For Exercises 13.1 and 13.2, see page 651; and for 13.3 and 13.4, see pages 655-656.

Question 13.4

13.4 Disney prices.

Continue with the study of the Disney price series.

  1. Obtain the ACF for the price series. How many autocorrelations are beyond the ACF significance limits?
  2. Aside from autocorrelations falling beyond significance limits, what else do you see in the ACF that gives evidence against randomness?

disney