> source("ass2-Q1-cmds.txt") 90% T-square confidence intervals for returns gbonds gbills cbonds indust transp util finance lower 0.9560 0.9983 0.9487 0.9986 0.9663 0.9933 0.9848 upper 1.0843 1.0249 1.0934 1.1954 1.2247 1.1674 1.1985 90% univariate t confidence intervals for returns [1] 0.9924 1.0478 [1] 1.0059 1.0173 [1] 0.9898 1.0523 [1] 1.0545 1.1395 [1] 1.0397 1.1514 [1] 1.0427 1.1180 [1] 1.0455 1.1378 90% Bonferroni confidence intervals for returns [1] 0.9780 1.0622 [1] 1.0029 1.0203 [1] 0.9736 1.0685 [1] 1.0325 1.1615 [1] 1.0108 1.1803 [1] 1.0232 1.1374 [1] 1.0216 1.1617 95% T-square confidence intervals for returns gbonds gbills cbonds indust transp util finance lower 0.9498 0.9970 0.9418 0.9892 0.9539 0.9850 0.9746 upper 1.0904 1.0261 1.1003 1.2048 1.2371 1.1757 1.2087 95% univariate t confidence intervals for returns [1] 0.9869 1.0534 [1] 1.0047 1.0185 [1] 0.9836 1.0585 [1] 1.046 1.148 [1] 1.0285 1.1625 [1] 1.0352 1.1254 [1] 1.0363 1.1470 95% Bonferroni confidence intervals for returns [1] 0.9736 1.0666 [1] 1.0020 1.0212 [1] 0.9686 1.0735 [1] 1.0257 1.1684 [1] 1.0018 1.1892 [1] 1.0172 1.1434 [1] 1.0142 1.1691 Standard deviations of returns gbonds gbills cbonds indust transp util finance 0.1132 0.0234 0.1277 0.1737 0.2281 0.1537 0.1886 90% T-square confidence intervals for log returns gbonds gbills cbonds indust transp util finance lower -0.0448 -0.0019 -0.0556 -0.0136 -0.0479 -0.0163 -0.0283 upper 0.0735 0.0244 0.0825 0.1731 0.1881 0.1502 0.1735 90% univariate t confidence intervals for log returns [1] -0.0112 0.0399 [1] 0.0056 0.0170 [1] -0.0164 0.0433 [1] 0.0393 0.1201 [1] 0.0191 0.1211 [1] 0.0310 0.1029 [1] 0.0290 0.1162 90% Bonferroni confidence intervals for log returns [1] -0.0244 0.0532 [1] 0.0026 0.0199 [1] -0.0319 0.0587 [1] 0.0185 0.1409 [1] -0.0073 0.1475 [1] 0.0124 0.1216 [1] 0.0064 0.1388 95% T-square confidence intervals for log returns gbonds gbills cbonds indust transp util finance lower -0.0505 -0.0031 -0.0623 -0.0226 -0.0592 -0.0242 -0.0380 upper 0.0792 0.0257 0.0891 0.1820 0.1994 0.1582 0.1832 95% univariate t confidence intervals for log returns [1] -0.0163 0.0450 [1] 0.0044 0.0181 [1] -0.0224 0.0493 [1] 0.0313 0.1281 [1] 0.0089 0.1313 [1] 0.0238 0.1101 [1] 0.0203 0.1249 95% Bonferroni confidence intervals for log returns [1] -0.0285 0.0573 [1] 0.0017 0.0208 [1] -0.0367 0.0635 [1] 0.0120 0.1474 [1] -0.0155 0.1557 [1] 0.0066 0.1273 [1] -0.0006 0.1458 Standard deviations of log returns gbonds gbills cbonds indust transp util finance 0.1045 0.0232 0.1220 0.1648 0.2084 0.1469 0.1782