Read the all parts ofthe Assignment carefully, before you read this on.

In Week 7 tutorial,we have analysed the data set “gold.csv”.

The assignment isfurther examination of this data set.

In R, execute the following commands For the full details ofthe commands, refer

to the tutorial in Week? and the hints in the assignment.

You will be using the variables rg1, rg2, ro1 , and ro2 forthis

assignment.

rg1: gold return from Feb 1991 to Dec 2000.

rg2: gold return from Feb 2001 to Dec 2010.

ro1: oil return from Jan 1991 to Dec

2000.

ro2: oil return from Jan 2001 to Dec 2010.

Question 1:

By employing a range of descriptive statistics, compare the distributional
Broperties of rg1 and rg2.

iscuss if there have been any changes before and after 2000. If so, discuss how they have changed.

Refer to the tutorials week 3 and week 4.

tJse the basic statistics (e.g., mean, standard deviation, percentiles) and graphical tools
eg.,

histogram).

Questions 2 and 3:

Conduct the two samplet test forthe difference in population means. You may assume
different

population variances.

Compare the sample means before and after 2000.

You may choose eithertwo tailed or one tailed test.

You may use either critical v alues or p v alue for decision rule.

Use a lev el of significance of your choice.

Refer to tutorial week 10 and lecture in week 9. Follow the format of hypothesistesting as giv en in
the lecture and tutorial.

Questions 4 and 5:

Conduct the two sample test forthe difference of population variances.

Compare the sample variances before and after2000.

You may choose either two tailed orone tailed test.

You may use either critical v alues or p v alue for decision rule.

Use a lev el of significance of your choice.

Referto tutorial week 10 and lecture in week 9. Follow the format of hypothesistesting as giv en in
the lecture and tutorial.

Questions 6 and 7

Conduct correlation analysis andt test for statistical significance.

Discuss the value of correlation and

evaluate its statistical significance.

Referto Lecture in week 10 and tutorial week 11.

Question 8

Provide a summary and discussion of

the results you have obtained abov e in less than one A4 page.

As mentioned before, you do not need to follow the report form. For example,
introduction,