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게시됨 약 11년 전

$30 USD

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Assuming that the bivariate series of daily log returns of IBM stock and S&P500 index follows a VAR model, download the data from January 2000 to December 2012 from Yahoo. Perform the following using Matlab and show your codes including comments in the appendix: a) Pick the best VAR using the BIC and AIC and explain your reasoning. [10 marks] b) Draw the plot of the AIC, HQIC and BIC against VAR order. [5 marks] c) Estimate the final model and write down your fitted model. Look and interpret some of the interesting characteristics. Find the R2 for your preferred model and interpret. [10 marks] d) Conduct GC testing in a VAR(1) with no constant and compare this with your preferred VAR(p) model. [10 marks] e) Draw the impulse responses pictures and interpret your results. [15 marks]
프로젝트 ID: 4398396

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활동 중 11년 전

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사용자 아바타
Hi. I am sure can do this. Here is an example of very similar work done by me before: http://www.freelancer.com/projects/Excel-Matlab-Mathematica/Black-scholes-binomial-tree-trinomial.html Regards
$110 USD 3일에
5.0 (36 건의 리뷰)
5.1
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사용자 아바타
I am in time series analysis. I'll wait for your response.
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4.9 (5 건의 리뷰)
4.4
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사용자 아바타
I am an Econometrician and I specialize in both Applied Statistics and Econometrics. I have a very strong academic and professional background in Econometrics and Statistics. It is evidenced from the Gold Medal I received for the Top Position in MSc in Econometrics where I obtained 80% plus in Econometrics, Statistics and Mathematical Economics. Also I studied in Sheffield for MS in Economics where I further developed my outstanding skills of Econometric/Statistical Analysis. The study in Sheffield was funded from the Scholarship I received for Higher Studies from UK. I have been teaching courses in Economics, Statistics and Econometrics both on campus and online on my personally maintained e-learning portal. There are more than 30 courses in Econometrics, Statistics, Business Analysis and Global Business Strategy. As an academic, I have a total of more than 7 years of experience in teaching and academic research. Academically, I teach Microeconomics, Macroeconomics, Business Economics, Business Mathematics, Business Research, Global Business Management & Strategy and Managerial Economics. On research side, I have produced academic research articles published in internationally recognized journals listed on ISI Master List of Social and Scientific Index. My research has been continuously downloaded and read from Google Scholar and SSRN which is evidenced from the fact; I remained on the list of the top ten of Economic Research Network in Applied Econometrics and Health Economics. As an instructor of Applied Statistics and Econometrics, I am teaching all my courses with any of Stata, Eviews, SPSS, R and Matlab as suitable for the candidates. I deliver advanced contents with real-world cases in Statistical Analysis and Econometric Modelling. Main contents of my courses vary in the areas of Qualitative Data Analysis, Factor Analysis, Principle Component Analysis, Power and Sample Size determination for Survival Studies, Analysis of Open ended surveys and interviews, Multivariate Time Series techniques in VAR/VECM, VARX, SVAR, Multivariate GARCH, ARDL and Bayesian Multivariate Time Series Methods. My courses broadly in the following categories beside the Common Courses in Economics: 1. Panel Data Analysis 2. Time Series Analysis 3. Count Data Models 4. Qualitative Data Analysis 5. Analysis of Categorical Analysis 6. GMM and GLM 7. Multivariate Statistical Analysis 8. Statistical Analysis of Business Data 9. Statistical Analysis using Microsoft Excel 2010 10. Financial Modelling using Matlab & MS Excel 11. Financial Risk Analysis using Matlab 12. Financial Econometrics using Matlab As an Econometrician, I have been using various financial and non-financial databases for accessing data on a range of topics varying from Development Indicators to Financial Analysis, Macroeconomic time series data to Micro surveys of Business organizations and labour force from among countries. Main sources of the data are Thomson OneBanker, World Bank Databank, IMF eLibrary, OECD and Euro-barometer. As a freelancer, I work on Research and Statistical Support in Data Analysis and conduct Empirical Research. I am actively working on projects, the clients need to work in the area where I specialize, I not only provide the solution but also encourage them to get training where the training can be of benefit for future. Regarding your project, I can help you have the following for the project you would need: Originality Details Complete Guides and Notes Audio description Video Description Theory and Examples Software Simulations Software Demo Complete Online Course Complete HD Whiteboard based Course Personalized and Face to Face Course Lastly, I would be happy to welcome you to check my profile for more details. With Best Regards Muhammad Anees Assistant Professor of Economics Consultant & Trainer in Econometrics, Statistics and Data Analytic
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사용자 아바타
Hello, We are freelance software developers. If you contact us, we can give a quote for your project and we can discuss the details. w w w . sol v e r . i o
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사용자 아바타
hello sir , I would be a very greatful to work on this project. Please do consider my bid. With regards, Mani
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고객에 대한 정보

국기 (INDIA)
Delhi, India
4.8
88
결제 수단 확인
8월 5, 2011부터 회원입니다

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