Question: Using significance level = 0.05, test if 2019 log returns for DAX stocks are normally distributed. Write down the hypotheses, the test statistic, the test
Using significance level = 0.05, test if 2019 log returns for DAX stocks are normally distributed. Write down the hypotheses, the test statistic, the test decision, and conclusion.
| DAX_lr2019 | |
| 1 | 0.199697 |
| 2 | 0.20095 |
| 3 | 0.096168 |
| 4 | 0.04824 |
| 5 | 0.079836 |
| 6 | 0.067151 |
| 7 | 0.016602 |
| 8 | 0.111979 |
| 9 | -0.0166 |
| 10 | -0.01851 |
| 11 | -0.00331 |
| 12 | 0.127519 |
| 13 | 0.153169 |
| 14 | -0.00543 |
| 15 | 0.045298 |
| 16 | 0.071667 |
| 17 | 0.064272 |
| 18 | 0.171348 |
| 19 | 0.088426 |
| 20 | -0.01906 |
| 21 | 0.065058 |
| 22 | 0.06477 |
| 23 | 0.208053 |
| 24 | 0.143672 |
| 25 | 0.109911 |
| 26 | 0.211489 |
| 27 | 0.013507 |
| 28 | 0.162308 |
| 29 | 0.139871 |
| 30 | 0.24787 |
| 31 | 0.077564 |
| 32 | 0.15299 |
| 33 | 0.10241 |
| 34 | 0.080234 |
| 35 | 0.303825 |
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