Reference no: EM132892118
For this assignment, the dataset related to prices of companies listed on the KSE 100 Index is provided in the attached MS EXCEL file. Please note, name of students along with the companies' names are provided in appendix A. Students must work on the allocated company only. For this question use STATA.
a. Compute descriptive statistics including mean, median, mode, skewness, and kurtosis.
b. Given the monthly data of stock prices from January 2000 till November 2020 in excel,
predict model A prices using the simple regression model. 1
c. Transform data using natural logarithm, difference, and square root. Execute the simple regression model again for all the above-mentioned data transformations, and predict values for models A, B, C and D. Compare probability of F-statistics and R2.
d. Perform a graphical analysis by plotting the actual versus the predicted, and error term values. As a forecaster, you are asked to determine whether there is a pattern in the following data set.