PROBABILITY AND STATISTICAL INFERENCE

PROBABILITY AND STATISTICAL INFERENCE

___________________________________________________________________
CASE STUDY ONE

In this Case Study, you will look at modelling the Australian dollar vis-á-vis the US dollar exchange rate, using a conventional monetary model. The data you will use is in the file called “The Monetary Model.xls”. This contains the following data: ‘S(AUD/USD)’ , which is the Australian dollar per US dollar exchange rate; ‘Aust. MS’ , which is the level of the Australian money supply; ‘US MS’ , which is the level of the US money supply; ‘Aust. GDP’ , which is a measure of Australian gross domestic product (GDP); ‘US GDP’ , which is a measure of US gross domestic product (GDP); ‘Aust. IR’ , which is a measure of short-term Australian interest rates, and ‘US IR’ , which is a measure of short-term US interest rates. Data on these variables were collected from the IMF’s International Financial Statistics database, and from the Reserve Bank of Australia’s website.

To begin the empirical analysis, make sure you take the natural logarithm of S(AUD/USD), Aust. MS, US MS, Aust. GDP, and US GDP. Leave the interest rate variables, Aust. IR and US IR, in their raw form. Also, use a level of significance of  = 0.05 for all tests in this study.

(a) Calculate the correlation between the spot exchange rate and all the other variables. Which variable has the strongest correlation with the exchange rate? I will call this variable “PREDICTOR” in the questions that follow.

(b) Calculate the mean, median and mode of the spot exchange rate. What is the difference between these types of “averages”? State what you think is the most appropriate average for this set of data, giving brief reasons for your answer.

(c) Draw a histogram of the spot exchange rate. Calculate the variance, measure of skewness and kurtosis. Compare the values of the median and mean. Do they indicate the data is symmetric, and is this confirmed by the value of the skewness? Comment on the value of kurtosis. Based on these results, say why you believe that the spot exchange rate does, or does not, have a normal distribution.

(d) Calculate the mean and variance of the PREDICTOR for the time period 1984:1 to 1992:4, and then for the period 1993:1 to 2013:4 separately. Using these figures, calculate the variance of the difference between the sample means for the period 1984:1 to 1992:4, and then for the period 1993:1 to 2013:4 (You can assume that the covariance is zero). In the first quarter of 1993, the Reserve Bank of Australia adopted an inflation targeting regime. Test to see whether the adoption of an inflation targeting regime has had any impact on PREDICTOR, that is, test to see whether the difference is significantly different from zero. Under the conditions discussed in part (e), the standardised value of the difference will have a Student’s-t distribution with n-2 degrees of freedom (Subtract 1 for each sample mean calculated).

(e) The test in part (d) is only reliable if both samples are large, or if a sample is small, it has a normal distribution. Do you think the test in part (d) is reliable? Give brief reasons for your answer.
CASE STUDY TWO

In this Case Study, you will be looking at the effect of the 2010 Federal Election on the Australian stock market. In the file called “2013 Federal Election.xls”, there is daily data from the 1st of January 2013 until the 31st of December 2013, on the Australian All Ordinaries index and the MSCI world index. You will be looking at two important dates: the day the stock market opened after the election was called, that being the 31st of January 2013, and the day the market opened after Tony Abbott’s election win, which was the 16th of September, 2013.
(a) Obtain line graphs for both over the whole period and comment on any similarities or differences.

(b) Calculate the continuous returns on both indices. Obtain histograms and descriptive statistics up to, and including the 30th of January, between the 31st of January and the 13th of September, and from the 16th of September onwards. Comment on any similarities or differences between them.

(c) For the Australian All Ordinaries index, calculate the 95% confidence intervals for the mean return in the three periods given in part (b).

(d) Assume that the returns on the All Ordinaries index has a normal distribution. Using the means and standard deviations previously calculated for each of the three periods, find the probability of getting a negative return on a day selected at random.

(e) Write some brief notes, in point form, describing your results for Case Study Two. Be sure to report any conclusions that you have made, and submit these. You will use them in a later tutorial when you write your final report.
2. LINEAR REGRESSION APPLICATIONS
_____________________________________________________________________
CASE STUDY ONE – continued

In this section, you will estimate a simple linear regression model to fit the exchange rate. From Assignment One, choose the input variable that has the strongest correlation with the exchange rate that you believe will produce a good model (this is the variable that we called “PREDICTOR”).

Following on from Assignment One, use the same data set and a level of significance of  = 0.05 for all tests in this study.

(a) Draw the scatter diagram for these two variables.
(b) Estimate the model to predict the exchange rate. How much of the variation in the exchange rate is explained by your model? Is this statistically significant? Test to see whether the intercept is required in your model.

(c) Obtain a graph of the residuals vis-á-vis the independent variable for part (b). Is there any evidence of problems?
CASE STUDY TWO – continued
In the next stage of this study, you will estimate betas for the Australian stock market vis-á-visthe world using the data in the file called, “2013 Federal Election.xls”. You will need the returns you calculated from a previous tutorial. You will also use the three sub-periods you used before, that is, the period before the election was called, the period during the election campaign, and the period after the election result. In this analysis, you will treat Australia as the share and the world as the market
(a) Draw scatter plots of the three pairs of returns you will use for estimating the market models.
(b) For the three sets of returns in each of the sub-periods find the betas using the Market model

Here the dependent variable is the ‘raw’ or ‘actual returns’ ( ) for Australia and the independent variable is the ‘actual market returns’ ( ). Once you have estimated these betas use the ‘F’ statistic and the value of R2 to evaluate these estimated models.

(c) For each of the sub-periods, test to see whether Australia is passive or neutral using  = 0.05. That is, test whether .

(d) For the first sub-period, estimate the Scholes-Williams Beta and Dimson’s Beta. Do you think you need to use this sort of adjustment here?

(e) Write some brief notes, in point form, describing your results for Case Study Two. Be sure to report any conclusions that you have made, and submit these. You will use them in a later tutorial when you write your final report.
S(AUD/USD) Aust. MS US MS Aust. GDP US GDP Aust. IR US IR
Mar-84 1.08956 93,193 530.20 54.64 3807.40 10.30 9.56
Jun-84 1.08684 94,641 539.90 55.91 3906.30 13.30 10.29
Sep-84 1.20482 97,354 543.30 56.45 3976.00 12.30 11.23
Dec-84 1.17827 101,031 542.20 56.90 4034.00 11.50 9.99
Mar-85 1.22699 106,724 561.10 59.33 4117.20 12.70 8.35
Jun-85 1.53304 109,564 575.10 61.58 4175.70 15.50 8.27
Sep-85 1.37533 114,390 592.00 63.39 4258.30 15.70 7.88
Dec-85 1.42816 117,892 605.30 64.30 4318.70 16.50 7.99
Mar-86 1.39762 120,355 626.60 65.82 4382.40 19.00 8.14
Jun-86 1.353 123,207 647.00 66.91 4423.20 15.50 6.99
Sep-86 1.67224 126,520 673.40 68.33 4491.30 16.00 6.56
Dec-86 1.55763 128,776 692.20 70.51 4543.30 17.80 5.85
Mar-87 1.51332 132,552 737.10 72.56 4611.10 17.60 6.43
Jun-87 1.41884 133,268 752.00 75.27 4686.70 16.30 6.37
Sep-87 1.43308 139,724 746.20 77.97 4764.50 14.40 6.58
Dec-87 1.47995 144,113 753.20 80.13 4883.10 13.30 7.29
Mar-88 1.40095 147,938 764.20 83.23 4948.60 12.50 6.83
Jun-88 1.31839 150,604 777.90 85.06 5059.30 12.50 6.87
Sep-88 1.24301 156,664 785.50 88.25 5142.80 12.70 7.75
Dec-88 1.21124 164,224 780.80 90.89 5251.00 14.20 8.30
Mar-89 1.12486 175,840 792.10 93.33 5360.30 15.40 9.12
Jun-89 1.26135 184,189 790.20 96.73 5453.60 16.60 9.84
Sep-89 1.32908 196,651 780.70 98.63 5532.90 17.60 9.24
Dec-89 1.27698 202,162 783.20 100.28 5581.70 18.00 8.84
Mar-90 1.29735 207,913 800.70 102.13 5708.10 17.30 8.23
Jun-90 1.33174 212,896 816.20 103.92 5797.40 15.60 8.26
Sep-90 1.26566 217,502 811.00 103.38 5850.60 15.60 8.15
Dec-90 1.27437 223,079 816.10 104.56 5846.00 13.43 8.11
Mar-91 1.27405 225,774 831.70 103.35 5880.20 12.00 6.91
Jun-91 1.27926 224,235 851.90 103.40 6143.60 11.55 5.91
Sep-91 1.28617 229,433 860.90 104.23 6218.40 10.50 5.82
Dec-91 1.276 230,589 874.00 105.13 6279.30 9.50 5.21
Mar-92 1.33369 232,796 916.40 106.76 6380.80 7.69 4.03
Jun-92 1.317 232,019 953.70 106.95 6492.30 7.50 3.73
Sep-92 1.34372 237,148 962.00 108.08 6586.50 5.91 3.25
Dec-92 1.43802 238,785 1000.80 110.21 6697.50 5.75 3.10
Mar-93 1.47362 244,024 1039.80 112.38 6748.20 5.75 3.02
Jun-93 1.40528 244,433 1057.40 113.36 6829.60 5.25 2.96
Sep-93 1.46327 251,154 1083.10 113.25 6904.20 5.23 3.06
Dec-93 1.50128 253,522 1111.60 115.83 7032.80 4.75 2.99
Mar-94 1.40607 259,778 1141.70 118.16 7136.20 4.75 3.05
Jun-94 1.40371 263,373 1152.20 119.63 7269.80 4.75 3.56
Sep-94 1.35263 269,373 1150.90 122.11 7352.20 4.75 4.26
Dec-94 1.34735 275,280 1147.90 122.77 7476.60 5.79 4.76
Mar-95 1.31874 281,834 1159.50 124.47 7545.30 7.50 5.53
Jun-95 1.37005 284,903 1160.30 126.63 7604.90 7.50 6.05
Sep-95 1.35336 290,662 1145.70 128.98 7706.50 7.50 5.85
Dec-95 1.3217 299,949 1132.90 132.10 7799.50 7.50 5.76
Mar-96 1.34282 308,470 1130.20 133.37 7893.10 7.50 5.56
Jun-96 1.27324 310,841 1131.80 134.97 8061.50 7.50 5.22
Sep-96 1.29349 319,996 1110.70 136.41 8159.00 7.48 5.40
Dec-96 1.26279 327,945 1078.40 138.33 8287.00 7.00 5.24
Mar-97 1.31234 335,342 1087.90 139.02 8402.00 6.00 5.25
Jun-97 1.28025 338,790 1074.50 142.92 8551.90 6.00 5.51
Sep-97 1.34192 346,882 1065.80 144.12 8691.70 5.46 5.52
Dec-97 1.42126 351,893 1057.60 147.46 8788.30 5.00 5.50
Mar-98 1.4941 356,657 1080.20 148.20 8889.70 5.00 5.56
Jun-98 1.5387 358,627 1087.70 149.42 8994.70 5.00 5.45
Sep-98 1.63586 372,079 1074.20 152.20 9146.50 5.00 5.54
Dec-98 1.59668 379,188 1077.40 154.88 9325.60 5.00 5.07
Mar-99 1.59084 386,059 1103.90 156.68 9450.30 4.75 4.63
Jun-99 1.51561 392,783 1113.60 157.17 9561.50 4.75 4.74
Sep-99 1.53374 406,275 1097.20 160.14 9718.70 4.75 4.99
Dec-99 1.55135 415,621 1095.10 163.35 9932.30 4.75 5.20
Mar-00 1.56691 419,937 1126.90 167.98 10036.10 5.00 5.45
Jun-00 1.69233 423,053 1125.70 170.39 10283.70 5.72 6.02
Sep-00 1.71762 435,054 1102.80 174.18 10363.80 6.00 6.54
Dec-00 1.9425 442,711 1092.20 173.35 10475.30 6.25 6.51
Mar-01 1.82949 444,758 1100.40 178.06 10512.50 6.25 5.98
Jun-01 1.96541 454,635 1126.80 180.07 10641.60 5.06 4.80
Sep-01 1.98373 466,076 1139.80 183.56 10644.30 5.00 3.77
Dec-01 1.97902 487,792 1159.20 186.19 10702.70 4.52 2.49
Mar-02 1.96928 505,376 1191.00 190.21 10837.30 4.25 1.73
Jun-02 1.85288 496,673 1196.50 193.78 10938.00 4.25 1.75
Sep-02 1.82548 505,151 1199.80 195.89 11039.80 4.75 1.73
Dec-02 1.80701 518,550 1196.20 199.35 11105.70 4.75 1.75
Mar-03 1.69952 540,717 1224.90 201.73 11230.80 4.75 1.24
Jun-03 1.60514 549,988 1259.00 203.92 11371.40 4.75 1.26
Sep-03 1.53163 555,890 1287.30 209.17 11628.40 4.75 1.01
Dec-03 1.41924 580,780 1288.30 214.65 11818.50 4.75 1.01
Mar-04 1.30822 598,932 1301.30 218.85 11991.40 5.25 1.00
Jun-04 1.38504 613,330 1342.70 221.18 12183.50 5.25 1.01
Sep-04 1.43143 625,717 1338.40 224.56 12369.40 5.25 1.27
Dec-04 1.3403 635,391 1350.90 228.45 12563.80 5.25 1.75
Mar-05 1.29132 655,978 1361.10 232.81 12816.20 5.25 2.29
Jun-05 1.28025 660,217 1368.90 236.77 12975.70 5.50 2.78
Sep-05 1.31666 675,905 1364.90 243.44 13206.50 5.50 3.25
Dec-05 1.33565 687,979 1364.70 248.54 13383.30 5.50 3.76
Mar-06 1.33156 712,610 1374.70 251.63 13649.80 5.50 4.29
Jun-06 1.32591 732,839 1392.90 255.30 13802.90 5.50 4.77
Sep-06 1.30582 749,902 1367.70 261.78 13910.50 5.75 5.25
Dec-06 1.30005 777,781 1359.20 268.57 14068.40 6.00 5.25
Mar-07 1.29534 802,943 1367.80 275.78 14235.00 6.25 5.25
Jun-07 1.21212 833,067 1391.90 280.26 14424.50 6.25 5.25
Sep-07 1.16659 876,809 1368.20 284.71 14571.90 6.25 5.26
Dec-07 1.08507 941,319 1368.10 290.78 14690.00 6.50 4.76
Mar-08 1.12562 990,316 1374.30 298.01 14672.90 6.75 3.94
Jun-08 1.07101 1,004,540 1405.00 305.85 14817.10 7.25 2.28
Sep-08 1.06 1,054,460 1416.20 316.53 14844.30 7.25 2.01
Dec-08 1.49701 1,108,380 1461.10 317.38 14546.70 6.18 0.97
Mar-09 1.55328 1,152,900 1579.10 316.71 14381.20 4.25 0.15
Jun-09 1.37646 1,153,330 1626.00 310.45 14342.10 3.06 0.15
Sep-09 1.20758 1,179,320 1656.00 312.36 14384.40 3.00 0.16
Dec-09 1.09158 1,190,470 1663.60 320.16 14564.10 3.21 0.12
Mar-10 1.12246 1,190,250 1673.60 327.26 14672.50 3.75 0.11
Jun-10 1.07527 1,208,650 1716.10 338.51 14879.20 4.22 0.20
Sep-10 1.11284 1,241,650 1717.70 343.25 15049.80 4.50 0.18
Dec-10 1.02449 1,279,710 1761.80 349.16 15231.70 4.50 0.19
Mar-11 1.01071 1,317,610 1841.00 352.81 15242.90 4.75 0.17
Jun-11 0.91743 1,334,060 1915.20 361.38 15461.90 4.75 0.10
Sep-11 0.91291 1,353,280 1994.70 368.35 15611.80 4.75 0.07
Dec-11 0.95157 1,396,090 2127.10 369.81 15818.70 4.75 0.07
Mar-12 0.94012 1,422,760 2208.70 371.87 16041.60 4.25 0.08
Jun-12 0.95666 1,432,070 2268.10 375.81 16160.40 4.25 0.14
Sep-12 0.95003 1,472,200 2307.20 375.21 16356.00 3.50 0.16
Dec-12 0.96358 1,498,390 2410.00 378.40 16420.30 3.27 0.16
Mar-13 0.96209 1,523,230 2477.80 382.17 16535.30 3.00 0.14
Jun-13 0.96974 1,536,580 2538.60 386.67 16661.00 3.00 0.15
Sep-13 1.10229 1,569,360 2541.30 388.90 16912.90 2.75 0.09
Dec-13 1.05463 1,593,390 2623.40 395.95 17102.50 2.50 0.09

ASX ALL ORDINARIES – PRICE INDEX MSCI WORLD U$ – PRICE INDEX
Code ASXAORD MSWRLD$(PI)
1/1/2013 4664.6 1338.552
1/2/2013 4722.9 1367.384
1/3/2013 4761.4 1364.387
1/4/2013 4742.9 1370.111
1/7/2013 4738.1 1366.907
1/8/2013 4712.3 1362.247
1/9/2013 4730.1 1367.154
1/10/2013 4745.1 1378.485
1/11/2013 4733.8 1381.941
1/14/2013 4745.7 1380.205
1/15/2013 4743 1382.741
1/16/2013 4765 1378.915
1/17/2013 4779.7 1386.161
1/18/2013 4794.7 1388.113
1/21/2013 4802.2 1389.576
1/22/2013 4802.9 1393.619
1/23/2013 4812.1 1393.04
1/24/2013 4833.8 1396.136
1/25/2013 4858.9 1405.466
1/28/2013 4858.9 1403.04
1/29/2013 4910.8 1410.675
1/30/2013 4919.1 1409.466
1/31/2013 4901 1405.466
2/1/2013 4941.9 1416.788
2/4/2013 4929.1 1399.68
2/5/2013 4902.6 1405.149
2/6/2013 4940.5 1408.347
2/7/2013 4955.8 1401.92
2/8/2013 4989.4 1410.442
2/11/2013 4980.3 1405.7
2/12/2013 4981.5 1413.833
2/13/2013 5024.5 1413.805
2/14/2013 5057.2 1411.59
2/15/2013 5054.6 1406.915
2/18/2013 5082.9 1408.46
2/19/2013 5101 1419.815
2/20/2013 5114.4 1410.013
2/21/2013 4998.6 1392.105
2/22/2013 5036.7 1402.052
2/25/2013 5072.7 1391.218
2/26/2013 5021.8 1386.059
2/27/2013 5053.1 1399.427
2/28/2013 5120.4 1405.18
3/1/2013 5100.9 1401.749
3/4/2013 5028.5 1404.942
3/5/2013 5088.1 1420.254
3/6/2013 5130.9 1422.258
3/7/2013 5123.1 1424.883
3/8/2013 5137.4 1428.716
3/11/2013 5160 1434.828
3/12/2013 5128.6 1433.278
3/13/2013 5104.4 1429.838
3/14/2013 5043.8 1440.207
3/15/2013 5129.3 1444.476
3/18/2013 5027.4 1430.967
3/19/2013 5004.4 1426.753
3/20/2013 4982.6 1434.352
3/21/2013 4976.8 1426.663
3/22/2013 4980.8 1432.331
3/25/2013 5001.5 1426.714
3/26/2013 4964.7 1432.636
3/27/2013 5007 1428.946
3/28/2013 4979.9 1434.619
3/29/2013 4979.9 1434.515
4/1/2013 4979.9 1428.036
4/2/2013 4995.5 1435.412
4/3/2013 4966.4 1425.587
4/4/2013 4919.3 1422.219
4/5/2013 4899.2 1419.105
4/8/2013 4912.7 1426.451
4/9/2013 4980.2 1433.01
4/10/2013 4973.7 1452.413
4/11/2013 5010.3 1462.815
4/12/2013 5016 1456.537
4/15/2013 4966.8 1431.095
4/16/2013 4944.1 1438.808
4/17/2013 4993.6 1420.703
4/18/2013 4911.3 1413.722
4/19/2013 4923 1422.253
4/22/2013 4955.4 1427.075
4/23/2013 5002.6 1443.856
4/24/2013 5084.2 1450.793
4/25/2013 5084.2 1459.258
4/26/2013 5082.7 1457.799
4/29/2013 5108.3 1468.438
4/30/2013 5168.6 1476.139
5/1/2013 5143.9 1466.533
5/2/2013 5104.1 1469.723
5/3/2013 5105.4 1482.458
5/6/2013 5133.8 1481.85
5/7/2013 5122.7 1492.065
5/8/2013 5177.9 1503.663
5/9/2013 5180.6 1495.741
5/10/2013 5191.1 1495.839
5/13/2013 5194.8 1497.398
5/14/2013 5202.5 1505.972
5/15/2013 5173.3 1510.866
5/16/2013 5144.1 1508.015
5/17/2013 5159.8 1512.983
5/20/2013 5185.4 1518.406
5/21/2013 5156.2 1520.635
5/22/2013 5142.1 1512.895
5/23/2013 5040.8 1493.443
5/24/2013 4964.3 1492.745
5/27/2013 4938.6 1489.583
5/28/2013 4950.6 1497.127
5/29/2013 4959.2 1489.44
5/30/2013 4917.1 1491.787
5/31/2013 4914 1471.933
6/3/2013 4873.7 1472.736
6/4/2013 4886.7 1473.481
6/5/2013 4825.2 1450.946
6/6/2013 4771.8 1454.909
6/7/2013 4729.3 1470.216
6/10/2013 4729.3 1473.129
6/11/2013 4748.9 1463.424
6/12/2013 4716.1 1457.574
6/13/2013 4684.9 1464.201
6/14/2013 4775.5 1463.828
6/17/2013 4805 1476.973
6/18/2013 4794.6 1483.039
6/19/2013 4841.8 1474.879
6/20/2013 4743.9 1423.867
6/21/2013 4723.8 1421.185
6/24/2013 4651.1 1400.976
6/25/2013 4633.5 1412.534
6/26/2013 4707.8 1425.513
6/27/2013 4784.8 1436.029
6/28/2013 4775.4 1433.548
7/1/2013 4689.7 1444.335
7/2/2013 4810.3 1444.856
7/3/2013 4727.8 1440.585
7/4/2013 4781 1448.222
7/5/2013 4826.4 1449.052
7/8/2013 4797.6 1457.517
7/9/2013 4866.5 1468.468
7/10/2013 4885.4 1473.314
7/11/2013 4946.9 1496.672
7/12/2013 4957.5 1498.306
7/15/2013 4965.6 1500.938
7/16/2013 4968.6 1500.526
7/17/2013 4966.5 1503.378
7/18/2013 4976.9 1511.126
7/19/2013 4959.4 1513.517
7/22/2013 4988.9 1520.616
7/23/2013 5004.6 1519.765
7/24/2013 5021.8 1518.38
7/25/2013 5018.3 1517.722
7/26/2013 5023.8 1516.206
7/29/2013 5027.9 1508.857
7/30/2013 5026.3 1510.324
7/31/2013 5035.7 1507.913
8/1/2013 5047.1 1524.915
8/2/2013 5098.7 1533.853
8/5/2013 5093.8 1530.462
8/6/2013 5088 1528.059
8/7/2013 4996.6 1519.33
8/8/2013 5047.1 1527.822
8/9/2013 5038.8 1526.905
8/12/2013 5094.1 1524.06
8/13/2013 5141.6 1527.194
8/14/2013 5141 1527.041
8/15/2013 5136.7 1508.135
8/16/2013 5100.1 1508.802
8/19/2013 5102.3 1501.387
8/20/2013 5068.8 1500.588
8/21/2013 5090.3 1489.65
8/22/2013 5066.7 1497.798
8/23/2013 5115.2 1508.49
8/26/2013 5127.1 1504.407
8/27/2013 5130.8 1484.4
8/28/2013 5077.9 1480.031
8/29/2013 5083.1 1481.113
8/30/2013 5125.3 1472.738
9/2/2013 5178 1481.179
9/3/2013 5188.9 1486.063
9/4/2013 5156.5 1496.294
9/5/2013 5138.4 1497.581
9/6/2013 5144 1502.4
9/9/2013 5179.4 1515.913
9/10/2013 5198.9 1529.139
9/11/2013 5230.6 1535.733
9/12/2013 5238.2 1532.928
9/13/2013 5214.7 1533.722
9/16/2013 5241.7 1546.518
9/17/2013 5245.2 1547.238
9/18/2013 5230.4 1561.533
9/19/2013 5288.6 1573.128
9/20/2013 5270.8 1563.258
9/23/2013 5245.8 1557.867
9/24/2013 5229.5 1555.566
9/25/2013 5270.1 1553.746
9/26/2013 5288.2 1556.737
9/27/2013 5302.3 1554.992
9/30/2013 5217.7 1543.672
10/1/2013 5206.3 1553.511
10/2/2013 5214.9 1551.016
10/3/2013 5232 1542.795
10/4/2013 5205.9 1547.5
10/7/2013 5160.6 1536.397
10/8/2013 5148.1 1523.13
10/9/2013 5151.5 1519.779
10/10/2013 5146.2 1545.942
10/11/2013 5228.8 1557.351
10/14/2013 5206.5 1562.775
10/15/2013 5259.2 1558.188
10/16/2013 5264.4 1570.34
10/17/2013 5281.9 1586.638
10/18/2013 5321 1598.139
10/21/2013 5351.5 1599.727
10/22/2013 5371.2 1610.794
10/23/2013 5356.8 1601.642
10/24/2013 5373.7 1607.92
10/25/2013 5385.7 1607.962
10/28/2013 5437.3 1610.224
10/29/2013 5410.7 1614.334
10/30/2013 5425.4 1611.857
10/31/2013 5420.3 1602.86
11/1/2013 5406.5 1597.855
11/4/2013 5384.2 1603.815
11/5/2013 5425.7 1599.427
11/6/2013 5426 1607.718
11/7/2013 5415.4 1588.468
11/8/2013 5394.4 1596.279
11/11/2013 5380.8 1600.843
11/12/2013 5386.8 1598.551
11/13/2013 5317.5 1601.56
11/14/2013 5352 1612.859
11/15/2013 5396.2 1621.496
11/18/2013 5377.9 1622.823
11/19/2013 5347.8 1616.436
11/20/2013 5304.6 1611.338
11/21/2013 5284.3 1616.342
11/22/2013 5330.3 1623.151
11/25/2013 5346.1 1623.696
11/26/2013 5350.6 1621.907
11/27/2013 5324.9 1624.818
11/28/2013 5326.6 1628.882
11/29/2013 5314.3 1628.424
12/2/2013 5273.5 1621.336
12/3/2013 5249.6 1613.313
12/4/2013 5267.5 1604.738
12/5/2013 5196.9 1598.882
12/6/2013 5186 1612.607
12/9/2013 5148.4 1617.603
12/10/2013 5146.2 1614.229
12/11/2013 5109.5 1600.116
12/12/2013 5069.2 1588.71
12/13/2013 5101.5 1587.695
12/16/2013 5093.1 1598.215
12/17/2013 5106.1 1592.788
12/18/2013 5099.3 1613.751
12/19/2013 5202 1618.384
12/20/2013 5261.5 1626.657
12/23/2013 5291.5 1637.277
12/24/2013 5325.4 1639.652
12/25/2013 5325.4 1639.73
12/26/2013 5325.4 1646.276
12/27/2013 5323.8 1654.157
12/30/2013 5358 1656.147
12/31/2013 5353.1 1661.069