hw2-2012 - CORNELL UNIVERSITY STSCI 4550 / ILRST 4550 /...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
CORNELL UNIVERSITY STSCI 4550 / ILRST 4550 / ORIE 5550 Applied Time Series Analysis, Spring 2012 Professor David S. Matteson Assignment #2 Due Date: Monday, February 13, 2012 (before lecture). Datasets: Download data from the course site ( www.blackboard.cornell.edu ). Notes: Do not hand in computer output! Use cut-and-paste to summarize the output. There is no need to have many digits in an answer, in R use the round() function. Each student needs to write his or her own solutions. All tests are based on the 5% significance level. Please post computing questions on the course site Discussion Board; if you don’t know how to compute it in R neither will several of your classmates! Keep your answers brief, but make sure to answer every part of each question. Assignment: 1. [Monthly Returns] Consider the simple monthly returns for General Motor’s stock (gm), CRSP value-weighted index (vw), CRSP equal-weighted index (ew) and the S&P composite index (sp) from January 1975 to December 2008. CRSP is the Center for
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 2

hw2-2012 - CORNELL UNIVERSITY STSCI 4550 / ILRST 4550 /...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online