level 9
The data in the Excel file unem_Intrate.csv contains quarterly data on changes in short-term
official interest rates (Dint) and changes in the unemployment rate (Dunem) for the UK from
1986Q1 to 2007Q4, (T=88) inclusive. The series are given in difference form to eliminate a
unit-root in the corresponding levels series.
(a) Graph the two series on a single graph and comment on their individual properties and
any apparent relationship between them [20%].
(b) Develop a time series model to capture the dynamics of each univariate series, giving an
explanation of why this is your preferred specification (for example, but not limited to,
comparison of specifications selected by AIC/BIC). [30%]
这是其中的节选 有能做的吗
2014年12月02日 03点12分