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I have a time series data set for two variables, ftse100 and sp500. I have to generate a script in order to: - generate returns and squared returns for both variables - report descriptive statistics and correlations for both variables - run the regression of sp500 on a constant and ftse100 - test fo...

As a programme code, you can do it as follows: wfcreate u 1500 series y smpl 1 500 Y = 0+sqr(3)*nrnd smpl 501 1000 Y = 50+sqr(3)*nrnd smpl 1001 1500 Y = 50+sqr(30)*nrnd smpl @all equation eq.ls y c eq.ubreak 15 Please lookup the EViews' help system for "Andrews-Quandt breakpoint test" for...

Hi, I have generated a series of 1500 observations like this: Y1 = 0+sqr(3)*nrnd for sample 1 - 500 Y1 = 50+sqr(3)*nrnd for sample 501-1000 Y1 = 50+sqr(30)*nrnd for sample 1001 - 1500 As part of a question, I am asked to perform the Quandt-Andrews breakpoint test and find the observation where the b...