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Simple Econometrics: Time Series analysis

The report deadline is Thursday morning. The project should take 2 to 4 hours, and the project budget is $100.

You are expected to analyse time series data using Eviews, GRETL or any software of your choice and write up an empirical report explaining your work and the interpretation of your estimations.

The report should be at least 6 pages (not including the title page, bibliography and up to two pages of tables and/or graphs). The report must be word processed and double spaced using 12 point font (use 10 point for tables) and margins of at least an inch at top/bottom/left/right.

I have attached a spreadsheet labelled "Commodities (2)", which contains time series data for various commodities — Cocoa, Sunflower oil, Gold, Silver, and Crude petroleum. The data is the free market commodity price indices, monthly, from January 1970 to January 2014.

You are required to select any two commodity series of your choice and then perform a time series analysis of the series.

The analysis should include:

a) An examination of the autocorrelation and partial autocorrelation functions.

b) An estimation of the information criteria for each ARMA model order from (0,0) to (5,5)

c) An estimation of the model that you feel most appropriate given the results that you found from a) and b)

d) The construction of a forecasting framework to compare the forecasting accuracy of

i) Your chosen ARMA model

ii) An arbitrary ARMA(1, 1) model

iii) A random walk with drift in the log price levels (hint: this is easiest achieved by treating the returns as an ARMA (0, 0) - i.e. simply estimating a model including only a constant.

Please find attached two example reports that contain similar analysis to that which you are expected to do, but just using a different data set. Please merely use these two files as a high level reference in terms of my expectations, and discard the actual answers as they are different to the answers to the questions for this report.

Færdigheder: Statistikker

Se mere: use graphs to find the set, top statistics, statistics level 2, market analysis reports, data analysis reports, cocoa framework, Title Examination, log time, b in statistics, gold market price, cocoa software, time series, market analyse, free examination, eviews, econometrics questions, data forecasting, compare spreadsheet, arma 2, set analysis, project set statistics, questions statistics, model construction project, using econometrics, forecasting accuracy

Om arbejdsgiveren:
( 1 bedømmelse ) Sandton, South Africa

Projekt-ID: #5993239

3 freelancers are bidding on average $141 for this job

ProDataAnalyzer

Hi, I am interested to the task. I can solve any time series econometric assignment using either SPSS, STATA, Eviews, gretl, Minitab. Please visit my public profile for details about me. I can complete this assignm Mere

$200 USD in 3 dage
(56 bedømmelser)
6.0
mathstatconsulti

We have a member of 4 Statistician and 1 Economist who are spearheading analytic solution development in Retail, CPG, Banking, insurance & Life science domain through marketing science research and econometric modellin Mere

$120 USD in 3 dage
(7 bedømmelser)
3.6
mshoaib123

HI Brother, I am Data Scientist working in Multinational Company. My work is to see the hidden pattern in the large and complex data sets and predictive analytics, Data mining,Machine Learning and also uses the stati Mere

$111 USD in 3 dage
(6 bedømmelser)
3.1
statistician71

Hello, I am an specialist on time series analysis. I have done 4 project on time series analysis. I will use R programming to analyse the data set. Please contact with me. I will show my sample work and will foll Mere

$111 USD in 3 dage
(1 bedømmelse)
1.8