表 9 - 14 OLS とボックス - コックス回帰のスチューデント化された残差の比較

(RST1がOLS、RST2ボックス-コックスが回帰、なお式11は両者同じなので省略)

期	RST1	式1	RST2	RST1	2	RST2	RST1	3	RST2	RST1	4	RST2	RST1	5	RST2
1	1975	3.0717	2.7608	-4.1225	-0.0218	0.7544	0.4611	1.8420	1.5183	0.2499	0.7483
2	1975	0.1678	0.198	-0.8103	-0.3735	1.0841	0.8701	1.5018	0.8677	-0.3864	-0.2901
3	1975	-0.6996	-0.6629	-0.9177	-0.7669	1.1602	0.9795	0.8385	-0.0682	-0.5358	-0.5530
4	1976	0.1156	0.0968	-0.0400	-0.4634	0.5343	0.4841	0.2843	-0.2181	-0.8739	-1.1070
5	1976	-1.0904	-1.0496	1.2120	0.9856	-0.0476	0.0584	0.0327	-0.1390	-0.5977	-0.6850
6	1976	0.1761	0.1478	0.3199	-0.2209	0.5290	0.6125	-0.3422	-0.2941	-0.4307	-0.4501
7	1976	1.1398	1.0326	0.8165	0.8345	0.8719	0.9375	-0.7952	-0.7221	0.1616	0.3476
8	1977	-0.7704	-0.8164	-0.8301	-1.5074	0.7303	0.8287	-0.8810	-0.4585	0.4671	0.7432
9	1977	-0.7407	-0.7668	0.9411	0.7174	0.0939	0.2194	-1.2527	-0.8195	-0.2070	-0.1934
10	1977	-0.2051	-0.2467	-0.3996	-1.2254	-0.5859	-0.4386	-1.2839	-0.8253	-0.2176	-0.2120
11	1977	-1.4834	-1.4742	-0.8438	-2.1746	-0.9950	-0.7486	-1.0018	-0.4873	-0.1128	-0.0713
12	1978	-1.8620	-1.8394	0.2987	-0.2344	-1.4338	-1.1453	-0.6113	-0.2909	-0.9349	-1.1045
13	1978	0.0913	0.0887	1.3858	2.1819	-2.3367	-1.9009	0.2137	0.8364	-0.9230	-1.0595
14	1978	-1.4456	-1.3836	0.5286	0.7480	-2.0442	-1.7130	-0.1474	-0.1147	-0.8566	-0.9123
15	1978	0.6636	0.7228	0.0576	0.0213	-1.9367	-1.7651	0.5726	0.2783	-1.0181	-0.9765
16	1978	2.3603	2.4488	0.3297	0.4830	-0.5821	-0.6516	0.0455	-0.3208	0.7537	0.8911
17	1979	1.6061	1.7284	-1.0199	-1.2185	-0.1526	-0.3332	0.0932	0.1855	1.6800	1.7156
18	1979	1.1098	1.2344	0.4067	1.1578	-0.0526	-0.2945	-0.7357	-0.7157	1.7537	1.7047
19	1979	-0.8828	-0.8165	0.8050	1.8044	0.3900	0.1573	-1.2579	-1.1520	2.2807	2.1423
20	1979	-2.1642	-2.1663	-0.4559	-0.5685	0.7878	0.6256	-1.6792	-1.7421	2.1287	2.0197
21	1980	-0.0705	-0.0615	-0.7234	-1.2364	0.7037	0.6189	-3.0563	-3.8050	0.4988	0.5434
22	1980	0.7312	0.7435	0.6262	0.0799	1.0449	1.0184	-1.2482	-1.4565	1.0502	1.0795
23	1980	0.3718	0.4102	0.3971	-0.3499	0.5118	0.5189	-1.1969	-1.2149	-0.4699	-0.5183
24	1981	-0.6650	-0.6197	0.5939	0.0907	0.0987	0.0536	-0.3053	0.0074	-0.7722	-0.8470
25	1981	-0.8041	-0.7386	1.8118	1.5618	1.1084	1.2297	0.5383	1.0935	-0.1488	-0.1856
26	1981	0.0367	0.1119	1.8045	1.7339	-0.0377	-0.0106	0.3693	0.8183	0.5338	0.5120
27	1981	-0.0200	0.0193	1.0560	0.6665	0.1759	0.2396	0.5114	0.9488	0.6893	0.6603
28	1981	0.7423	0.7794	-0.0089	-0.7602	0.7362	0.8606	1.2018	1.5846	1.0633	0.9731
29	1982	0.2626	0.2793	-0.0234	-0.9258	0.8779	1.0617	1.5684	1.8019	1.1855	1.0835
30	1982	1.4615	1.5152	0.5745	-0.2078	0.7261	0.8649	1.3200	1.3065	0.8320	0.7520
31	1982	-0.3716	-0.3990	0.7821	0.3444	-0.0103	-0.0068	1.2750	1.0249	0.3641	0.3428
32	1982	0.4526	0.4825	1.4096	1.5672	-1.1089	-1.3074	0.4228	-0.0066	-0.7878	-0.7156
33	1983	-0.1505	-0.1950	0.3841	0.5922	-1.5501	-1.8234	0.8711	1.0693	-1.7140	-1.6940
34	1983	-0.7448	-0.8069	-1.5759	-1.7013	-1.2954	-1.5317	0.2766	0.5002	-1.9933	-1.9699
35	1983	0.3372	0.3146	-1.2535	-0.8674	-1.4775	-1.8079	0.2476	0.4271	-2.0052	-1.9257
36	1984	0.0316	-0.0087	-0.6473	-0.3473	-0.4308	-0.5613	0.6055	0.6471	-0.6010	-0.5604
37	1984	1.0793	1.0792	-1.2717	-0.5345	-0.1294	-0.2552	-0.7871	-0.7920	-0.5208	-0.4652
38	1984	-0.5663	-0.6908	-1.2461	-0.4533	0.3341	0.2597	0.9709	0.4583	-0.2316	-0.2122
39	1984	0.0806	-0.0096	-0.6814	0.1188	1.0161	1.0982	-0.0727	-0.3183	1.0108	0.7657
40	1984	-0.7143	-0.8312	-0.6497	0.5467	2.0351	2.4466	0.8300	-0.0444	-0.3159	-0.2470

期	RST1	6	RST2	RST1	7	RST2	RST1	8	RST2	RST1	9	RST2	RST1	10	RST2
1	1975	0.0148	-0.2545	1.1738	1.4164	-2.2405	-2.4520	-1.3872	-1.4583	-0.0901	0.3758
2	1975	-0.3139	-1.4559	0.6744	0.6729	-2.0454	-2.2114	-1.3731	-1.5462	-0.9847	-0.8228
3	1975	1.0911	1.6958	-1.2519	-2.3109	-1.8666	-1.9605	-1.3839	-1.7038	-1.3411	-1.1272
4	1975	0.8426	0.5625	-0.8813	-1.3210	-1.4944	-1.4633	-0.3437	-0.4843	-1.0218	-0.7312
5	1976	0.8512	0.5697	0.0611	0.3148	-0.9620	-0.8282	1.1851	1.4333	0.2328	0.9762
6	1976	0.8283	0.6202	0.0523	0.4465	-0.4115	-0.2011	0.3026	0.3632	0.6167	1.3655
7	1976	0.3060	-0.2987	-0.1331	0.2741	-0.0121	0.2456	-0.1150	-0.0571	-0.1331	-0.0052
8	1976	1.0913	1.1976	-0.6532	-0.3569	0.2145	0.4779	-0.5468	-0.5576	0.0830	0.3099
9	1977	0.2588	-0.1965	-1.3595	-1.2886	0.3963	0.6440	0.1209	0.2696	0.6125	0.7370
10	1977	1.3181	1.4728	-1.0036	-0.7918	0.5210	0.7399	-0.3976	-0.3201	0.2581	0.0609
11	1977	0.7616	0.6909	-1.2258	-1.0268	0.7752	0.9801	-0.1510	-0.0603	-0.4596	-0.9835
12	1977	0.5045	0.5653	-0.4821	-0.1598	0.9065	1.0712	0.7613	0.9817	-0.0736	-0.6044
13	1978	0.1031	0.1789	-0.5665	-0.3300	0.9744	1.0968	0.8322	0.9860	0.7611	0.5075
14	1978	-0.2956	0.2026	-0.2548	-0.1421	1.0645	1.1601	0.9912	1.0624	0.7788	0.5146
15	1978	-1.2927	-0.9986	1.7413	1.6701	1.2437	1.2952	1.7270	1.6370	0.8882	0.8358
16	1978	-1.4328	-1.0001	1.8010	1.5152	0.9716	0.9923	-0.4199	-0.4951	0.7845	0.9815
17	1979	-1.5740	-0.9852	1.3778	0.9642	0.8111	0.8357	-2.8842	-2.7143	-0.5119	-0.8538
18	1979	-2.0659	-1.9187	0.8777	0.4363	0.7197	0.7507	-1.4216	-1.3468	-2.4753	-3.4536
19	1979	-1.4641	-1.5192	-0.8169	-1.0960	0.5230	0.5541	1.1201	1.0972	-1.0760	-1.2166
20	1979	-1.5301	-1.7057	0.2975	0.1806	0.1203	0.1469	-0.9036	-0.7951	-0.8955	-1.3947
21	1980	-1.7443	-1.8763	-0.2528	-0.2098	-0.1652	-0.1367	0.3349	0.3859	0.3052	-0.2296
22	1980	-1.7644	-1.5187	2.0984	2.1594	0.6017	0.5467	1.5660	1.5000	0.5164	0.6046
23	1980	-1.3288	-1.1619	0.7128	0.8020	1.0301	0.8732	1.6685	1.4717	-0.7652	-0.0472
24	1980	-0.7315	-0.7212	2.6608	2.5941	0.9942	0.8134	0.0041	-0.1136	-0.9920	0.3166
25	1981	-0.9226	-0.8703	1.5751	1.5412	0.8322	0.6521	-0.3945	-0.4777	-2.0451	-0.5010
26	1981	0.5788	0.4605	-0.2431	-0.2078	0.5872	0.4392	-1.4192	-1.2699	-1.2848	-0.3984
27	1981	-0.2401	-0.2076	-0.3851	-0.2860	0.6772	0.5222	0.0145	0.0380	-0.8391	-0.6137
28	1981	0.4764	0.3832	0.4926	0.5598	0.8040	0.6040	1.4762	1.3377	-0.3426	0.2699
29	1982	0.2149	0.3283	0.7210	0.7343	0.6515	0.4601	-0.2151	-0.1379	0.2127	0.1499
30	1982	-0.2218	0.0028	-0.3748	-0.3014	0.6282	0.4383	-0.4552	-0.3999	-0.9337	-1.5069
31	1982	-0.0513	0.1303	-0.8036	-0.7119	0.5960	0.4046	-0.5097	-0.4897	-0.5160	-1.5600
32	1982	0.6484	0.6280	-1.3243	-1.2100	-0.1310	-0.2349	0.2266	0.1893	0.9610	-0.1617
33	1983	1.4069	1.1233	-1.8532	-1.7062	0.0335	-0.1191	2.3978	2.2837	1.7642	1.4121
34	1983	1.2013	0.9716	-0.4207	-0.4143	-0.2777	-0.4218	0.0181	-0.0156	1.7885	1.4512
35	1983	1.3638	1.0426	0.0168	-0.0384	-0.5342	-0.6182	0.2313	0.1867	2.1676	1.9756
36	1983	0.9995	0.9659	-0.7212	-0.6955	-0.9521	-0.9775	0.1922	0.1469	1.4567	1.5124
37	1984	1.2015	1.1154	-0.5189	-0.5452	-1.2050	-1.1862	-0.4096	-0.4234	0.9747	0.8199
38	1984	0.5897	0.7238	-0.6283	-0.6648	-1.4015	-1.3314	0.6116	0.5743	0.5384	0.5621
39	1984	0.2896	0.5347	0.1551	-0.0532	-1.5011	-1.3967	-0.3187	-0.3312	0.2768	0.0045
40	1984	-0.4193	0.1245	0.2518	-0.0205	-2.2479	-1.9815	-0.6312	-0.6615	0.7152	0.1864