Response of LNINDEX:

Period

LNINDEX

YTB

YLGB

LNIIP

LNWPI

LNM3

LNEX

1

0.085652

0.000000

0.000000

0.000000

0.000000

0.000000

0.000000

2

0.085510

−0.000198

−0.000161

0.005753

2.52E−05

−0.000159

0.000405

3

0.085462

−0.000263

−0.000213

0.007648

3.36E−05

−0.000211

0.000538

4

0.085447

−0.000284

−0.000231

0.008273

3.63E−05

−0.000229

0.000582

5

0.085442

−0.000291

−0.000237

0.008479

3.72E−05

−0.000234

0.000597

6

0.085440

−0.000294

−0.000238

0.008546

3.75E−05

−0.000236

0.000601

7

0.085440

−0.000294

−0.000239

0.008569

3.76E−05

−0.000237

0.000603

8

0.085439

−0.000295

−0.000239

0.008576

3.76E−05

−0.000237

0.000604

9

0.085439

−0.000295

−0.000239

0.008578

3.77E−05

−0.000237

0.000604

10

0.085439

−0.000295

−0.000239

0.008579

3.77E−05

−0.000237

0.000604

Response of YTB:

Period

LNINDEX

YTB

YLGB

LNIIP

LNWPI

LNM3

LNEX

1

0.000000

0.573015

0.000000

0.000000

0.000000

0.000000

0.000000

2

0.001617

0.575252

0.001817

−0.065114

−0.000286

0.001799

−0.004582

3

0.002149

0.575988

0.002415

−0.086567

−0.000380

0.002392

−0.006092

4

0.002325

0.576231

0.002613

−0.093636

−0.000411

0.002587

−0.006589

5

0.002383

0.576311

0.002678

−0.095965

−0.000421

0.002651

−0.006753

6

0.002402

0.576338

0.002699

−0.096732

−0.000425

0.002673

−0.006807

7

0.002408

0.576346

0.002706

−0.096985

−0.000426

0.002680

−0.006825

8

0.002410

0.576349

0.002708

−0.097068

−0.000426

0.002682

−0.006831

9

0.002411

0.576350

0.002709

−0.097095

−0.000426

0.002683

−0.006833

10

0.002411

0.576350

0.002709

−0.097104

−0.000426

0.002683

−0.006833

Response of YLGB:

Period

LNINDEX

YTB

YLGB

LNIIP

LNWPI

LNM3

LNEX

1

0.000000

0.000000

0.343770

0.000000

0.000000

0.000000

0.000000

2

−0.000564

−0.000780

0.343137

0.022698

9.96E−05

−0.000627

0.001597

3

−0.000749

−0.001036

0.342928

0.030176

0.000132

−0.000834

0.002124

4

−0.000810

−0.001121

0.342860

0.032640

0.000143

−0.000902

0.002297

5

−0.000831

−0.001149

0.342837

0.033452

0.000147

−0.000924

0.002354

6

−0.000837

−0.001158

0.342829

0.033719

0.000148

−0.000932

0.002373

7

−0.000839

−0.001161

0.342827

0.033807

0.000148

−0.000934

0.002379

8

−0.000840

−0.001162

0.342826

0.033836

0.000149

−0.000935

0.002381

9

−0.000840

−0.001162

0.342826

0.033846

0.000149

−0.000935

0.002382

10

−0.000840

−0.001162

0.342826

0.033849

0.000149

−0.000935

0.002382