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# 定量分析作业代写 统计代写 stata代写

2021-11-23 14:33 星期二 所属： 作业代写 浏览：47

## Homework Assignment 2 Instructions

Please go through the Readings and Slides before you start doing the HW2 Problems. You need to construct forecasting models using the attached Excel file “US_Macro_Data”.  定量分析作业代写

I need to see your commands in Stata, you can simply Copy/Paste your commands either in your Word file, or attach as a separate …do file.

### Definitions of variables in the Excel file:  定量分析作业代写

m3 – US money supply

ppi – US producer price indices cpi – US consumer price index gdp – US gross domestic product

m1nsa – US money supply (M1) from Enders FFR – US federal funds rate

Tbill- US treasury bill Unemp – US unemployment

1.What are the major differences among these 3 (three) AR(p), ARIMA(p, d, q), and VAR forecastingmethods?  定量分析作业代写

2.Construct 2 (two) forecasting models out of these 3 (three) (AR(p), ARIMA(p, d, q), and VAR) with all their assumptions, steps, criteria and tests using the Excel file

3.Use your models to forecast the values of these variables for the fourquarters of 2002 and 2003. Compare the forecast values with the actual values using some outside sources (World Bank, IMF, OECD, etc.). Explain any discrepancies.

4.Provide a theoretical background for your decisions concerning your variables selection as dependent, independent, etc.  定量分析作业代写

5.Try to be specific about the Hypothesis testing procedure (i.e. why would you rejectyour Ho, or fail to reject it).

6.What is the Granger causality test, and how is it used in the VARmodels?

Interpret your forecasted results, and confidence intervals.

I want to stress again that this is an individual homework, and you need to do it yourself. If you try to “borrow” some parts of the assignment from somebody else, you both will lose points.