FIN 271
FALL 2011
Dr. R. SOYER
Assignment 2: Nikkei Index
During the 1990s international investors have been complaining that the Japanese
market has been declining. To investigate the issue 132 daily values of the NIKKEI index
during the period of 1/1/91
Additional Exercise
3. Consider the following game. Peter spins a pointer inside a unit circle and define D as the distance
(along the unit circle) from the origin until the point where the pointer stops (recall our pointer
experiment in class?). If D>3/4
The George Washington University
Introduction to Econometrics
HW # 3
Homework # 3 (due FRIDAY Sep 25th , 10 pm on Blackboard).
HW: Chapter 4: Q: 4.1 ; Ex: 4.2, 4.5
Additional Exercises
1) In some of his classes, Professor Carrillo gives credit for class-p
iii ,
Paul E. Carrillo October/30015
Midterm (Type B)
Econometrics
5
Name:
You have 90 minutest answer the following questions. Please, be neat, clear and concise. Good
luck.
Part 1 (20 points)
A new over—the-counter herbal supplement, SuperHerb, claim
Finance 271
Financial Modeling &
Econometrics
Assignment
Student ID:
G33041692
Each observation in the accompanying dataset contains three numeric variables (Bus #, Age, and
Annual Repair Cost, in that order) separated by blanks.
For the following questio
SAMPLE QUIZ 3: FIN 6271 Assume that a stationary time-series, say Y, can be modeled adequately by an AR(1), that is by a first order autoregressive process. The sample autocorrelation function for the series Y and the "Autocorrelation Check of Residuals"
FIN 6271
FINANCIAL MODELING AND ECONOMETRICS
LECTURE SET 5 TIME SERIES MODELING REFIK SOYER THE GEORGE WASHINGTON UNIVERSITY
AUTOREGRESSIVE INTEGRATED MOVING AVERAGE PROCESSES. ARIMA(p,d,q) Processes Nonstationary Processes Difference stationary TS (or un
FIN 6271 FALL 2012 Assignment 3 PART I: Quarterly growth rate of GNP
DR. R. SOYER
In this assignment we will be interested in modeling quarterly growth rate of the U.S. GNP. The series is seasonally adjusted and it is for the period of 1947 Quarter 2 to 1
FIN 6271
FINANCIAL MODELING AND ECONOMETRICS TIME SERIES MODELING LECTURE SET 1
REFIK SOYER THE GEORGE WASHINGTON UNIVERSITY
INTRODUCTION WHAT IS A TIME SERIES (TS)? It is a sequence of observations which are ordered in time. ]1 , ]2 , , ]n ]> ; > oe 1, 2
FALL 2011
DR. R. SOYER
FINAL EXAMINATION
FIN 6271
Take-Home Exam
Please answer all the questions and show your when necessary. You can not
discuss the test with your classmates or with me or with anyone else. Please be sure that
you sign your name electro
Homework # 3 (Suggested Answers).
Solutions to Exercises
4.1. (I did not assign this exercise but am providing an answer nonetheless)
(a) The predicted average test score is
TestScore 5204 582 22 39236
(b) The predicted change in the classroom average tes
Finance 271 Financial Modeling & Econometrics
Assignment
Student ID: G
A person holding two or more jobs, one primary and one (or more) secondary, is known as a moonlighter. You wish to know whether a 1-unit increase in each of the independent variables (
Finance 271 Financial Modeling & Econometrics
Assignment
Student ID: G
Each observation in the accompanying dataset contains two numeric variables: Y (the dependent variable) and X (the independent variable), in that order, separated by blanks. For the fo
Finance 271 Financial Modeling & Econometrics
Assignment
Student ID: G
Each observation in the accompanying dataset contains three numeric variables (Time, Y, and X in that order) separated by blanks. Assume that these data represent a random sample from
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14.0275 convert the answer from log y to reguler y by using the function exp check the p-value it less than .05 , we reject H0 and accept HA 0.012485 log-lin slope *100 check the p-value its larger than .05 , we fail to reject H0 and we fail to acc
FINANCIAL MODELING AND ECONOMETRICS Solution to Assignment 1 (a) Look at a time-series plot of the data and using the plot discuss any seasonal behavior that you can observe from the data. Obtain box plots for each month using SAS and using the plot discu
The upper or Lower bound on a 95% confidence interval around the slope: We Look at 95% Confidence Limits in X: Data Myfile; Input x y; Cards; 7429 7294 16917 19405 20946 18562 22956 14915 26219 25078 Run; Quit; Proc Reg Data=Myfile; Model y=x/clb; Run; Qu
FIN 6271 FALL 2012 Assignment 4
DR. R. SOYER
PART I: Monthly Change in Earnings Index for British Workers In this assignment we will be interested in modeling the monthly change in earnings index (CEAR) for British workers over the period of January 1989
FIN 6271 FALL 2012 Assignment 5
DR. R. SOYER
PART I: Crest's Market Share In this assignment we will be interested in modeling Crest's market share. You have weekly time-series of 276 observations starting first week of January 1958. The weekly time serie
FIN 6271 FALL 2012
DR. R. SOYER
Assignment 1: US Home Resales Data The data corresponding to this assignment is given in file "Homeresales.txt", which you can download from Blackboard (under Session 8). The data is in free-format and the only variable is
FIN 6271 FALL 2012
Dr. R. SOYER
Assignment 2 Earnings in the Cola Industry In late 80s and early 90s, shareholders of cola companies were complaining that earnings in the industry had been declining. To investigate the issue monthly dividends of Pepsi Col