Sentence examples for daily return series from inspiring English sources

Fig. 4 Daily return series graph of Potato futures Fig. 5 Daily return series graph of mentha oil futures Fig. 6 Daily return series graph of crude oil futures Fig. 7 Daily return series graph of gold futures.

The results confirmed the stationarity of the daily return series for all the commodity futures.

The observed Skewness and Kurtosis indicate that the distribution of daily return series is non-normal.

The descriptive statistics for daily return series of the select commodity futures are summarized in Table 4.

To test the presence of a unit root in the daily return series, we performed the ADF and PP tests.

This test detects the presence of the ARCH effect in the residuals of the daily return series.

Further, the ARCH-type heteroscedasticity cannot be rejected for the daily returns series.

We then proceed to plot graphically the daily returns series over time so that volatility clustering can be verified.

The steps involved in this exercise are the graphical plotting of the daily returns series, followed by its descriptive statistics.

For example, we illustrate this issue with the analysis of correlation between daily returns time series of S&P Index and Euro/USD exchange rates.

We analyze the system of the daily returns time series of the 300 largest capitalized stocks traded at NYSE in the time period 2001 2003.