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###### Question 2 Using the quantmod Iibrary; download the stock prices of Microsolt Irom January Ist, 2000 (use the symbol "MSFT" within Ihe getSymbols ( ) function):Comment on the plot of the time series: does appear t0 be stationary? If not, suggest how to make stationary: To obtain the stock returns we need take first difference of the stock prices: does this time series appear t0 be stationary? Analyse the ACF and PACF plots of the returns: does there appear to be dependence? Analyse the

Question 2 Using the quantmod Iibrary; download the stock prices of Microsolt Irom January Ist, 2000 (use the symbol "MSFT" within Ihe getSymbols ( ) function): Comment on the plot of the time series: does appear t0 be stationary? If not, suggest how to make stationary: To obtain the stock returns we need take first difference of the stock prices: does this time series appear t0 be stationary? Analyse the ACF and PACF plots of the returns: does there appear to be dependence? Analyse the ACF and PACF plots of Ihe absolute value of the returns: does there appear to be dependence? Discuss Propose and estimale Ime series model for Ihe returns and Ior the absolute returns Justily the models.

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