https://www.bankofcanada.ca/?p=202485
2-year rolling R² with both headline and non-headline surprises2-year rolling R² with both headline and non-headline surprises2-year rolling R² with both headline and non-headline surprises2-year rolling R² with both headline and non-headline surprises24.56440020.05520032.0505002.31290017.54240021.05260032.0876002.69720017.01890018.40460032.3517002.06710016.70610019.78760032.4673001.77780016.56670010.03920032.3071002.00190016.23090013.97040032.1933001.65500017.86140014.47100032.0368006.89070016.28620016.50540028.3908007.00980016.72930020.21070026.9146007.25110014.31380018.37340033.6092006.5482006.14470013.20720014.39400033.07470010.89570012.64570016.49020038.65180012.3761006.42930017.91720039.48460012.7818006.54560019.45170035.16370013.8657002.67110022.87030035.66120014.0194003.20880024.25190044.31640017.5262003.52350020.46650044.39410022.3246004.73310024.45530043.79330025.01320012.62430025.67530043.71770034.40170012.50720030.25220042.20220036.43720012.94790040.80310046.65880036.66790012.17250045.38450051.85220035.21630011.80780051.90960049.78420033.33910017.22120050.33510051.47050031.92860017.72040044.91150045.29690032.03890031.77990045.40670045.96480031.75930030.46580047.89040047.38920032.90590025.20380047.70430050.36960032.28600024.53010049.79950051.79720033.52490021.24230038.79900049.47200034.04580018.23200038.81470049.30150034.10660019.52400037.15910050.98150030.11160024.27470037.60790053.64410029.48810024.22530039.59730050.04760027.71840027.93870040.61630051.28610019.09040027.71110040.64120041.80460017.80010032.38180040.83690040.79420017.28810033.02880039.42980028.97040017.15020033.97290039.65470032.35270019.32290032.85380040.12600030.55250019.37690032.66380040.10440033.57380021.01300032.47400041.58980034.29640016.03700026.88310041.16430033.66490016.72940026.05260039.51050035.00740014.93100027.38710030.98830039.53860016.65800028.45280032.03150040.90030016.00040029.11000020.60650039.92750011.82740019.37970014.01150035.31180014.79320020.53720019.28540039.94770014.85750023.81070016.02610035.41380015.05770021.69690012.40190034.12710017.12610027.29880010.71810029.52110017.88140026.47250010.54870026.79160017.07340026.22340020.07840033.47730017.18270021.56600019.46970032.3226007.36040022.25120021.78610030.12410011.36530015.54400023.83340028.20920010.8836005.70850025.32340026.08920010.9798004.68210031.89670029.32930011.1016003.63300032.35640030.17700010.8584002.87050032.18600030.3461009.5394004.06430031.82750038.3942009.3381001.82910031.54860034.3757009.1215002.28130031.70910036.4037008.9140001.25560029.69130032.6907008.2378006.70040026.69250031.2565009.6502008.47090027.02680032.31950012.74760011.06720029.24980028.14620015.54830011.01910031.49340025.11770022.96080021.37790026.22250024.83030022.04340025.19910018.50570027.04130025.55720025.88260018.66240027.13500027.54640026.37770017.40500024.28700027.78290025.69740017.52290030.82220027.81680028.11260020.62360030.68660028.70910028.34110020.72670030.94380029.36360028.21020021.38010034.16990029.18710028.20940024.95210026.21280016.68370032.77370022.15160023.37580020.07620032.82940020.68830025.98550017.61210033.10470022.53280027.44270020.86340033.41940022.48600025.90440025.63740021.07270033.38960016.48130022.63210023.77030032.18350015.26420026.48590023.90760030.14790016.67450024.40420025.50710036.39010029.16490023.73430021.83340036.94820029.91770020.48750023.41640037.80650029.17690021.07630023.29950038.98080030.98680024.27140021.39870037.88710036.18810022.86450020.56520037.80050025.15270024.68180018.16420038.52880025.729500