Test the residuals for the first order autocorrelation by using the Durbin-Watson test statistic.
Download eviews how to#
How to Download Eviews and Statistical Analysis Use the two versions: with and without cross products. Make sure to explain how the test is conducted. Test the residuals for the heteroscedasticity using the white’s test. Provide the statistical output from your regression and comment on each of them.
Download eviews series#
Pick any two series and run a regression of one variable on the other. The intention of this assignment is to teach you how to test the assumptions of the residuals. It is assumed that you had done Assignment #1 to carry the following steps. Again provide the statistical output from your regression and comment.Ĭan you estimate the beta on each stock by running the market model (Note that the market model is Comment on your results? Now pick three series and run a regression of one variable on the other two.
Provide the statistical output from your regression and comment on each of them. I suggest also to create a group so you can do the analysis in groups using Eviews. Provide the sample mean, standard deviation, skewness, kurtosis and map the histogram of each return.Ĭomment on your output for each stock. Once created, use the Eviews workfile to generate the returns on each stock.Ĭompute all the statistical output on each of your series. Import only the closing prices on each stock. Import the data from the Excel file so to create an Eviews workfile. You can organize your data initially in an Excel spreadsheet and then import that into Eviews.
Also, obtain data on the S&P500 or another index of your choice. Go to Yahoo finance and obtain data (closing prices) on five companies for the past five years.
Look at Eviews Help and the Help files so to know how to import data. The intention of this assignment is to teach you how to download your data file into Eviews and do some statistical analysis. It is assumed that you had installed Eviews on your computer. How to Download Eviews and Statistical Analysis Econometrics Assignment 1
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