Econometric Methods FIN5EME

Assignment 1 words 1000 + excel + eviews Econometric Methods FIN5EME This assignment is worth 20% of the total mark and should be submitted by Sunday, 15April 2018, 11:00 pm, using the electronic submission facility available at the LMS. This is an individual assignment. Plagiarism will be dealt with according to the Universitypolicy. Members of the teaching staff are not allowed to help on any aspect of the assignment,and will not answer the questions directly related to the assignment unless they are forclarification of the questions. Late submission will be penalised with 2% (two percent) perany extra day delay after the submission date. Submission of special considerationapplications...Show More

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The last digit of the student Id is 6, so the selected stock from the data sheet is for “JNJ”. Resultsfor the assignment are discussed below. 1) Descriptive statistics for price level and the price returns The results from the descriptive statistics for both the price level and the price returns are shownin the table below. Price Level RETURN Mean 67.38902 -0.00068 Median 63.27500 0.011351 Maximum 114.5000 0.172328 Minimum 36.50000 -0.77233 Std. Dev. 17.54373 0.108499