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Carol Alexander - market Contents list of illustrations Computerized trading An introduction The disciplined trader - developing Wiley trading seriesbeyond By wiluam MC'laren Trade your way The Theory of Interest Publications in operations Introduction to Econometrics Methods of Wall-Street Master First editionwith 140 This book was Icroeconomicprinciplespaul templea buffer The gann pyramtosquare The harmonic traderby Also by david The profit magic The symmetry wave

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194

DATA SETS

		Acres			Yields
Year	Corn		Wheat	Corn		Wheat
1930	103,915	3,072	67,559	20.5	13.0	14.2
1931	109,364	3,835	66,463	24.5	15.1	16.3
1932	113,024	3,704	66,281	26.5	15.1	13.1
1933	109,830	3,537	69,009	22.8	12.9	11.2
1934	100,563	5,769	64,064	18.7	14.9	12.1
1935	99,974	6,966	69,611	24.2	16.8	12.2
1936	101,959	6,127	73,970	18.6	14.3	12.8
1937	97,174	6,332	80,814	28.9	17.9	13.6
1938	94,473	7,318	78,981	27.8	20.4	13.3
1939	91,639	9,565	62,802	29.9	20.9	14.1
1940	88,692	10,487	61,820	28.9	16.2	15.3
1941	86,837	10,068	62,707	31.2	18.2	16.8
1942	88,818	13,696	53,000	35.4	19.0	19.5
1943	94,341	14,191	55,984	32.6	18.3	16.4
1944	95,475	13,118	66,190	33.0	18.8	17.7
1945	89,261	13,056	69,192	33.1	18.0	17.0
1946	88,898	11,706	71,578	37.2	20.5	17.2
1947	85,032	13,052	78,314	28.6	16.3	18.2
1968	85,522	11,987	78,345	43.0	21.3	17.9
1949	86,738	11,872	83,905	38.2	22.3	14.5
1950	82,859	15,048	71,287	38.2	21.7	16.5
1951	83,275	15,176	78,524	36.9	20.8	16.0
1952	82,230	15,958	78,645	41.8	20.7	18.4
1953	81,574	16,394	78,931	40.7	18.2	17.3
1954	82,185	18,541	62,539	39.4	20.0	18.1
1955	80,932	19,674	58,246	42.0	20.1	19.8
1956	77,828	21,700	60,655	47.4	21.8	20.2
1957	73,180	21,038	49,834	48.3	23.2	21.8
1958	73,351	25,108	56,017	52.8	24.2	27.5
1959	82,742	23,349	56,706	53.1	23.5	21.6
1960	81,425	24,440	54,906	54.7	23.5	26.1
1961	65,919	27,787	55,707	62.4	25.1	23.9
1962	65,017	28,418	49,274	64.7	24.2	25.0
1963	68,771	29,462	53,364	67.9	24.4	25.2
1964	65,823	31,605	55,672	62.9	22.8	25.8
1965	65,171	35,277	57,361	74.1	24.5	26.5
1966	66,347	37,294	54,105	73.1	25.4	26.3
1967	71,156	40,819	67,264	80.1	24.5	25.8
1968	65,126	42,265	61,860	79.5	26.7	28.4
1969	64,264	42,534	53,450	85.9	27.4	30.6
1970	66,836	43,082	48,739	72.4	26.7	31.0 (contd)

Year		Acres			Yields
Year	Corn		Wheat	Corn		Wheat
1971	74,179	43,476	53,822	88.1	27.5	33.9
1972	67,126	46,866	54,913	97.0	27.8	32.7
1973	72,253	56,549	59,254	91.3	27.8	31.6
1974	77,935	52,479	71,044	71.9	23.7	27.3
1975	78,719	54,590	74,900	86.4	28.9	30.6
1976	84,588	50,269	80,395	88.0	26.1	30.3
1977	84,328	58,978	75,410	90.8	30.6	30.7
1978	81,675	64,708	65,989	101.0	29.4	31.4
1979	81,394	71,411	71,424	109.5	32.1	34.2
1980	84,043	69,930	80,788	91.0	26.5	33.5
1981	84,097	67,543	88,251	108.9	30.1	34.5
1982	81,857	70,884	86,232	113.2	31.5	35.5
1983	60,217	63.779	76,419	81.1	26.2	39.4
1984	80,543	67,755	79,213	106.7	28.1	38.8
1985	83,348	63,130	75,575	118.0	34.1	37.5
1986	76,646	61,835	72,007	119.3	33.1	34.8

Vector Autoregressions, Unit Roots, and Cointegration

14.1 Introduction

14.2 Vector Autoregressions

14.3 Problems with VAR Models in Practice

14.4 Unit Roots

14.5 Unit Root Tests

14.6 Cointegration

14.7 The Cointegrating Regression

14.8 Vector Autoregressions and Cointegration

14.9 Cointegration and Error Correction Models

14.10 Tests for Cointegration

14.11 Cointegration and Testing of the REH and MEH

14.12 A Summary Assessment of Cointegration Summary

Exercises

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