Question: 6 Collect data from DataStream and estimate phases and coherence for the following pairs of time series: (a) the spot and forward foreign exchange rates

6 Collect data from DataStream and estimate phases and coherence for the following pairs of time series:

(a) the spot and forward foreign exchange rates of the UK£ vis-à-vis the US$,

(b) the spot foreign exchange rates of the UK£ and Japanese yen vis-à-vis the US$.

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