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Answer some questions relevant to stata

answer three questions relevant to stata, need operation process

see the file below

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only for freelancers who are good at finance field and stata

Answer the questions
Needs operation process of stata




Questions

1.
Generate a white noise process
t
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
assumed.
[8]
B. Plot the autocorrelation functions (ACFs) and the partial autocorrelation functions
(PACFs) for each of the four processes.
[8]
C. For each of the four processes compare the empirical ACFs and PACFs with the
theoretical ACFs and PACFs.
[24]

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 .
[50]

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
tests.
[20]
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

ProDataAnalyzer

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)
5.3
dgoyal

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

$16 USD / hour
(18 Reviews)
5.1
KaziHadi

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

$13 USD / hour
(5 Reviews)
3.0
theconometrician

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)
1.8
SharjeelSohail

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

$5 USD / hour
(5 Reviews)
1.7
mahjabin12345

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

$16 USD / hour
(1 Review)
0.3
danchoe2011

Please check PMB!

$36 USD / hour
(0 Reviews)
0.0
miki989

i have master degree in finance and experience in econometrics

$2 USD / hour
(0 Reviews)
0.0
emiliano0026

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

$5 USD / hour
(0 Reviews)
0.0