For Exercises 13.1 and 13.2, see page 651; and for 13.3 and 13.4, see pages 655-656.
13.3 Disney prices.
Continue the study of Disney closing prices from Exercise 13.1 (page 651).
13.3
(a) The price and lag one price are linearly related. (b) . The underlying lag one correlation is significantly different from 0. The price and lag one price are significantly correlated.
disney