The file P09_42.xlsx contains many years of monthly percentage changes in the Dow Jones Industrial Average (DJIA).

Question:

The file P09_42.xlsx contains many years of monthly percentage changes in the Dow Jones Industrial Average (DJIA).
a. Create a histogram of the percentage changes in the DJIA. Is there any visual evidence that the of the Dow percentage changes is not normal?
b. Test the percentage changes of the DJIA for normality using the chi-square test. Is there enough evidence at the 5% significance level to conclude that the Dow percentage changes are not normally distributed? If so, what is there about the that is not normal?
c. Use the Lilliefors test and the Q-Q plot to check for normality of percentage changes. Do these suggest the same conclusion as in part b? Explain.
d. Repeat parts a–c, but use data only from the years 1990 to 2006. Do you get the same results as for the full data set?

Distribution
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