Descriptive Statistics Assignment: SPSS Coursework
Added on 2020-06-06
11 Pages1089 Words54 Views
SPSS COURSWORK DATAANALYS, DESCRIPTIVESTATISTIC EUR/USD
TABLE OF CONTENTSINTRODUCTION...........................................................................................................................1Analysis...........................................................................................................................................1ARCH model...............................................................................................................................2GARCH.......................................................................................................................................9CONCLUSION..............................................................................................................................11REFERENCES..............................................................................................................................12.......................................................................................................................................................12
INTRODUCTIONTime series is the one of the most important method that is used to make prediction. In current report GARCH and ARCHmodel is applied to make prediciton about currency exchange rate. Apart from this, in order to develop broad understanding abouttopic descriptive analysis method is applied on data set and in this data analysis of currency exchange rate is done.AnalysisDescriptive StatisticsNMinimumMaximumMeanStd. DeviationSkewnessStatisticStatisticStatisticStatisticStatisticStatisticStd. ErrorCurrencyexchangerate7771.041.391.1483.092371.295.088Valid N (listwise)777Mean value of currency is 1.14 which is indicating that on average basis currency value remain 1.14 in the market. Standar deviationvalue is only 0.09 which is indicating that values are deviating at low pace in data set. There is huge difference between mean andmaximum as well as minimum value and this reflect that currency heavily fluctuate in past time period.StatisticsCurrencyexchangerateNValid777Missing0Skewness1.295Std. Error of Skewness.088Skewness value is 1.295 which is indicating that data is not normally distributed. Hence, linear models cannot be applied on data set.1 | P a g e
ARCH modelSummary statistics:VariableObservationsObs.withmissing dataObs.withoutmissingdataMinimumMaximumMeanStd.deviation1.386777507751.0391.3931.1480.092Results of ARIMA modeling of the 1.3867 series:Results after optimization (1.3867):Goodness of fit statistics:Observations775DF773SSE0.032921MSE4.25E-05RMSE0.006512 | P a g e
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