Baum, Christopher F, Mustafa Caglayan, and Neslihan Ozkan, "Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports", Journal of Applied Econometrics, Vol. 19, No. 1, 2004, pp. 1-23. The data for this paper are provided in two forms, once in the ASCII file nonlinear_effects.txt, which is zipped in the file bco-ascii.zip, and once in the Stata file nonlinear_effects.dta, which is zipped in the file bco-stata.zip. Stata users, or those with access to Stat/Transfer to convert the Stata file to another format, will find the Stata file to be more convenient. Since the ASCII file is in DOS format, Unix users should use "unzip -a" when unzipping bco-ascii.zip. Do *not* use the -a option when unzipping bco-stata.zip. The dataset contains 2,964 observations on 244 numeric variables. The variables appear in the ASCII file nonlinear_effects.txt in the order given in the 'describe' output at the end of this document. Each observation is uniquely identified by the combination of 'ccode' and 'date' (in Stata's terms, the dataset has been 'tsset' by ccode and date). The dataset is a balanced panel of 228 timeseries observations for each of 13 countries, and is a stacked set of timeseries (that is, the first 228 observations are a timeseries on the first country). The ccode is an integer code assigned by the International Monetary Fund (IMF) and used in its International Financial Statistics publication and database. The concordance between ccode and country is: USA 111 UK 112 France 132 Germany 134 Italy 136 Netherlands 138 Norway 142 Sweden 144 Switzerland 146 Canada 156 Japan 158 Finland 172 Spain 184 The date is an integer assigned to each month, using Stata's calendar (in which the zero time was 01Jan1960), ranging from 240 (Jan1980) through 467 (Dec1998). For convenience the variables 'year' and 'month' also give the calendar information. Definitions of variables (LCU=local currency units, CCC=code): 'expCCC' variables : nominal exports to country CCC from each of the partner countries, in millions of USD 'ip': industrial production, country CCC 'fx': nominal exchange rate between exporting country and USD, in USD/LCU 'wpi': wholesale price index, country CCC 'd1'...'d12': month dummies 'lnip': log of 'ip' 'fxCCC' variables: nominal exchange rate between country CCC and country j, in LCU(j)/LCU(CCC). That is, fx112 for ccode==134 is the timeseries of the DEM/GBP rate. 'wpiCCC' variables: 'wpi' for country 'CCC' repeated for all countries 'lnipCCC' variables: 'lnip' for country 'CCC' repeated for all countries 'lexCCC' variables: 'expCCC' / 'fxCCC', exports to country CCC in LCU of exporting country 'lnsrCCC' variables: log('fxCCC'*'wpiCCC'/'wpi') : log of real exchange rate 'relpCCC' variables: 'wpiCCC'/'wpi', relative prices 'ssqCCC' variables: estimate of monthly exchange rate volatility generated from daily data by Merton method 'exprCCC' variables: export price index, country CCC 'rexpCCC' variables: real exports, deflated by 'exprCCC' 'lnexpCCC' variables: log of 'rexpCCC' variables 'mrgdpCCC' variables: monthly real GDP, interpolated by proportional Denton method from quarterly series 'lmrgdpCCC' variables: log of 'mrgdpCCC' variables 'n6volCCC' variables: estimate of monthly volatility of industrial production, generated from monthly data by Thursby and Thursby method 'totxCCC' variables: total exports from all countries for each t 'fracxCCC' variables: share of country CCC's exports in 'totxCCC' 'twssqCCC' variables: trade-weighted volatility, from 'ssqCCC' and 'fracxCCC', only defined for own country 'ermN' variables: dummy variables for three Exchange Rate Mechanism events The ASCII data file, "nonlinear_effects.txt", is in observation-wise order, with the first observation (ccode 111, date 240 = Jan1980) values of all 244 variables listed, followed by those of the second observation (ccode 111, date 241), etc. Thus the data may be read as a 2964 x 244 matrix. The file was created by the Stata command 'outfile using nonlinear_effects.txt,nolabel' and is an 8 Mb file. Missing values are denoted by '.' (the Stata or SAS convention). Alternatively, the Stata version 7.0 dataset 'nonlinear_effects.dta' may be accessed with that version of Stata, on any platform, or translated to other formats with the Stat/Transfer package. The Stata dataset must be moved between systems as a binary file, but it is readable on Macintosh, Windows, Linux, and Unix versions of Stata. To read the file in Stata, merely place the file in the current working directory and give command 'use nonlinear_effects.dta'. It will be necessary to have at least 4 Mb of memory within Stata available for the dataset. Result from 'describe', 'tsset' and 'summarize' commands on the dataset: . describe Contains data from nonlinear_effects.dta obs: 2,964 vars: 244 9 Oct 2002 15:33 size: 3,361,176 (85.2% of memory free) ------------------------------------------------------------------------------- storage display value variable name type format label variable label ------------------------------------------------------------------------------- ccode int %11.0g cty date int %tm exp111 float %9.0g 111 exp exp112 float %9.0g 112 exp exp132 float %9.0g 132 exp exp134 float %9.0g 134 exp exp136 float %9.0g 136 exp exp138 float %9.0g 138 exp exp142 float %9.0g 142 exp exp144 float %9.0g 144 exp exp146 float %9.0g 146 exp exp156 float %9.0g 156 exp exp158 float %9.0g 158 exp exp172 float %9.0g 172 exp exp184 float %9.0g 184 exp year int %9.0g month byte %9.0g ip float %9.0g 66 v fx float %9.0g 69 v wpi float %9.0g 201 v d1 byte %9.0g d2 byte %9.0g d3 byte %9.0g d4 byte %9.0g d5 byte %9.0g d6 byte %9.0g d7 byte %9.0g d8 byte %9.0g d9 byte %9.0g d10 byte %9.0g d11 byte %9.0g d12 byte %9.0g lnip float %9.0g fx111 float %9.0g 111 fx wpi111 float %9.0g 111 wpi lnip111 float %9.0g 111 lnip fx112 float %9.0g 112 fx wpi112 float %9.0g 112 wpi lnip112 float %9.0g 112 lnip fx132 float %9.0g 132 fx wpi132 float %9.0g 132 wpi lnip132 float %9.0g 132 lnip fx134 float %9.0g 134 fx wpi134 float %9.0g 134 wpi lnip134 float %9.0g 134 lnip fx136 float %9.0g 136 fx wpi136 float %9.0g 136 wpi lnip136 float %9.0g 136 lnip fx138 float %9.0g 138 fx wpi138 float %9.0g 138 wpi lnip138 float %9.0g 138 lnip fx142 float %9.0g 142 fx wpi142 float %9.0g 142 wpi lnip142 float %9.0g 142 lnip fx144 float %9.0g 144 fx wpi144 float %9.0g 144 wpi lnip144 float %9.0g 144 lnip fx146 float %9.0g 146 fx wpi146 float %9.0g 146 wpi lnip146 float %9.0g 146 lnip fx156 float %9.0g 156 fx wpi156 float %9.0g 156 wpi lnip156 float %9.0g 156 lnip fx158 float %9.0g 158 fx wpi158 float %9.0g 158 wpi lnip158 float %9.0g 158 lnip fx172 float %9.0g 172 fx wpi172 float %9.0g 172 wpi lnip172 float %9.0g 172 lnip fx184 float %9.0g 184 fx wpi184 float %9.0g 184 wpi lnip184 float %9.0g 184 lnip lex111 float %9.0g lnsr111 float %9.0g lex112 float %9.0g lnsr112 float %9.0g lex132 float %9.0g lnsr132 float %9.0g lex134 float %9.0g lnsr134 float %9.0g lex136 float %9.0g lnsr136 float %9.0g lex138 float %9.0g lnsr138 float %9.0g lex142 float %9.0g lnsr142 float %9.0g lex144 float %9.0g lnsr144 float %9.0g lex146 float %9.0g lnsr146 float %9.0g lex156 float %9.0g lnsr156 float %9.0g lex158 float %9.0g lnsr158 float %9.0g lex172 float %9.0g lnsr172 float %9.0g lex184 float %9.0g lnsr184 float %9.0g relp111 float %9.0g relp112 float %9.0g relp132 float %9.0g relp134 float %9.0g relp136 float %9.0g relp138 float %9.0g relp142 float %9.0g relp144 float %9.0g relp146 float %9.0g relp156 float %9.0g relp158 float %9.0g relp172 float %9.0g relp184 float %9.0g ssq111 float %9.0g ssq112 float %9.0g ssq132 float %9.0g ssq134 float %9.0g ssq136 float %9.0g ssq138 float %9.0g ssq142 float %9.0g ssq144 float %9.0g ssq146 float %9.0g ssq156 float %9.0g ssq158 float %9.0g ssq172 float %9.0g ssq184 float %9.0g expr111 double %9.0g 111 expr expr112 double %9.0g 112 expr expr132 double %9.0g 132 expr expr134 double %9.0g 134 expr expr136 double %9.0g 136 expr expr138 double %9.0g 138 expr expr142 double %9.0g 142 expr expr144 double %9.0g 144 expr expr146 double %9.0g 146 expr expr156 double %9.0g 156 expr expr158 double %9.0g 158 expr expr172 double %9.0g 172 expr expr184 double %9.0g 184 expr rexp111 float %9.0g lrexp111 float %9.0g rexp112 float %9.0g lrexp112 float %9.0g rexp132 float %9.0g lrexp132 float %9.0g rexp134 float %9.0g lrexp134 float %9.0g rexp136 float %9.0g lrexp136 float %9.0g rexp138 float %9.0g lrexp138 float %9.0g rexp142 float %9.0g lrexp142 float %9.0g rexp144 float %9.0g lrexp144 float %9.0g rexp146 float %9.0g lrexp146 float %9.0g rexp156 float %9.0g lrexp156 float %9.0g rexp158 float %9.0g lrexp158 float %9.0g rexp172 float %9.0g lrexp172 float %9.0g rexp184 float %9.0g lrexp184 float %9.0g mrgdp111 double %10.0g mrgdp112 double %10.0g mrgdp132 double %10.0g mrgdp134 double %10.0g mrgdp136 double %10.0g mrgdp138 double %10.0g mrgdp142 double %10.0g mrgdp144 double %10.0g mrgdp146 double %10.0g mrgdp156 double %10.0g mrgdp158 double %10.0g mrgdp172 double %10.0g mrgdp184 double %10.0g lmrgdp111 double %10.0g lmrgdp112 double %10.0g lmrgdp132 double %10.0g lmrgdp134 double %10.0g lmrgdp136 double %10.0g lmrgdp138 double %10.0g lmrgdp142 double %10.0g lmrgdp144 double %10.0g lmrgdp146 double %10.0g lmrgdp156 double %10.0g lmrgdp158 double %10.0g lmrgdp172 double %10.0g lmrgdp184 double %10.0g n6vol111 double %10.0g n6vol112 double %10.0g n6vol132 double %10.0g n6vol134 double %10.0g n6vol136 double %10.0g n6vol138 double %10.0g n6vol142 double %10.0g n6vol144 double %10.0g n6vol146 double %10.0g n6vol156 double %10.0g n6vol158 double %10.0g n6vol172 double %10.0g n6vol184 double %10.0g totx111 float %9.0g fracx111 float %9.0g twssq111 float %9.0g totx112 float %9.0g fracx112 float %9.0g twssq112 float %9.0g totx132 float %9.0g fracx132 float %9.0g twssq132 float %9.0g totx134 float %9.0g fracx134 float %9.0g twssq134 float %9.0g totx136 float %9.0g fracx136 float %9.0g twssq136 float %9.0g totx138 float %9.0g fracx138 float %9.0g twssq138 float %9.0g totx142 float %9.0g fracx142 float %9.0g twssq142 float %9.0g totx144 float %9.0g fracx144 float %9.0g twssq144 float %9.0g totx146 float %9.0g fracx146 float %9.0g twssq146 float %9.0g totx156 float %9.0g fracx156 float %9.0g twssq156 float %9.0g totx158 float %9.0g fracx158 float %9.0g twssq158 float %9.0g totx172 float %9.0g fracx172 float %9.0g twssq172 float %9.0g totx184 float %9.0g fracx184 float %9.0g twssq184 float %9.0g erm1 byte %9.0g erm2 byte %9.0g erm3 byte %9.0g ------------------------------------------------------------------------------- Sorted by: ccode date . format date %tm . tsset panel variable: ccode, 111 to 184 time variable: date, 1980m1 to 1998m12 . summarize Variable | Obs Mean Std. Dev. Min Max -------------+----------------------------------------------------- ccode | 2964 143.4615 19.97495 111 184 date | 2964 353.5 65.8284 240 467 exp111 | 2736 1893.508 2958.136 22.77 16670 exp112 | 2735 830.4144 768.6369 .492949 4241.19 exp132 | 2736 871.7574 1032.491 18.32 6003.83 exp134 | 2736 1176.339 1035.319 55.8 5505.72 exp136 | 2736 573.3552 735.0317 9.85 3973.23 exp138 | 2736 556.8306 666.3291 21.36 3746.79 exp142 | 2734 114.23 121.6558 1.6 1080.58 exp144 | 2736 208.6145 200.5722 6.21636 1236.22 exp146 | 2734 320.1158 447.8139 .226596 2642.05 exp156 | 2736 670.7819 2056.762 1.89 14389 exp158 | 2736 474.623 988.0484 3.95 6145.4 exp172 | 2735 90.66604 93.78136 1.4 575.878 exp184 | 2728 318.6254 428.4374 2.06 3039.32 year | 2964 1989 5.47815 1980 1998 month | 2964 6.5 3.452635 1 12 ip | 2964 89.17885 12.11749 46.2558 124.617 fx | 2964 .4459366 .4750962 .0004832 2.438299 wpi | 2952 87.61593 15.39554 39.4737 125.55 d1 | 2964 .0833333 .276432 0 1 d2 | 2964 .0833333 .276432 0 1 d3 | 2964 .0833333 .276432 0 1 d4 | 2964 .0833333 .276432 0 1 d5 | 2964 .0833333 .276432 0 1 d6 | 2964 .0833333 .276432 0 1 d7 | 2964 .0833333 .276432 0 1 d8 | 2964 .0833333 .276432 0 1 d9 | 2964 .0833333 .276432 0 1 d10 | 2964 .0833333 .276432 0 1 d11 | 2964 .0833333 .276432 0 1 d12 | 2964 .0833333 .276432 0 1 lnip | 2964 4.481045 .1402903 3.834187 4.825245 fx111 | 2964 135.7257 388.6515 .410122 2069.35 wpi111 | 2964 89.0801 8.907694 68.2502 103.961 lnip111 | 2964 4.443266 .1558501 4.170538 4.763958 fx112 | 2964 221.0794 624.2891 1 3056.84 wpi112 | 2964 79.31711 17.65692 44.9 104.5 lnip112 | 2964 4.488339 .1065846 4.286341 4.641502 fx132 | 2964 22.50444 64.43586 .0821717 352.7532 wpi132 | 2964 83.91168 16.24963 45.9218 104.248 lnip132 | 2964 4.546284 .0726043 4.433489 4.704001 fx134 | 2964 72.06121 210.3794 .1980021 1236.178 wpi134 | 2964 92.92212 6.38399 74.0763 101.09 lnip134 | 2964 4.543555 .0853514 4.33882 4.690843 fx136 | 2964 .094314 .264351 .0003271 1 wpi136 | 2808 79.37222 16.96476 44 103.9 lnip136 | 2964 4.482131 .0983369 4.260005 4.673072 fx138 | 2964 64.21513 187.3199 .1824602 1105.403 wpi138 | 2964 93.46202 7.313793 73.8337 104.983 lnip138 | 2964 4.485823 .1152031 4.274974 4.699571 fx142 | 2964 19.90131 56.24342 .077085 271.8315 wpi142 | 2964 87.63977 13.45131 55.0447 104.758 lnip142 | 2964 4.38492 .2292539 3.834187 4.719284 fx144 | 2964 20.07226 56.37624 .0741277 244.7641 wpi144 | 2964 77.32591 16.82352 42.1587 101.048 lnip144 | 2964 4.465254 .1337326 4.08755 4.78785 fx146 | 2964 85.14534 249.4194 .2174376 1501.624 wpi146 | 2964 93.96005 5.816159 78.2893 100.931 lnip146 | 2964 4.500014 .1131009 4.307443 4.699917 fx156 | 2964 105.2773 298.9025 .3488619 1496.276 wpi156 | 2964 83.1729 12.09338 57.0057 101.899 lnip156 | 2964 4.463466 .1364026 4.150908 4.716416 fx158 | 2964 .9322624 2.850475 .0017568 20.07523 wpi158 | 2964 109.5648 8.637365 97.5081 125.55 lnip158 | 2964 4.508314 .1407475 4.240397 4.701761 fx172 | 2964 28.27972 79.9717 .1049089 396.5518 wpi172 | 2964 88.4019 10.90274 57.1245 101.684 lnip172 | 2964 4.430207 .1701805 4.148547 4.825245 fx184 | 2964 1.101006 3.094728 .0037988 13.86017 wpi184 | 2964 80.44261 17.25617 39.4737 103.396 lnip184 | 2964 4.512016 .0998885 4.353683 4.73468 lex111 | 2736 210797.6 518089.9 98.25388 3610908 lnsr111 | 2952 2.0008 2.215762 -.6414667 7.826046 lex112 | 2735 116953.1 386629.6 50.55685 3350512 lnsr112 | 2952 2.361123 2.212089 -.1107436 8.028983 lex132 | 2736 222956.6 768138.8 39.20133 5262057 lnsr132 | 2952 .1322853 2.213726 -2.421981 5.878158 lex134 | 2736 289907 1012947 76.5018 7048041 lnsr134 | 2952 1.404677 2.212013 -1.165977 7.133341 lex136 | 2736 8116.135 18900.16 29.98863 164987.3 lnsr136 | 2808 -5.408372 2.234426 -8.028983 0 lex138 | 2736 53018.21 167097.3 49.03311 1261638 lnsr138 | 2952 1.295236 2.212096 -1.255519 7.020923 lex142 | 2734 8740.879 28426.11 1.972 453960.7 lnsr142 | 2952 .0669006 2.211096 -2.559668 5.667336 lex144 | 2736 18230.21 58637.4 7.969 431349.8 lnsr144 | 2952 -.061687 2.210939 -2.655569 5.508801 lex146 | 2734 62777.41 218526.4 1.488078 1500400 lnsr146 | 2952 1.580665 2.212663 -1.032991 7.333697 lex156 | 2736 20004.81 51780.01 11.95357 492439.1 lnsr156 | 2952 1.678021 2.214935 -.9804072 7.423275 lex158 | 2736 29131.68 113695.1 14.88168 937196.3 lnsr158 | 2952 -2.818323 2.214534 -5.494112 2.996545 lex172 | 2735 8767.605 28395.15 1.9887 232126 lnsr172 | 2952 .4317637 2.212452 -2.282875 6.048014 lex184 | 2728 68209.15 282305.1 3.00498 2367923 lnsr184 | 2952 -2.926912 2.211237 -5.589056 2.636933 relp111 | 2952 1.041946 .1612268 .5769595 1.735016 relp112 | 2952 .9108065 .1343697 .3853754 1.147577 relp132 | 2952 .9669271 .1315117 .3897252 1.198212 relp134 | 2952 1.091354 .1827045 .6242163 1.876599 relp136 | 2808 .8959599 .128616 .365804 1.075515 relp138 | 2952 1.096221 .1772517 .6130323 1.870453 relp142 | 2952 1.016084 .132006 .4666101 1.40867 relp144 | 2952 .8881578 .128313 .3582491 1.082642 relp146 | 2952 1.10475 .1904307 .6510074 1.983328 relp156 | 2952 .9662544 .1306213 .4708894 1.444144 relp158 | 2952 1.312396 .3779721 .9381552 2.920075 relp172 | 2952 1.029684 .1406781 .4947859 1.532183 relp184 | 2952 .9241107 .1356174 .3424569 1.159417 ssq111 | 2964 2.261266 1.242567 0 10.62467 ssq112 | 2964 1.965785 1.110966 0 11.14365 ssq132 | 2964 1.484355 1.152078 0 10.9903 ssq134 | 2964 1.45247 1.155408 0 11.10691 ssq136 | 2964 1.54748 1.234774 0 10.51307 ssq138 | 2964 1.452283 1.149087 0 11.19883 ssq142 | 2964 1.616062 1.133748 0 9.313844 ssq144 | 2964 1.712241 1.19362 0 8.700192 ssq146 | 2964 1.83626 1.16429 0 11.798 ssq156 | 2964 2.329253 1.24893 0 10.92331 ssq158 | 2964 2.331661 1.28651 0 12.35732 ssq172 | 2964 1.745063 1.226586 0 10.87574 ssq184 | 2964 1.807913 1.244177 0 11.21815 expr111 | 2964 89.20058 7.759223 70.4285 101.922 expr112 | 2964 84.81392 12.30946 58.0442 104.298 expr132 | 2964 77.72435 15.13074 48.263 104.111 expr134 | 2964 77.08833 15.36786 46.4654 105.075 expr136 | 2964 85.85296 16.96415 54.3459 116.429 expr138 | 2964 81.67324 11.10591 56.712 117.032 expr142 | 2964 100.6612 11.71665 76.92536 146.5457 expr144 | 2964 78.66379 15.93219 49.3975 107.586 expr146 | 2964 178.6858 52.0367 89.3599 268.0657 expr156 | 2964 90.78901 7.750574 68.8485 103.472 expr158 | 2964 70.37878 16.35133 46.8041 107.929 expr172 | 2964 76.21044 14.34158 50.1088 106.003 expr184 | 2964 83.4127 16.03048 54.7731 115.065 rexp111 | 2736 232564.7 560771.7 134.4579 3934312 lrexp111 | 2736 8.815846 2.651811 4.901251 15.18525 rexp112 | 2735 133661.6 422101 56.97393 3562809 lrexp112 | 2735 8.718013 2.31501 4.042594 15.08606 rexp132 | 2736 277908.9 916105.5 69.40635 6330370 lrexp132 | 2736 8.364908 2.730351 4.239978 15.66087 rexp134 | 2736 362189 1208159 127.2149 8661977 lrexp134 | 2736 8.987773 2.609776 4.845878 15.97445 rexp136 | 2736 9026.713 19531.23 46.66495 166667.1 lrexp136 | 2736 7.319082 1.903364 3.842993 12.02375 rexp138 | 2736 63319.2 193494.8 69.08613 1521439 lrexp138 | 2736 8.001771 2.400288 4.235354 14.23517 rexp142 | 2734 9018.777 30200.58 1.928895 475304.2 lrexp142 | 2734 6.246218 2.291698 .6569476 13.07171 rexp144 | 2736 22610.38 69039.09 10.39408 506613.3 lrexp144 | 2736 7.140122 2.321716 2.341236 13.1355 rexp146 | 2734 34320.64 111526.6 .6916784 697845.5 lrexp146 | 2734 6.490323 2.66206 -.3686342 13.45575 rexp156 | 2736 21783.06 55363.11 14.72066 492484.9 lrexp156 | 2736 6.803036 2.601472 2.689252 13.10722 rexp158 | 2736 37635.65 136235.7 27.85073 1031335 lrexp158 | 2736 7.130908 2.122874 3.326859 13.84636 rexp172 | 2735 11165.79 34537.49 3.206267 292417.1 lrexp172 | 2735 6.303763 2.413095 1.165107 12.58594 rexp184 | 2728 75870.85 305811.7 4.836321 2749620 lrexp184 | 2728 6.816735 2.678281 1.576154 14.82697 mrgdp111 | 2964 6540.34 899.1877 5038.736 8355.733 mrgdp112 | 2964 158.4989 21.95984 122.4533 198.8474 mrgdp132 | 2964 1720.332 197.4786 1404.617 2091.441 mrgdp134 | 2964 711.4271 143.0983 512.6184 913.8061 mrgdp136 | 2964 393921.7 55818.81 291629.3 495019.6 mrgdp138 | 2964 148.1197 18.23891 121.7322 187.4589 mrgdp142 | 2964 203.4088 24.61853 145.6625 269.3211 mrgdp144 | 2964 390.7427 42.09817 273.0187 483.3353 mrgdp146 | 2964 84.99007 7.511028 72.44341 94.33221 mrgdp156 | 2964 721.4103 79.90184 575.5581 878.502 mrgdp158 | 2964 430099.8 69764.77 312986.7 538835.5 mrgdp172 | 2964 125.896 16.67946 93.90269 165.65 mrgdp184 | 2964 15214.13 2774.91 11487.6 20780.49 lmrgdp111 | 2964 8.7761 .1397458 8.524911 9.030703 lmrgdp112 | 2964 5.055987 .1404049 4.807729 5.292538 lmrgdp132 | 2964 7.443585 .1161323 7.24752 7.645609 lmrgdp134 | 2964 6.546838 .2025779 6.239532 6.817618 lmrgdp136 | 2964 12.87357 .1449212 12.58324 13.11235 lmrgdp138 | 2964 4.990518 .1222409 4.801824 5.23356 lmrgdp142 | 2964 5.308247 .1167813 4.981292 5.595904 lmrgdp144 | 2964 5.962194 .1085648 5.60954 6.180711 lmrgdp146 | 2964 4.438494 .0906818 4.282806 4.546823 lmrgdp156 | 2964 6.575047 .1112145 6.35534 6.778218 lmrgdp158 | 2964 12.95786 .1691886 12.65392 13.19717 lmrgdp172 | 2964 4.826705 .1323725 4.542259 5.109877 lmrgdp184 | 2964 9.613282 .1830449 9.349023 9.94177 n6vol111 | 2886 .0032427 .0018327 .0003807 .0111577 n6vol112 | 2886 .0064586 .0030957 .0009073 .0168845 n6vol132 | 2886 .0073494 .0036717 .0008243 .0220447 n6vol134 | 2886 .0108188 .0071625 .0010387 .0470736 n6vol136 | 2886 .0175419 .0107742 .0020226 .0651839 n6vol138 | 2886 .0174048 .0093073 .0021131 .0504586 n6vol142 | 2886 .026897 .0231625 .0031059 .1343171 n6vol144 | 2886 .0163323 .0164796 .0020074 .125793 n6vol146 | 2886 .0036116 .0039036 .0001525 .0244045 n6vol156 | 2886 .0065473 .0043492 .0003848 .0231051 n6vol158 | 2886 .0097298 .0047104 .00104 .0250413 n6vol172 | 2886 .0129887 .0064133 .0011262 .0409491 n6vol184 | 2886 .0077053 .0034454 .0015771 .0194506 totx111 | 2964 22722.1 9083.909 7845.35 44342.65 fracx111 | 2736 .0833333 .1164894 .0020008 .4260376 twssq111 | 228 2.063254 .5998625 1.027481 4.467222 totx112 | 2964 9961.331 3920.57 4344.58 18398.87 fracx112 | 2735 .0833638 .0631822 .000041 .2666477 twssq112 | 228 2.081171 .7212861 .8659874 5.548785 totx132 | 2964 10461.09 4147.822 3851.75 18953.38 fracx132 | 2736 .0833333 .0890326 .0036394 .3868523 twssq132 | 228 1.245615 .5806547 .6156182 4.778127 totx134 | 2964 14116.07 5777.035 5684.17 25773.95 fracx134 | 2736 .0833333 .0616846 .004804 .2500922 twssq134 | 228 1.286099 .437553 .6483532 3.659317 totx136 | 2964 6880.263 2747.656 2072.04 12375.45 fracx136 | 2736 .0833333 .0957297 .0025925 .3843687 twssq136 | 228 1.396659 .9073579 0 6.170074 totx138 | 2964 6681.967 2479.5 3031.22 11757.66 fracx138 | 2736 .0833333 .0924021 .0055715 .3991161 twssq138 | 228 1.29935 .4231606 .5944597 3.019129 totx142 | 2964 1369.758 461.184 616.8 2749.574 fracx142 | 2734 .0833943 .0794696 .001561 .3963174 twssq142 | 228 1.621751 .8132522 .6272171 6.219551 totx144 | 2964 2503.374 851.7922 1101.91 4668.665 fracx144 | 2736 .0833333 .0716622 .0023322 .3420154 twssq144 | 228 1.744923 .9180364 .6059522 7.898057 totx146 | 2964 3838.581 1353.17 1572.66 6616.055 fracx146 | 2734 .0833943 .105552 .0000471 .4800507 twssq146 | 228 1.637818 .5124205 .7238998 3.871331 totx156 | 2964 8049.383 3647.261 2956.06 16548.09 fracx156 | 2736 .0833333 .22363 .0004992 .8847595 twssq156 | 228 1.345192 .4554843 .4856021 3.538889 totx158 | 2964 5695.476 2527.422 2253.7 10616.24 fracx158 | 2736 .0833333 .161432 .0015174 .7414941 twssq158 | 228 2.607574 .979534 1.076228 8.558673 totx172 | 2964 1087.595 438.485 459.24 2087.395 fracx172 | 2735 .0833638 .0759213 .0019699 .4027424 twssq172 | 228 1.762324 .9393738 .5679189 8.907651 totx184 | 2964 3812.325 2286.348 802.51 9612.685 fracx184 | 2728 .0835777 .0830314 .0021323 .3161781 twssq184 | 228 1.78413 .9480908 .7276274 8.294526 erm1 | 2964 .4342105 .4957365 0 1 erm2 | 2964 .3289474 .4699101 0 1 erm3 | 2964 .2850877 .4515324 0 1