MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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  1. Go to Yahoo!Finance and download data at the MONTHLY frequency for the stock `` Amazon.com Inc`` with ticker AMZN with starting date June 1, 1997 and end date August 4, 2016. Use the ADJUSTED CLOSING PRICE to create the monthly RETURNS that are the percentage change of the adjusted closing price (NB: make sure to sort first the price from OLDEST TO NEWEST; the percentage return is 100 times the price change between the current and previous month divided by the price in the previous month).

     

    Based on the time series of the stock return, answer the following questions (NB: you should have 230 monthly returns):

    Calculate the sample mean or average of the stock return: 

    Calculate the sample standard deviation of the stock return: 

    !!! For the questions below, use the values for the mean and std. dev. that you typed above !!!

    Assuming that the returns follow a normal distribution:

    Calculate the P(return > 3.31): 

    Calculate the P(-14.59 < return < 35.61): 

    Find x such that P(return < x) = 0.9802 : 

    Find x such that P(return > x) = 0.1766 : 

    Calculate the lower limit of a 99% confidence interval for the population mean: 

    Calculate the test statistic for the null hypothesis that the population mean is equal to 0 : 

    Do you reject the null hypothesis that the population mean is equal to 0 against the alternative that it is different from zero at 10% significance level? (type DO NOT REJECT or REJECT in capital letters) 

    Do you reject the null hypothesis that the population mean is larger or equal to 0 against the alternative that it is smaller than zero at 5% significance level? (type DO NOT REJECT or REJECT in capital letters) 

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