you’ll need to regress the change in the log oil price on the change in log copper price

INSTRUCTIONS TO CANDIDATES

ANSWER ALL QUESTIONS

Recreate one of the figures from that analysis, using a cleaned csv of the raw data (attached separately). Submit your charts, any code you used to generate the underlying series, and some data file (.dta, .csv,.xlsx, etc.) containing your output.

For this task, you’ll need to regress the change in the log oil price on the change in log copper price, the change in log dollar, and the change in the 10Y Treasury rate. We estimated the regression with no intercept using data from 6/1/2011 through 6/1/2014.

Note that, while the author used log changes for most of his variables, for the change in ten-year Treasury rates, he used straight differences, so that’s what you will do as well.

You’ll need to do an out-of-sample prediction to get estimated values (based on the regression) of the daily change in oil due to demand from 6/2/2014 onward.

 

 

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