张老师的金融计量课作业答案 R软件

data: dailylogre$V4

t = 1.6162, df = 2518, p-value = 0.1062

alternative hypothesis: true mean is not equal to 0

95 percent confidence interval:-0.02098409 0.21776370 sample estimates: mean of x 0.09838981 故接受原假设

1.2

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IBM

data: dailylogre$V2

t = 2.1095, df = 347, p-value = 0.03562

alternative hypothesis: true mean is not equal to 0 95 percent confidence interval: 0.05899196 1.68541655 sample estimates: mean of x 0.8722043 故拒绝原假设