Reference no: EM13956582
1. Choose one of any foreign countries and collect data on stock market index of the chosen country, either quarterly or monthly, using your own data source.
a. If quarterly, at least 25 year period or more
b. If monthly, at least 10 year period or more
c. Please provide the source of your data (finance.yahoo.com, for example), and explain the main reasons why you chose the specific country
2. Draw the graphs of the index level, log index (natural log or ln, not log with base of 10), and log differences (approx. % changes).
3. Please draw trend lines for your stock prices and log stock prices. (use a scatter diagram)
4. Please check if log differences are good approximation of % changes or not, by using your data.
5. Please provide your guess, looking at the graphs, about if each of the three time series data is stationary or nonstationary. Discuss why.
6. Draw the correlogram of each of the three series, and discuss what you find about their implications on stationarity/non-stationarity.
7. Apply proper forms of Dickey-Fuller unit-root tests to test for stationarity for the index level, log index, and log differences.
8. Please check if the error terms from the unit-root tests for the log index series are white noise or not.
Requirement :Finish this homework, Post graphs to questions. You must use Eviews to do this homework and choose any country stock market except USA. And please also post the stock index excel to me.
|
About the distribution of income world-wide
: Rosling tested his class of pre-med undergrads in Sweden to find out what his sudents knew about child mortality rates around the world. What was the result?
|
|
Calculate per-unit advantage-disadvantage of further process
: Mitrex Company makes a semi-finished machine component for the heavy equipment industry that has a unit contribution margin of $250 to Mitrex. Calculate the per-unit advantage or disadvantage of further processing.
|
|
Describe countertrade-what are the major disadvantages
: Supply management question: Describe countertrade. What are its major advantages to a manufacturer from a developed country with a pegged currency? What are the major disadvantages?
|
|
Compute the budgeted cost of goods sold
: Wesley Power Tools manufactures a wide variety of tools and accessories. One of its more popular items is a cordless power handisaw. Use the following information about this product line to complete the problem requirements. Compute the budgeted cost..
|
|
Foreign countries and collect data on stock market index
: Choose one of any foreign countries and collect data on stock market index of the chosen country, either quarterly or monthly, using your own data source.
|
|
Given a normal distribution with u=100 and s=10
: A campus program evenly enrolls undergraduate and graduate students. If a random sample of 4 students is selected from this program to be interviewed about the introduction of a new fast food outlet on ground floor of the campus building, what is ..
|
|
What minimum acceleration should the fireman slide down
: A fireman wants to slide down a rope. The breaking load for the rope is 3/4th of the weight of the man. With what minimum acceleration should the fireman slide down?
|
|
Disclaim interest in property left to the surviving spouse
: By will, D left Blackacre to A for life, remainder to B. D's residuary estate was left to S, D's spouse. Both A and B effectively, under Section 2518 disclaimed their interests in Blackacre. Is the answer the same if C is the residuary legatee under ..
|
|
Medieval scholars stated that positive law included
: Each week, the instructor will ask for a 3-5 page paper on the current week's topic. The content of the paper will respond to the topic by including a summary of the relevant chapter and/or readings and an application of that chapter's material to..
|