Answer some questions relevant to stata

answer three questions relevant to stata, need operation process

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Answer the questions
Needs operation process of stata


Generate a white noise process
ε , with 250 observations. Use this white noise
series to generate the following processes :
(i) Stationary AR(1)
(ii) Invertible MA(1)
(iii) Random Walk
(iv) Process with a deterministic linear trend

A. For each one of the four series specify clearly the data generating process that you
B. Plot the autocorrelation functions (ACFs) and the partial autocorrelation functions
(PACFs) for each of the four processes.
C. For each of the four processes compare the empirical ACFs and PACFs with the
theoretical ACFs and PACFs.

2. From any (reliable) data source choose a univariate time series of your interest.
Model the mean and the variance of the series using the Box -Jenkin’s methodology
and ARCH/GARCH techniques . Explain each step carefully .

3. For this question use the data provided on MOLE2 (folder: A ssessment >>
Reassessment Coursework), data file: coint.dta . There are three series in the data
set: y, z, and w ; there is also a time indicator: t. In total there are 100 observations.

A. Test the variables to show that all the three variables are non -stationary. Clearly
exp lain what you are doing.
[1 5]
B. Perform both the Engel - Granger tests for co-integration and the Johansen tests for
co -integration. Explain clearly what you are doing and what you find from both the
C. Estimate the error- correction model using the appropriate numbers of lags. Explain
what you are doing carefully. Interpret the model i.e. give an economic intuition for
the estimated parameters.

Skills: Accounting, Business Analysis, Finance, Mathematics, Statistics

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About the Employer:
( 70 reviews ) Dalian, China

Project ID: #4784703

9 freelancers are bidding on average $13/hour for this job


Hi, Experienced statistician with strong academic background and expertise in statistical software's. Please see the PM for details. Thanks.

$15 USD / hour
(27 Reviews)

An experienced Statistician with sound experience in STATA, SPSS, EVIEWS, R, Excel.

$16 USD / hour
(18 Reviews)

Hello There, I am a statistician. Please let me know more about the job. Thanks

$13 USD / hour
(5 Reviews)

I will do that. Let me show you my Stata skills before you go to deal. I will turn these questions solved within 3 days. I will not give you cumbersome hourly rate, but let us agree on a fixed rate. I will explain e More

$11 USD / hour
(1 Review)

I'm a fresh chartered accountant. Can do this project easily.

$5 USD / hour
(5 Reviews)

Hello, I am a statistician. I can do the job. Thanks

$16 USD / hour
(1 Review)

Please check PMB!

$36 USD / hour
(0 Reviews)

i have master degree in finance and experience in econometrics

$2 USD / hour
(0 Reviews)

i have good experience in stata, and wor, exel... i can do the proyect

$5 USD / hour
(0 Reviews)