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Econometrics - Time series project

$10-30 AUD

Closed
Posted over 4 years ago

$10-30 AUD

Paid on delivery
You need to find the effects of US 10 Year Yield Treasury Rates on the following: 1) Nifty 2) USD/INR Currency 3) India 10 Year G-Sec For this you will need to perform the following econometric tests using Python: 1) Unit root test for stationarity (Augmented Dickey-Fuller Test) & Pillips-Perron test & Kwiatkowski–Phillips–Schmidt–Shin Test) 2) Check for cointegration using Johansen procedure (done through the Vector Autoregressive (VAR) approach) 3) Vector Error Correction Model to check for long-run causality and short-term dynamics if there is an evidence of cointegration relationship among the variables. Note- All statistical tests should be carried out at 5% level of significance. The excel file containing the data to conduct these test is attached. You will need to write clear explanations for the procedures followed, supply the python code, and explain the results in a word file. NOTE : PLEASE BID FOR THE PROJECT ONLY IF YOU HAVE PRIOR EXPERIENCE WORKING WITH TIME SERIES DATA !!
Project ID: 20628495

About the project

5 proposals
Remote project
Active 5 yrs ago

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5 freelancers are bidding on average $120 AUD for this job
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I am a statistical analyst, with strong background of Pure Statistics including a strong grip on statistical software including SPSS, Excel, Minitab, STATA, SAS, Mathematica, Statistica and Eviews. Brilliant skills in Multivariate Analysis, Factor Analysis, Discriminant Analysis, Logistic and Multiple Logistic Regression, Panel; Cross Sectional & Time Series Analysis, Fixed & Random Effect Models, ANOVA, MANOVA, ANCOVA, Principal Component Analysis, Simple & Multiple Linear Regression, Non-Linear Models, Generalized Linear Models, Control Charts, Hypothesis Testing, Poisson Regression, Binary Data Analysis, Z-test, T-test, Chi-Square Test, F-test, Parametric Methods, Non Parametric Methods, Best Model Selection, Problems related to Inference, Estimation, Probability, Sampling, Calculus, Economics, Mathematics and vice versa. In-spite of data analysis task, I deliver high quality content on time at an affordable price. My work is done efficiently and effectively, & I meet clients' needs
$150 AUD in 4 days
5.0 (111 reviews)
6.2
6.2
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Hi, I'm an expert in time series data analysis. I'm sure that I can easily do this project for you. We can have a chat about it. Thanks.
$200 AUD in 7 days
4.9 (40 reviews)
5.4
5.4
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Hi , I have experience in the modelling and prediction of time series using stationary and non-stationary models using Matlab. I can help you in your project. We can discuss the details if you wish.
$120 AUD in 7 days
5.0 (1 review)
1.2
1.2

About the client

Flag of INDIA
Mumbai, India
5.0
14
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Member since Sep 16, 2006

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