Estimate of

Sample

Percentiles:

10

25

50

75

90

Correlation (logΔD_t , t)

Part 1

−0.62933

−0.47181

−0.24113

−0.00298

0.28927

Part 2

−0.63863

−0.50194

−0.26094

−0.03635

0.19121

1 − C

Part 1

0.12036

0.26085

0.45795

0.94878

2.27895

Part 2

0.13533

0.25493

0.50515

0.94460

1.79144

Correlation (logΔR_t , t)

Part 1

−0.62989

−0.43587

−0.20841

0.02672

0.24986

Part 2

−0.63506

−0.50346

−0.27972

−0.04633

0.17165

q

Part 1

0.12158

0.22995

0.53011

1.04047

2.10614

Part 2

0.13475

0.24978

0.47760

0.94273

1.74323

(1 − C) − q

Part 1

−0.42802

−0.11648

0.00125

0.11390

0.43862

Part 2

−0.24771

−0.05804

0.00423

0.07994

0.35360