Question: The Amex S&P500 data (Alexander p145 and spreadsheet). Examine the subset of data corresponding to market moves in the range [1%, 1%]. The series to

The Amex S&P500 data (Alexander p145 and spreadsheet). Examine the subset of data corresponding to market moves in the range [1%, 1%]. The series to use are the log returns series, not the prices/index values. How does the relationship compare to the overall relationship? Include commentary on the reasonableness of a straight line fit, homogeneity of variances, changes over time.

here's the online excel file for SP500

https://onedrive.live.com/edit.aspx?resid=D05DE69D8211BC75!585&app=Excel&wdnd=1&wdPreviousSession=a407e2ef%2Df28f%2D4c7a%2Daa72%2Dd9464a2bd15b

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