The file precious contains monthly data on the prices of gold and silver (in logs) for the

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The file precious contains monthly data on the prices of gold and silver (in logs) for the period 1970M1 to $2014 \mathrm{M} 2$.

a. Plot the two series and comment on the graph. Do the two prices appear to be moving together?

b. Use a series of hypothesis tests to decide on predictive models for the price of silver and the price of gold.

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Principles Of Econometrics

ISBN: 9781118452271

5th Edition

Authors: R Carter Hill, William E Griffiths, Guay C Lim

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Question Posted: Apr 02, 2024 02:00 AM

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The file precious contains monthly data on the prices of gold and silver (in logs) for the

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Principles Of Econometrics

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