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Text File  |  1992-03-18  |  14KB  |  262 lines
  1. date    S&P    sm stocks    long t-bond    t-bill    cpi
  2.  
  3. 260331    -0.093723    -0.105992    0.024368    0.009086    -0.009310
  4. 260630    0.091397    0.049389    0.012858    0.007027    -0.003761
  5. 260930    0.100978    0.037042    0.004205    0.007069    -0.009434
  6. 261231    0.025025    0.030685    0.034352    0.009092    0.007619
  7. 270331    0.042398    0.026440    0.042056    0.008013    -0.020793
  8. 270630    0.074756    0.100550    0.003401    0.008159    0.017375
  9. 270930    0.172507    0.037732    0.014428    0.007864    -0.018975
  10. 271231    0.046665    0.041540    0.026950    0.006852    0.001934
  11. 280331    0.091836    0.077700    0.007045    0.008799    -0.011582
  12. 280630    0.014315    0.042849    -0.003970    0.008614    0.000000
  13. 280929    0.123832    0.143775    -0.018262    0.009151    0.009765
  14. 281231    0.153847    0.086723    0.016548    0.008550    -0.007737
  15. 290328    0.055022    -0.019212    -0.038575    0.010479    -0.007797
  16. 290629    0.092531    -0.059530    0.022004    0.013205    0.005894
  17. 290930    0.099758    -0.096904    -0.000703    0.010933    0.011718
  18. 291231    -0.277513    -0.416091    0.053259    0.012042    -0.007722
  19. 300331    0.180019    0.322917    0.015511    0.007851    -0.013618
  20. 300630    -0.177186    -0.310990    0.017474    0.007396    -0.005917
  21. 300930    -0.081749    -0.134802    0.012152    0.005072    -0.013889
  22. 301231    -0.157626    -0.215685    0.000720    0.003575    -0.028169
  23. 310331    0.096185    0.413239    0.006673    0.003156    -0.035197
  24. 310630    -0.097080    -0.201479    0.023592    0.002393    -0.027897
  25. 310930    -0.336089    -0.410887    -0.030992    0.001189    -0.008831
  26. 311231    -0.137696    -0.244209    -0.051688    0.003951    -0.026726
  27. 320331    -0.090695    -0.014731    0.042927    0.006253    -0.038902
  28. 320630    -0.376826    -0.312566    0.047208    0.001978    -0.028571
  29. 320930    0.849742    1.036019    0.054389    0.000890    -0.017157
  30. 321231    -0.124115    -0.313925    0.014627    0.000472    -0.022443
  31. 330331    -0.140742    -0.038291    -0.001811    0.000263    -0.038265
  32. 330630    0.888409    2.099965    0.032062    0.001646    0.010610
  33. 330930    -0.090448    -0.132319    0.005028    0.000596    0.039370
  34. 331230    0.043388    -0.061128    -0.034899    0.000467    -0.005051
  35. 340331    0.071256    0.410488    0.054409    0.000929    0.012690
  36. 340630    -0.076206    -0.108806    0.032723    0.000191    0.002507
  37. 340929    -0.062084    -0.121129    -0.022358    0.000188    0.017500
  38. 341231    0.061834    0.124438    0.033514    0.000319    -0.012284
  39. 350330    -0.100216    -0.198219    0.031776    0.000426    0.019900
  40. 350629    0.222888    0.109312    0.011387    0.000379    0.002439
  41. 350930    0.143976    0.185436    -0.007965    0.000387    0.000000
  42. 351231    0.173132    0.329661    0.014117    0.000493    0.007299
  43. 360331    0.120114    0.388314    0.024459    0.000422    -0.009662
  44. 360630    0.007820    -0.176611    0.009736    0.000634    0.009756
  45. 360930    0.089681    0.170257    0.013989    0.000409    0.014494
  46. 361231    0.088691    0.231914    0.025018    0.000308    -0.002381
  47. 370331    0.050618    0.215091    -0.034129    0.000425    0.016707
  48. 370630    -0.129390    -0.296286    0.007389    0.001305    0.011738
  49. 370930    -0.096252    -0.223408    0.007740    0.000933    0.016241
  50. 371231    -0.214004    -0.367630    0.022191    0.000413    -0.013698
  51. 380331    -0.185911    -0.302710    0.007241    0.000011    -0.023149
  52. 380630    0.383977    0.578004    0.025949    0.000153    0.000000
  53. 380930    0.067549    0.018504    0.006584    0.000171    0.000000
  54. 381231    0.090150    0.184975    0.014543    -0.000497    -0.004739
  55. 390331    -0.160690    -0.303174    0.026608    -0.000057    -0.011905
  56. 390630    0.004816    0.007268    0.026250    0.000144    -0.002410
  57. 390930    0.212266    0.596570    -0.062973    0.000054    0.019324
  58. 391230    -0.025897    -0.104543    0.073108    0.000064    -0.009478
  59. 400330    -0.008687    0.151522    0.018673    0.000034    0.002392
  60. 400629    -0.168529    -0.255169    -0.008363    -0.000103    0.004774
  61. 400930    0.083421    0.071546    0.019119    0.000074    -0.002375
  62. 401231    0.010244    0.031982    0.030492    0.000043    0.004762
  63. 410331    -0.045307    0.004666    -0.008677    -0.000030    0.004739
  64. 410630    0.011104    0.007780    0.022385    0.000018    0.035377
  65. 410930    0.051689    0.152453    0.002797    0.000441    0.031891
  66. 411231    -0.129149    -0.220115    -0.006914    0.000168    0.022076
  67. 420331    -0.065227    0.096991    0.017314    0.000397    0.034557
  68. 420630    0.059395    -0.006028    0.004870    0.000572    0.018788
  69. 420930    0.081112    0.209706    0.005851    0.000821    0.012294
  70. 421231    0.124026    0.095553    0.003812    0.000887    0.024291
  71. 430331    0.198227    0.656575    0.003644    0.000876    0.017786
  72. 430630    0.082473    0.209550    0.011735    0.000845    0.017475
  73. 430930    -0.011096    -0.070381    0.003081    0.000870    -0.007634
  74. 431231    -0.018446    0.011299    0.002237    0.000875    0.003845
  75. 440331    0.041305    0.177508    0.007408    0.000820    -0.003831
  76. 440630    0.096485    0.157531    0.004903    0.000818    0.011538
  77. 440930    -0.004604    -0.000943    0.007747    0.000828    0.009506
  78. 441230    0.053679    0.128885    0.007800    0.000834    0.003766
  79. 450331    0.037384    0.054636    0.022516    0.000728    -0.001876
  80. 450630    0.110740    0.271663    0.038988    0.000826    0.018798
  81. 450929    0.090727    0.064631    -0.000636    0.000881    -0.001845
  82. 451231    0.085579    0.215915    0.042982    0.000856    0.007394
  83. 460330    0.050935    0.112148    0.006733    0.000860    0.003669
  84. 460628    0.029606    0.080452    -0.007858    0.000868    0.021938
  85. 460930    -0.180401    -0.272217    -0.016026    0.000906    0.094811
  86. 461231    0.036579    0.010551    0.016427    0.000891    0.052288
  87. 470331    0.002463    0.002943    0.003456    0.000865    0.020186
  88. 470630    0.018495    -0.104143    0.000672    0.000878    0.004567
  89. 470930    0.005767    0.087302    0.010017    0.001224    0.043940
  90. 471231    0.029397    0.032978    -0.039884    0.002057    0.018868
  91. 480331    -0.001919    -0.002956    0.010122    0.002337    0.000000
  92. 480630    0.125633    0.152049    0.010089    0.002486    0.028490
  93. 480930    -0.062370    -0.106812    -0.000593    0.002037    0.016620
  94. 481231    0.001528    -0.045883    0.013990    0.001228    -0.017711
  95. 490331    0.006251    0.030157    0.020645    0.002815    -0.009709
  96. 490630    -0.041898    -0.096907    0.019853    0.002898    0.001401
  97. 490930    0.116941    0.147994    0.013332    0.002642    0.000000
  98. 491231    0.103165    0.121228    0.009194    0.002626    -0.009790
  99. 500331    0.047272    0.068345    -0.003206    0.002736    -0.002825
  100. 500630    0.041531    -0.015276    0.003799    0.002867    0.011331
  101. 500929    0.119208    0.173378    -0.000345    0.002971    0.025211
  102. 501230    0.078913    0.123982    0.000332    0.003329    0.023224
  103. 510331    0.063541    0.037625    -0.017363    0.003379    0.032043
  104. 510629    -0.003672    -0.050583    -0.019207    0.003697    0.003881
  105. 510928    0.123698    0.123671    0.015680    0.003899    0.007732
  106. 511231    0.041533    -0.026140    -0.018620    0.003871    0.014066
  107. 520331    0.039180    0.005926    0.015336    0.003781    -0.006305
  108. 520630    0.041391    -0.023059    0.013964    0.003963    0.007614
  109. 520930    -0.005392    -0.005584    -0.021843    0.004619    0.007557
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  112. 530630    -0.029420    -0.062891    -0.003414    0.005187    0.007537
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