能帮忙解答一下这道题吗

                                                                                                                                                                        [size=12.000000pt]Consider the monthly simple returns of CRSP Decile 1, 2, 5, 9 and 10 portfolios based on themarket capitalization of NYSE/AMEX/NASDAQ. The data span is from January 1961 to September[size=12.000000pt]2011. [size=12.000000pt](Data file: m-dec125910-6111.txt)
[size=12.000000pt](a) For the return series of Decile 2 and Decile 10, test the null hypothesis that the first 12 lags of
                                        [size=12.000000pt]autocorrelations are zero at the 5% level. Draw your conclusion.
(b) Build an ARMA model for the return series of Decile 2. Perform model checking and write down
                                        [size=12.000000pt]the fitted model.
(c) Use the fitted ARMA model to produce 1 to 12-step ahead forecasts of the series and the
                                        [size=12.000000pt]associated standard errors of forecasts.



[size=12.000000pt] m-dec125910-6111.txt (33.63 KB)

2016-1-3 14:26:56 上传

                               
                       
               
       

其实就是这道题

求帮忙啊

我个人建议作业还是最好自己做。交了作业之后可以问老师。如果老师发了答案还看不懂的话欢迎再来提问。

我也写到这个作业啦哈哈哈哈 刚刚写

我想问一下有答案吗?我想来想去都做不出来~老师叫我们自己搜,也找不到答案啊~求帮忙