Finance and Accounting report stating the market price in Apple inc.
You are required to produce a report outlining the preliminary evidence for a univariate time series model of a specific financial series. The specific series that you need to model is: The Adjusted Close of market price. The Adjusted Close series should be modelled in natural logarithmic form – differences represent rates of return or rates of growth for the series. Data used is monthly and can be accessed online from Yahoo Finance for the dates shown.
Your report should detail your modelling procedure and your core results together with recommendations for further analysis, if any. Core results may include graphical analysis (acf/pacf; twoway); tests for stationary and white noise, arima modelling and arch/garch etc. These must be accompanied by a clear interpretation with the progression through the analysis clearly explained. However, no Stata command language is allowed in the report nor do you need to print your data.
You will find your individual series at http://uk.finance.yahoo.com/ . Click the US link on the left hand side and follow through to the NASDAQ link to components where appropriate. The components link and historical prices yields the history for price and volume. Take especial care to choose the correct series, the correct period and correct frequency before downloading to a spreadsheet and, after downloading, check the sort order for the series before entering into Stata.
Company: APPLE LNC.
Start-end date: September 1984 – February 2014.
Variable: Adjusted close of market price.
Please provide all graphs and analysis by STATA program.
Please send me copies of the references and STATA commands.