Use R coding
You could refer to the example report uploaded.
1. data background
2. process data to be used
3. use models to model the two datasets separately.
Models: AR, MA, ARMA, or seasonal model.
Test and use GARCH models (different kinds)
Could compare different models
Pick models
Test models, use tsdiag, box-test
Predict/forecast
4. regress GDP on House Price Index
test linear relation
test regress
5. conclusion
Month US_house price indexes(1/1/91 is 100) US-Real GDP(billion)
1/1/1993 104.46 8421.122
2/1/1993 104.22 8441.720
3/1/1993 104.54 8434.974
4/1/1993 105.22 8456.270
5/1/1993 105.40 8493.134
6/1/1993 105.80 8510.093
7/1/1993 105.88 8488.211
8/1/1993 106.22 8519.392
9/1/1993 106.63 8585.967
10/1/1993 106.90 8577.206
11/1/1993 107.19 8665.331
12/1/1993 107.69 8689.101
1/1/1994 107.98 8693.560
2/1/1994 108.19 8743.073
3/1/1994 108.59 8747.339
4/1/1994 108.92 8784.426
5/1/1994 109.27 8900.355
6/1/1994 109.49 8857.441
7/1/1994 109.62 8883.274
8/1/1994 109.91 8936.925
9/1/1994 110.01 8893.050
10/1/1994 110.26 8986.683
11/1/1994 110.52 8984.437
12/1/1994 110.51 9038.793
1/1/1995 110.89 9066.653
2/1/1995 111.38 8983.778
3/1/1995 111.30 9025.702
4/1/1995 111.48 9004.417
5/1/1995 111.59 9028.002
6/1/1995 112.02 9102.100
7/1/1995 112.54 9060.917
8/1/1995 112.83 9112.276
9/1/1995 113.06 9189.307
10/1/1995 113.19 9160.983
11/1/1995 113.37 9161.269
12/1/1995 113.81 9231.176
1/1/1996 114.26 9227.709
2/1/1996 114.49 9230.075
3/1/1996 114.83 9284.575
4/1/1996 115.15 9416.306
5/1/1996 115.43 9380.146
6/1/1996 115.54 9425.590
7/1/1996 115.97 9461.372
8/1/1996 115.93 9478.114
9/1/1996 116.31 9527.729
10/1/1996 116.35 9597.305
11/1/1996 116.69 9612.219
12/1/1996 117.03 9568.335
1/1/1997 117.16 9630.832
2/1/1997 117.48 9695.267
3/1/1997 117.99 9672.755
4/1/1997 118.21 9800.132
5/1/1997 118.64 9765.642
6/1/1997 118.73 9863.249
7/1/1997 119.05 9909.637
8/1/1997 119.47 9920.097
9/1/1997 119.59 9968.654
10/1/1997 120.24 9998.874
11/1/1997 120.62 9971.687
12/1/1997 121.02 10056.427
1/1/1998 121.42 9994.757
2/1/1998 122.33 10144.596
3/1/1998 122.74 10171.217
4/1/1998 123.32 10153.150
5/1/1998 123.81 10167.215
6/1/1998 124.61 10262.722
7/1/1998 124.91 10246.877
8/1/1998 125.48 10297.130
9/1/1998 126.26 10442.584
10/1/1998 126.81 10488.396
11/1/1998 127.61 10528.351
12/1/1998 128.17 10506.185
1/1/1999 128.94 10531.156
2/1/1999 129.50 10610.546
3/1/1999 130.02 10661.897
4/1/1999 130.68 10652.193
5/1/1999 131.48 10703.495
6/1/1999 132.07 10696.316
7/1/1999 132.79 10803.424
8/1/1999 133.64 10796.405
9/1/1999 134.04 10859.905
10/1/1999 134.93 10930.045
11/1/1999 135.43 11016.745
12/1/1999 136.06 11096.097
1/1/2000 137.61 10985.345
2/1/2000 137.52 11037.937
3/1/2000 138.54 11105.711
4/1/2000 139.51 11240.435
5/1/2000 140.15 11252.356
6/1/2000 141.07 11282.574
7/1/2000 141.84 11196.460
8/1/2000 142.39 11307.394
9/1/2000 143.29 11299.557
10/1/2000 144.09 11349.222
11/1/2000 144.99 11347.371
12/1/2000 145.81 11306.723
1/1/2001 146.77 11320.607
2/1/2001 147.76 11285.784
3/1/2001 148.58 11285.102
4/1/2001 149.40 11349.007
5/1/2001 150.07 11419.197
6/1/2001 150.79 11345.593
7/1/2001 151.67 11311.565
8/1/2001 152.39 11434.606
9/1/2001 153.23 11274.012
10/1/2001 154.11 11357.953
11/1/2001 154.61 11299.768
12/1/2001 155.62 11482.811
1/1/2002 156.56 11496.388
2/1/2002 157.46 11427.356
3/1/2002 158.41 11510.106
4/1/2002 159.33 11522.492
5/1/2002 160.39 11524.424
6/1/2002 161.38 11569.682
7/1/2002 162.40 11630.264
8/1/2002 163.51 11568.979
9/1/2002 164.52 11590.056
10/1/2002 165.61 11565.872
11/1/2002 166.60 11591.361
12/1/2002 167.77 11639.068
1/1/2003 168.82 11606.663
2/1/2003 169.85 11693.256
3/1/2003 170.48 11637.643
4/1/2003 171.54 11707.865
5/1/2003 172.42 11689.362
6/1/2003 173.28 11819.194
7/1/2003 174.56 11878.383
8/1/2003 175.88 11926.224
9/1/2003 177.30 12002.216
10/1/2003 178.35 12012.603
11/1/2003 179.70 12055.406
12/1/2003 181.18 12060.651
1/1/2004 182.48 12033.859
2/1/2004 183.90 12143.894
3/1/2004 185.06 12205.262
4/1/2004 186.65 12183.488
5/1/2004 188.43 12278.178
6/1/2004 190.38 12179.938
7/1/2004 192.01 12290.194
8/1/2004 193.34 12311.545
9/1/2004 194.85 12308.878
10/1/2004 196.27 12416.025
11/1/2004 198.13 12401.426
12/1/2004 199.81 12413.540
1/1/2005 201.28 12539.381
2/1/2005 202.72 12503.565
3/1/2005 204.79 12559.521
4/1/2005 206.55 12572.268
5/1/2005 208.24 12539.956
6/1/2005 210.02 12650.331
7/1/2005 212.05 12658.603
8/1/2005 213.68 12703.405
9/1/2005 215.67 12687.505
10/1/2005 216.88 12709.948
11/1/2005 218.28 12710.738
12/1/2005 219.55 12825.278
1/1/2006 221.11 12876.969
2/1/2006 221.54 12864.698
3/1/2006 222.44 13005.643
4/1/2006 222.82 12928.263
5/1/2006 223.47 12984.213
6/1/2006 223.41 12974.591
7/1/2006 223.48 12943.299
8/1/2006 224.06 12957.783
9/1/2006 224.02 12996.291
10/1/2006 224.41 13016.733
11/1/2006 225.02 13092.641
12/1/2006 225.30 13072.459
1/1/2007 226.11 13066.769
2/1/2007 225.94 13146.739
3/1/2007 227.10 13054.380
4/1/2007 227.10 13187.631
5/1/2007 226.02 13210.721
6/1/2007 225.22 13183.940
7/1/2007 224.15 13175.689
8/1/2007 223.25 13273.783
9/1/2007 222.33 13355.997
10/1/2007 220.61 13308.452
11/1/2007 219.21 13345.534
12/1/2007 218.26 13436.170
1/1/2008 216.21 13452.289
2/1/2008 215.15 13262.775
3/1/2008 213.26 13301.225
4/1/2008 210.89 13302.936
5/1/2008 208.64 13325.277
6/1/2008 207.32 13445.863
7/1/2008 205.51 13324.160
8/1/2008 203.66 13213.977
9/1/2008 201.83 13131.222
10/1/2008 199.80 13071.049
11/1/2008 196.32 13080.629
12/1/2008 196.20 12829.733
1/1/2009 198.05 12854.981
2/1/2009 198.41 12829.519
3/1/2009 196.20 12816.690
4/1/2009 194.94 12823.109
5/1/2009 194.48 12846.551
6/1/2009 194.34 12763.536
7/1/2009 193.83 12805.774
8/1/2009 193.50 12867.887
9/1/2009 193.22 12911.607
10/1/2009 193.84 13062.917
11/1/2009 194.34 13027.202
12/1/2009 192.26 12968.788
PLACE THIS ORDER OR A SIMILAR ORDER WITH US TODAY AND GET AN AMAZING DISCOUNT 🙂
