2. Financial Integration This problem is to examine the integration among the financial markets, both domestically and internationally. You should report your results in charts as those I distributed in class. Go to Yahoo! Finance to find financial index weekly data. Hint: enter "^" in the "Enter Symbol" box then click "Lookup" click "Indices". All financial indices will be listed. Make sure that you data series should have the same size. And you use "Adjusted Close" prices. Domestic Financial Integration Dow Jones Industrial Average; S&P 500; NASDAQ Composite; Russell 2000: Wilshire 4500 Completion Index: NYSE AMEX COMPOSITE INDEX (1) Test unit roots using Augmented Dickey-Fuller and Philips-Perron tests; (2) Test for cointegration using both the Engle-Granger and Johansen approaches Sector Movements NASDAQ Biotechnology: NASDAQ Health Care: NASDAQ Computer: NASDAQ Industrial (1) Test unit roots using Augmented Dickey-Fuller and Philips-Perron tests: (2) Test for cointegration using both the Engle-Granger and Johansen approaches International Integration S&P 500; FTSE 100: Nikkei 225; HANG SENG INDEX (1) Test unit roots using Augmented Dickey-Fuller and Philips-Perron tests; (2) Test for cointegration using both the Engle-Granger and Johansen approaches