ρ = 0.9

Residuals

d = 0.9

y1

y2

[U, 1]

[U ,2]

−0.36417791

−1.05632564

1

4.635822

8.562592

0.55065249

0.3621112

−2.63216817

−2.31257463

2

8.276017

9.102328

0.90145401

0.6982855

−0.97256527

−1.03760062

3

−1.176551

2.678471

1.46132912

1.0779790

0.19179026

0.85192775

4

−1.324869

1.132437

−8.63500727

−5.8296621

0.07215923

−0.24242029

5

−1.217209

2.879577

−0.02956038

−1.4306597

−0.43158786

−0.92545664

6

1.841691

4.163813

0.11858453

1.7689057

−1.16868494

−1.66643992

7

1.244165

4.437567

3.15291385

1.3667331

−2.00270147

−2.87661209

8

3.418945

5.086300

−0.30830834

0.4905413

2.45848960

0.8676871

Estimated correlation = 0.9449642

Estimated correlation = 0.925

Estimated value = 0.616