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Plain

Adjusted

Sample

Standard

AR(1)

Standard

Period

Deviation

Coefficient

Deviation

1983-2008

4.55%

0.45

8.28%

1991-2008

4.75%

0.39

7.79%

1998-2008

5.33%

0.36

8.27%

Table 2: Plain and adjusted standard deviations of the Halifax HPI The first column shows plain standard deviations of the Halifax HPI. The second column shows the first order autoregressive coefficients of the index; these are used to compute the adjusted standard deviations presented in the third column. Both plain and adjusted standard deviations are quoted on an annual basis.

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