Question: 6. y, =stock log return, x = log index return; how would you interpret if = 0.0a and B. = 1.a Statistical significance levels (p-values)

6. y, =stock log return, x = log index return; how would you interpret if = 0.0a and B. = 1.a Statistical significance levels (p-values) are 0.a and 0.0a for Be and Br.respectively. (10 pts) In(y) = Bo + B, In(x) + & 7. Please write an MA(a) model. (7 pts) 8. Please write an ARMA(2.a) model. (7 pts) 9. Calculate the expected mean for this equation, while = 0.a ; 01 -0.0a (7 pts) Y: = 4+ $19-1 + 10. Please calculate the Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) by using the values in the table. (10 pts) Actuals Forecasts -0.02 -0.03 0.00 0.04 0.02 0.0a 0.0 0.0a 0.04 0.03 -0.01 -0.00 0.0a -0.0a -0.06 -0.05

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