Calculate mean and standard deviation, Applied Statistics

Select and generate your assignment portfolio. The S&P/ASX 200 index is comprised of several sub-indices, including the following:

0) XPJ: The S&P/ASX 200 A-REIT Index

1) XDJ: The S&P/ASX 200 Consumer Discretionary Index

2) XSJ: The S&P/ASX 200 Consumer Staples Index

3) XEJ: The S&P/ASX 200 Energy Index

4) XFJ: The S&P/ASX 200 Financials Index

5) XXJ: The S&P/ASX 200 Financials excluding A-REITs index

6) XHJ: The S&P/ASX 200 Health Care Index

7) XNJ: The S&P/ASX 200 Industrials Index

8) XIJ: The S&P/ASX 200 Information Technology Index

9) XMM: The S&P/ASX 200 Metals and Mining Index

Use the last four unique digits of your student number (not your email address!!!) to select four sub-indices from this list that correspond to these last four numbers. For example, if the last four numbers in your student number are 0832, then your assignment portfolio is XPJ, XIJ, XEJ, XSJ. Use Google nance to download the historical weekly prices for each of these indices for the ve years between 1 Jan 2002 to 31 December 2006. [10 Marks]

With your assignment portfolio data (collected in Qtn 1), generate summary statistics that describe the returns distribution for each historical price series. Ensure that (at a minimum) you describe the mean and standard deviation of each returns series, along with the correlation matrix. Describe the type of returns you use and why.

Posted Date: 3/7/2013 3:05:00 AM | Location : United States

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