Run VAR and Granger Causality test for given data
Budget: $20 – $30 USD
Hi there! I'm looking for an experienced freelancer to run a VAR and Granger Causality Test for S&P 500 index & federal funds rate in R. The analysis should cover last 10 years.
The daily closing stock prices of the S&P 500 index, which can be accessed at this link: https://fred.stlouisfed.org/series/SP500
The effective federal funds rate, which can be accessed at this link: https://fred.stlouisfed.org/series/FEDFUNDS
The project requires the freelancer to perform a VAR and Granger Causality Test on the data and provide detailed results. They will need to be familiar with the best practices of both tests and be able to explain their results in a comprehensive and informative way.
I am looking for a freelancer who has past work they can show me, and who is able to provide detailed proposals on how they plan to complete this task.
The updates should be shared regularly.
The results will be used in research "The Impact of Changes in Interest Rates on Stock Prices"
If you have the skills to complete this project, I'd love to hear from you.
The daily closing stock prices of the S&P 500 index, which can be accessed at this link: https://fred.stlouisfed.org/series/SP500
The effective federal funds rate, which can be accessed at this link: https://fred.stlouisfed.org/series/FEDFUNDS
The project requires the freelancer to perform a VAR and Granger Causality Test on the data and provide detailed results. They will need to be familiar with the best practices of both tests and be able to explain their results in a comprehensive and informative way.
I am looking for a freelancer who has past work they can show me, and who is able to provide detailed proposals on how they plan to complete this task.
The updates should be shared regularly.
The results will be used in research "The Impact of Changes in Interest Rates on Stock Prices"
If you have the skills to complete this project, I'd love to hear from you.