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I need assistance with writing a statistical report on a cross sectional set of data.
The story goes like this I have included a bunch of country indices, as well as the S&P500 and the US Bond index.
I want someone to work exclusively with the open source econmetric software package Gretl, [obscured] / and draw up a statistical report on all the indices (i.e. how they behave and influence one another) as well as on each country or individual time series.
I have an average background in statistics and wouldnt regard myself as an expert so I need assistance. The kind of report I am looking for is firstly to describe the individual data time series, so for instance I would like to know:
Is the data normally distributed, if not what is the skewness or kurtosis.
Is the data autocorrelated
Is the data random or patterned
I then would like you to use the Gretl software to perform a PCA analysis on the cross sectional data. If I understand this study it essentially looke...
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