myfile.txt~

assignment3
1. download a 10y time series of the tsx 300 ( ^GSPTSE  on yahoo finance, ignore holidays, take the last good day)
(a) produce 5 time serires. 
    (i) m_t Monday to Monday log return 
    (ii) t_t, 
    (iii) w_t
    (iv) r_t
    (v) \rho_t
(b) calculate sigma, mu for these series do they seem weakly stationary
(c) calculate l-1, l-2, l-3, ... , l-13
(e) do you observe autocorrelation
(d) calculate the Q^*(i), for i=1,2,...,13 statistics.