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2. a Go to Yahoo Finance or equivalent, and extract daily EUR/USD currency exchange rates for 2020-21 (Jan 1, 2020 through Dec 31, 2021). Plot
2. a Go to Yahoo Finance or equivalent, and extract daily EUR/USD currency exchange rates for 2020-21 (Jan 1, 2020 through Dec 31, 2021). Plot this data cleanly. What patterns do you see? Estimate the periodogram of this data, and plot it. What features do you see in the periodogram? Are there are pronounced peaks? Make sure you zero-pad at least a little. Examine the behaviour of the periodogram below 0.05. What do you see here? Identify the centers of the peaks, and convert them to period in days. Note: you will have needed to convert the series into a ts() object to have the frequency axis be correct - one day is 86,400 seconds, so your periodogram should show frequencies from 0 to 5.79x10-6. Conclude by replotting the periodogram once more, with two vertical lines added at the frequen- cies corresponding to one year and one week. Write a concluding statement. 2. a Go to Yahoo Finance or equivalent, and extract daily EUR/USD currency exchange rates for 2020-21 (Jan 1, 2020 through Dec 31, 2021). Plot this data cleanly. What patterns do you see? Estimate the periodogram of this data, and plot it. What features do you see in the periodogram? Are there are pronounced peaks? Make sure you zero-pad at least a little. Examine the behaviour of the periodogram below 0.05. What do you see here? Identify the centers of the peaks, and convert them to period in days. Note: you will have needed to convert the series into a ts() object to have the frequency axis be correct - one day is 86,400 seconds, so your periodogram should show frequencies from 0 to 5.79x10-6. Conclude by replotting the periodogram once more, with two vertical lines added at the frequen- cies corresponding to one year and one week. Write a concluding statement
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