MIS445 Colorado State Google and Amazon Stock Return Analysis

User Generated

Eubys

Mathematics

MIS445

Colorado State University Global Campus

Description

In this CT assignment, we will use R software to analyze a dataset GoogleAmazonStock.xlsx.

It contains daily closing stock prices for Google and Amazon from 8/22/2017 to 8/22/2018. When we examine stock prices (or other financial assets) we often transform them into a (simple) return series. The return series are computed by the formula: (present price/past price) - 1. The dataset contains both stock prices and return series.

1. Using R, construct time series (line) plots for both stock prices and return series. R functions ts.plot or plot can create the plot. Describe the patterns and compare the plots.
2. Based on the return series, can we claim that the mean Amazon return series is higher than that of Google?

a. What would be an appropriate test of the claim above? Explain.
b. Write the null and alternative hypotheses.
c. Using R, perform the test.
d. Write the decision in the problem context.

Take the screenshots of the R graphs and output as well as the code. Paste them into a Word document along with your answers to the questions above. Clearly label the questions and answers. Submit the Word file in Canvas.

Unformatted Attachment Preview

Date 8/22/2017 8/23/2017 8/24/2017 8/25/2017 8/28/2017 8/29/2017 8/30/2017 8/31/2017 9/1/2017 9/5/2017 9/6/2017 9/7/2017 9/8/2017 9/11/2017 9/12/2017 9/13/2017 9/14/2017 9/15/2017 9/18/2017 9/19/2017 9/20/2017 9/21/2017 9/22/2017 9/25/2017 9/26/2017 9/27/2017 9/28/2017 9/29/2017 10/2/2017 10/3/2017 10/4/2017 10/5/2017 10/6/2017 10/9/2017 10/10/2017 10/11/2017 10/12/2017 10/13/2017 10/16/2017 10/17/2017 10/18/2017 10/19/2017 Google.Close 924.690002 927 921.280029 915.890015 913.809998 921.289978 929.570007 939.330017 937.340027 928.450012 927.809998 935.950012 926.5 929.080017 932.070007 935.090027 925.109985 920.289978 915 921.809998 931.580017 932.450012 928.530029 920.969971 924.859985 944.48999 949.5 959.109985 953.27002 957.789978 951.679993 969.960022 978.890015 977 972.599976 989.25 987.830017 989.679993 992 992.179993 992.809998 984.450012 Amazon.Close 966.900024 958 952.450012 945.26001 946.02002 954.059998 967.590027 980.599976 978.25 965.27002 967.799988 979.469971 965.900024 977.960022 982.580017 999.599976 992.210022 986.789978 974.190002 969.859985 973.210022 964.650024 955.099976 939.789978 938.599976 950.869995 956.400024 961.349976 959.190002 957.099976 965.450012 980.849976 989.580017 990.98999 987.200012 995 1000.92999 1002.94 1006.34003 1009.13001 997 986.609985 10/20/2017 10/23/2017 10/24/2017 10/25/2017 10/26/2017 10/27/2017 10/30/2017 10/31/2017 11/1/2017 11/2/2017 11/3/2017 11/6/2017 11/7/2017 11/8/2017 11/9/2017 11/10/2017 11/13/2017 11/14/2017 11/15/2017 11/16/2017 11/17/2017 11/20/2017 11/21/2017 11/22/2017 11/24/2017 11/27/2017 11/28/2017 11/29/2017 11/30/2017 12/1/2017 12/4/2017 12/5/2017 12/6/2017 12/7/2017 12/8/2017 12/11/2017 12/12/2017 12/13/2017 12/14/2017 12/15/2017 12/18/2017 12/19/2017 12/20/2017 988.200012 968.450012 970.539978 973.330017 972.559998 1019.27002 1017.10999 1016.64002 1025.5 1025.57996 1032.47998 1025.90002 1033.32996 1039.84998 1031.26001 1028.06995 1025.75 1026 1020.90997 1032.5 1019.09003 1018.38001 1034.48999 1035.95996 1040.60999 1054.20996 1047.41003 1021.65997 1021.40997 1010.16998 998.679993 1005.15002 1018.38001 1030.93005 1037.05005 1041.09998 1040.47998 1040.60999 1049.15002 1064.18994 1077.14002 1070.68005 1064.94995 982.909973 966.299988 975.900024 972.909973 972.429993 1100.94995 1110.84998 1105.28003 1103.68005 1094.21997 1111.59998 1120.66003 1123.17004 1132.88001 1129.13001 1125.34998 1129.17004 1136.83997 1126.68994 1137.29004 1129.88001 1126.31006 1139.48999 1156.16003 1186 1195.82996 1193.59998 1161.27002 1176.75 1162.34998 1133.94995 1141.56995 1152.34998 1159.79004 1162 1168.92004 1165.07996 1164.13001 1174.26001 1179.14002 1190.57996 1187.38001 1177.62 12/21/2017 12/22/2017 12/26/2017 12/27/2017 12/28/2017 12/29/2017 1/2/2018 1/3/2018 1/4/2018 1/5/2018 1/8/2018 1/9/2018 1/10/2018 1/11/2018 1/12/2018 1/16/2018 1/17/2018 1/18/2018 1/19/2018 1/22/2018 1/23/2018 1/24/2018 1/25/2018 1/26/2018 1/29/2018 1/30/2018 1/31/2018 2/1/2018 2/2/2018 2/5/2018 2/6/2018 2/7/2018 2/8/2018 2/9/2018 2/12/2018 2/13/2018 2/14/2018 2/15/2018 2/16/2018 2/20/2018 2/21/2018 2/22/2018 2/23/2018 1063.63001 1060.12 1056.73999 1049.37 1048.14002 1046.40002 1065 1082.47998 1086.40002 1102.22998 1106.93994 1106.26001 1102.60999 1105.52002 1122.26001 1121.76001 1131.97998 1129.79004 1137.51001 1155.81006 1169.96997 1164.23999 1170.37 1175.83997 1175.57996 1163.68994 1169.93994 1167.69995 1111.90002 1055.80005 1080.59998 1048.57996 1001.52002 1037.78003 1051.93994 1052.09998 1069.69995 1089.52002 1094.80005 1102.45996 1111.33997 1106.63001 1126.79004 1174.76001 1168.35999 1176.76001 1182.26001 1186.09998 1169.46997 1189.01001 1204.19995 1209.58997 1229.14002 1246.87 1252.69995 1254.32996 1276.68005 1305.19995 1304.85999 1295 1293.31995 1294.57996 1327.31006 1362.54004 1357.51001 1377.94995 1402.05005 1417.68005 1437.81995 1450.89002 1390 1429.94995 1390 1442.83997 1416.78003 1350.5 1339.59998 1386.22998 1414.51001 1451.05005 1461.76001 1448.68994 1468.34998 1482.92004 1485.33997 1500 2/26/2018 2/27/2018 2/28/2018 3/1/2018 3/2/2018 3/5/2018 3/6/2018 3/7/2018 3/8/2018 3/9/2018 3/12/2018 3/13/2018 3/14/2018 3/15/2018 3/16/2018 3/19/2018 3/20/2018 3/21/2018 3/22/2018 3/23/2018 3/26/2018 3/27/2018 3/28/2018 3/29/2018 4/2/2018 4/3/2018 4/4/2018 4/5/2018 4/6/2018 4/9/2018 4/10/2018 4/11/2018 4/12/2018 4/13/2018 4/16/2018 4/17/2018 4/18/2018 4/19/2018 4/20/2018 4/23/2018 4/24/2018 4/25/2018 4/26/2018 1143.75 1118.29004 1104.72998 1069.52002 1078.92004 1090.93005 1095.06006 1109.64002 1126 1160.04004 1164.5 1138.17004 1149.48999 1149.57996 1135.72998 1099.81995 1097.70996 1090.88001 1049.07996 1021.57001 1053.20996 1005.09998 1004.56 1031.79004 1006.46997 1013.40997 1025.14002 1027.81006 1007.03998 1015.45001 1031.64002 1019.96997 1032.51001 1029.27002 1037.97998 1074.16003 1072.07996 1087.69995 1072.95996 1067.44995 1019.97998 1021.17999 1040.04004 1521.94995 1511.97998 1512.44995 1493.44995 1500.25 1523.60999 1537.64002 1545 1551.85999 1578.89002 1598.39002 1588.18005 1591 1582.31995 1571.68005 1544.93005 1586.51001 1581.85999 1544.92004 1495.56006 1555.85999 1497.05005 1431.42004 1447.33997 1371.98999 1392.05005 1410.56995 1451.75 1405.22998 1406.07996 1436.21997 1427.05005 1448.5 1430.79004 1441.5 1503.82996 1527.83997 1556.91003 1527.48999 1517.85999 1460.08997 1460.17004 1517.95996 4/27/2018 4/30/2018 5/1/2018 5/2/2018 5/3/2018 5/4/2018 5/7/2018 5/8/2018 5/9/2018 5/10/2018 5/11/2018 5/14/2018 5/15/2018 5/16/2018 5/17/2018 5/18/2018 5/21/2018 5/22/2018 5/23/2018 5/24/2018 5/25/2018 5/29/2018 5/30/2018 5/31/2018 6/1/2018 6/4/2018 6/5/2018 6/6/2018 6/7/2018 6/8/2018 6/11/2018 6/12/2018 6/13/2018 6/14/2018 6/15/2018 6/18/2018 6/19/2018 6/20/2018 6/21/2018 6/22/2018 6/25/2018 6/26/2018 6/27/2018 1030.05005 1017.33002 1037.31006 1024.38001 1023.71997 1048.20996 1054.79004 1053.91003 1082.76001 1097.56995 1098.26001 1100.19995 1079.22998 1081.77002 1078.58997 1066.35999 1079.57996 1069.72998 1079.68994 1079.23999 1075.66003 1060.31995 1067.80005 1084.98999 1119.5 1139.29004 1139.66003 1136.88001 1123.85999 1120.87 1129.98999 1139.31995 1134.79004 1152.12 1152.26001 1173.45996 1168.06006 1169.83997 1157.66003 1155.47998 1124.81006 1118.45996 1103.97998 1572.62 1566.13001 1582.26001 1569.68005 1572.07996 1580.94995 1600.14002 1592.39002 1608 1609.07996 1602.91003 1601.54004 1576.12 1587.28003 1581.76001 1574.37 1585.45996 1581.40002 1601.85999 1603.06995 1610.15002 1612.87 1624.89002 1629.62 1641.54004 1665.27002 1696.34998 1695.75 1689.30005 1683.98999 1689.12 1698.75 1704.85999 1723.85999 1715.96997 1723.79004 1734.78003 1750.07996 1730.21997 1715.67004 1663.15002 1691.08997 1660.51001 6/28/2018 6/29/2018 7/2/2018 7/3/2018 7/5/2018 7/6/2018 7/9/2018 7/10/2018 7/11/2018 7/12/2018 7/13/2018 7/16/2018 7/17/2018 7/18/2018 7/19/2018 7/20/2018 7/23/2018 7/24/2018 7/25/2018 7/26/2018 7/27/2018 7/30/2018 7/31/2018 8/1/2018 8/2/2018 8/3/2018 8/6/2018 8/7/2018 8/8/2018 8/9/2018 8/10/2018 8/13/2018 8/14/2018 8/15/2018 8/16/2018 8/17/2018 8/20/2018 8/21/2018 8/22/2018 1114.21997 1115.65002 1127.45996 1102.89002 1124.27002 1140.17004 1154.05005 1152.83997 1153.90002 1183.47998 1188.81995 1183.85999 1198.80005 1195.88001 1186.95996 1184.91003 1205.5 1248.07996 1263.69995 1268.32996 1238.5 1219.73999 1217.26001 1220.01001 1226.15002 1223.70996 1224.77002 1242.21997 1245.60999 1249.09998 1237.60999 1235.01001 1242.09998 1214.38001 1206.48999 1200.95996 1207.77002 1201.62 1207.32996 1701.44995 1699.80005 1713.78003 1693.95996 1699.72998 1710.63001 1739.02002 1743.06995 1755 1796.62 1813.03003 1822.48999 1843.93005 1842.92004 1812.96997 1813.69995 1802 1829.23999 1863.60999 1808 1817.27002 1779.21997 1777.43994 1797.17004 1834.32996 1823.29004 1847.75 1862.47998 1886.52002 1898.52002 1886.30005 1896.19995 1919.65002 1882.62 1886.52002 1882.21997 1876.70996 1883.42004 1904.90002
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