Assignment Task :
Tasks
1. Pick a data set of your choice and Download the variables you need from Bloomberg, Reuters, Yahoo Finance, Quandl, specify your source if the data is retrieved from a table. Analyze the initial data by plotting or printing the variables and consider if necessary to filter or modify your sample, explain your choices.
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Get Help Now!2. Describe your data set (number of observations, first and last observation, order, type of variables, meaning Calculate different measures of central tendency and dispersion for each variable and comment on your results.
3. Make a boxplot, a scatterplot and/or a histogram (or quantiles analysis) for the variables you want to consider and comment on the resulting plots.
4. Complete your analysis calculating the covariance and the correlation coefficients for your variables, print some graphs helping to show that relation and comment the results.
5. Transform your variables if needed in order to have a better relationship between the variables and explain your choice. Find an economic or financial explanation for the possible existing relation among your variables and present several candidate models suited to describe it.
6. Describe the econometric model you want to use and explain why it is the best choice for the dataset and financial question treated. Estimate the chosen econometric model and comment on your results (coefficients, significance, and percentage of variable explained by your model,
7. Analyze the residuals of your estimation using diagnostics and conclude about the quality of your estimations.
8. Based on the estimated values, calculate a forecast for the explained variable based on a reference level of the explicative (last observation, average) and comment.
9. Decompose the sample in two halves or a different frequency spacing, re-estimate your model and compare the two estimations. Conclude about the robustness of your results. 10. Find new ideas about your variables and describe how it would be possible to improve your model. Make some tests if possible illustrating your new ideas. Conclude about what you learned from this project.
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