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1) Use plot of the stock return and consider the Autocorrelation Function to determine the auto-regressive structure of the data and explain why you think the return is stationary.
2) Use the information in (1) to estimate a univariate auto-regressive (AR) model of the return series (at the minimum estimate an AR(1) or AR(2) model).
3) Save the residuals from the model in (1) and use their square to run an auxiliary regression to test for ARCH.
4) Re-estimate the time series model either correcting for ARCH (using the GLS method in the lectures) or by augmenting the model by one or two dummy variables to correct for non-normality (any large shocks in the stock return).
#question. i want design of inductive coupling to transfer power @ 2 watt in air gap of 5mm radial distance..
how to wire a three phase contactor to become a single phase contactor?
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Hi there i need help with design battery charger for electric scooter 24v battery. i have to design sechmatic diagram and PCB for it. using Altuim design software many thanks 006
NOP No Operation Instruction No operation is performed when this instruction is executed. The instruction format is NOP All registers and flags re
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