Econ 7011C: Econometrics for Finance Fall 2022 Homework 3 Answer to question no 1 Answer to question no 1(a) Definition: Med: Producer Price Index by Industry: General Medical and Surgical...

1 answer below »
I have send both questions and sample answers


Econ 7011C: Econometrics for Finance Fall 2022 Homework 3 Answer to question no 1 Answer to question no 1(a) Definition: Med: Producer Price Index by Industry: General Medical and Surgical Hospitals Transp: Producer Price Index by Industry: Transportation and Warehousing Industries Food: Consumer Price Index: Food and Beverages Source: U.S. Bureau of Labor Statistics Frequency: Monthly Answer to question no 1(b) Name Mean SD Max Min No. of obs med 172.8 7.431989 199.6 172.8 101 transp 188.8 9.987687 223.3 188.8 101 food 218.5 10.45605 253.0 218.5 101 Answer to question no 1(c) (i) Regress med on transp (ii) Regress food on transp (iii) Regress food on med (iv) Regress med and food on transp Answer to question no 1(d) Stationarity checking (med): Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 7.2515 to 0.5002 (from levels to first differenced). But for second difference SD increased to 0.7302 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags ADF test: Suggests I(1) stationary because │-9.94│>│-3.51│which means that we reject the null. Overall: med is I(1) stationary. Stationarity checking (transp): Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 9.8828 to 2.42 (from levels to first differenced). But for second difference SD increased to 2.7635 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags ADF test: Suggests I(1) stationary because │-6.61│>│-3.51│which means that we reject the null. Overall transp is I(1) stationary. Stationarity checking (food): Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 10.141 to 0.3851 (from levels to first differenced). But for second difference SD increased to 0.3942 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary because │-3.84│>│-3.51│which means that we reject the null. Overall food is I(1) stationary. Answer to question no 1(e) Re- estimation regression (i)Regress dmed on dtransp (ii)Regress dfood on dtransp (iii)Regress dfood on dmed (iv) Regress dmed and dfood on dtransp Answer to question1(f): Comparison of regression med on transp: Out 1 regression between med and transp and out 5 regression between dmed and dtransp tells us that both of the regression have same result that means there is no problem with the first model before differentiation. Comparison of regression of food on transp: Out 2 regressions between food and transp and out 6 regression between dfood and dtransp tells us that both of the regression have same result that means there is no problem with the first model before differentiation. Comparison of regression of food on med: Out 3 regressions of food on med and out 7 regression between dfood and dmed tells us that first regression had impact of food on med. Because after the first differentiation regression the relationship of food on med comes out non-significant. Comparison of regression of med and food on transp: Out 4 regressions of med and food on transp and out 8 regression between dfood and dtransp tells us that both of the regression have same result that means there is no problem with the first model before differentiation. Overall we could say the all the first difference regression makes sense as it takes into account the first difference variables and regression. Answer to question 2 For my convenience I have converted the given variables names. Stock name: Apple=i SANDP= m Inflation: inf Industrial production=indus USTB3m=rft M1MONYSUPPLY=m1 CONSUMERCREDIT=credit BAAAAASPREAD=spread Answer to question no 2 (a) Transforming the cpi into inflation I have estimated the regression model using “APPLE” stock as dependent variable and all other variable on the right-hand side. Plotting of the stock price: Answer to question no 2(b) From the above chart I can see that S&P 500, industrial production, risk free rate, m1 money supply, consumer credit as the p value of those variables are less than 0.05. Answer to question no 2(c) Explanation: Using iterative elimination of variables having high p values and using AIC/BIC criteria out3 is the best model because out 3 has the lowest AIC/BIC value. Dropping inflation: Dropping spread: Choosing best model we get: Answer to question no 2(d) Variable (i) Explanation: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 15.8865 to 1.6058 (from levels to first differenced). But for second difference SD increased to 1.9376 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at 10% level of significance because │-2.73│>│-3.45│which means that we reject the null. Overall: Variable (i) is I(1) stationary. Variable (m) : Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 735.2476 to 58.9153 (from levels to first differenced). But for second difference SD increased to 83.8737 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-20.13│>│-3.45│which means that we reject the null. Overall: Variable (m) is I(1) stationary. Variable Indus: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 16.1135 to 0.9367 (from levels to first differenced). But for second difference SD increased to 1.1317 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-5.29│>│-3.45│which means that we reject the null. Overall: Variable (indus) is I(1) stationary. Variable Inf: Explanation: Visual Inspection: suggests either I(0) stationary. SD: Suggests it is I(0) stationary because SD increased from 0.0026 to 0.0027 and 0.0041 (from levels to first differenced and 2nd differenced). ACFs: Suggests I(0) stationary because the autocorrelations among levels are reverting to mean. ADF test: Suggests I(0) stationary at because │-12.41│>│-3.45│which means that we reject the null. Overall: Variable (inf) is I(0) stationary. Variable (rft): Explanation: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 0.2045 to 0.016 (from levels to first differenced). But for second difference SD increased to 0.0169. ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-6.6│>│-3.45│which means that we reject the null. Overall: Variable (rft) is I(1) stationary. Variable M1: Explanation: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 970.2369 to 36.1191 (from levels to first differenced). But for second difference SD decreased to 32.9211. ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-9.7│>│-3.45│which means that we reject the null. Overall: Variable (m1) is I(1) stationary. Variable credit: Explanation: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 1064.1447 to 12.257 (from levels to first differenced). But for second difference SD increased to 15.0293. ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-10.43│>│-3.45│which means that we reject the null. Overall: Variable (credit) is I(1) stationary. Variable Spread: Explanation: Visual Inspection: suggests either I(1) or I(2) stationary SD: Suggests it is I(1) stationary because SD declined from 1.9575 to 0.2003 (from levels to first differenced). But for second difference SD decreased to 0.2439 ACFs: Suggests I(1) stationary because the autocorrelations among levels and their lags are pretty high unlike the first differenced variables and their lags. ADF test: Suggests I(1) stationary at because │-14.32│>│-3.45│which means that we reject the null. Overall: Variable (spread) is I(1) stationary. Answer to question no 2(e) For finding out the excess return of the stock apple and the market risk premium we have used the following graph. eri = ri – rf erm = rm – rf Plotting both on the graph: Answer to question no 2(f): Stationarity checking: Ri: Explanation: Visual Inspection: suggests either I(0) stationary SD: Suggests it is I(0) stationary because SD increased from 12.649 to 17.5405 and 30.0932 from levels to first differenced and second differenced). ACFs: Suggests I(0) stationary because the autocorrelations among levels and their lags are towards zero. ADF test: Suggests I(1) stationary at because │-19.1│>│-3.45│which means that we reject the null. Overall: Variable (ri) is I(0) stationary. Variable rm: Explanation: Visual Inspection: suggests either I(0) stationary SD: Suggests it is I(0) stationary because SD increased from 4.3655 to 6.0946 and 10.4123 from levels to first differenced and second differenced). ACFs: Suggests I(0) stationary because the autocorrelations among levels and their lags are towards zero. ADF test: Suggests I(1) stationary at because │-18.97│>│-3.45│which means that we reject the null. Overall: Variable (rm) is I(0) stationary. Eri: Variable: Explanation: Visual Inspection: suggests either I(0) stationary SD: Suggests it is I(0) stationary because SD increased from 12
Answered Same DayOct 24, 2022

Answer To: Econ 7011C: Econometrics for Finance Fall 2022 Homework 3 Answer to question no 1 Answer to...

Mohd answered on Oct 24 2022
63 Votes
-
-
-
2022-10-24
library(readr)
Fred_data <- read_csv("Fred_data.csv", col_types = cols(DATE = col_date(format = "%m/%d/%Y")))
View(Fred_data)
model_1<-lm(Unemployment_Rate~CPI,data=Fred_data)
model_2<-lm(Unemployment_Rate~PCE,data=Fred_data)
model_3<-lm(PCE~CPI,data=Fred_data)
model_4<-lm(PCE~CPI+Unemployment_Rate,data=Fred_data)
summary(model_1)
##
## Call:
## lm(formula = Unemployment_
Rate ~ CPI, data = Fred_data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -1.6000 -1.1571 -0.1901 0.3581 9.3738
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 7.0239 0.5154 13.629< 2e-16 ***
## CPI -0.7601 0.1905 -3.991 0.000124 ***
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.702 on 103 degrees of freedom
## Multiple R-squared: 0.1339, Adjusted R-squared: 0.1255
## F-statistic: 15.92 on 1 and 103 DF, p-value: 0.0001236
summary(model_2)
##
## Call:
## lm(formula = Unemployment_Rate ~ PCE, data = Fred_data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -3.4976 -1.0211 -0.4509 0.4673 9.3972
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 6.998e+00 1.187e+00 5.897 4.75e-08 ***
## PCE -1.403e-04 8.572e-05 -1.636 0.105
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 1.806 on 103 degrees of freedom
## Multiple R-squared: 0.02534, Adjusted R-squared: 0.01588
## F-statistic: 2.678 on 1 and 103 DF, p-value: 0.1048
summary(model_3)
##
## Call:
## lm(formula = PCE ~ CPI, data = Fred_data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -15370.3 -1171.2 110.4 926.8 2584.9
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 12568.4 617.5 20.36<2e-16 ***
## CPI 438.2 228.2 1.92 0.0576 .
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2039 on 103 degrees of freedom
## Multiple R-squared: 0.03456, Adjusted R-squared: 0.02519
## F-statistic: 3.687 on 1 and 103 DF, p-value: 0.05759
summary(model_4)
##
## Call:
## lm(formula = PCE ~ CPI + Unemployment_Rate, data = Fred_data)
##
## Residuals:
## Min 1Q Median 3Q Max
## -15210.8 -1183.0 -3.4 1126.7 2574.8
##
## Coefficients:
## Estimate Std. Error t value Pr(>|t|)
## (Intercept) 13407.4 1033.7 12.970<2e-16 ***
## CPI 347.4 245.2 1.417 0.160
## Unemployment_Rate -119.4 118.0 -1.012 0.314
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Residual standard error: 2039 on 102 degrees of freedom
## Multiple R-squared: 0.04416, Adjusted R-squared: 0.02541
## F-statistic: 2.356 on 2 and 102 DF, p-value: 0.09994
library(tseries)
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
adf.test(Fred_data$CPI)
## Warning in adf.test(Fred_data$CPI): p-value greater than printed p-value
##
## Augmented Dickey-Fuller Test
##
## data: Fred_data$CPI
## Dickey-Fuller = 0.85597, Lag order = 4, p-value = 0.99
## alternative hypothesis: stationary
acf(Fred_data$CPI)
adf.test(Fred_data$Unemployment_Rate)
##
## Augmented Dickey-Fuller Test
##
## data: Fred_data$Unemployment_Rate
## Dickey-Fuller = -2.7089, Lag order = 4, p-value = 0.2827
## alternative hypothesis: stationary
acf(Fred_data$Unemployment_Rate)
adf.test(Fred_data$PCE)
##
## Augmented Dickey-Fuller Test
##
## data: Fred_data$PCE
## Dickey-Fuller = -2.7877, Lag order = 4, p-value = 0.25
## alternative hypothesis: stationary
acf(Fred_data$PCE)
skimr::skim(Fred_data)
Data summary
    Name
    Fred_data
    Number of rows
    105
    Number of...
SOLUTION.PDF

Answer To This Question Is Available To Download

Related Questions & Answers

More Questions »

Submit New Assignment

Copy and Paste Your Assignment Here