Chapter 4• Discuss the summary statistics for the daily returns of the S&P 500 index.ACF0.00-0.05-010nobsNAS20LagMinimumMaximum· Discuss the evidence of autocorrelation in the S&P 500 returns and absolute returns.Series: spy$returnSeries: abs(spy$return)1. Quartile3. QuartileMeanMedianSumSE MeanLCL MeanUCL MeanVarianceStdevSkewnessKurtosisSPY7625.0001.000-11.58913.558-0.4490.5930.0370.067279.9330.0140.0100.0631.4191.191-0.28710.90330ACF0.3-0.2-0.1-0.01020Lag30

The correlation explains the degrees of association between the two numerical variables. The…

Answered: Chapter 4 • Discuss the summary…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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You've observed the following returns on Mary Ann Data Corporation's stock over the past five years: 38.50 percent, 20.50 percent, 23.50 percent, -25.50 percent, and 12.50 percent. a. What was the arithmetic average return on Mary Ann's stock over this five-year period? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Arithmetic average return b-1. What was the variance of Mary Ann's returns over this period? (Do not round intermediate calculations. Round the final answer to 6 decimal places.) Variance b-2. What was the standard deviation? (Do not round intermediate calculations. Round the final answer to 2 decimal places.) Standard deviation %
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