Final_1.pdf

Time Series 31

FIGURE 2.6A GE Series.

10 30 50 70 90

3.05

3.10

3.15

3.20

3.25

3.30

FIGURE 2.6B Returns.

0

Returns

0.08

2 4 6 8 10

0.06

0.04

0.02

0.00

–0.02

–0.04

–0.06

FIGURE 2.6C GE Returns Q-Q Plot.

Lag

–2.9 –0.8 1.3

0.00

0.05

–0.05

Auto Correlation

FIGURE 2.6D GE Returns ACF.

0510 15 20

Lag

–0.2

–0.0

0.2

0.4

0.6

0.8

1.0

Auto Correlation