Already have an account? Get multiple benefits of using own account!
Login in your account..!
Remember me
Don't have an account? Create your account in less than a minutes,
Forgot password? how can I recover my password now!
Enter right registered email to receive password!
The tab-delimited text file C359A1S1Q2.txt contains daily prices for the South Korean Stock Exchange Index (KOSPI) from 4/7/2006 (observation 1) to 11/6/2010 (observation 977). Although this is daily data, the data are presented as a sequence of 977 undated observations. The data were obtained from yahoo finance.
a) Build an AR/MA/ARMA model for the daily log returns, explaining the reasons for your choice of model specification. In your answer, present and explain the steps you take to develop the model; present and interpret the estimated model for the final specification you choose; and present and explain the results of any diagnostic testing you consider is appropriate.
b) Is Least Squares (LS) regression suitable for estimation of the model you obtain in Q2a? Explain your answer. If LS is not suitable, what estimation method do you suggest is suitable, and why?
c) Use the ARMA model to produce forecasts for the final 30 days of the sample for the process you obtain in Q2a. Evaluate the forecast performance of your model.
(Assignment Guidance: You will need to re-estimate the chosen model over a shorter estimation period, excluding the final 30 observations. Then use this estimated model to obtain forecasts for the forecasting sample of 30 days. In Eviews, please select the Option Dynamic in the forecast window).
What is the expected value and variance of y = 3x+2 knowing that E(X) = 8 and var(X) = 4.
In a year, weather can impose storm damage to a home. From year to year the damage is random. Let Y be the dollar value of damage in a given year. Assume that 95% of the year's Y=$
suppose only one professor teaches economics at your university, would you say that this prof is a monopolist who can exact any price from students in the form of readings assigned
This problem refers to Doughtery's Educational Attainment and Earnings Functions (EAEF) data set, accessible through the course website. This data is a subset of the U.S. National
How can a person achieve his goal for development?Explain it with 5 examples.
Choose Y and X variables to model on the Household and the Environment Survey 2006. Using Ox software to write a program to do estimation, and then write a report based on the an
Let W be a random variable such that Supp (W) = {2, -1, 0, 1, 2 } and What is p? Define U = W 2 . What is Supp (U) and fU (u) = Pr [U = u] for u ∈ Supp (U)? Compute E [W] a
Assume the following table gives the joint PDF (probability distribution function, not Adobe document!!) of two discrete variables, x and Y. Vari
Replicate the estimations in Table 2 on page 82 of Graddy (1995), but excluding the data of King Whiting.
QM2 Econometric Project As part of the course requirements you have to undertake an econometric evaluation of an economic issue using data that you have gathered either from the ho
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!
whatsapp: +91-977-207-8620
Phone: +91-977-207-8620
Email: [email protected]
All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd