FINAL PROJECT. STAT METHODS IN FINANCE

EXPLANATORY DATA

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STATISTICS REPORTING

XOM_ac ORCL_ac AMZN_ac BAC_ac GIS_ac BA_ac
MEAN -2.2444 × 10-4 -4.1586 × 10-4 -0.0013 6.7288 × 10-4 -4.4658 × 10-4 -3.2689 × 10-4
MEDIAN -2.4495 × 10-4 -5.0416 × 10-4 -4.4323 × 10-5 3.9976 × 10-4 -8.1422 × 10-4 -7.3298 × 10-4
SD 0.0173 0.0201 0.028 0.0432 0.0116 0.02
KURTOSIS 14.5332 5.0659 11.1743 14.1158 11.5312 4.2174
SKEWNESS -0.0838 0.185 -1.0907 0.238 0.4559 -0.1031

TIME SERIES PLOTS

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DENSITY ESITIMATION & MODEL SELECTION

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NORMALITY TEST: SHAPIRO TEST P-VALUE REPORT

XOM_ac ORCL_ac AMZN_ac BAC_ac GIS_ac BA_ac
P-Value 4.5965 × 10-36 9.69 × 10-26 5.4893 × 10-33 7.449 × 10-42 1.8719 × 10-29 5.6303 × 10-24
COCLUSION : ALL DISTRIBUTION ARE NOT NORMAL

MODEL SELECTION

XOM_ac DISTRIBUTION aic bic number of parameters
T 287.1781 303.5405 3
SKEWED T 288.7309 310.5475 4
GED 348.6305 364.9929 3
SKEWED GED 350.63 372.4465 4
ORCL_ac DISTRIBUTION aic bic number of parameters
T 1103.5196 1119.882 3
SKEWED T 1103.5417 1125.3582 4
GED 1136.5988 1152.9612 3
SKEWED GED 1138.3791 1160.1956 4
AMZN_ac DISTRIBUTION aic bic number of parameters
T 2067.3337 2083.6961 3
SKEWED T 2065.2216 2087.0382 4
GED 2123.438 2139.8004 3
SKEWED GED 2116.2654 2138.082 4
BAC_ac DISTRIBUTION aic bic number of parameters
T 2968.8618 2985.2242 3
SKEWED T 2970.9551 2992.7717 4
GED 3009.768 3026.1304 3
SKEWED GED 3017.5755 3039.3921 4
GIS_ac DISTRIBUTION aic bic number of parameters
T -847.8918 -831.5293 3
SKEWED T -846.384 -824.5675 4
GED -814.2408 -797.8784 3
SKEWED GED -815.9578 -794.1412 4
BA_ac DISTRIBUTION aic bic number of parameters
T 1115.2851 1131.6475 3
SKEWED T 1115.7672 1137.5838 4
GED 1126.5338 1142.8962 3
SKEWED GED 1126.8796 1148.6962 4

CONCLUSION

DISTRIBUTION XOM_ac ORCL_ac AMZN_ac BAC_ac GID_ac BA_ac
T DISTRIBUTION BEST BEST BEST BEST
SKEWED.T DIST. BEST
GE DISTRIBUTION
SKEWED.GE DIST. BEST

QQ-PLOT OF BEST FITTED DISTRIBUTION

T-DISTRIBUTION QQ-PLOT OF XOM ORCL BAC BA

SKEWED T-DISTRIBUTION OF AMZN

SKEWED GE-DISTRIBUTION OF GIS

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