diff --git a/makefile b/makefile index 76ea21e..99dc32c 100644 --- a/makefile +++ b/makefile @@ -6,6 +6,7 @@ convert: move: mkdir -p build mv notebook.html build/index.html + cp -r data build/data # Clean up the build directory clean: diff --git a/notebook.ipynb b/notebook.ipynb index 72bfdb5..bb3a8cf 100644 --- a/notebook.ipynb +++ b/notebook.ipynb @@ -9,7 +9,7 @@ "\n", "---\n", "\n", - "# ICM25\n", + "# [ICM25](https://github.com/carlobortolan/ICM25)\n", "\n", "Analysis of the long-term evolution of international equity markets (average returns, volatilities, long-term correlations) and economic risks of European stock markets.\n", "\n", @@ -28,7 +28,7 @@ }, { "cell_type": "code", - "execution_count": 50, + "execution_count": 76, "metadata": {}, "outputs": [], "source": [ @@ -40,7 +40,7 @@ }, { "cell_type": "code", - "execution_count": 51, + "execution_count": 77, "id": "e6fb4fc0", "metadata": {}, "outputs": [], @@ -62,7 +62,7 @@ }, { "cell_type": "code", - "execution_count": 52, + "execution_count": 78, "id": "1c26349b", "metadata": {}, "outputs": [ @@ -10976,7 +10976,7 @@ }, { "cell_type": "code", - "execution_count": 53, + "execution_count": 79, "id": "922755b0", "metadata": {}, "outputs": [ @@ -11987,7 +11987,7 @@ }, { "cell_type": "code", - "execution_count": 54, + "execution_count": 80, "id": "5b3cffde", "metadata": {}, "outputs": [ @@ -14054,7 +14054,7 @@ }, { "cell_type": "code", - "execution_count": 55, + "execution_count": 81, "id": "0c06cadb", "metadata": {}, "outputs": [ @@ -15336,7 +15336,7 @@ }, { "cell_type": "code", - "execution_count": 56, + "execution_count": 82, "id": "9ed4ed19", "metadata": {}, "outputs": [ @@ -25116,7 +25116,7 @@ }, { "cell_type": "code", - "execution_count": 57, + "execution_count": 83, "id": "76f622cf", "metadata": {}, "outputs": [], @@ -25136,7 +25136,7 @@ }, { "cell_type": "code", - "execution_count": 58, + "execution_count": 84, "id": "18258252", "metadata": {}, "outputs": [], @@ -25168,7 +25168,7 @@ }, { "cell_type": "code", - "execution_count": 59, + "execution_count": 85, "id": "745b56bb", "metadata": {}, "outputs": [], @@ -25200,7 +25200,7 @@ }, { "cell_type": "code", - "execution_count": 60, + "execution_count": 86, "id": "a232b027", "metadata": {}, "outputs": [ @@ -25217,7 +25217,7 @@ "Model: OLS Adj. R-squared: 0.628\n", "Method: Least Squares F-statistic: 202.0\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.50e-27\n", - "Time: 23:08:43 Log-Likelihood: 273.35\n", + "Time: 23:18:55 Log-Likelihood: 273.35\n", "No. Observations: 120 AIC: -542.7\n", "Df Residuals: 118 BIC: -537.1\n", "Df Model: 1 \n", @@ -25245,7 +25245,7 @@ "Model: OLS Adj. R-squared: 0.724\n", "Method: Least Squares F-statistic: 312.7\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 5.74e-35\n", - "Time: 23:08:43 Log-Likelihood: 227.65\n", + "Time: 23:18:55 Log-Likelihood: 227.65\n", "No. Observations: 120 AIC: -451.3\n", "Df Residuals: 118 BIC: -445.7\n", "Df Model: 1 \n", @@ -25273,7 +25273,7 @@ "Model: OLS Adj. R-squared: 0.824\n", "Method: Least Squares F-statistic: 559.2\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.37e-46\n", - "Time: 23:08:43 Log-Likelihood: 303.42\n", + "Time: 23:18:55 Log-Likelihood: 303.42\n", "No. Observations: 120 AIC: -602.8\n", "Df Residuals: 118 BIC: -597.3\n", "Df Model: 1 \n", @@ -25301,7 +25301,7 @@ "Model: OLS Adj. R-squared: 0.649\n", "Method: Least Squares F-statistic: 220.9\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 8.32e-29\n", - "Time: 23:08:43 Log-Likelihood: 194.41\n", + "Time: 23:18:55 Log-Likelihood: 194.41\n", "No. Observations: 120 AIC: -384.8\n", "Df Residuals: 118 BIC: -379.3\n", "Df Model: 1 \n", @@ -25329,7 +25329,7 @@ "Model: OLS Adj. R-squared: 0.551\n", "Method: Least Squares F-statistic: 146.9\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.85e-22\n", - "Time: 23:08:43 Log-Likelihood: 182.68\n", + "Time: 23:18:55 Log-Likelihood: 182.68\n", "No. Observations: 120 AIC: -361.4\n", "Df Residuals: 118 BIC: -355.8\n", "Df Model: 1 \n", @@ -25357,7 +25357,7 @@ "Model: OLS Adj. R-squared: 0.784\n", "Method: Least Squares F-statistic: 434.0\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.41e-41\n", - "Time: 23:08:43 Log-Likelihood: 269.52\n", + "Time: 23:18:55 Log-Likelihood: 269.52\n", "No. Observations: 120 AIC: -535.0\n", "Df Residuals: 118 BIC: -529.5\n", "Df Model: 1 \n", @@ -25385,7 +25385,7 @@ "Model: OLS Adj. R-squared: 0.627\n", "Method: Least Squares F-statistic: 201.2\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.89e-27\n", - "Time: 23:08:43 Log-Likelihood: 235.38\n", + "Time: 23:18:55 Log-Likelihood: 235.38\n", "No. Observations: 120 AIC: -466.8\n", "Df Residuals: 118 BIC: -461.2\n", "Df Model: 1 \n", @@ -25413,7 +25413,7 @@ "Model: OLS Adj. R-squared: 0.643\n", "Method: Least Squares F-statistic: 215.0\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.38e-28\n", - "Time: 23:08:43 Log-Likelihood: 230.99\n", + "Time: 23:18:55 Log-Likelihood: 230.99\n", "No. Observations: 120 AIC: -458.0\n", "Df Residuals: 118 BIC: -452.4\n", "Df Model: 1 \n", @@ -25441,7 +25441,7 @@ "Model: OLS Adj. R-squared: 0.761\n", "Method: Least Squares F-statistic: 380.5\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.01e-38\n", - "Time: 23:08:43 Log-Likelihood: 249.86\n", + "Time: 23:18:55 Log-Likelihood: 249.86\n", "No. Observations: 120 AIC: -495.7\n", "Df Residuals: 118 BIC: -490.2\n", "Df Model: 1 \n", @@ -25469,7 +25469,7 @@ "Model: OLS Adj. R-squared: 0.367\n", "Method: Least Squares F-statistic: 69.89\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.43e-13\n", - "Time: 23:08:43 Log-Likelihood: 172.24\n", + "Time: 23:18:55 Log-Likelihood: 172.24\n", "No. Observations: 120 AIC: -340.5\n", "Df Residuals: 118 BIC: -334.9\n", "Df Model: 1 \n", @@ -25513,7 +25513,7 @@ }, { "cell_type": "code", - "execution_count": 61, + "execution_count": 87, "id": "3f6585aa", "metadata": {}, "outputs": [ @@ -25530,7 +25530,7 @@ "Model: OLS Adj. R-squared: 0.662\n", "Method: Least Squares F-statistic: 59.37\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 4.25e-27\n", - "Time: 23:08:43 Log-Likelihood: 280.69\n", + "Time: 23:18:55 Log-Likelihood: 280.69\n", "No. Observations: 120 AIC: -551.4\n", "Df Residuals: 115 BIC: -537.4\n", "Df Model: 4 \n", @@ -25561,7 +25561,7 @@ "Model: OLS Adj. R-squared: 0.800\n", "Method: Least Squares F-statistic: 120.4\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 3.73e-40\n", - "Time: 23:08:43 Log-Likelihood: 248.73\n", + "Time: 23:18:56 Log-Likelihood: 248.73\n", "No. Observations: 120 AIC: -487.5\n", "Df Residuals: 115 BIC: -473.5\n", "Df Model: 4 \n", @@ -25592,7 +25592,7 @@ "Model: OLS Adj. R-squared: 0.834\n", "Method: Least Squares F-statistic: 150.0\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.16e-44\n", - "Time: 23:08:43 Log-Likelihood: 308.22\n", + "Time: 23:18:56 Log-Likelihood: 308.22\n", "No. Observations: 120 AIC: -606.4\n", "Df Residuals: 115 BIC: -592.5\n", "Df Model: 4 \n", @@ -25623,7 +25623,7 @@ "Model: OLS Adj. R-squared: 0.685\n", "Method: Least Squares F-statistic: 65.68\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 8.24e-29\n", - "Time: 23:08:43 Log-Likelihood: 202.46\n", + "Time: 23:18:56 Log-Likelihood: 202.46\n", "No. Observations: 120 AIC: -394.9\n", "Df Residuals: 115 BIC: -381.0\n", "Df Model: 4 \n", @@ -25654,7 +25654,7 @@ "Model: OLS Adj. R-squared: 0.738\n", "Method: Least Squares F-statistic: 84.70\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.31e-33\n", - "Time: 23:08:43 Log-Likelihood: 216.51\n", + "Time: 23:18:56 Log-Likelihood: 216.51\n", "No. Observations: 120 AIC: -423.0\n", "Df Residuals: 115 BIC: -409.1\n", "Df Model: 4 \n", @@ -25685,7 +25685,7 @@ "Model: OLS Adj. R-squared: 0.847\n", "Method: Least Squares F-statistic: 165.6\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 9.55e-47\n", - "Time: 23:08:43 Log-Likelihood: 291.60\n", + "Time: 23:18:56 Log-Likelihood: 291.60\n", "No. Observations: 120 AIC: -573.2\n", "Df Residuals: 115 BIC: -559.3\n", "Df Model: 4 \n", @@ -25716,7 +25716,7 @@ "Model: OLS Adj. R-squared: 0.696\n", "Method: Least Squares F-statistic: 68.97\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.16e-29\n", - "Time: 23:08:43 Log-Likelihood: 249.08\n", + "Time: 23:18:56 Log-Likelihood: 249.08\n", "No. Observations: 120 AIC: -488.2\n", "Df Residuals: 115 BIC: -474.2\n", "Df Model: 4 \n", @@ -25747,7 +25747,7 @@ "Model: OLS Adj. R-squared: 0.727\n", "Method: Least Squares F-statistic: 80.38\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 2.13e-32\n", - "Time: 23:08:43 Log-Likelihood: 248.77\n", + "Time: 23:18:56 Log-Likelihood: 248.77\n", "No. Observations: 120 AIC: -487.5\n", "Df Residuals: 115 BIC: -473.6\n", "Df Model: 4 \n", @@ -25778,7 +25778,7 @@ "Model: OLS Adj. R-squared: 0.799\n", "Method: Least Squares F-statistic: 119.4\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 5.33e-40\n", - "Time: 23:08:43 Log-Likelihood: 261.80\n", + "Time: 23:18:56 Log-Likelihood: 261.80\n", "No. Observations: 120 AIC: -513.6\n", "Df Residuals: 115 BIC: -499.7\n", "Df Model: 4 \n", @@ -25809,7 +25809,7 @@ "Model: OLS Adj. R-squared: 0.593\n", "Method: Least Squares F-statistic: 44.37\n", "Date: Sun, 11 Aug 2024 Prob (F-statistic): 1.75e-22\n", - "Time: 23:08:43 Log-Likelihood: 200.34\n", + "Time: 23:18:56 Log-Likelihood: 200.34\n", "No. Observations: 120 AIC: -390.7\n", "Df Residuals: 115 BIC: -376.7\n", "Df Model: 4 \n",