张老师的金融计量课作业答案 R软件

1.1

a.用百分数表示简单月收益率（略）

b.简单收益率换成对数收益率（略） c.把对数收益率用百分比表示出来（略）

d.对数收益率零均值检验（ =0.05） 1>对于American Express data: dailylogre$V2

t = 1.6044, df = 2518, p-value = 0.1087

alternative hypothesis: true mean is not equal to 0

95 percent confidence interval: -0.01596993 0.15972365 sample estimates: mean of x 0.07187686 故接受原假设

2>对于Caterpillar data: dailylogre$V3

t = 1.4369, df = 2518, p-value = 0.1509

alternative hypothesis: true mean is not equal to 0

95 percent confidence interval:-0.02245558 0.14560208 sample estimates: mean of x 0.06157325 故接受原假设 3>对于Starbucks