Business & Finance OxMetrics: Assignment on Stock Price Modeling, Forecasting, and Testing of Three Companies Based on OxMetrics
Need assistance with an assignment that involves complex financial data analysis. The task focuses on the stock prices of three major companies - Microsoft, Samsung, and Apple - from 1990 to 2020 (or as far back as possible for Samsung, with its IPO in 1975). I have also prepared 2 samples for you to do in right form.
Assignment Requirements
- Data Handling: All data must be loaded into a single data file in OxMetrics, ensuring the same time series (common dates) for cointegration analysis. Special attention has to be paid to outliers in Apple (around 2,000 observations) and Samsung (around 5,200 observations). For Samsung, the stock price data needs to be adjusted for the exchange rate, and all stock prices should be in the same unit (dollars per share). Also, any stock splits need to be accounted for by rescaling the pre - split stock values.
- Modeling and Testing: A VAR model is required, along with ADF and Johansen tests to analyze the relationships and differences between the stock price series. I need the specific model results, especially the numerical output of the Johansen cointegration test and VAR estimates. Each test result should be presented as a screenshot.
- Graphing: I need a separate plot for each company showing its stock price change over time, with the x - axis representing time.
- Software Requirement: The entire analysis must be done using the new version of OxMetrics (version 9.30). The download link, username, password, and registration code are provided. After installation, PcGive needs to be tested for data loading and graphing.
- Deliverables: The final data in OxMetrics format (either.in7/.bn7 files or.oxdata file) should be provided. Additionally, the work should be presented in a 5 - minute presentation with a maximum two - page handout, including an economic framework description, data graphs with adjustment discussions, descriptive statistics (including ADF statistics), and analysis of the relationships between the series (cointegration analysis).
Time - Sensitive Request
I'm under a lot of pressure as this assignment is due very soon. I would greatly appreciate it if someone could take on this task and complete it within 24 hours. Please let me know if you're available and have the necessary skills to handle this financial data analysis project.
2 years ago
25
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