Again, consider the ten excess stock returns in the file mexcess-c10sp-9003.txt. Perform a statistical factor analysis. How

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Again, consider the ten excess stock returns in the file mexcess-c10sp-9003.txt. Perform a statistical factor analysis. How many common factors are there if the 5% significance level is used?

Plot the estimated factor loadings of the fitted model. Are the common factors meaningful?

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Analysis Of Financial Time Series

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Again, consider the ten excess stock returns in the file mexcess-c10sp-9003.txt. Perform a statistical factor analysis. How

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Analysis Of Financial Time Series

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