Hi all!
I am a total newbie to S-plus and to an extent to statistics... Can someone
please guide me as to how can I check seasonality for stock returns ie check
the week-of-the-day and january effect using s-plus.
Also please guide me as to how do i perform the unit root test in
s-plus...check causality.. taking returns of two different market indices...
Waiting for replies....
Thank you
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