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