I am studying financial writing and need support to help me study.
I have written this article, I need to add some questions about time series and modeling, I need to use stata software, and then modify my article.
I will put general questions in the attachment
(1) Explain whether any “trends” are found in the price behavior by drawing the selected Bitcoin price series. Use Hodrick-Prescott (HP) filter technology and Hamilton filter technology to extract the “period” from the “trend” respectively. Plot the autocorrelation function and annotate the persistence behavior of the series.
(2) Used for the series (non-)stationary selected by using enhanced Dickey-Fuller, PhillipsPerron and KPSS tests. Use the intercept option with and without trend items to compare the results. Regarding the “weak, strong, semi-strong efficiency” of the Bitcoin market, what does “the existence or absence of unit roots” mean for the selected Bitcoin price?
(3) Assume that the Bitcoin series you choose is neither I(1) nor I(0). So what will be the I(d) of 0(d)
(4) Use any three bitcoin prices in the list to find out if there is any error correction mechanism. Regarding these specific selected sequences, the 3-variable cointegration and vector error correction system are described in detail.
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