{"text_format":"1","workbook":"xlsx","n_sheets":5,"sheets":["guide","data","calc","charts","config"],"not_rendered":{"charts":3,"images":0,"macros":1,"external_links":0,"defined_names":9,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"guide","index":0,"n_rows":2,"n_cols":2,"rows_kept":2,"cut":false,"hidden":false,"merged":[[1,1,32,8]]}
[]
[null,"Package: AC.stats.samplecalc\n\n"]

{"sheet":"data","index":1,"n_rows":106,"n_cols":23,"rows_kept":106,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: DATA (IN %)",null,null,null,null,null,null,null,null,"ORTHOGONALIZED DATA"]
[]
[null,"Treasury yield data",null,null,null,null,"Normalized Data",null,null,null,"PC (O) = V x X*",null,null,null,null,"F = V x X"]
[null,"mean",{"$f":"AVERAGE(C9:C106)","v":2.7834704081632649},{"$f":"AVERAGE(D9:D106)","v":4.0751826530612263},4.8671673469387775,null,{"$f":"AVERAGE(G9:G106)","v":3.7838213288245131E-16},-9.2896212264553914E-16,-9.8787191578891481E-16,null,null,{"$f":"VAR(L9:L106)","v":2.7996448715655862},{"$f":"VAR(M9:M106)","v":0.19722034865014168},{"$f":"VAR(N9:N106)","v":3.1347797842785838E-3},null,null,null,null,null,null,"n",{"$f":"calc!L11","v":98}]
[null,"stdev",{"$f":"STDEV(C9:C106)","v":2.2063863899822267},{"$f":"STDEV(D9:D106)","v":1.9599215825900154},1.6844214267951152,null,{"$f":"STDEV(G9:G106)","v":0.99999999999999978},1.0000000000000022,1.0000000000000009,null,null,{"$f":"AVERAGE(L9:L106)","v":-1.2552317462088504E-15},{"$f":"AVERAGE(M9:M106)","v":-9.9580208025052304E-16},{"$f":"AVERAGE(N9:N106)","v":-1.0988942182514304E-16},null,null,null,null,null,null,"Correlation of X1 with data"]
[null,"Date","3M","5Y","10Y",null,"3M*","5Y*","10Y*",null,"Data","PC1","PC2","PC3",null,"F1=Index","F2","F3",null,null,{"$f":"data!G7","v":"3M*"},{"$f":"data!H7","v":"5Y*"},{"$f":"data!I7","v":"10Y*"}]
[]
[null,"2015-09-30",0.14829999999999999,1.3698000000000001,2.3169,null,{"$f":"(C9 - C$5)/C$6","v":-1.1943376827050189},{"$f":"(D9 - D$5)/D$6","v":-1.3803524983311282},-1.514031646932368,null,{"$f":"data!B9","v":"2015-09-30"},{"$f":"_xll.AC.data._get(calc!D13, \"X\", 1)","v":-2.3630782789864351},-0.18541911771883945,7.4753903294719981E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C9:E9)/calc!$G$29","v":1.290477391383819},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C9:E9)","v":1.4819083801584272},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C9:E9)","v":-0.27841133839856758},null,"correlation",{"$f":"SUMPRODUCT($L$9:$L$106, data!G$9:G$106) / ($V$5*SQRT($L$5)*data!C$6)","v":0.42001009893344299},{"$f":"SUMPRODUCT($L$9:$L$106, data!H$9:H$106) / ($V$5*SQRT($L$5)*data!D$6)","v":0.50301699850407522},{"$f":"SUMPRODUCT($L$9:$L$106, data!I$9:I$106) / ($V$5*SQRT($L$5)*data!E$6)","v":0.56697490193492783}]
[null,"2015-06-30",0.12620000000000001,1.5897999999999999,2.6962000000000002,null,{"$f":"(C10 - C$5)/C$6","v":-1.2043540606614558},{"$f":"(D10 - D$5)/D$6","v":-1.2681031093993158},{"$f":"(E10 - E$5)/E$6","v":-1.2888504696056939},null,{"$f":"data!B10","v":"2015-06-30"},-2.1720104737080046,-2.5717225969049906E-2,3.7401322088317701E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C10:E10)/calc!$G$29","v":1.4852926840981235},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C10:E10)","v":1.7604314155480731},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C10:E10)","v":-0.3157681983447842},null,"beta",{"$f":"SUMPRODUCT($L$9:$L$106, data!G$9:G$106)/$V$5","v":1.5505749931646733},{"$f":"SUMPRODUCT($L$9:$L$106, data!H$9:H$106)/$V$5","v":1.6495779002010607},{"$f":"SUMPRODUCT($L$9:$L$106, data!I$9:I$106)/$V$5","v":1.5979605913879342}]
[null,"2015-03-31",0.12039999999999999,1.3105,2.2896999999999998,null,-1.2069827933378057,-1.4106088108932029,-1.5301796248477004,null,{"$f":"data!B11","v":"2015-03-31"},-2.3974768781303939,-0.19017539602597011,6.3342739588866492E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C11:E11)/calc!$G$29","v":1.2520152873791148},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C11:E11)","v":1.4776624913500456},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C11:E11)","v":-0.30252660802397691}]
[null,"2014-12-31",0.1113,1.5497000000000001,2.5749,null,-1.2111071842610444,-1.2885631116546143,-1.3608633270001722,null,{"$f":"data!B12","v":"2014-12-31"},-2.2294954503037321,-6.6231622194036333E-2,6.3936754345379487E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C12:E12)/calc!$G$29","v":1.4262936083507298},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C12:E12)","v":1.6939927971457092},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C12:E12)","v":-0.27461463321758695}]
[null,"2014-09-30",2.9000000000000001E-2,1.6954,2.8970000000000002,null,-1.2484079944789059,-1.2142234027120455,-1.169640397348388,null,{"$f":"data!B13","v":"2014-09-30"},-2.0958441175323861,8.8493846346157645E-2,2.2933068820216063E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C13:E13)/calc!$G$29","v":1.5570604788304736},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C13:E13)","v":1.9735719680147705},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C13:E13)","v":-0.32276558769621766},null,"Index is a normalized weighted-average of data,"]
[null,"2014-06-30",5.2600000000000001E-2,1.5710999999999999,2.8462000000000001,null,-1.2377117718647925,-1.2776443074585198,-1.1997991208079057,null,{"$f":"data!B14","v":"2014-06-30"},-2.1450036594242459,5.1284408306721874E-2,-1.2351008318793544E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C14:E14)/calc!$G$29","v":1.5050347478860067},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C14:E14)","v":1.9034398734959272},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C14:E14)","v":-0.39729568080340028},null,"where weighted average is based on first eigen-vector"]
[null,"2014-03-31",4.7600000000000003E-2,1.6953,3.0716999999999999,null,-1.2399779207237147,-1.2142744251615603,-1.0659252597818976,null,{"$f":"data!B15","v":"2014-03-31"},-2.0313493401203675,0.14272816598797433,-3.811577037274283E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C15:E15)/calc!$G$29","v":1.6212189138855209},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C15:E15)","v":2.0614448234709291},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C15:E15)","v":-0.42670495944938813}]
[null,"2013-12-31",6.5500000000000003E-2,1.7927999999999999,3.2871999999999999,null,-1.2318651078087728,-1.1645275368849617,-0.93798815534240831,null,{"$f":"data!B16","v":"2013-12-31"},-1.9234204243230388,0.22010924040864011,-7.3780764067886029E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C16:E16)/calc!$G$29","v":1.7322937450217235},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C16:E16)","v":2.1908264973396774},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C16:E16)","v":-0.47708426837024986}]
[null,"2013-09-30",2.8500000000000001E-2,1.4678,2.7785000000000002,null,-1.248634609364798,-1.3303504978069571,-1.2399909628986407,null,{"$f":"data!B17","v":"2013-09-30"},-2.2056676616122828,2.7137651365618964E-2,-2.8144931786412641E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C17:E17)/calc!$G$29","v":1.439185495368958},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C17:E17)","v":1.8647446358233135},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C17:E17)","v":-0.43386894476364124}]
[null,"2013-06-30",7.1999999999999995E-2,1.4295,2.6775000000000002,null,-1.2289191142921738,-1.3498920959709955,-1.2999522044224849,null,{"$f":"data!B18","v":"2013-06-30"},-2.2408455846530626,-2.7061657244016324E-2,-1.432921730547998E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C18:E18)/calc!$G$29","v":1.4064386998618308},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C18:E18)","v":1.7643782846835991},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C18:E18)","v":-0.4173846448435985}]
[null,"2013-03-31",6.5100000000000005E-2,0.84289999999999998,1.8218999999999999,null,-1.2320463997174866,-1.649189784822819,-1.8079010979650694,null,{"$f":"data!B19","v":"2013-03-31"},-2.7136748226876817,-0.37500146692510039,4.0181014908323154E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C19:E19)/calc!$G$29","v":0.91758897732911848},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C19:E19)","v":1.1652326323089961},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C19:E19)","v":-0.389840235743943}]
[null,"2012-12-31",8.8700000000000001E-2,0.80200000000000005,1.7439,null,-1.2213501771033732,-1.6700579666742332,-1.8542077993399193,null,{"$f":"data!B20","v":"2012-12-31"},-2.7468152507575754,-0.41428384907045523,4.7447875615975077E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C20:E20)/calc!$G$29","v":0.88517726116151318},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C20:E20)","v":1.0936502726395396},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C20:E20)","v":-0.38350064950410767}]
[null,"2012-09-30",0.1162,0.70009999999999994,1.6006,null,-1.2088863583793004,-1.7220498427294681,-1.9392815212247396,null,{"$f":"data!B21","v":"2012-09-30"},-2.8198493144653574,-0.48314914102837903,5.1879264804788994E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C21:E21)/calc!$G$29","v":0.81130678486064944},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C21:E21)","v":0.97001539277215998},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C21:E21)","v":-0.38889314447651624}]
[null,"2012-06-30",0.1113,0.79879999999999995,1.6753,null,-1.2111071842610444,-1.6716906850586959,-1.8949339495234412,null,{"$f":"data!B22","v":"2012-06-30"},-2.7655406594668985,-0.44658120534005441,6.6746679390434771E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C22:E22)/calc!$G$29","v":0.86853410520905772},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C22:E22)","v":1.0349434494283818},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C22:E22)","v":-0.35267832545612876}]
[null,"2012-03-31",0.1106,1.1560999999999999,2.2528999999999999,null,-1.2114244451012934,-1.4893874729435297,-1.5520268890860911,null,{"$f":"data!B23","v":"2012-03-31"},-2.4594562880218076,-0.21321251059255009,1.5062796325767014E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C23:E23)/calc!$G$29","v":1.1835101522814175},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C23:E23)","v":1.4369114857096132},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C23:E23)","v":-0.400297389865648}]
[null,"2011-12-31",1.6E-2,0.92479999999999996,1.9491000000000001,null,-1.2542999815121041,-1.6074023986704762,-1.732385554184545,null,{"$f":"data!B24","v":"2011-12-31"},-2.6577050461252427,-0.30578785770242034,3.5613159117710125E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C24:E24)/calc!$G$29","v":0.97224124554242231},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C24:E24)","v":1.2930038080329536},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C24:E24)","v":-0.38560966923836237}]
[null,"2011-09-30",2.4899999999999999E-2,0.99819999999999998,2.0318000000000001,null,-1.2502662365432222,-1.5699519207268624,-1.6832885772140309,null,{"$f":"data!B25","v":"2011-09-30"},-2.6048421571937284,-0.27362263261414277,3.6098765086669204E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C25:E25)/calc!$G$29","v":1.0278944678078425},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C25:E25)","v":1.3473159963886583},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C25:E25)","v":-0.37722297866541521}]
[null,"2011-06-30",3.8800000000000001E-2,1.8576000000000001,3.3178000000000001,null,-1.2439663427154182,-1.1314649895995912,-0.91982168018765942,null,{"$f":"data!B26","v":"2011-06-30"},-1.9000343239316559,0.24610033306375156,-5.5148905602106169E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C26:E26)/calc!$G$29","v":1.7561343419720636},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C26:E26)","v":2.2411854341307893},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C26:E26)","v":-0.43698147298225609}]
[null,"2011-03-31",7.4999999999999997E-2,2.2625999999999999,3.7355999999999998,null,-1.2275594249768202,-0.92482406906602754,-0.67178399000288658,null,{"$f":"data!B27","v":"2011-03-31"},-1.6248110486954439,0.41477536327077658,-3.8024779529560016E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C27:E27)/calc!$G$29","v":2.0462145586735918},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C27:E27)","v":2.5284494709476277},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C27:E27)","v":-0.36561434984834817}]
[null,"2010-12-31",0.1391,2.0516000000000001,3.5558999999999998,null,-1.198507396605436,-1.0324814375415385,-0.77846750586263702,null,{"$f":"data!B28","v":"2010-12-31"},-1.7341612810898108,0.31041416409017603,-6.9117683489245574E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C28:E28)/calc!$G$29","v":1.9345409603196571},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C28:E28)","v":2.335509903898962},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C28:E28)","v":-0.44503184109933414}]
[null,"2010-09-30",0.13819999999999999,1.4104999999999999,2.6593,null,-1.1989153034000422,-1.3595863613787429,-1.3107571014099499,null,{"$f":"data!B29","v":"2010-09-30"},-2.2360583077227809,-5.8811515029375094E-2,-2.3272469452136346E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C29:E29)/calc!$G$29","v":1.4152386588070676},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C29:E29)","v":1.6980538554420042},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C29:E29)","v":-0.43844599838648413}]
[null,"2010-06-30",0.20319999999999999,1.8797000000000001,3.2566000000000002,null,-1.1694553682340518,-1.1201890282568956,-0.95615463049715699,null,{"$f":"data!B30","v":"2010-06-30"},-1.8725804474116283,0.16783003491556292,-4.4232816908167383E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C30:E30)/calc!$G$29","v":1.7964783256841772},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C30:E30)","v":2.079143895521113},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C30:E30)","v":-0.42584787712414474}]
[null,"2010-03-31",0.15079999999999999,2.6278000000000001,4.1577000000000002,null,-1.1932046082755579,-0.73849008343921874,-0.4211934944859102,null,{"$f":"data!B31","v":"2010-03-31"},-1.350161205873786,0.56722641741550883,-4.2751723763555266E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C31:E31)/calc!$G$29","v":2.3368409900181493},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C31:E31)","v":2.7800061926500703},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C31:E31)","v":-0.3377763338451607}]
[null,"2009-12-31",5.0500000000000003E-2,2.7233000000000001,4.1844999999999999,null,-1.23866355438554,-0.68976364415290936,-0.40528298683403885,null,{"$f":"data!B32","v":"2009-12-31"},-1.3374170938500578,0.6209879910578795,-2.2399140173152421E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C32:E32)/calc!$G$29","v":2.3461857797248649},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C32:E32)","v":2.8916567799396966},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C32:E32)","v":-0.25309505862495874}]
[null,"2009-09-30",0.1265,2.3647999999999998,3.7702999999999998,null,-1.2042180917299203,-0.87267912566224926,-0.65118344464766498,null,{"$f":"data!B33","v":"2009-09-30"},-1.5688297498041972,0.41750317005023885,-1.4637845701427898E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C33:E33)/calc!$G$29","v":2.1095500147930277},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C33:E33)","v":2.5259155227902768},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C33:E33)","v":-0.31798763279872677}]
[null,"2009-06-30",0.2298,2.609,4.0635000000000003,null,-1.1573994563045849,-0.7480823039479374,-0.47711774153092112,null,{"$f":"data!B34","v":"2009-06-30"},-1.3680853860307616,0.5044122892969366,-2.7433431302983202E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C34:E34)/calc!$G$29","v":2.3245352102653087},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C34:E34)","v":2.6589677729902164},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C34:E34)","v":-0.31870346209236611}]
[null,"2009-03-31",0.22520000000000001,1.8369,3.0564,null,-1.1594843132547934,-1.1420266366490845,-1.0750084973592717,null,{"$f":"data!B35","v":"2009-03-31"},-1.9485385525093704,8.6348689883723684E-2,3.6597861483593785E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C35:E35)/calc!$G$29","v":1.7221989248723089},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C35:E35)","v":1.9367333862342913},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C35:E35)","v":-0.35119260883924275}]
[null,"2008-12-31",0.1208,1.6291,2.8717000000000001,null,-1.2068015014290918,-1.2480512867401328,-1.1846603915122818,null,{"$f":"data!B36","v":"2008-12-31"},-2.1013615032331261,4.0894780209692061E-2,-5.4379301817756298E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C36:E36)/calc!$G$29","v":1.5555072364162188},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C36:E36)","v":1.874605867105803},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C36:E36)","v":-0.38327589927130767}]
[null,"2008-09-30",0.87280000000000002,3.0617000000000001,4.1990999999999996,null,-0.86597271304717216,-0.51710367499597598,-0.39661532221772094,null,{"$f":"data!B37","v":"2008-09-30"},-1.0210954133294323,0.3615504050396614,3.5413637877845155E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C37:E37)/calc!$G$29","v":2.7331264406410858},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C37:E37)","v":2.3091700799585557},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C37:E37)","v":-0.20082775180993062}]
[null,"2008-06-30",1.7748999999999999,3.3837999999999999,4.274,null,-0.45711413592040395,-0.35276036510989978,-0.35214901538469179,null,{"$f":"data!B38","v":"2008-06-30"},-0.66884307248245378,9.3098521507182258E-2,3.7198752298203158E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C38:E38)/calc!$G$29","v":3.1603339249569351},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C38:E38)","v":1.6961781444659039},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C38:E38)","v":-0.21547909521294617}]
[null,"2008-03-31",1.2376,2.5417000000000001,3.665,null,-0.70063449230019836,-0.782420412471169,-0.7136974915037122,null,{"$f":"data!B39","v":"2008-03-31"},-1.2693657105336529,-1.5493116257259687E-3,-3.3805259736961246E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C39:E39)/calc!$G$29","v":2.4943656222280572},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C39:E39)","v":1.616612137519186},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C39:E39)","v":-0.39626156586883621}]
[null,"2007-12-31",3.2477,3.4927999999999999,4.2887000000000004,null,0.21040267196376003,-0.29714589513913814,-0.34342198320250827,null,{"$f":"data!B40","v":"2007-12-31"},-0.25719060073769989,-0.41973165040819982,-9.0454200853597677E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C40:E40)/calc!$G$29","v":3.6786586518836324},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C40:E40)","v":0.55961470135799041},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C40:E40)","v":-0.50529560085366354}]
[null,"2007-09-30",3.9548999999999999,4.2026000000000003,4.7278000000000002,null,0.53092676656973548,6.5011451514500593E-2,-8.273900148844951E-2,null,{"$f":"data!B41","v":"2007-09-30"},0.28807194392069468,-0.45693950133184297,-3.4297374591667172E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C41:E41)/calc!$G$29","v":4.2974646750929075},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C41:E41)","v":0.38207094498431315},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C41:E41)","v":-0.37412461167809319}]
[null,"2007-06-30",4.8621999999999996,4.8390000000000004,5.1215999999999999,null,0.9421421385097829,0.38971832022452535,0.15105047288867715,null,{"$f":"data!B42","v":"2007-06-30"},0.84627941223580461,-0.58814910712479651,-1.4839401889271797E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C42:E42)/calc!$G$29","v":4.9406143124827908},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C42:E42)","v":6.9738218819201947E-3},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C42:E42)","v":-0.32465813875567662}]
[null,"2007-03-31",5.0462999999999996,4.4671000000000003,4.7557999999999998,null,1.0255817394953033,0.1999658304802478,-6.6116083046195942E-2,null,{"$f":"data!B43","v":"2007-03-31"},0.65478139892521325,-0.81467798560610505,-6.1128336911439048E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C43:E43)/calc!$G$29","v":4.7504247406703364},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C43:E43)","v":-0.41812573263896757},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C43:E43)","v":-0.45448690364339628}]
[null,"2006-12-31",5.0643000000000002,4.5911999999999997,4.7965999999999998,null,1.0337398753874241,0.26328469032769264,-4.1894116173197563E-2,null,{"$f":"data!B44","v":"2006-12-31"},0.71100680808242422,-0.79587613519116185,-2.7250163128166534E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C44:E44)/calc!$G$29","v":4.8124949189532975},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C44:E44)","v":-0.38678374978700969},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C44:E44)","v":-0.3847990991017789}]
[null,"2006-09-30",4.9523999999999999,4.5023999999999997,4.7396000000000003,null,0.98302346392474194,0.21797675515885198,-7.5733628716356804E-2,null,{"$f":"data!B45","v":"2006-09-30"},0.63614321880155178,-0.78354929293504183,-3.093363296680246E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C45:E45)/calc!$G$29","v":4.7268204941427312},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C45:E45)","v":-0.34726879868600102},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C45:E45)","v":-0.39419908591338837}]
[null,"2006-06-30",5.0266000000000002,5.0098000000000003,5.2003000000000004,null,1.0166531129911496,0.47686466399522331,0.19777274722458366,null,{"$f":"data!B46","v":"2006-06-30"},0.96679207990932481,-0.60443341067185974,8.4169920290050049E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C46:E46)/calc!$G$29","v":5.0786731422453073},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C46:E46)","v":-4.7017334326620475E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C46:E46)","v":-0.27634210016424765}]
[null,"2006-03-31",4.6204000000000001,4.7428999999999997,4.9683999999999999,null,0.83255117969229875,0.34068574624112874,6.0099361983202718E-2,null,{"$f":"data!B47","v":"2006-03-31"},0.70332115734818323,-0.5634722047755536,2.5663239886845504E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C47:E47)/calc!$G$29","v":4.7784128483802526},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C47:E47)","v":9.1403719807871653E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C47:E47)","v":-0.2527780905098882}]
[null,"2005-12-31",4.2388000000000003,4.2755000000000001,4.4996999999999998,null,0.65959869877934607,0.10220681721054195,-0.21815641922695314,null,{"$f":"data!B48","v":"2005-12-31"},0.30412362189403641,-0.63169530710947597,3.9733634965353218E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C48:E48)/calc!$G$29","v":4.3383073227733382},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C48:E48)","v":3.6404462393429426E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C48:E48)","v":-0.2581214090359496}]
[null,"2005-09-30",3.5398999999999998,4.1798000000000002,4.4920999999999998,null,0.34283641127918141,5.3378333025203582E-2,-0.22266835423270775,null,{"$f":"data!B49","v":"2005-09-30"},9.5208477864445085E-2,-0.39246254259368202,8.2920116471686067E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C49:E49)/calc!$G$29","v":4.0770158855761318},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C49:E49)","v":0.56772303645621047},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C49:E49)","v":-0.15473288703085064}]
[null,"2005-06-30",3.0735999999999999,3.6854,4.0315000000000003,null,0.13149536869608416,-0.19887665737428775,-0.49611536260778266,null,{"$f":"data!B50","v":"2005-06-30"},-0.33089729538158713,-0.42991630662768765,9.301805769365068E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C50:E50)/calc!$G$29","v":3.6029535090206206},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C50:E50)","v":0.57973006979188457},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C50:E50)","v":-0.1647519824210284}]
[null,"2005-03-31",2.7875999999999999,4.1398999999999999,4.6090999999999998,null,1.8716539657264058E-3,3.302037566893383E-2,-0.15320830217043291,null,{"$f":"data!B51","v":"2005-03-31"},-6.7644819263897024E-2,-8.5701067684797849E-2,0.1124550469132978,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C51:E51)/calc!$G$29","v":3.8591481048941825},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C51:E51)","v":1.2241399243715865},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C51:E51)","v":-6.5038981841546217E-2}]
[null,"2004-12-31",2.2158000000000002,3.6497000000000002,4.3612000000000002,null,-0.25728512954063204,-0.21709167185094996,-0.30038049795024407,null,{"$f":"data!B52","v":"2004-12-31"},-0.44641331891105973,-1.0830698357080393E-2,6.4426082377616267E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C52:E52)/calc!$G$29","v":3.423273400175197},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C52:E52)","v":1.4451791398045075},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C52:E52)","v":-0.16628650395010114}]
[null,"2004-09-30",1.7170000000000001,3.4283000000000001,4.3177000000000003,null,-0.48335613970672453,-0.33005537507596489,-0.32620538910160263,null,{"$f":"data!B53","v":"2004-09-30"},-0.65505047616700351,0.13303071669828392,4.6812032382426677E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C53:E53)/calc!$G$29","v":3.1714755543636253},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C53:E53)","v":1.7753571851041741},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C53:E53)","v":-0.19096665698350801}]
[null,"2004-06-30",1.2937000000000001,3.8491,4.8751999999999995,null,-0.67520830210308969,-0.11535290751911641,4.768790596843364E-3,null,{"$f":"data!B54","v":"2004-06-30"},-0.44373517817166452,0.51643273614949858,7.5044030754691432E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C54:E54)/calc!$G$29","v":3.365019750107975},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C54:E54)","v":2.510623899027999},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C54:E54)","v":-7.2061915274328925E-2}]
[null,"2004-03-31",0.95109999999999995,2.8353000000000002,4.1026999999999996,null,-0.83048482191644846,-0.63261850069671388,-0.45384565571176627,null,{"$f":"data!B55","v":"2004-03-31"},-1.1030043170379238,0.27977510916382359,-3.1534916424020343E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C55:E55)/calc!$G$29","v":2.6484894646835704},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C55:E55)","v":2.1512423752519911},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C55:E55)","v":-0.34317634083036275}]
[null,"2003-12-31",0.91410000000000002,3.2401,4.5583,null,-0.84725432347247365,-0.42607962506217906,-0.18336702562995039,null,{"$f":"data!B56","v":"2003-12-31"},-0.83346515637616747,0.48783517115772895,-1.8970516931833339E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C56:E56)/calc!$G$29","v":2.9274342434895591},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C56:E56)","v":2.5185306987359466},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C56:E56)","v":-0.27519701486473247}]
[null,"2003-09-30",0.92689999999999995,2.8715000000000002,4.2584999999999997,null,-0.84145298239363253,-0.61414837397247923,-0.36135098809379673,null,{"$f":"data!B57","v":"2003-09-30"},-1.0448089701083516,0.34597876418432066,-6.6849039956892148E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C57:E57)/calc!$G$29","v":2.7050018973620684},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C57:E57)","v":2.2681686565381556},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C57:E57)","v":-0.39724220867764837}]
[null,"2003-06-30",0.86029999999999995,2.52,3.7972000000000001,null,-0.87163808519447794,-0.79349228401580696,-0.63521356942992802,null,{"$f":"data!B58","v":"2003-06-30"},-1.3263845487540975,0.17778243363580715,-4.4459759996507253E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C58:E58)/calc!$G$29","v":2.4090034488498384},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C58:E58)","v":1.9887052256834239},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C58:E58)","v":-0.39436109112017581}]
[null,"2003-03-31",1.1356999999999999,2.8506,4.1898,null,-0.74681860604503558,-0.62481206592100147,-0.40213650584318361,null,{"$f":"data!B59","v":"2003-03-31"},-1.0217228359868253,0.24536663663473107,-7.5627887957309514E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C59:E59)/calc!$G$29","v":2.7424132650591053},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C59:E59)","v":2.0591388444072072},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C59:E59)","v":-0.42664166005147441}]
[null,"2002-12-31",1.1278999999999999,2.875,4.1961000000000004,null,-0.75035379826495452,-0.6123625882394732,-0.39839634919367628,null,{"$f":"data!B60","v":"2002-12-31"},-1.0141332146860986,0.2525253465160765,-6.7105777204463007E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C60:E60)/calc!$G$29","v":2.7503793891754733},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C60:E60)","v":2.0732529641019082},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C60:E60)","v":-0.4091366378832717}]
[null,"2002-09-30",1.5355000000000001,2.8083,4.0307000000000004,null,-0.56561734328560542,-0.64639456206561818,-0.49659030313470415,null,{"$f":"data!B61","v":"2002-09-30"},-0.98764558369837485,4.2909507663050794E-2,-8.4058391693495216E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C61:E61)/calc!$G$29","v":2.8040848382595263},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C61:E61)","v":1.6423188512164519},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C61:E61)","v":-0.46907243949954003}]
[null,"2002-06-30",1.65,4.1554000000000002,5.2841000000000005,null,-0.5137225344162839,4.0928855343675304E-2,0.24752276741961476,null,{"$f":"data!B62","v":"2002-06-30"},-0.12035693854538124,0.55855777307617371,1.9518079774074881E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C62:E62)/calc!$G$29","v":3.7216477607108831},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C62:E62)","v":2.5224506742355368},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C62:E62)","v":-0.15281935527297907}]
[null,"2002-03-31",1.77,4.9581,5.9089,null,-0.45933496180214778,0.45048605759624721,0.61845131894533534,null,{"$f":"data!B63","v":"2002-03-31"},0.36777734812812896,0.8047137081234349,0.11655041522743326,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C63:E63)/calc!$G$29","v":4.2444763609808751},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C63:E63)","v":2.9342896574032071},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C63:E63)","v":9.2059052603109315E-2}]
[null,"2001-12-31",1.71,4.4802999999999997,5.6318999999999999,null,-0.48652874810921587,0.20670079381615625,0.45400316149875286,null,{"$f":"data!B64","v":"2001-12-31"},0.11260925051261259,0.68718499970444524,2.5499890823334481E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C64:E64)/calc!$G$29","v":3.9685683591532834},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C64:E64)","v":2.7358461309666176},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C64:E64)","v":-0.11045557034621156}]
[null,"2001-09-30",2.3199999999999998,4,5.0746000000000002,null,-0.21005858732069066,-3.8360031201795951E-2,0.12314771693203699,null,{"$f":"data!B65","v":"2001-09-30"},-6.9360847466014883E-2,0.23167980481811284,-4.7696993246717848E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C65:E65)/calc!$G$29","v":3.8149694583439482},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C65:E65)","v":1.8427584894834783},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C65:E65)","v":-0.32266578881219132}]
[null,"2001-06-30",3.72,5.0350999999999999,5.7431999999999999,null,0.4244630931775642,0.48977334372238157,0.52007926230671175,null,{"$f":"data!B66","v":"2001-06-30"},0.82897272502414054,5.5186569109246797E-2,-1.6969046183041181E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C66:E66)/calc!$G$29","v":4.8459328863764535},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C66:E66)","v":1.3090104464003858},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C66:E66)","v":-0.23929599517238342}]
[null,"2001-03-31",4.3600000000000003,4.6703999999999999,5.2877999999999998,null,0.71453014711962348,0.30369447034314517,0.2497193673566265,null,{"$f":"data!B67","v":"2001-03-31"},0.72460704781906171,-0.36526938070623505,-8.1647600468204573E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C67:E67)/calc!$G$29","v":4.7757085536326231},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C67:E67)","v":0.47218022067918008},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C67:E67)","v":-0.42617964980143075}]
[null,"2000-12-31",5.94,5.0625999999999998,5.3545999999999996,null,1.4306331865390824,0.503804517338858,0.28937690135457472,null,{"$f":"data!B68","v":"2000-12-31"},1.2672984695439165,-0.87317876218515855,-0.12562935769964709,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C68:E68)/calc!$G$29","v":5.4433911166531646},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C68:E68)","v":-0.66920852570692135},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C68:E68)","v":-0.55015088278004454}]
[null,"2000-09-30",6.34,5.8243,5.9977,null,1.6119250952528692,0.89244251529050156,0.67116971743362597,null,{"$f":"data!B69","v":"2000-09-30"},1.8202550239707913,-0.72459728361973252,-8.2797159878469584E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C69:E69)/calc!$G$29","v":6.0487044235183332},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C69:E69)","v":-0.47508883618667141},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C69:E69)","v":-0.41759368132851016}]
[null,"2000-06-30",5.91,6.1783000000000001,6.2061000000000002,null,1.4170362933855483,1.0730619865716906,0.79489172469668656,null,{"$f":"data!B70","v":"2000-06-30"},1.8900687003073273,-0.46643897318934879,3.7171631615335432E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C70:E70)/calc!$G$29","v":6.1008537354615999},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C70:E70)","v":4.8832456265469393E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C70:E70)","v":-0.15113618514525973}]
[null,"2000-03-31",6.22,6.2338000000000005,6.2236000000000002,null,1.5575375226387331,1.1013794460522162,0.80528104872309525,null,{"$f":"data!B71","v":"2000-03-31"},1.9915351234813861,-0.56646614275547136,1.8475581132253838E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C71:E71)/calc!$G$29","v":6.2259433427830295},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C71:E71)","v":-0.17626604895899733},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C71:E71)","v":-0.19478147082998065}]
[null,"1999-12-31",5.53,6.4112,6.6638000000000002,null,1.2448089801074507,1.1918932714908685,1.0666170736616711,null,{"$f":"data!B72","v":"1999-12-31"},2.0211283882642759,-0.15003798203436525,1.896289817643948E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C72:E72)/calc!$G$29","v":6.2105540916338819},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C72:E72)","v":0.65854485260799622},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C72:E72)","v":-0.13372800906433868}]
[null,"1999-09-30",5.03,5.8886000000000003,6.2060000000000004,null,1.0181940942152168,0.9252499503282996,0.79483235713082145,null,{"$f":"data!B73","v":"1999-09-30"},1.5788694608491323,-0.17694786061260159,2.0635896927401864E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C73:E73)/calc!$G$29","v":5.7168385358238414},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C73:E73)","v":0.69392376299269776},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C73:E73)","v":-0.1590612475506199}]
[null,"1999-06-30",4.95,5.7385000000000002,6.0591999999999997,null,{"$f":"(C74 - C$5)/C$6","v":0.98193571247245937},{"$f":"(D74 - D$5)/D$6","v":0.84866525360709477},{"$f":"(E74 - E$5)/E$6","v":0.70768077044071898},null,{"$f":"data!B74","v":"1999-06-30"},1.4627346307873466,-0.21280334433222198,1.9096216818708822E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C74:E74)/calc!$G$29","v":5.5904913247761181},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C74:E74)","v":0.64481367548017232},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C74:E74)","v":-0.17348967362773227}]
[null,"1999-03-31",4.72,5.2244999999999999,5.5648,null,0.87769286496203158,0.58640986310276921,0.41416752480320895,null,{"$f":"data!B75","v":"1999-03-31"},1.0790319682788634,-0.34843836793609906,6.0618918956246992E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C75:E75)/calc!$G$29","v":5.1747973209032985},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C75:E75)","v":0.44677490249984864},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C75:E75)","v":-0.23856306402435523}]
[null,"1998-12-31",4.45,4.6662999999999997,5.0063000000000004,null,0.75532082658022559,0.30160254991305219,8.2599669446110843E-2,null,{"$f":"data!B76","v":"1998-12-31"},0.64981574303116885,-0.49601783945206152,1.4688861957593141E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C76:E76)/calc!$G$29","v":4.7096331205506177},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C76:E76)","v":0.23501461360707498},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C76:E76)","v":-0.29193356738810117}]
[null,"1998-09-30",4.4800000000000004,4.3375000000000004,4.6360999999999999,null,0.76891771973375966,0.1338407359095074,-0.13717905938683095,null,{"$f":"data!B77","v":"1998-09-30"},0.4308211386766293,-0.66504407987386538,-8.6841774345745443E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C77:E77)/calc!$G$29","v":4.4829963437885931},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C77:E77)","v":-6.3355013664701865E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C77:E77)","v":-0.3470585555015524}]
[null,"1998-06-30",5.31,5.4394999999999998,5.6004000000000005,null,1.1450984303148675,0.69610812955885859,0.43530237825121765,null,{"$f":"data!B78","v":"1998-06-30"},1.3061497518912379,-0.52829559845410823,1.3479241341624704E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C78:E78)/calc!$G$29","v":5.4512363621595092},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C78:E78)","v":3.8753937270224359E-2},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C78:E78)","v":-0.23713990006740948}]
[null,"1998-03-31",5.26,5.6004000000000005,5.7956000000000003,null,1.1224369417256441,0.77820325082762531,0.5511878668200727,null,{"$f":"data!B79","v":"1998-03-31"},1.4091654375668929,-0.42803325679229731,1.770177746582452E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C79:E79)/calc!$G$29","v":5.5554044364477102},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C79:E79)","v":0.22092630473128727},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C79:E79)","v":-0.20933874985420786}]
[null,"1997-12-31",5.42,5.6368999999999998,5.8365999999999998,null,1.194953705211159,0.796826444900403,0.57552856882480119,null,{"$f":"data!B80","v":"1997-12-31"},1.4748650076633105,-0.46781717594764327,4.1651253420588175E-4,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C80:E80)/calc!$G$29","v":5.6333138018052455},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C80:E80)","v":0.12488731490093663},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C80:E80)","v":-0.24386096832955051}]
[null,"1997-09-30",5.33,5.9732000000000003,6.2477,null,1.1541630257505571,0.96841494261753291,0.81958863209660637,null,{"$f":"data!B81","v":"1997-09-30"},1.6949231058638918,-0.26236997846443516,6.5556514441454383E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C81:E81)/calc!$G$29","v":5.856760558739845},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C81:E81)","v":0.49600859444560319},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C81:E81)","v":-0.19113345969853723}]
[null,"1997-06-30",5.36,6.3129999999999997,6.5735999999999999,null,1.1677599189040913,1.1417892260676683,1.0130675292512676,null,{"$f":"data!B82","v":"1997-06-30"},1.9173092131515617,-0.12930636153827013,2.927336359621624E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C82:E82)/calc!$G$29","v":6.0918152694298513},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C82:E82)","v":0.72285143513482053},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C82:E82)","v":-0.11716809673989337}]
[null,"1997-03-31",5.52,6.6972000000000005,6.9518000000000004,null,1.2402766823896056,1.3378174771022249,1.2375956633534249,null,{"$f":"data!B83","v":"1997-03-31"},2.2040546343648098,-2.0637486487262158E-2,3.7445156659124401E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C83:E83)/calc!$G$29","v":6.4015637838301549},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C83:E83)","v":0.88538043461274896},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C83:E83)","v":-7.0471315635779241E-2}]
[null,"1996-12-31",5.29,6.1371000000000002,6.4655000000000005,null,1.1360338348791783,1.0520407373717331,0.94889119055099524,null,{"$f":"data!B84","v":"1996-12-31"},1.8091231003260762,-0.15754447126696181,3.228935585718351E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C84:E84)/calc!$G$29","v":5.9727183485438147},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C84:E84)","v":0.68407071761102145},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C84:E84)","v":-0.17630708870044343}]
[null,"1996-09-30",5.14,6.4313000000000002,6.7576999999999998,null,1.0680493691115081,1.2021487838432752,1.1223632180090863,null,{"$f":"data!B85","v":"1996-09-30"},1.9604726864407356,2.4204711176473936E-2,3.9386852778262593E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C85:E85)/calc!$G$29","v":6.1227030573996437},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C85:E85)","v":1.0254638670940728},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C85:E85)","v":-7.4120710248752442E-2}]
[null,"1996-06-30",5.22,6.4184000000000001,6.7165999999999997,null,1.1043077508542654,1.1955668878559096,1.0979631484384924,null,{"$f":"data!B86","v":"1996-06-30"},1.9627727452648993,-1.9930877389883861E-2,3.9048403744559868E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C86:E86)/calc!$G$29","v":6.1304332339268131},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C86:E86)","v":0.9358454013995563},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C86:E86)","v":-8.0828780021277247E-2}]
[null,"1996-03-31",5.29,6.0843999999999996,6.4442000000000004,null,1.1360338348791783,1.0251519064776122,0.93624589902170929,null,{"$f":"data!B87","v":"1996-03-31"},1.7858246148706609,-0.16965274084101889,-1.0680881383567264E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C87:E87)/calc!$G$29","v":5.9475064988613209},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C87:E87)","v":0.6623853102305346},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C87:E87)","v":-0.20554796384612617}]
[null,"1995-12-31",5.17,5.3380000000000001,5.7244000000000002,null,1.081646262265042,0.64432034330168164,0.50891815992405576,null,{"$f":"data!B88","v":"1995-12-31"},1.2822672639132209,-0.44392695788468678,-5.3146541981297257E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C88:E88)/calc!$G$29","v":5.4123949418443056},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C88:E88)","v":0.20456138903693022},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C88:E88)","v":-0.35230526575159615}]
[null,"1995-09-30",5.5,5.9531999999999998,6.2332000000000001,null,1.2312120869539165,0.95821045271464067,0.81098033504615352,null,{"$f":"data!B89","v":"1995-09-30"},1.7269978280514806,-0.33010571542440426,-1.5757446944132114E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C89:E89)/calc!$G$29","v":5.8999933340624775},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C89:E89)","v":0.34963399816035556},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C89:E89)","v":-0.24094399854611348}]
[null,"1995-06-30",5.62,5.9522000000000004,6.2686999999999999,null,1.2855996595680526,0.9577002282194963,0.83205582092829677,null,{"$f":"data!B90","v":"1995-06-30"},1.769280358650442,-0.36080870816594046,-4.1679606034818351E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C90:E90)/calc!$G$29","v":5.9502520499182188},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C90:E90)","v":0.27545308452157657},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C90:E90)","v":-0.29179147373313485}]
[null,"1995-03-31",5.7,6.9996999999999998,7.2472000000000003,null,1.3218580413108101,1.4921603868834665,1.4129674529192024,null,{"$f":"data!B91","v":"1995-03-31"},2.4427112508051154,4.4740255517848659E-2,3.8579519146201169E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C91:E91)/calc!$G$29","v":6.6621116796331323},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C91:E91)","v":0.96924914505766502},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C91:E91)","v":-4.581594876757844E-2}]
[null,"1994-12-31",5.53,7.7701000000000002,7.8038999999999996,null,1.2448089801074507,1.8852373379428682,1.7434666920907269,null,{"$f":"data!B92","v":"1994-12-31"},2.8241750059490314,0.3681785240687433,0.17839684399449263,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C92:E92)/calc!$G$29","v":7.0574382455282167},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C92:E92)","v":1.5647026857472084},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C92:E92)","v":0.28466288535826489}]
[null,"1994-09-30",4.62,7.2060000000000004,7.6520999999999999,null,0.83236988778358501,1.5974197002317982,1.6533467271073654,null,{"$f":"data!B93","v":"1994-09-30"},2.3700903740726798,0.59114916127758166,0.10657868765836853,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C93:E93)/calc!$G$29","v":6.5188681255701999},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C93:E93)","v":2.0966386916254152},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C93:E93)","v":0.15513099219443305}]
[null,"1994-06-30",4.07,6.9459999999999997,7.4804000000000004,null,0.58309351330212789,1.4647613314942014,1.5514126165168307,null,{"$f":"data!B94","v":"1994-06-30"},2.0928556746618092,0.70522855922600214,0.12252638275557104,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C94:E94)/calc!$G$29","v":6.194558094392594},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C94:E94)","v":2.3852806807799745},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C94:E94)","v":0.18574476618914293}]
[null,"1994-03-31",3.55,6.2645999999999997,7.0205000000000002,null,0.34741403197420451,1.1170943605026697,1.2783811811028116,null,{"$f":"data!B95","v":"1994-03-31"},1.596573578206318,0.67064252606406649,6.3609556555161206E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C95:E95)/calc!$G$29","v":5.6390848939168503},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C95:E95)","v":2.4075825842988161},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C95:E95)","v":4.2021794990242167E-2}]
[null,"1993-12-31",3.06,5.2123999999999997,6.0698999999999996,null,0.12533144379981548,0.58023614671151935,0.71403309998829445,null,{"$f":"data!B96","v":"1993-12-31"},0.82728745055793251,0.42128793701931899,1.8362268537263859E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C96:E96)/calc!$G$29","v":4.802404193434894},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C96:E96)","v":2.0534374577810861},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C96:E96)","v":-0.12132992636173023}]
[null,"1993-09-30",2.98,4.8159000000000001,5.6687000000000003,null,8.9073062057058033E-2,0.37793213438668488,0.47585042573714381,null,{"$f":"data!B97","v":"1993-09-30"},0.54922080848384303,0.27484710022085274,3.9888957192634189E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C97:E97)/calc!$G$29","v":4.5066201460885038},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C97:E97)","v":1.8120237086386819},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C97:E97)","v":-0.18454460221107682}]
[null,"1993-06-30",3.07,5.1036999999999999,6.0434000000000001,null,0.12986374151766006,0.52477474408930125,0.69830069503401881,null,{"$f":"data!B98","v":"1993-06-30"},0.78773604254531382,0.39880868170354833,-1.7336284286905923E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C98:E98)/calc!$G$29","v":4.7594395315637152},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C98:E98)","v":2.0110422130601515},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C98:E98)","v":-0.19403641330955201}]
[null,"1993-03-31",2.94,5.3574999999999999,6.5141,null,7.0943871185679311E-2,0.6542697209570012,0.97774382756147837,null,{"$f":"data!B99","v":"1993-03-31"},0.99299611799674992,0.63203484904992246,-5.9795921134796037E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C99:E99)/calc!$G$29","v":4.9614456273773664},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C99:E99)","v":2.4344154540097906},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C99:E99)","v":-0.22990866419792377}]
[null,"1992-12-31",3.13,6.0473999999999997,7.218,null,0.15705752782472815,1.0062736001572621,1.3956321236865661,null,{"$f":"data!B100","v":"1992-12-31"},1.4917020355832886,0.8706678801564498,-4.2486816617561041E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C100:E100)/calc!$G$29","v":5.4944587606545303},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C100:E100)","v":2.8177318037952688},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C100:E100)","v":-0.135881620137146}]
[null,"1992-09-30",2.63,5.5102000000000002,6.8306000000000004,null,-6.9557358067505681E-2,0.73218100136558217,1.1656421735248119,null,{"$f":"data!B101","v":"1992-09-30"},1.0691099108307218,0.86700481180035183,-7.0395854993375639E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C101:E101)/calc!$G$29","v":5.0191697361409489},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C101:E101)","v":2.8919107639282702},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C101:E101)","v":-0.21265332150891636}]
[null,"1992-06-30",3.53,6.3925999999999998,7.54,null,0.33834943653851512,1.1824030958811789,1.586795685772485,null,{"$f":"data!B102","v":"1992-06-30"},1.8082280077694759,0.87029683326054197,-5.8076369344190248E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C102:E102)/calc!$G$29","v":5.8496416057992784},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C102:E102)","v":2.7507576751502754},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C102:E102)","v":-0.14765597493650251}]
[null,"1992-03-31",4.01,6.9916,7.9261999999999997,null,0.55589972699505963,1.4880275684727955,1.8160732251438572,null,{"$f":"data!B103","v":"1992-03-31"},2.244107580655629,0.88619749723941965,-2.7699139304013798E-3,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C103:E103)/calc!$G$29","v":6.3393143796507543},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C103:E103)","v":2.7024446525424324},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C103:E103)","v":-1.6742303625729704E-2}]
[null,"1991-12-31",4.1100000000000003,6.0938999999999997,7.1211000000000002,null,0.60122270417350665,1.0299990391814859,1.3381049523631952,null,{"$f":"data!B104","v":"1991-12-31"},1.7211876136239357,0.48992547744417603,-0.10187173075016687,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C104:E104)/calc!$G$29","v":5.7948740153031482},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C104:E104)","v":1.994282160015231},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C104:E104)","v":-0.28854946155380201}]
[null,"1991-09-30",5.53,6.9672999999999998,7.7248999999999999,null,1.2448089801074507,1.4756291132407815,1.6965663150572252,null,{"$f":"data!B105","v":"1991-09-30"},2.553296350701352,0.26930868335833646,-0.11626915648501179,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C105:E105)/calc!$G$29","v":6.7551277583731748},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C105:E105)","v":1.3785134509475379},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C105:E105)","v":-0.30019830046603602}]
[null,"1991-06-30",5.98,7.8582999999999998,8.4594000000000005,null,1.4487623774104612,1.930239138414622,2.1326210863370623,null,{"$f":"data!B106","v":"1991-06-30"},3.1894959171835651,0.44333082741680352,-5.8153480449635975E-2,null,{"$f":"SUMPRODUCT(calc!$D$29:$F$29, data!C106:E106)/calc!$G$29","v":7.4514920109059011},{"$f":"SUMPRODUCT(calc!$D$30:$F$30, data!C106:E106)","v":1.6093010615686314},{"$f":"SUMPRODUCT(calc!$D$31:$F$31, data!C106:E106)","v":-0.13058746083426342}]

{"sheet":"calc","index":2,"n_rows":174,"n_cols":17,"rows_kept":174,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: PCA CALCULATOR"]
[]
[null,"A. Inputs and  Calculator:",null,null,null,null,null," "]
[]
[null,"Abbreviation","Dim","Calculator object",null,null,null,"Description",null,"Parameter","Date","Row index"]
[null,"X","3 x n",{"$f":"_xll.AC.data.list_xx(OFFSET(data!$G$8, L7, 0, L11, L10), 1)","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:041..5053586203564150333"},null,null,null,"Data",null,"End date",{"$f":"data!B9","v":"2015-09-30"},{"$f":"MATCH(K7, data!$B$9:$B$503, 0)","v":1}]
[null,"PCA",null,{"$f":"_xll.AC.stats.samplecalc.pca(D7)","v":"jmathkr.lib.stats.basic.calc.PCA@Tue, 23 Jan 2018 17:00:05:268..8542492353964120145"},null,null,null,"PCA calculator",null,"Start date",{"$f":"OFFSET(data!B8, MIN(L12, L8), 0)","v":"1991-06-30"},{"$f":"L12","v":98}]
[null,"Omega, Ω","3 x 3",{"$f":"_xll.AC.stats.samplecalc.get(D8, \"Omega\")","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:179..8855141009962287983"},null,null,null,"Data covariance matrix",null,"Numbr of lags (p)",null,1]
[null,"eig-values, Λ","1 x 3",{"$f":"_xll.AC.stats.samplecalc.get(D8, \"eig-values\")","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:180..7782185602862221564"},null,null,null,"Eigen-values",null,"Number of variables",null,3]
[null,"eig-vectors, V","3 x 3",{"$f":"_xll.AC.stats.samplecalc.get(D8, \"eig-vectors\")","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:180..3803779192819881982"},null,null,null,"Eigen-vectors",null,"Sample size",null,{"$f":"L8+1-L7","v":98}]
[null,"I","3 x 3",{"$f":"_xll.AC.math.M.XXT(D11, 1, 1)","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:191..4556911555166136080"},null,null,null,"Eigen-vector test: V x VT = I",null,"Total number of observations",null,{"$f":"COUNT(data!B9:B1003)","v":98}]
[null,"O = V x X","3 x n",{"$f":"_xll.AC.math.M.times(1, D11, D7)","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:191..6364590822534946949"},null,null,null,"Data transformation into orthogonal system"]
[null,"O OT = Λ","3 x 3",{"$f":"_xll.AC.math.M.XXT(D13, 1/L11, 0)","v":"java.util.ArrayList@Tue, 23 Jan 2018 16:55:14:192..4792226313344705732"},null,null,null,"Test: O x OT = Λ"]
[null,null,null,null,null,null,null," "]
[]
[null,"B. Output",null,null,null,null,null," "]
[]
[null,null,null,null,null,null,null,null,null,"Test: VT Λ V = Ω",1,2,3,null,"O OT = Λ"]
[null,"Omega, Ω",null,{"$f":"data!C7","v":"3M"},{"$f":"data!D7","v":"5Y"},{"$f":"data!E7","v":"10Y"},null,"C0mments",null,"VT Λ V",{"$f":"D20","v":"3M"},{"$f":"E20","v":"5Y"},"10Y",null,{"$f":"K20","v":"3M"},{"$f":"L20","v":"5Y"},"10Y"]
[null,{"$f":"D20","v":"3M"},null,{"$f":"_xll.AC.data._get(D9, \"X\", 0)","v":0.98979591836734648},0.89555647180190112,0.80397467067770678,null,null,null,{"$f":"B21","v":"3M"},{"$f":"SUMPRODUCT(OFFSET($K$34:$M$34, K$19-1, 0), $K29:$M29)","v":0.98979591836734582},0.89555647180190101,0.80397467067770645,null,{"$f":"_xll.AC.data._get(D14, \"X\", 0)","v":2.7710770667536906},-3.2265856653168612E-16,-1.8214596497756474E-17]
[null,{"$f":"E20","v":"5Y"},null,0.89555647180190112,0.98979591836735126,0.96982025378611747,null,null,null,{"$f":"B22","v":"5Y"},0.8955564718019009,0.98979591836735137,0.96982025378611736,null,-2.7235158572835871E-16,0.19520789611289538,-8.4838819996990722E-17]
[null,{"$f":"F20","v":"10Y"},null,0.80397467067770678,0.96982025378611747,0.98979591836734848,null,null,null,"10Y",0.80397467067770634,0.96982025378611736,0.98979591836734837,null,-2.0383000842727483E-17,-8.5164080648736373E-17,3.1027922354594159E-3]
[]
[null,"Λ",null,{"$f":"D20","v":"3M"},{"$f":"E20","v":"5Y"},"10Y","√ (max / min)",null,null,null,{"$f":"D25","v":"3M"},{"$f":"E25","v":"5Y"},"10Y"]
[null,"eig-values",null,{"$f":"_xll.AC.data._get(D10, \"X\", 1)","v":2.7710770667536906},0.19520789611289513,3.1027922354596935E-3,{"$f":"SQRT(MAX(D26:F26) / MIN(D26:F26))","v":29.884634876488025},{"$f":"TEXT(MAX(K26:M26), \"#.#%\") &\" of variance is explained by first component\"","v":"93.3% of variance is explained by first component"},null,"explained var",{"$f":"D26/SUM($D$26:$F$26)","v":0.93321495718852676},{"$f":"E26/SUM($D$26:$F$26)","v":6.5740116216713732E-2},1.0449265947596203E-3]
[]
[null,"eig-vectors, V",null,{"$f":"D25","v":"3M"},{"$f":"E25","v":"5Y"},"10Y","SUM",null,null,"VT",{"$f":"D28","v":"3M"},{"$f":"E28","v":"5Y"},{"$f":"F28","v":"10Y"}]
[null,{"$f":"B21","v":"3M"},null,{"$f":"_xll.AC.data._get(D11, \"X\", 0)","v":0.55955679174999162},0.59528402150631499,0.57665685684445445,{"$f":"SUM(D29:F29)","v":1.7314976701007612},"The line presents the index of the main component",null,{"$f":"B29","v":"3M"},{"$f":"_xll.AC.data._get(D11, \"X\", 1)","v":0.55955679174999162},-0.79045142469339602,-0.24916408651055055]
[null,{"$f":"B22","v":"5Y"},null,-0.79045142469339602,0.17413607853338275,0.58725051839329712,{"$f":"SUM(D30:F30)","v":-2.906482776671615E-2},null,null,{"$f":"B30","v":"5Y"},0.59528402150631499,0.17413607853338275,0.7844192500775875]
[null,"10Y",null,-0.24916408651055055,0.7844192500775875,-0.5679821283289449,-3.2726964761907951E-2,null,null,"10Y",0.57665685684445445,0.58725051839329712,-0.5679821283289449]
[]
[null,"Test: VVT = I",null,{"$f":"D20","v":"3M"},{"$f":"E20","v":"5Y"},{"$f":"F20","v":"10Y"},null,null,null,"VT x Λ",{"$f":"K28","v":"3M"},{"$f":"L28","v":"5Y"},{"$f":"M28","v":"10Y"}]
[null,{"$f":"B29","v":"3M"},null,{"$f":"_xll.AC.data._get(D12, \"X\", 0)","v":1.0000000000000002},-5.5511151231257827E-17,-1.1102230246251565E-16,null,null,null,{"$f":"B34","v":"3M"},{"$f":"K29*D$26","v":1.5505749931646724},-0.1543023595938384,-7.7310439298034362E-4]
[null,{"$f":"B30","v":"5Y"},null,-5.5511151231257827E-17,1,1.6653345369377348E-16,null,null,null,{"$f":"B35","v":"5Y"},1.6495779002010602,3.3992737527851528E-2,2.4338899584858539E-3]
[null,{"$f":"B31","v":"10Y"},null,-1.1102230246251565E-16,1.6653345369377348E-16,0.99999999999999989,null,null,null,"10Y",1.5979605913879338,0.11463593818676256,-1.7623305376589214E-3]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L134=\"\", \"\", OFFSET(data!$B$8, L134, 0))","v":""},{"$f":"IF(L133=\"\", \"\", IF(L133+1>$L$8, \"\", L133+1))","v":""}]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L135=\"\", \"\", OFFSET(data!$B$8, L135, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L136=\"\", \"\", OFFSET(data!$B$8, L136, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L137=\"\", \"\", OFFSET(data!$B$8, L137, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L138=\"\", \"\", OFFSET(data!$B$8, L138, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L139=\"\", \"\", OFFSET(data!$B$8, L139, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L140=\"\", \"\", OFFSET(data!$B$8, L140, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L141=\"\", \"\", OFFSET(data!$B$8, L141, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L142=\"\", \"\", OFFSET(data!$B$8, L142, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L143=\"\", \"\", OFFSET(data!$B$8, L143, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L144=\"\", \"\", OFFSET(data!$B$8, L144, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L145=\"\", \"\", OFFSET(data!$B$8, L145, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L146=\"\", \"\", OFFSET(data!$B$8, L146, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L147=\"\", \"\", OFFSET(data!$B$8, L147, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L148=\"\", \"\", OFFSET(data!$B$8, L148, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L149=\"\", \"\", OFFSET(data!$B$8, L149, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L150=\"\", \"\", OFFSET(data!$B$8, L150, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L151=\"\", \"\", OFFSET(data!$B$8, L151, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L152=\"\", \"\", OFFSET(data!$B$8, L152, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L153=\"\", \"\", OFFSET(data!$B$8, L153, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L154=\"\", \"\", OFFSET(data!$B$8, L154, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L155=\"\", \"\", OFFSET(data!$B$8, L155, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L156=\"\", \"\", OFFSET(data!$B$8, L156, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L157=\"\", \"\", OFFSET(data!$B$8, L157, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L158=\"\", \"\", OFFSET(data!$B$8, L158, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L159=\"\", \"\", OFFSET(data!$B$8, L159, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L160=\"\", \"\", OFFSET(data!$B$8, L160, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L161=\"\", \"\", OFFSET(data!$B$8, L161, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L162=\"\", \"\", OFFSET(data!$B$8, L162, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L163=\"\", \"\", OFFSET(data!$B$8, L163, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L164=\"\", \"\", OFFSET(data!$B$8, L164, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L165=\"\", \"\", OFFSET(data!$B$8, L165, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L166=\"\", \"\", OFFSET(data!$B$8, L166, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L167=\"\", \"\", OFFSET(data!$B$8, L167, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L168=\"\", \"\", OFFSET(data!$B$8, L168, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L169=\"\", \"\", OFFSET(data!$B$8, L169, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L170=\"\", \"\", OFFSET(data!$B$8, L170, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L171=\"\", \"\", OFFSET(data!$B$8, L171, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L172=\"\", \"\", OFFSET(data!$B$8, L172, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L173=\"\", \"\", OFFSET(data!$B$8, L173, 0))","v":""},""]
[null,null,null,null,null,null,null,null,null,null,{"$f":"IF(L174=\"\", \"\", OFFSET(data!$B$8, L174, 0))","v":""},""]

{"sheet":"charts","index":3,"n_rows":20,"n_cols":8,"rows_kept":20,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: CHARTS"]
[]
[null,"Variables and Index",null,null,null,null,null,"Normalized variables and main principal component"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,null,null,null,null,"Second and third principal components"]

{"sheet":"config","index":4,"n_rows":9,"n_cols":6,"rows_kept":9,"cut":false,"hidden":false,"merged":[]}
[]
[null,"TAB: CONFIGURATION FILE",null,null,"Calculations enabled:",false]
[]
[null,"Test connection",{"$f":"_xll.AC.test.connection()","v":"host: home-pc; user: Konstantin Rybakov; key: null"}]
[]
[]
[]
[null,"Array formula cell address","number of rows","number of \ncols","Description"]
[null,{"$f":"addressFla(calc!D21)","v":"'calc'!$D$21"},3,3,"Auto-regression model coefficients"]