This problem and the next use CRSP daily returns. First, get the data and plot the ACF in two ways:
library(Ecdat)
data(CRSPday)
crsp=CRSPday[,7]
acf(crsp)
acf(as.numeric(crsp))
(a) Explain what
This problem and the next use CRSP daily returns. First, get the data and plot the ACF in two ways:
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