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Anakyse data. Calculate Granger Causality and R squared for multiple regression model

I have run a sentiment anlysis to get the average daily sentiment for tweets regarding Volkswagen from 2015-2018. I also have the excess return of Volkswagen over the DAX for each of these days. Now I want to see if the sentiment has an effect on the return during the next day. So I want to have the Granger Causality with a lag of 1 and 2 days. I also want to see whats the R squared if you use a multiple regression model. I uploaded a screenshot of the data frame I already have. timestamp is the day. Sentiment the avg sentiment of the day and excessreturn the excess return of this day. sentiment mean is important for days where there is no trading (weekends). I calculated the means over these days so that the mean sentiment from Firday until sunday can be used for the monday returns.

Evner: Matematik, Programmeringssproget R, SPSS Statistics, Statistisk analyse, Statistikker

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Om arbejdsgiveren:
( 0 bedømmelser ) Münster, Germany

Projekt ID: #19278416

6 freelancere byder i gennemsnit €149 på dette job

ZeeshanShah22

I am a statistician having more than 2 years of experience in the same field. I can help you in calculating r square as well as any kind of statistical models.

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enlightenwritin1

HellO Sir, i am an expert in Mathematics, R Programming Language, SPSS Statistics, Statistical Analysis, Statistics. I can help you in this project. Please send me a message once. Thanks .

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blackbox311

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Haddouamine

Hello sir ! I have a Masters degree in Economics and Statistics with 5 years of professional experience working as a Quantitative Analyst (in the field of Statistics Flere

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Galata16

HELLO! As an: - Bachelor of Applied Mathematics - Engineer in Statistics and Applied Economics - Microsoft Office Technician (Microsoft Graduate: MOS Diploma), - I have skills in programming language R, Python, M Flere

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