Fit the return series an appropriate arma model

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Reference no: EM13118857

Question:

Choose the share NYSE:WMT. Take +1,000 observations and answer the following questions:

a) Does the price series have a unit root?

b) Fit the return series an appropriate ARMA model.

c) Analyse the volatility of the return.

Attachment:- DataStream.xlsx

Reference no: EM13118857

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