Linear Regression Standard Analyses
Statistics and EconometricsLab Exercise:Linear Regression Standard AnalysesTo hand inYou don’t to submit this lab!Learning objectivesThe main objective of this computer lab is designed to provide students with the basic tools to work with data using the open source package Gretl.After completing the lab the student shall be able to:Be familiar with the Workspace in Gretl; work with adding new variable, computing log, lag work with graphsBe familiar with hypothesis tests, Transformation, Normality testsFormulate a simple linear regression model and explain how the model  parameters can be interpreted; Amir:  [email protected]: You can either use dataset or download data and build your own datasetThe file CAPM_with_FFF.csv contains daily stock prices of market mover companies (Ford, Microsoft, Facebook, Bank of America Corporation , Citigroup Inc) and index values for the S&P500 and factors from Fama French Factors: (SMB stands for “Small [market capitalization] Minus Big” and HML for “High [book-to-market ratio] Minus Low”)  from 1/6/2012 to 28/02/2014.
Download the daily stock prices of market mover companies (Ford, Microsoft, Facebook, Bank of America Corporation , Citigroup Inc) and index values for the S&P500  from .[