经济学中β系数的计算

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12008-02-29 2008-03-31 32008-04-30 42008-05-30 52008-06-30 62008-07-31 72008-08-29 82008-09-26 92008-10-31 12008-11-28 16.62 14.00 17.26 15.44 13.75 12.51 9.70 8.09 8.17 Ri -0.157641396 0.232857143 -0.105446118 -0.109455959 -0.090181818 -0.224620304 -0.165979381 0.009888752 16.34 14.47 16.55 14.37 11.42 11.07 9.85 9.81 8.25 Ri -0.11444308 0.14374568 -0.13172205 -0.20528880 -0.03064799 -0.11020777 -0.00406091 -0.15902141 18.24 14.42 14.91 12.97 10.8 9.95 8.21 7.45 6.12 Ri -0.209429825 0.033980583 -0.130114017 -0.167309175 -0.078703704 -0.174874372 -0.092570037 -0.178523490 0 7.99 -0.022031824 8.40 0.01818182 6.76 0.104575163 1 12008-12-31 8.91 0.115143930 8.39 -0.00119048 6.8 0.005917160 .

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2 12009-01-23 10.22 0.147025814 9.82 0.17044100 7.42 0.091176471 3 12009-02-27 10.32 0.009784736 11.80 0.20162933 8.89 0.198113208 4 12009-03-31 11.89 0.152131783 13.15 0.11440678 9.75 0.096737908 5 12009-04-30 12.14 0.021026072 12.94 -0.01596958 9.53 -0.022564103 6 12009-05-27 12.51 0.030477759 14.03 0.08423493 10.08 0.057712487 7 12009-06-30 16.26 0.299760192 17.99 0.28225232 12.86 0.275793651 12009-07-31 18.59 0.143296433 19.89 0.10561423 14.69 0.142301711 .

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8 12009-08-31 9 14.02 -0.245831092 14.29 -0.28154852 10.85 -0.261402314 0 22009-09-30 17.23 0.228958631 17.64 0.23442967 13.38 0.233179724 1 22009-10-30 17.83 0.034822983 17.57 -0.00396825 13.21 -0.012705531 2 22009-11-30 17.71 -0.006730230 17.49 -0.00455322 13.9 0.052233157 3 22009-12-31 19.34 0.092038396 19.35 0.10634648 17.49 0.258273381 4 22010-01-29 15.57 -0.194932782 16.26 -0.15968992 15 -0.142367067 .

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5 22010-02-26 15.98 0.026332691 16.55 0.01783518 15.29 0.019333333 6 22010-03-31 16.72 0.046307885 17.59 0.06283988 16 0.046435579 7 22010-04-30 14.10 -0.156698565 15.37 -0.12620807 13.42 -0.161250000 8 22010-05-31 13.00 -0.078014184 13.23 -0.13923227 11.11 -0.172131148 9 22010-06-30 12.13 -0.066923077 10.04 -0.24111867 11.02 -0.008100810 0 32010-07-30 13.96 0.150865622 11.73 0.16832669 12.49 0.133393829 32010-08-31 12.66 -0.093123209 11.13 -0.05115090 12.53 0.003202562 .