28 1938.99
8/5/2014 16429.47 1920.21
8/6/2014 16443.34 1920.24
8/7/2014 16368.27 1909.57
8/8/2014 16553.93 1931.59
8/11/2014 16569.98 1936.92
8/12/2014 16560.54 1933.75
8/13/2014 16651.8 1946.72
8/14/2014 16713.58 1955.18
8/15/2014 16662.91 1955.06
8/18/2014 16838.74 1971.74
8/19/2014 16919.59 1981.6
8/20/2014 16979.13 1986.51
8/21/2014 17039.49 1992.37
8/22/2014 17001.22 1988.4
8/25/2014 17076.87 1997.92
8/26/2014 17106.7 2000.02
8/27/2014 17122.01 2000.12
8/28/2014 17079.57 1996.74
8/29/2014 17098.45 2003.37
9/2/2014 17067.56 2002.28
9/3/2014 17078.28 2000.72
9/4/2014 17069.58 1997.65
9/5/2014 17137.36 2007.71
9/8/2014 17111.42 2001.54
9/9/2014 17013.87 1988.44
9/10/2014 17068.71 1995.69
9/11/2014 17049 1997.45
9/12/2014 16987.51 1985.54
9/15/2014 17031.14 1984.13
9/16/2014 17131.97 1998.98
9/17/2014 17156.85 2001.57
9/18/2014 17265.99 2011.36
9/19/2014 17279.74 2010.4
9/22/2014 17172.68 1994.29
9/23/2014 17055.87 1982.77
9/24/2014 17210.06 1998.3
9/25/2014 16945.8 1965.99
9/26/2014 17113.15 1982.85
9/29/2014 17071.22 1977.8
9/30/2014 17042.9 1972.29
10/1/2014 16804.71 1946.16
10/2/2014 16801.05 1946.17
10/3/2014 17009.69 1967.9
10/6/2014 16991.91 1964.82
10/7/2014 16719.39 1935.1
10/8/2014 16994.22 1968.89
10/9/2014 16659.25 1928.21
10/10/2014 16544.1 1906.13
10/13/2014 16321.07 1874.74
10/14/2014 16315.19 1877.7
10/15/2014 16141.74 1862.49
10/16/2014 16117.24 1862.76
10/17/2014 16380.41 1886.76
10/20/2014 16399.67 1904.01
10/21/2014 16614.81 1941.28
10/22/2014 16461.32 1927.11
10/23/2014 16677.9 1950.82
10/24/2014 16805.41 1964.58
10/27/2014 16817.94 1961.63
10/28/2014 17005.75 1985.05
10/29/2014 16974.31 1982.3
10/30/2014 17195.42 1994.65
10/31/2014 17390.52 2018.05
11/3/2014 17366.24 2017.81
11/4/2014 17383.84 2012.1
11/5/2014 17484.53 2023.57
11/6/2014 17554.47 2031.21
11/7/2014 17573.93 2031.92
11/10/2014 17613.74 2038.26
11/11/2014 17614.9 2039.68
11/12/2014 17612.2 2038.25
11/13/2014 17652.79 2039.33
11/14/2014 17634.74 2039.82
11/17/2014 17647.75 2041.32
11/18/2014 17687.82 2051.8
11/19/2014 17685.73 2048.72
11/20/2014 17719 2052.75
11/21/2014 17810.06 2063.5
11/24/2014 17817.9 2069.41
11/25/2014 17814.94 2067.03
11/26/2014 17827.75 2072.83
11/28/2014 17828.24 2067.56
12/1/2014 17776.8 2053.44
12/2/2014 17879.55 2066.55
12/3/2014 17912.62 2074.33
12/4/2014 17900.1 2071.92
12/5/2014 17958.79 2075.37
12/8/2014 17852.48 2060.31
12/9/2014 17801.2 2059.82
12/10/2014 17533.15 2026.14
12/11/2014 17596.34 2035.33
12/12/2014 17280.83 2002.33
12/15/2014 17180.84 1989.63
12/16/2014 17068.87 1972.74
12/17/2014 17356.87 2012.89
12/18/2014 17778.15 2061.23
12/19/2014 17804.8 2070.65
12/22/2014 17959.44 2078.54
12/23/2014 18024.17 2082.17
12/24/2014 18030.21 2081.88
12/26/2014 18053.71 2088.77
12/29/2014 18038.23 2090.57
12/30/2014 17983.07 2080.35
12/31/2014 17823.07 2058.9
1/2/2015 17832.99 2058.2
1/5/2015 17501.65 2020.58
1/6/2015 17371.64 2002.61
1/7/2015 17584.52 2025.9
1/8/2015 17907.87 2062.14
1/9/2015 17737.37 2044.81
1/12/2015 17640.84 2028.26
1/13/2015 17613.68 2023.03
1/14/2015 17427.09 2011.27
1/15/2015 17320.71 1992.67
1/16/2015 17511.57 2019.42
1/20/2015 17515.23 2022.55
1/21/2015 17554.28 2032.12
1/22/2015 17813.98 2063.15
1/23/2015 17672.6 2051.82
1/26/2015 17678.7 2057.09
1/27/2015 17387.21 2029.55
1/28/2015 17191.37 2002.16
1/29/2015 17416.85 2021.25
1/30/2015 17164.95 1994.99
2/2/2015 17361.04 2020.85
2/3/2015 17666.4 2050.03
2/4/2015 17673.02 2041.51
2/5/2015 17884.88 2062.52
2/6/2015 17824.29 2055.47
2/9/2015 17729.21 2046.74
2/10/2015 17868.76 2068.59
2/11/2015 17862.14 2068.53
2/12/2015 17972.38 2088.48
2/13/2015 18019.35 2096.99
;
/*--- BEKK ---*/
proc varmax data=indices outest=oebekk outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=bekk outht=ohbekk;
run;
/*--- Diagonal BEKK ---*/
proc varmax data=indices outest=oebekk outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=bekk;
restrict ach(1,1,2), ach(1,2,1), gch(1,1,2), gch(1,2,1);
run;
/*--- BEKK with Initial Values ---*/
proc varmax data=indices outest=oebekk outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=bekk;
initial gchc(1,1)=0.01407, gchc(1,2)=0.01446, gchc(2,2)=0.01598,
ach(1,1,1)=0.25702, ach(1,2,2)=0.26061,
gch(1,1,1)=-0.95794, gch(1,2,2)=-0.95694,
ach(1,1,2), ach(1,2,1), gch(1,1,2), gch(1,2,1);
run;
/*--- CCC ---*/
proc varmax data=indices outest=oeccc outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=ccc outht=ohccc;
run;
/*--- DCC ---*/
proc varmax data=indices outest=oedcc outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=dcc outht=ohdcc;
run;
/*--- DCC with Initial Values ---*/
proc varmax data=indices outest=oedcc outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=dcc outht=ohdcc;
initial DCCA=0.01, DCCB=0.98, DCCS(1,2) = 0.97294,
GCHC(1,1) = 0.03713, GCHC(2,2) = 0.04004,
ACH(1,1,1) = 0.06862, ACH(1,2,2) = 0.06684,
GCH(1,1,1) = 0.88472, GCH(1,2,2) = 0.88916;
run;
proc varmax data=indices outest=oedcct outcov;
model rDJIA rSP500 / noint;
garch p=1 q=1 form=dcc outht=ohdcct subform=tgarch;
initial DCCA=0.01, DCCB=0.98, DCCS(1,2) = 0.97294,
GCHC(1,1) = 0.03713, GCHC(2,2) = 0.04004,
ACH(1,1,1) = 0.06862, ACH(1,2,2) = 0.06684,
GCH(1,1,1) = 0.88472, GCH(1,2,2) = 0.88916;
output out=odcct lead=10;
run;