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Problem set_chapter 1

The document outlines a series of exercises focused on data handling using Excel, including creating time series graphs, histograms, XY-plots, and descriptive statistics for various datasets. It involves analyzing interest rates, executive compensation, company sales, and stock prices, among others. Each exercise aims to enhance skills in data visualization and statistical analysis using provided Excel files.

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Tuan Anh Tran
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8 views

Problem set_chapter 1

The document outlines a series of exercises focused on data handling using Excel, including creating time series graphs, histograms, XY-plots, and descriptive statistics for various datasets. It involves analyzing interest rates, executive compensation, company sales, and stock prices, among others. Each exercise aims to enhance skills in data visualization and statistical analysis using provided Excel files.

Uploaded by

Tuan Anh Tran
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Chapter 1: Basic Data Handling

Exercise 1
(a) File INTERESTRATES.XLS contains data on long-term interest rates and
short-term interest rates (measured as a percentage) from 1983Q1 to 2023Q4.
Make one time series graph that contains both of these variables.
(b) Transform the long-term interest rate data to growth rates using the fact that
percentage changes are approximately 100 x [ln(Yt) - ln(Yt-1)]. Make a time series
graph of the series you have created.
Exercise 2
(a) Recreate the histogram in the lecture using Excel file GDPPC.XLS.
(b) Create histograms using different class intervals. For instance, begin by letting
your software package choose default values and see what you get, then try values
of your own.
Exercise 3
In addition to the variables executive compensation and profit (discussed
previously), the file EXECUTIVE.XLS contains data on the percentage change in
company sales over the last two years and on the percentage increase in company
debt over the same period. Construct and interpret XY-plots of these two variables
(one at a time) against executive compensation. Does there seem to be a positive
relationship between executive compensation and the change in sales? How about
between executive compensation and the change in debt?
Exercise 4
The file problemset1_exercise 4.XLS shows quarterly profit in millions of dollars
reported by the Lebal Corporation and the corresponding closing share price
quoted in cents in the Toronto Stock Exchange. Design suitable graph for
presenting this data.
Exercise 5
Construct and interpret descriptive statistics for all the variables in
EXECUTIVE.XLS.
Exercise 6

1
Using the excel data (file named “Data for descriptive statistics homework”)
reproduce the following charts (note that the data for the various charts are separate
sheets).
1. Frequency Histogram of length of service times to a call centre
2. Time series line chart of computer sales by quarter
3. Scatter plot of employee experience (years) and sales performance
4. Finally return to the data for call centre service times (located in
the “Histogram” sheet) and use excel to compute descriptive statistics (mean
and standard deviation)
Exercise 7
Using the excel data FTSE100.xlsx.
1. Derive the summary statistics; draw a simple line plot of the data.
2. Rebase the index so that the first observation is defined as 100. Graph the new
series. How does it compare with the old one?
3. Create the log of the series and graph it. How does it compare with the original
series?
4. Answer the above questions using data file gdp_uk.xlsx
Exercise 8
Use the excel data problemset1_excersise 8 to answer the following questions.
(a) Calculate the simple returns
(b) Calculate the continuously compounded returns
(c) Calculate the prices of the bond each year in 2018 terms
(d) Calculate the real returns
Exercise 9
Consider the monthly log returns of IBM stock and the S&P composite index from
January 1926 to September 2011. The data file is ibmsp.xlsx. Replicate the basic
data analysis conducted in class (1) graphical analysis and (2) summary statistics.
Provide insights based on the results.

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