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  • Time Series11

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    Widodo Purwanto
    8 views2 pages
    This document appears to contain a time series of stock price data over 10 periods labeled Zt along with calculated values including returns (Zt - Zt-1), squared returns ((Zt - Zt-1)^2), and lagged returns compared to returns in other periods.

    Original Description:

    soal lat time series

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    This document appears to contain a time series of stock price data over 10 periods labeled Zt along with calculated values including returns (Zt - Zt-1), squared returns ((Zt - Zt-1)^2), and lagged returns compared to returns in other periods.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    8 views2 pages

    Time Series11

    Uploaded by

    Widodo Purwanto
    This document appears to contain a time series of stock price data over 10 periods labeled Zt along with calculated values including returns (Zt - Zt-1), squared returns ((Zt - Zt-1)^2), and lagged returns compared to returns in other periods.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    t Zt Zt-1 Zt-2 Zt-3 (Zt- (Zt- (Zt-rt)(Zt-

    Rt) rt)^2 1-rt)

    1 13 3 9
    2 8 13 -2 4 -6
    3 15 8 13 5 25 -10
    4 4 15 8 13 -6 36 -30
    5 4 4 15 8 -6 36 36
    6 12 4 4 15 2 4 -12
    7 11 12 4 4 1 1 2
    8 7 11 12 4 -3 9 -3
    9 14 7 11 12 4 16 -12
    10 12 14 7 11 2 4 8
    Rata2 10
    (Zt-rt)(Zt-2-rt) (Zt-rt)(Zt-3-
    rt)

    15
    12 -18
    -30 12
    -12 10
    -6 -6
    -6 18
    4 8
    -6 2

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