Date: 12/22/09 Time: 08:43
Sample: 2000M02 2009M08
Included observations: 115
Correlations are asymptotically consistent approximations
CPI,ZRP(-i) CPI,ZRP(+i) i lag lead
. |**** | . |**** | 0 0.4328 0.4328
. |***** | . | . | 1 0.4568 0.0335
. |** | **| . | 2 0.2388 -0.1893
. |*. | .*| . | 3 0.1506 -0.1427
. |*. | .*| . | 4 0.1129 -0.0744
. |*. | . |*. | 5 0.1020 0.0880
. |*. | . |*. | 6 0.1371 0.1052
. |*. | . |*. | 7 0.1256 0.0921
. |*. | . | . | 8 0.0619 0.0018
.*| . | .*| . | 9 -0.1000 -0.0656
**| . | . |*. | 10 -0.1590 0.0863
. | . | . |** | 11 -0.0223 0.2244
. |*. | . |*. | 12 0.1048 0.0732
. |*. | .*| . | 13 0.1285 -0.1373
. |*. | ***| . | 14 0.0773 -0.2908
. | . | ****| . | 15 -0.0063 -0.3450
.*| . | **| . | 16 -0.0572 -0.1697
. | . | . | . | 17 -0.0132 -0.0320
. | . | . | . | 18 -0.0398 0.0053
.*| . | . | . | 19 -0.0658 -0.0137
.*| . | .*| . | 20 -0.1373 -0.0962
**| . | .*| . | 21 -0.2430 -0.0459
**| . | . | . | 22 -0.2323 0.0397
**| . | . |*. | 23 -0.1682 0.1368
. | . | . |*. | 24 -0.0304 0.1092
. |*. | .*| . | 25 0.0874 -0.1204
. | . | **| . | 26 0.0111 -0.2121
. | . | .*| . | 27 -0.0150 -0.1235
. | . | . | . | 28 -0.0086 -0.0227
. | . | .*| . | 29 -0.0308 -0.0541
. | . | . | . | 30 -0.0093 -0.0252
.*| . | .*| . | 31 -0.0758 -0.0474
.*| . | . | . | 32 -0.0717 0.0312
.*| . | . |*. | 33 -0.1034 0.0576
.*| . | . |** | 34 -0.1445 0.1867
. | . | . |*** | 35 -0.0270 0.3246
. |*. | . |*. | 36 0.1392 0.1419