Explore small subsets of four to six multivariate stock returns in one of the time series data sets microcap.ts, smallcap.ts, midcap.ts, largecap.ts, and midcapD.ts by making pairwise scatterplots and...

Explore small subsets of four to six multivariate stock returns in one of the

time series data sets microcap.ts, smallcap.ts, midcap.ts,

largecap.ts, and midcapD.ts by making pairwise scatterplots and

classical versus robust correlations to find a subset that exhibits one or more

substantial differences between the classic and robust correlations. Explain

why the substantial difference or differences between classical and robust

correlations are reasonable given the nature of the data. For such a subset,

compute and display classical and robust Mahalanobis distances, and

comment on any interesting aspects of the multidimensional outliers found.