Use the following information to answer question. You are given the following return information for 3-month T-bills,
Question:
Use the following information to answer question. You are given the following return information for 3-month T-bills, the NYSE Index, Chrysler, Ford, and GM for the 3-year period from January 1985 through December 1987.
Use MINITAB to plot the return data for T-bills against time. (Let t = 1 be the first month.) Can you identify any of the components of the time series?
Transcribed Image Text:
Month 85.01 85.02 85.03 85.04 85.05 85.06 85.07 85.08 85.09 85.10 85.11 T-Bill Rf .006280 .006687 .006886 .006432 .006057 .005634 .005737 .005785 .005753 .005801 .005865 NYSE Index Rm .07950 .01661 -.00037 -.00277 .05872 .01719 -.00351 -.00463 -.03667 .04462 .06884 Chrysler R .03906 .00376 .05243 -.00358 .02518 .03158. -.00685 .02414 -.03030 .11189 .07233
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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