Question
Based on your knowledge from chapter 9, write a SAS code to develop a model and analyze the following time series for a Cryptocurrency's daily
Based on your knowledge from chapter 9, write a SAS code to develop a model and analyze the following time series for a Cryptocurrency's daily stock prices from 17May17 to 2Nov18.
Data:
460 457 452 459 462 459 463 479 493 490 492 498 499 497 496 490 489 478 487 491 487 482 479 478 479 477 479 475 479 476 476 478 479 477 476 475 475 473 474 474 474 465 466 467 471 471 467 473 481 488 490 489 489 485 491 492 494 499 498 500 497 494 495 500 504 513 511 514 510 509 515 519 523 519 523 531 547 551 547 541 545 549 545 549 547 543 540 539 532 517 527 540 542 538 541 541 547 553 559 557 557 560 571 571 569 575 580 584 585 590 599 603 599 596 585 587 585 581 583 592 592 596 596 595 598 598 595 595 592 588 582 576 578 589 585 580 579 584 581 581 577 577 578 580 586 583 581 576 571 575 575 573 577 582 584 579 572 577 571 560 549 556 557 563 564 567 561 559 553 553 553 547 550 544 541 532 525 542 555 558 551 551 552 553 557 557 548 547 545 545 539 539 535 537 535 536 537 543 548 546 547 548 549 553 553 552 551 550 553 554 551 551 545 547 547 537 539 538 533 525 513 510 521 521 521 523 516 511 518 517 520 519 519 519 518 513 499 485 454 462 473 482 486 475 459 451 453 446 455 452 457 449 450 435 415 398 399 361 383 393 385 360 364 365 370 374 359 335 323 306 333 330 336 328 316 320 332 320 333 344 339 350 351 350 345 350 359 375 379 376 382 370 365 367 372 373 363 371 369 376 387 387 376 385 385 380 373 382 377 376 379 386 387 386 389 394 393 409 411 409 408 393 391 388 396 387 383 388 382 384 382 383 383 388 395 392 386 383 377 364 369 355 350 353 340 350 349 358 360 360 366 359 356 355 367 357 361 355 348 343 330 340 339 331 345 352 346 352 357
a) Discuss stationarity of Cryptocurrency daily stock prices. How to make stationary if it is nonstationary? Use Augmented Dickey-Fuller Unit Root Tests.
b) What are sample autocorrelation for r2 in original time-series and first differenced transformation?
c) Discuss the behavior of SAC and SPAC for the tentative model.
d) Write your final proposed model. Check if your model needs constant term .
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Auditing Fundamentals
Authors: Marlene Davies, John Aston
1st Edition
0273711733, 978-0273711735
