代做ASSIGNMENT 3, FINANCIAL ECONOMETRICS SPRING 2024帮做R编程

ASSIGNMENT 3, FINANCIAL ECONOMETRICS SPRING 2024

1. Topics

The assignment covers the Vector Autoregression (VAR) and Cointegration models.

2. R Code

The assignment includes the R code to run the VAR and Cointegration models.

3. Data

a. VAR: The VAR model uses two homebuilder stock return series (LEN and KBH), downloaded directly on R (no Excel or csv dataset required).

b. Cointegration: The Cointegration model uses the 10-year and the 5-year interest rate series, downloaded directly on R (no Excel or csv dataset required).

4. Analysis

Run the R code as provided. Analyze the results. The analysis will involve the following:

a. Initial Tests

· Paste the test results in the report template and complete the corresponding text box with commentary and discussion.

b. Additional Outputs

· Paste the additional outputs specified in the report template and complete the corresponding text box with commentary and discussion.

c. Discussion Questions

· The discussion questions are on the report template.

5. Research Paper Reference

In addition to the usual analysis, this third assignment will ask you to find two scholarly research papers (you’ll see instructions in the report template and “How-To” video) and answer basic questions about them.

6. Report

As with previous assignments, summarize the outputs and analysis using the report template. There will be a simple “How-To” video with tips on completing the report (but you now know how to do these reports).