It is a Chemistry Lab experiment. you have to read the the provided pdf to examine the experiment and answer a two pages questions and perform the calculations. also, some other info is given for the calculation in the JPG file. all you need to do is to read the pdf and do the Lab […]
Tag Archives: Calculation
Examine whether the two series G10 and TB3MS are co integrated. Carry out an Angle-Granger co integration test;
The expectation theory of the term structure of interest rates implies that if two interest rates of different maturities are I(1), then they will be cointegrated with a cointegrating coefficient of one; that is, the spread between the two rates will be stationary. The series SPREAD is calculated by subtracting the short-term rate from the […]
