Analyse the results of the regression in terms of coefficients and associated t- statistics

Quantitative Research Methods for Finance

What am I required to do in this assignment?

The purpose of this coursework is to understand the features of a set of managerial, economic or financial variables and be able to find how they are linearly related by using regression methods. Use Excel or Eviews to perform calculations.
There is maximum word limit of 2500 words. This is an INDIVIDUAL assignment. The assignment will be submitted as word document on blackboard by 12th November 2021  at 23.58. The Excel data file and excel output files related to the material presented on the assignment need to be uploaded to a specific shared folder by deadline. All the data should be organized in one Excel file named FIN5B1-StudentName-StudentNumber.
The following tasks will guide you through the econometric analysis:
1. Find a data set: Choose a data set with 3 variables . And organise the data in a Excel file. Describe the sample in terms of number of observations and frequency. Present the dataset using a relevant graph and explain the main features of each variable. Explain your intuition about dependent and independent variables.
2. Data description:
a. Discuss and describe your data as well as the reason(s) for your choice of data and using “Descriptive Statistics” for each variable
b. Plot all variables and comment on graph(s).
c. Trx3)
d. Describe statistically the transformed data set (plot it) and comment about your
results.
e. Plot each Xi (xi) variable against the Xj (xj) variable in a scatter plot and comment
about the relation between each pair of variables based on a covariances and
correlation analysis.
3. Regression analysis:
a. Then regress the dependent variable against the set of independent variables with a multiple regression model or a set of simple regressions. Explain and interpret the results.
b. Analyse the results of the regression in terms of coefficients and associated t- statistics, R squared and F-statistic.
c. Perform a residual analysis – exd. Perform a robustness analysis – explain and interpret the results
e. Choose one of the estimators to build a relevant forecast – explain and interpret
the results
4. Conclusions: Using the main results of your analysis, conclude about all these results
trying to find ideas or models that could be used to improve the analysis.