5. Get the monthly data from 1956 to 2009 on the S&PTSX Composite Index (CANSIM series V XXXXXXXXXXfrom the Textbook Resources area of the My Econ Lab. a. Present a time series plot of this series and...


5. Get the monthly data from 1956 to 2009 on the S&PTSX Composite Index (CANSIM series V122620) from the Textbook Resources area of the My Econ Lab.


a. Present a time series plot of this series and comment on its long-run movements.


b. Calculate the mean and standard deviation as well as the maximum and minimum values for this series.


c. Which were the worst and best years in terms of the stock market?


d. Calculate monthly changes and plot the new series. Does the magnitude of the changes in the index increase towards the end of the sample?



May 24, 2022
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