Search Our Essay Database

Autocorrelation Essays and Research Papers

Instructions for Autocorrelation College Essay Examples

Title: Is Technical Analysis Profitable in Silver Market In the Implication of Efficient Market Hypothesis

Total Pages: 28 Words: 7818 Sources: 0 Citation Style: APA Document Type: Essay

Essay Instructions: I would like you to do the research about Technical Analysis in the implication of Efficient Market Hypothesis on Silver Market.

The research should be done in the same way which Brock, Lanishok and LeBaron (1992) did. The method is to use Simple Moving Average Crossover (4/9, 9/18, 5/20, 10/40 as these 4 pairs are suggested by Murphy (1999), and 50/200 is commonly used as a death cross signal), Fixed Length Moving Average, and Trading Range Break Out in order to generate buy/sell signals and compare with Naive Buy and Hold Strategy.

There will also be statistic report including mean, maximum, minimum, standard deviation, skewness, kurtotis, and autocorrelation Coefficients, test at 5% and 1% significant level and provide histogram to examine distribution of the returns. The statistic must be given for the entire sample (2nd january 2001 to 6th january 2012) and 5 sub-periods to separate bull, bear, and sideway markets (from 2nd January 2001 to 1st December 2003 for sideway market, 2nd December 2003 to 5th March 2008 for bull market, 6th March 2008 to 28th October 2008 for bear market, 29th October 2008 to 29th April 2011 for another bull market, and 2nd May 2001 to 6th January 2012 for additional bull market).

The mean dialy return will be test using t-test adopted from Brock (1992) and Taylor (2005) examines at 5% and 1% level for two-tails test, as well as the t-test for difference between buy and sell means with the null hypothesis that the means are not significant different from the naive buy and hold at confidence level of 95%. This will also be tested for simple moving average, fixed length moving average and trading range break out.

The result will also need to be obtained the break even point adopted from taylor (2005) to determine the size of transaction cost.

There must be comparisons with relevant findings such as this research result with Brock (1992), why the results are different or the same with appropriate comment analysis.
There are faxes for this order.

Excerpt From Essay:

Title: The EU Enlargement and Economic Growth in the New Member States

Total Pages: 16 Words: 4332 References: 25 Citation Style: MLA Document Type: Research Paper

Essay Instructions: Order Instructions
This custom research request is for an econometrics research paper focused on Central and Eastern Europe, including statistical analysis of data to be performed in Stata or Econometric Views with output to be included in the appendix. The paper should analyse whether the 2004 EU enlargement contributed to economic growth in the ten new member countries from Central and Eastern Europe. This research paper will require data collection and analysis, which should also be included in the research paper (with all data to be sent to me in an excel file, if possible. Otherwise a word document shall suffice). Please use Arial font.

The following topics were covered during the course - for the statistical analysis of data please choose a method appropriate to the course outline.
1. Basic principals of estimation
2. Linear Regression Analysis
3. Regression with a binary dependent variable
4. Panel Data Econometrics
5. Time Series Econometrics
6. Instrumental Variable Regression

The project details are as follows:

1) Executive summary, giving main features and conclusions of the study in no more than 300 words:
??? Aim
??? Theory
??? Data
??? Methods
??? Conclusions regarding the quality of the results (comparative and policy analysis and/or forecasts)

2) Clear account of what problems the project addresses

3) Explanation of the economic theory and literature - Basic theory for modeling (2-3 pages)
Good use of references: to the theory and to other empirical work.

4) The development of estimable model (2-3 pages):
??? How to replace in the theoretical model the macro-micro-economic notions by statistical data
??? Problem of unobservable variables and/or missing observations
??? How to solve out unobservable variables (e.g. permanent income)
??? How (and why) to simplify
??? Problems with outliers
??? Justification of correct model estimation (references to omitted variables, bias, stochastic regressors, nonstationarity etc.)

5) Description of data quality, their properties and sources (2-3 pages)
??? Clear definitions of particular variables
??? Choice of data period (brief justification)
??? Pre-sample, sample and forecast periods
??? Recalculation tricks:
o Related to changes in definition and measurements of variables
o Related to changes in definition of the base for index variables
o Approximation of gaps (missing observations) in the series
o Recalculation of the nominal into real variables
??? Your assessment of the data quality: write down as much as possible about data deficiencies. No need to use perfect data.
??? Static and dynamic properties of the data (6-8 pages):
??? Visual, descriptive analysis of data
Graphs:
1. Cross-sectional data: graphs, analysis of heteroscedasticity (original
and transformed)
2. Time series of data: original and transformed for the modelling (e.g.
income and money in logs)
3. Histograms of potentially stationary series (e.g. interest rates, first
differences of logs of money and income variables)
4. Visual analysis of stationarity and normality of data
5. Are there any outliers (structural breaks) in the series? If so, why did they happen? (look back to the literature)
??? Stationary Properties
??? Analysis of heteroscedasticity, outliers, etc
??? Good, thorough analysis (relevant output should go to the Appendix)
??? Further statistical analysis of (stationary) transformations of data (autocorrelation function, normality, outliers)

6) Estimation and economic interpretation (4-5 pages)
??? Explaining the economic rationale for the relationship. What are the
??? expected signs (and values) of the parameters?
??? Was your estimation procedure applied correctly?
??? Hypothesis testing
??? Further statistical analysis, graphical and analytical (heteroscedasticity, cointegration, long-run relationships etrc).

7) Conclusion (1 page)
What has been achieved; what is good and what is bad about the model?
??? Are assumptions realistic?
??? Are data adequate (long enough, of a good quality, etc)?
??? Is any important series missing or approximated?
??? Are estimates interpretable?
??? Is model good enough for forecasting/policy analysis?
??? How it can be further developed in the future?

Excerpt From Essay:

Title: multiple liner regression to determine the time

Total Pages: 4 Words: 1160 Works Cited: 3 Citation Style: APA Document Type: Essay

Essay Instructions: I need to write a Econometrics term paper. Following steps are what my professor suggested.

Step 1 – Introduction
Step 2 – Literature Review
Step 3 – Hypothesis Development
Step 4 – Data Description (observation)
Step 5 – Econometric Methodology (not much attention)
Step 6 – Regression (extra attention)
Step 7 – Conclusion

The topic of the paper should not be very unique and difficult. The topic should be easy that many people can think of. If it is too unique or difficult, my professor will doubt me.

Some data tables and graphs should be used in the paper.

All sources should be found on internet. All sources are internet sources.

The number of sources depends on a writer. If the writer feels that more sources are needed to complete the paper, then please add more sources.

Work cited page is needed.

Minitab or e-view is better to use to find out data and others.

Mention about each slopes of regression, adjusted R^2, t-stat, F-stat, heteroskedasticity, and autocorrelation in the paper.

Excerpt From Essay:

Request A Custom Essay On This Topic

Testimonials

I really do appreciate HelpMyEssay.com. I'm not a good writer and the service really gets me going in the right direction. The staff gets back to me quickly with any concerns that I might have and they are always on time.

Tiffany R

I have had all positive experiences with HelpMyEssay.com. I will recommend your service to everyone I know. Thank you!

Charlotte H

I am finished with school thanks to HelpMyEssay.com. They really did help me graduate college..

Bill K