REPLICATION OF TABLE 3 AND SUPPLEMENTARY CROSS-CORRELOGRAMS USING ALTERNATIVE PRE-WHITENING MODELS Key to variables: anti_s=hate crimes against JEWISH victims anti_b=hate crimes against BLACK victims anti_w=hate crimes against WHITE victims anti_g=hate crimes against GAY/LESBIAN victims anti_a=hate crimes against ASIAN victims UN_NYCF=UNEMPLOYMENT rate {note that all variables refer to the incidents/unemployment rates in the four largest boroughs of New York City) Cross Correlogram of UNEM1_WHT and ANTI_B1_WHT ============================================================= Date: 12/07/97 Time: 14:54 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_B1_WHT(UNEM1_WHT,ANTI_B1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0614 0.0614 .*| . | **| . | 1-0.1283-0.1776 . | . | . | . | 2 0.0343-0.0297 . | . | . | . | 3 0.0375 0.0469 . |*. | . | . | 4 0.0592 0.0253 . | . | **| . | 5 0.0098-0.1810 . | . | .*| . | 6-0.0088-0.0589 . | . | . | . | 7-0.0193 0.0301 . | . | . | . | 8 0.0270 0.0479 .*| . | .*| . | 9-0.0765-0.0746 . | . | . |*. | 10-0.0217 0.1359 . |*. | .*| . | 11 0.0851-0.0418 . | . | . | . | 12 0.0347-0.0209 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_G1_WHT ============================================================= Date: 12/07/97 Time: 14:55 Sample: 1987:01 1995:12 Included observations: 96 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_G1_WHT(UNEM1_WHT,ANTI_G1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.1175 0.1175 . | . | . |*. | 1 0.0126 0.0747 **| . | . | . | 2-0.1892-0.0354 . | . | . |*. | 3-0.0366 0.0624 . |** | . | . | 4 0.1989-0.0236 . | . | . | . | 5-0.0105-0.0021 .*| . | . |*. | 6-0.0998 0.1198 . |*. | . |** | 7 0.1394 0.2187 . |*. | . | . | 8 0.0767-0.0131 .*| . | . | . | 9-0.1202 0.0179 . |*. | . |*. | 10 0.1535 0.1242 . | . | .*| . | 11 0.0446-0.0524 .*| . | **| . | 12-0.0806-0.1660 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_S1_WHT ============================================================= Date: 12/07/97 Time: 14:55 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_S1_WHT(UNEM1_WHT,ANTI_S1_WHT(+i) lag lead ============================================================= .*| . | .*| . | 0-0.0991-0.0991 . | . | . | . | 1-0.0117-0.0296 . |*. | . |*. | 2 0.1290 0.1230 . |*. | . |*. | 3 0.0709 0.1122 . |*. | . |*. | 4 0.0515 0.1355 .*| . | . |** | 5-0.0874 0.1948 . | . | .*| . | 6-0.0406-0.0898 .*| . | .*| . | 7-0.0500-0.1035 .*| . | . | . | 8-0.1091 0.0035 .*| . | . | . | 9-0.0672 0.0352 . |** | . | . | 10 0.1630 0.0429 . |*. | . |** | 11 0.0569 0.1740 . | . | .*| . | 12-0.0025-0.0564 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_W1_WHT ============================================================= Date: 12/07/97 Time: 14:56 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_W1_WHT(UNEM1_WHT,ANTI_W1_WHT(+i) lag lead ============================================================= . | . | . | . | 0 0.0440 0.0440 . |*. | .*| . | 1 0.1360-0.1056 . | . | . |*. | 2 0.0171 0.0794 . |*. | . |*. | 3 0.0535 0.0761 . |*. | . |*. | 4 0.0722 0.0517 . |*. | . |*. | 5 0.0548 0.1186 .*| . | . | . | 6-0.1081 0.0485 . | . | . | . | 7 0.0215-0.0152 . |** | . | . | 8 0.2044 0.0064 .*| . | . | . | 9-0.1230 0.0104 . | . | . | . | 10-0.0404 0.0337 .*| . | . |*. | 11-0.0422 0.0626 . |** | . | . | 12 0.2365 0.0371 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_A ============================================================= Date: 12/07/97 Time: 14:56 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_A(-i) UNEM1_WHT,ANTI_A(+i) i lag lead ============================================================= . | . | . | . | 0 0.0427 0.0427 . | . | . |*. | 1 0.0402 0.1033 . |*. | .*| . | 2 0.0628-0.1425 .*| . | **| . | 3-0.1086-0.2372 .*| . | . |*. | 4-0.1010 0.0842 .*| . | . |*. | 5-0.0616 0.0706 . | . | .*| . | 6 0.0297-0.0481 .*| . | . |*. | 7-0.0556 0.0588 . |*. | . |*. | 8 0.0921 0.0578 .*| . | **| . | 9-0.0940-0.1484 . | . | . | . | 10-0.0005-0.0124 . | . | . |*. | 11-0.0098 0.0812 . |*. | . | . | 12 0.1294-0.0257 ============================================================= ****************** ALTERNATIVE SERIES ****************** Cross Correlogram of UNEM1_WHT and ANTI_B2_WHT ============================================================= Date: 12/07/97 Time: 14:59 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_B2_WHT(UNEM1_WHT,ANTI_B2_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0679 0.0679 .*| . | **| . | 1-0.1118-0.1609 . |*. | . | . | 2 0.0549-0.0324 . |*. | . |*. | 3 0.0544 0.0623 . |*. | . |*. | 4 0.0673 0.0588 . | . | **| . | 5 0.0112-0.1583 . | . | .*| . | 6-0.0131-0.0596 . | . | . | . | 7-0.0265 0.0434 . | . | . |*. | 8 0.0102 0.0828 .*| . | . | . | 9-0.0820-0.0373 . | . | . |** | 10-0.0153 0.1679 . |*. | . | . | 11 0.0741-0.0040 . | . | . | . | 12-0.0050-0.0053 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_G2_WHT ============================================================= Date: 12/07/97 Time: 14:59 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_G2_WHT(UNEM1_WHT,ANTI_G2_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0781 0.0781 . | . | . |*. | 1-0.0232 0.0576 .*| . | . | . | 2-0.1347-0.0381 .*| . | . | . | 3-0.0485-0.0199 . |** | .*| . | 4 0.1653-0.0491 . | . | . | . | 5 0.0159 0.0373 .*| . | . |*. | 6-0.0489 0.0802 . |*. | . |** | 7 0.0937 0.1814 . |*. | . | . | 8 0.0665-0.0026 .*| . | . | . | 9-0.0677-0.0337 . |*. | . |*. | 10 0.1342 0.1045 . | . | .*| . | 11-0.0278-0.0478 .*| . | **| . | 12-0.0529-0.1501 ============================================================= Cross Correlogram of UNEM1_WHT and ANTI_S2_WHT ============================================================= Date: 12/07/97 Time: 15:00 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM1_WHT,ANTI_S2_WHT(UNEM1_WHT,ANTI_S2_WHT(+i) lag lead ============================================================= .*| . | .*| . | 0-0.1129-0.1129 . | . | .*| . | 1-0.0141-0.0475 . |*. | . |*. | 2 0.1283 0.1082 . |*. | . |*. | 3 0.0701 0.1041 . | . | . |*. | 4 0.0457 0.1294 .*| . | . |** | 5-0.0951 0.1925 .*| . | .*| . | 6-0.0480-0.0948 .*| . | .*| . | 7-0.0548-0.1214 .*| . | . | . | 8-0.1060-0.0186 .*| . | . | . | 9-0.0578 0.0170 . |** | . | . | 10 0.1672 0.0277 . |*. | . |** | 11 0.0610 0.1676 . | . | .*| . | 12 0.0011-0.0577 ============================================================= CORRELATION MATRIX AMONG THREE WHITENED UNEMPLOYMENT SERIES Correlation Matrix ================================================ UNEM1_WHT UNEM2_WHT UNEM3_WHT ================================================ UNEM1_WHT 1.000000 0.951468 0.993451 USED IN TABLE 3 UNEM2_WHT 0.951468 1.000000 0.944799 NONLINEAR TREND UNEM3_WHT 0.993451 0.944799 1.000000 DIFFERENCED ================================================ Cross Correlogram of UNEM2_WHT and ANTI_B1_WHT ============================================================= Date: 12/07/97 Time: 15:01 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM2_WHT,ANTI_B1_WHT(UNEM2_WHT,ANTI_B1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0845 0.0845 .*| . | **| . | 1-0.1119-0.1543 . | . | . | . | 2 0.0453-0.0025 . | . | . |*. | 3 0.0452 0.0793 . |*. | . |*. | 4 0.0658 0.0603 . | . | .*| . | 5 0.0161-0.1407 . | . | . | . | 6-0.0055-0.0049 . | . | . |*. | 7-0.0243 0.0852 . | . | . |*. | 8 0.0147 0.0954 .*| . | . | . | 9-0.0929-0.0280 .*| . | . |** | 10-0.0454 0.1816 . |*. | . | . | 11 0.0635-0.0105 . | . | . | . | 12 0.0158 0.0043 ============================================================= Cross Correlogram of UNEM2_WHT and ANTI_G1_WHT ============================================================= Date: 12/07/97 Time: 15:01 Sample: 1987:01 1995:12 Included observations: 96 Correlations are asymptotically consistent approximations ============================================================= UNEM2_WHT,ANTI_G1_WHT(UNEM2_WHT,ANTI_G1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0982 0.0982 . | . | . | . | 1 0.0002 0.0487 **| . | .*| . | 2-0.2068-0.0575 .*| . | . | . | 3-0.0629 0.0436 . |** | .*| . | 4 0.1764-0.0463 . | . | . | . | 5-0.0306-0.0139 .*| . | . |*. | 6-0.1199 0.0982 . |*. | . |** | 7 0.1136 0.1918 . |*. | .*| . | 8 0.0607-0.0520 .*| . | . | . | 9-0.1448-0.0243 . |*. | . |*. | 10 0.1348 0.0791 . | . | .*| . | 11 0.0334-0.0955 .*| . | **| . | 12-0.0926-0.1957 ============================================================= Cross Correlogram of UNEM2_WHT and ANTI_S1_WHT ============================================================= Date: 12/07/97 Time: 15:01 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM2_WHT,ANTI_S1_WHT(UNEM2_WHT,ANTI_S1_WHT(+i) lag lead ============================================================= .*| . | .*| . | 0-0.1187-0.1187 . | . | . | . | 1-0.0401-0.0352 . |*. | . |*. | 2 0.1013 0.1192 . |*. | . |*. | 3 0.0529 0.1028 . | . | . |*. | 4 0.0404 0.1233 .*| . | . |** | 5-0.0958 0.1749 .*| . | .*| . | 6-0.0527-0.1102 .*| . | .*| . | 7-0.0637-0.1165 .*| . | . | . | 8-0.1250-0.0022 .*| . | . | . | 9-0.0861 0.0303 . |*. | . | . | 10 0.1537 0.0377 . |*. | . |** | 11 0.0617 0.1576 . | . | .*| . | 12 0.0099-0.0836 ============================================================= Cross Correlogram of UNEM2_WHT and ANTI_W1_WHT ============================================================= Date: 12/07/97 Time: 15:02 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM2_WHT,ANTI_W1_WHT(UNEM2_WHT,ANTI_W1_WHT(+i) lag lead ============================================================= . | . | . | . | 0 0.0214 0.0214 . |*. | .*| . | 1 0.1118-0.1149 . | . | . |*. | 2-0.0052 0.0744 . | . | . |*. | 3 0.0301 0.0802 . |*. | . |*. | 4 0.0519 0.0587 . | . | . |*. | 5 0.0392 0.1304 .*| . | . |*. | 6-0.1310 0.0633 . | . | . | . | 7-0.0054 0.0024 . |** | . | . | 8 0.1866 0.0257 .*| . | . | . | 9-0.1406 0.0257 .*| . | . | . | 10-0.0671 0.0439 .*| . | . |*. | 11-0.0718 0.0533 . |** | . | . | 12 0.2178 0.0130 ============================================================= Cross Correlogram of UNEM2_WHT and ANTI_A ============================================================= Date: 12/07/97 Time: 15:02 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM2_WHT,ANTI_A(-i) UNEM2_WHT,ANTI_A(+i) i lag lead ============================================================= . | . | . | . | 0 0.0077 0.0077 . | . | . |*. | 1 0.0036 0.0714 . | . | **| . | 2 0.0337-0.1678 .*| . | **| . | 3-0.1427-0.2377 .*| . | . |*. | 4-0.1474 0.0991 .*| . | . |*. | 5-0.1113 0.0915 . | . | . | . | 6-0.0146-0.0191 .*| . | . |*. | 7-0.0971 0.0924 . |*. | . |*. | 8 0.0597 0.0825 .*| . | .*| . | 9-0.1209-0.1428 . | . | . | . | 10-0.0321-0.0174 . | . | . |*. | 11-0.0369 0.0770 . |*. | . | . | 12 0.1137-0.0317 ============================================================= Cross Correlogram of UNEM3_WHT and ANTI_B1_WHT ============================================================= Date: 12/07/97 Time: 15:02 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM3_WHT,ANTI_B1_WHT(UNEM3_WHT,ANTI_B1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.0868 0.0868 .*| . | **| . | 1-0.1004-0.1511 . |*. | . | . | 2 0.0612-0.0041 . |*. | . |*. | 3 0.0652 0.0721 . |*. | . |*. | 4 0.0861 0.0494 . | . | **| . | 5 0.0356-0.1566 . | . | . | . | 6 0.0154-0.0344 . | . | . |*. | 7 0.0039 0.0552 . |*. | . |*. | 8 0.0495 0.0731 .*| . | .*| . | 9-0.0540-0.0474 . | . | . |** | 10-0.0002 0.1625 . |*. | . | . | 11 0.1061-0.0148 . |*. | . | . | 12 0.0554 0.0045 ============================================================= Cross Correlogram of UNEM3_WHT and ANTI_G1_WHT ============================================================= Date: 12/07/97 Time: 15:03 Sample: 1987:01 1995:12 Included observations: 96 Correlations are asymptotically consistent approximations ============================================================= UNEM3_WHT,ANTI_G1_WHT(UNEM3_WHT,ANTI_G1_WHT(+i) lag lead ============================================================= . |*. | . |*. | 0 0.1123 0.1123 . | . | . |*. | 1 0.0071 0.0706 **| . | . | . | 2-0.1943-0.0366 .*| . | . |*. | 3-0.0431 0.0616 . |** | . | . | 4 0.1921-0.0231 . | . | . | . | 5-0.0148 0.0025 .*| . | . |*. | 6-0.1048 0.1254 . |*. | . |** | 7 0.1320 0.2266 . |*. | . | . | 8 0.0704-0.0029 .*| . | . | . | 9-0.1259 0.0285 . |*. | . |*. | 10 0.1443 0.1341 . | . | .*| . | 11 0.0367-0.0412 .*| . | **| . | 12-0.0886-0.1530 ============================================================= Cross Correlogram of UNEM3_WHT and ANTI_S1_WHT ============================================================= Date: 12/07/97 Time: 15:03 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM3_WHT,ANTI_S1_WHT(UNEM3_WHT,ANTI_S1_WHT(+i) lag lead ============================================================= .*| . | .*| . | 0-0.1225-0.1225 . | . | .*| . | 1-0.0350-0.0514 . |*. | . |*. | 2 0.1066 0.1028 . |*. | . |*. | 3 0.0493 0.0946 . | . | . |*. | 4 0.0290 0.1199 .*| . | . |** | 5-0.1103 0.1780 .*| . | .*| . | 6-0.0639-0.1060 .*| . | .*| . | 7-0.0719-0.1202 .*| . | . | . | 8-0.1292-0.0133 .*| . | . | . | 9-0.0857 0.0192 . |*. | . | . | 10 0.1454 0.0288 . | . | . |** | 11 0.0411 0.1590 . | . | .*| . | 12-0.0192-0.0708 ============================================================= Cross Correlogram of UNEM3_WHT and ANTI_W1_WHT ============================================================= Date: 12/07/97 Time: 15:03 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM3_WHT,ANTI_W1_WHT(UNEM3_WHT,ANTI_W1_WHT(+i) lag lead ============================================================= . | . | . | . | 0 0.0467 0.0467 . |*. | .*| . | 1 0.1385-0.1001 . | . | . |*. | 2 0.0193 0.0850 . |*. | . |*. | 3 0.0535 0.0842 . |*. | . |*. | 4 0.0709 0.0621 . |*. | . |*. | 5 0.0521 0.1302 .*| . | . |*. | 6-0.1113 0.0615 . | . | . | . | 7 0.0167-0.0011 . |** | . | . | 8 0.1992 0.0213 .*| . | . | . | 9-0.1271 0.0263 .*| . | . |*. | 10-0.0467 0.0514 .*| . | . |*. | 11-0.0478 0.0810 . |** | . |*. | 12 0.2299 0.0563 ============================================================= Cross Correlogram of UNEM3_WHT and ANTI_A ============================================================= Date: 12/07/97 Time: 15:04 Sample: 1987:01 1995:12 Included observations: 107 Correlations are asymptotically consistent approximations ============================================================= UNEM3_WHT,ANTI_A(-i) UNEM3_WHT,ANTI_A(+i) i lag lead ============================================================= . | . | . | . | 0 0.0389 0.0389 . | . | . |*. | 1 0.0363 0.0973 . |*. | **| . | 2 0.0580-0.1499 .*| . | **| . | 3-0.1131-0.2437 .*| . | . |*. | 4-0.1057 0.0765 .*| . | . |*. | 5-0.0651 0.0633 . | . | .*| . | 6 0.0274-0.0539 .*| . | . |*. | 7-0.0561 0.0527 . |*. | . |*. | 8 0.0909 0.0507 .*| . | **| . | 9-0.0939-0.1553 . | . | . | . | 10-0.0012-0.0210 . | . | . |*. | 11-0.0096 0.0721 . |*. | . | . | 12 0.1290-0.0345 =============================================================