Question: Give R code Use the d logret 6stocks dataset to answer the questions. (General Motor: GenMotor) (1) Regress the return of General Motor on the

 Give R code Use the "d logret 6stocks" dataset to answer

Give R code

Use the "d logret 6stocks" dataset to answer the questions. (General Motor: GenMotor) (1) Regress the return of General Motor on the returns of Citigroup. Report the estimated coefficients (2) Generate an ANOVA table to conclude if regression effects are significant (3) Compute the correlation of General Motor and Citigroup, and test if their correlation is zero. (4) Test if the proportion of returns of Citigroup greater than Pfizer is 0.5 (5) We now ignore the time series features of all retuns, and consider them independent. We treat all returns of Citigroup' and 'AmerExp' as Group1, returns of Exxon' and GenMotor' as Group 2, and returns of Inte' as Group 3 (a) Perform ANOVA for Groups 1 and 2 (b) Perform ANOVA for Groups 1-3. Use the "d logret 6stocks" dataset to answer the questions. (General Motor: GenMotor) (1) Regress the return of General Motor on the returns of Citigroup. Report the estimated coefficients (2) Generate an ANOVA table to conclude if regression effects are significant (3) Compute the correlation of General Motor and Citigroup, and test if their correlation is zero. (4) Test if the proportion of returns of Citigroup greater than Pfizer is 0.5 (5) We now ignore the time series features of all retuns, and consider them independent. We treat all returns of Citigroup' and 'AmerExp' as Group1, returns of Exxon' and GenMotor' as Group 2, and returns of Inte' as Group 3 (a) Perform ANOVA for Groups 1 and 2 (b) Perform ANOVA for Groups 1-3

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