series GOLD which isthe percent change in the price of gold in United States, from January 1976′

series GOLD which isthe percent change in the price of gold in United States, from January 1976′

December 1985. Use this data set to complete the following tasks:

(a) Plot the series in a graph. Comment on the plotted graph (15

Marks).

(b) \{(Vould you expect the series follows a random walk? Perform a Dickey-Fuller test to see whether it indeed does (20

Mar s).

(c) Calculate the sample autocorrelation function for the series and determine whether this function is consistent with

the

Dickey-Fuller test results in part (b). Doesthe sample autocorrelation function indicate that the series is non-stationary?

(15 Marks)

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