Period | Standard Deviation | TUFE (CPI) | CIKTI (Output Gap) | PETROL (Oil Prices) | DOLAR (Exchange Rate) | FAIZ (Interest Rate) |
1 | 0.026 | 1.000 | 0.000 | 0.000 | 0.000 | 0.000 |
2 | 0.032 | 83.171 | 0.907 | 0.085 | 7.054 | 8.781 |
3 | 0.041 | 64.582 | 1.605 | 1.127 | 11.897 | 20.787 |
4 | 0.046 | 60.360 | 1.907 | 1.560 | 11.278 | 24.892 |
5 | 0.051 | 56.549 | 1.847 | 1.377 | 11.538 | 28.687 |
6 | 0.054 | 54.661 | 1.762 | 1.305 | 12.082 | 30.187 |
7 | 0.057 | 53.147 | 1.707 | 1.291 | 12.497 | 31.355 |
8 | 0.059 | 52.092 | 1.704 | 1.304 | 12.497 | 32.401 |
9 | 0.061 | 51.194 | 1.690 | 1.291 | 12.517 | 33.305 |
10 | 0.063 | 50.568 | 1.667 | 1.279 | 12.635 | 33.849 |