Use a software of your own choice to calculate the daily log prices (lp) and daily log returns (Ir)i.Examine the descriptive statistics of both lp and Ir. What do you conclude about thedistributions of lp and Ir? Is lp normally distributed? Is Ir normally distributed?Obtain the correlograms, and examine the autocorrelations and partial autocorrelations forboth lp and Ir. What do you conclude about the behaviour of lp and Ir? Are theystationary/non-stationary?ii.iii.Are your conclusions about stationary/non-stationary of lp and lr confirmed by appropriateunit root tests?

The objective of the question is to analyze the daily log prices (lp) and daily log returns (Ir)…

Answered: Use a software of your own choice to…

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

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