Calculate mean and standard deviation, Applied Statistics

Assignment Help:

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.


Related Discussions:- Calculate mean and standard deviation

Pneumatic actuator design matrix, Pneumatic Actuator Design Matrix: The ra...

Pneumatic Actuator Design Matrix: The range of actuator design parameters have been provisionally assessed and are presented in Table. You are required to determine the following

Evaluation tracking system, BCBSRI was able to reduce MSD related Workers C...

BCBSRI was able to reduce MSD related Workers Compensation cases with lost workdays by implementing a New Ergonomic Program in March 2000 and increasing workstation evaluations. Ex

The cost of living index, The cost of living index number on a some data wa...

The cost of living index number on a some data was 200. From the base period, the percentage enhances in prices were-Rent Rs 60, clothing Rs 250, Fuel and Light Rs 150 and Miscella

Statistics to support learning, Scenario: Many of the years 5 and year 6 l...

Scenario: Many of the years 5 and year 6 learners' at Woodlands Park School were excited about being chosen for the cross-country team.  Every day, they were able to run laps of t

Questionnaire, Framing of Questionnaire: Questionnaire is a schedule of...

Framing of Questionnaire: Questionnaire is a schedule of questions which is sent to the respondents for filling in by them in their own handwriting together the information rel

Sampling, Sampling A  Population  is a collection of all the data point...

Sampling A  Population  is a collection of all the data points being studied. For example, if we are studying the annual incomes of all the people in India, then the population

Find the relation between two substance, Find the Relation between two subs...

Find the Relation between two substance: The following table shows the results obtained in experiments aimed to determine how solubility of water in benzene depends on tempera

Muti linear regression model problem, Muti linear regression model problem ...

Muti linear regression model problem An investigator is studying the relationship between weight (in pounds) and height (in inches) using data from a sample of 126 high school

#title., Features of index numbers

Features of index numbers

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd