Assignment1 - folder) at:...

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AP/ECON 4140 Assignment 1 Due at beginning of class on January 31 The file gprices.dat contains daily closing prices for GOOGLE stock from 1/21/2009 to 1/18/2012, arranged in chronological order. Use the code in file a1.sas and answer the following questions. a) Does the daily price series look stationary? Why? b) Does the log return series look stationary? Why? c) Examine whether the log returns are normally distributed. d) Examine whether the log returns are serially correlated. Important note s: 1. The files gprices.dat and a1.sas are posted on the course website (in the "Assignments"
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Unformatted text preview: folder) at: http://www.yorku.ca/rsufana/teaching.htm 2. Instructions on how to access SAS are posted on the course website. 3. The assignment may be completed individually or in a team of up to three students. Students working in the same team will receive the same grade. 4. Write the assignment with a word processing software (e.g. Word), and hand in one hard copy, showing your name(s) and student number(s) on the first page. Students working in the same team should submit only one copy of the assignment....
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