3. Calculate the 1st through 100th lag autocorrelation. Plot the autocorrelations against the lag order. (Excel Hint:
Question:
3. Calculate the 1st through 100th lag autocorrelation. Plot the autocorrelations against the lag order. (Excel Hint: Use the function CORREL.) Compare your result with Figure 1.1.
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Related Book For
Elements Of Financial Risk Management
ISBN: 9780121742324
1st Edition
Authors: Peter F. Christoffersen
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