The task is to conduct an empirical research project and to write a project report.
Paper Details
This is a methods of financial data analysis BSP420
This assignment is intended to assess your ability to:
1. Download and manage data from an online source.
2. Perform regression analysis using EViews.
3. Interpret the results of regression analysis.
4. Identify statistical problems associated with regression analysis and their
implications for the interpretation of the results.
5. Apply the content taught in lectures and tutorials.
My criteria:
Company: Microsoft
Daily Share Price from 2007 till date (said there should be at least 1000 observations)
Important to include the financial crisis year.
Please use Eviews
4 Misspecification Tests Should be done:
1. Heteroscedasticity
2. Serial Correlation (can be pick from; Durbin-Watson Test; Durbins H Test; Breusch-Godfrey Test; Box-Ljung Test; Correlogram)
3. Normality Of Residuals
4. Ommision of Relevants V’s
