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You can use your own data/ numbers. Just please show how it is done and where you find answers. I am using R studio software.

image text in transcribedimage text in transcribed You can use your own data/ numbers. Just please show how it is done and where you find answers. I am using R studio software. Thank you

A researcher performs econometric work on the the four factor model due to Fama-French. Her analyses are based on data obtained from the New York Stock Exchange. Table 1: Notation Note: All returns are measured as excess returns. Consider the linear model Yt=0+1X1t+2X2t+3X3t+4X4t+t where t{0,1,2,,T} indexes time periods and t denotes the error term. Let us assume that all assumptions concerning the classical linear model hold. [b] Fit the factor model (1) on the data provided using OLS. [c] Interpret the OLS estimates. (Note: You have to convey the numerical information contained in the elements of ^.) A researcher performs econometric work on the the four factor model due to Fama-French. Her analyses are based on data obtained from the New York Stock Exchange. Table 1: Notation Note: All returns are measured as excess returns. Consider the linear model Yt=0+1X1t+2X2t+3X3t+4X4t+t where t{0,1,2,,T} indexes time periods and t denotes the error term. Let us assume that all assumptions concerning the classical linear model hold. [b] Fit the factor model (1) on the data provided using OLS. [c] Interpret the OLS estimates. (Note: You have to convey the numerical information contained in the elements of ^.)

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