Use the data set ford_amazon_2017, which has the 2017 daily change in stock prices (adjusted for splits and dividends) for Ford and Amazon. a. Estimate an AR(2) model for both Ford and Amazon...

Use the data set ford_amazon_2017, which has the 2017 daily change in stock prices (adjusted for splits and dividends) for Ford and Amazon.

a. Estimate an AR(2) model for both Ford and Amazon stock-price changes, using robust standard errors. Conduct individual and joint tests of significance of the lagged stock-price changes at the 5% significance level. b. Estimate an autoregressive-distributed-lag model by regressing the change in Ford’s stock price on the lagged change in Ford’s and Amazon’s stock price, using robust standard errors. What can you conclude?