Business & Finance OxMetrics: Assignment on Stock Price Modeling, Forecasting, and Testing of Three Companies Based on OxMetrics

Need assistance with an assignment that involves complex financial data analysis. The task focuses on the stock prices of three major companies – Microsoft, Samsung, and Apple – from 1990 to 2020 (or as far back as possible for Samsung, with its IPO in 1975). I have also prepared 2 samples for you to do in right form.

Assignment Requirements

Data Handling: All data must be loaded into a single data file in OxMetrics, ensuring the same time series (common dates) for cointegration analysis. Special attention has to be paid to outliers in Apple (around 2,000 observations) and Samsung (around 5,200 observations). For Samsung, the stock price data needs to be adjusted for the exchange rate, and all stock prices should be in the same unit (dollars per share). Also, any stock splits need to be accounted for by rescaling the pre – split stock values.
Modeling and Testing: A VAR model is required, along with ADF and Johansen tests to analyze the relationships and differences between the stock price series. I need the specific model results, especially the numerical output of the Johansen cointegration test and VAR estimates. Each test result should be presented as a screenshot.
Graphing: I need a separate plot for each company showing its stock price change over time, with the x – axis representing time.
Software Requirement: The entire analysis must be done using the new version of OxMetrics (version 9.30). The download link, username, password, and registration code are provided. After installation, PcGive needs to be tested for data loading and graphing.
Deliverables: The final data in OxMetrics format (either.in7/.bn7 files or.oxdata file) should be provided. Additionally, the work should be presented in a 5 – minute presentation with a maximum two – page handout, including an economic framework description, data graphs with adjustment discussions, descriptive statistics (including ADF statistics), and analysis of the relationships between the series (cointegration analysis).

Time – Sensitive Request

I’m under a lot of pressure as this assignment is due very soon. I would greatly appreciate it if someone could take on this task and complete it within 24 hours. Please let me know if you’re available and have the necessary skills to handle this financial data analysis project.

Basic Requirement:

Theme:

1\Three companies: microsoft, samsung, Apple, their
stocks price from
1990-2020( or begin at 2020, best from 1990)
modeling and forcasting them. For Samsung, yes, need to adjust for the
exchange rate.

Load all the data into a
single data file in OxMetrics with common dates. To an OxMetrics data file and ensure that all data have the
same time series (common dates) for cointegration analysis. In addition, special attention needs to be paid to outliers, such as brief large fluctuations in Apple (at about 2,000 observations) and Samsung (at about 5,200 observations), and to make sure that all three firms’time series match day by day. Use the
log in the model and test for three companies data.

2\Need
VAR model, and do ADF test and Johansen test, to test their relationship and differences. Specific model results are required (particularly the numerical output of the Johansen cointegration test, VAR estimates, etc.), need to supplement the data analysis section.

*for VAR model, I need a function.

*I need outcome as a screenshot in every test.

the outcome of Johansrn test is like:

3\For every company, I need one plots of its seperate stock price change. (horizontal line need to be the time)

4\Need to use
new version of oxmetrics

The download way:

Please follow this Download link.

www.doornik.com/download/oxmetrics9/install900

Username: install2021a

Password: 1LXYdp5gbo32b6N

Download the appropriate installation file for OxMetrics VERSION 9.30, and run that file.

During installation, in Setup under User Information, enter your name, “SAIS” (for the Organization), and the Registration code.

The license must be registered immediately upon installation.

Registration code: ENDF-9165-06C6-C622-268E-OxMetrics-9

Test PcGive for loading and graphing data.

5/
Give me the final data in OxMetrics (i.e., .in7/.bn7 files or .oxdata file)

6/ other details:

2a]
Data adjustment: Exchange rate. For Samsung, yes, you need to adjust for the exchange rate. The units of all three stock prices need to be in the same units, i.e., dollars per share of stock. Textbooks in international economics will explain this.

2b]
Data adjustment: splits. For the sample that you’re using, one or more of your stocks may have had a split. The adjustment for a split is straightforward and common. You rescale the value of the stock before split by the amount of the split. There may be multiple splits in your sample. Check (e.g.) Yahoo Finance and the companies’ own websites, which will tell you when splits occurred and what the splits were (e.g., 2:1, 3:2, 5:1). See an introductory text on the stock market for this.

3]
Data sample. Yahoo Finance lists Samsung prices going back to 1999, so you can get a much longer series than you mention.

https://finance.yahoo.com/quote/005930.KS/

Samsung had its IPO in June 1975, so you should be able to get a long sample.

4] Exchange rate. You can get the exchange rate on a daily, weekly, or monthly frequency from many sources, including the Bank of Korea itself, Investing.com, or x-rates.com. These rates go back at least to 1999.

5]
Data frequency. As we have discussed, monthly frequency is a good choice, assuming that you have all three series going back to 2000 (at least).

6]
Data transformations. As discussed in class, you likely want to analyze your data in logs.

7]
Analysis for Presentation #2. As discussed in class and in the Term Paper Guidelines, your Presentation #2 (including handout) should include the following items.

a] A description of the economic framework.

b] graphs of the data, including a discussion of adjustments that you needed to make (e.g., for the exchange rate and for splits).

c] Descriptive statistics, including ADF statistics.

d] Analysis of the relationship(s) between your series, including cointegration analysis.

Thank a lot. This pre is very important to me. If you can, please give me before 2025-3-3 12.pm EST

Presentation #2. Present your preliminary results.
Length of presentation. Approximately 5 minutes.
Handout. This should be two pages long maximum–no longer. At the top of
the first side, give the title of your term paper, your name, your contact information,
the date, and “SA.310.774, Spring 2025, Presentation #2”. For results, you might
include:
• graphs of the data;
• the model(s) that you’ve developed, and/or the forecast(s) that you’re analyz-ing;
• summary statistics of the models and their residuals and/or forecasts; and
• preliminary findings or conclusions.

image1

Sheet1

收盘价

指标名称
dollar-KRW exchange rate

单位

日期
三星电子
苹果(APPLE)
微软(MICROSOFT)

Date
005930.KS
AAPL.O
MSFT.O

2000-01-28
5522.8718

s s: 如需修改，请使用Excel插件-Wind-函数-编辑函数

0.7806
30.2829

2000-01-31
1,124.00

2000-02-29
5067.5812
0.8624
27.6530

2000-02-29
1,131.31

2000-03-31
6631.4052
1.0218
32.8742

2000-03-31
1,105.50

2000-04-28
5938.5718
0.9334
21.5809

2000-04-30
1,110.00

2000-05-31
6096.9337
0.6320
19.3571

2000-05-31
1,130.00

2000-06-30
7304.4433
0.7881
24.7523

2000-06-30
1,115.15

2000-07-31
5839.5956
0.7646
21.6003

2000-07-31
1,116.90

2000-08-31
5413.9979
0.9169
21.6003

2000-08-31
1,108.80

2000-09-29
3998.6383
0.3875
18.6609

2000-09-30
1,115.30

2000-10-31
2820.8216
0.2944
21.3102

2000-10-31
1,139.00

2000-11-30
3206.8288
0.2483
17.7520

2000-11-30
1,217.00

2000-12-29
3127.6478
0.2238
13.4204

2000-12-31
1,267.00

2001-01-19
4354.9526
0.3254
18.8930

2001-01-31
1,258.00

2001-02-28
3701.7097
0.2746
18.2548

2001-02-28
1,254.80

2001-03-30
4117.4098
0.3321
16.9205

2001-03-31
1,332.00

2001-04-30
4533.1098
0.3835
20.9621

2001-04-30
1,319.00

2001-05-31
4196.5907
0.3002
21.4046

2001-05-31
1,282.00

2001-06-29
3800.6859
0.3498
22.5865

2001-06-30
1,303.00

2001-07-31
3751.1978
0.2827
20.4794

2001-07-31
1,303.00

2001-08-31
3761.0955
0.2791
17.6515

2001-08-31
1,284.00

2001-09-28
2771.3335
0.2334
15.8322

2001-09-30
1,302.00

2001-10-31
3434.4740
0.2642
17.9918

2001-10-31
1,296.00

2001-11-30
4315.3622
0.3205
19.8668

2001-11-30
1,273.00

2001-12-31
5522.8718
0.3295
20.4980

2001-12-31
1,313.50

2002-01-31
5948.4694
0.3720
19.7121

2002-01-31
1,314.40

2002-02-28
6789.7671
0.3265
18.0506

2002-02-28
1,323.80

2002-03-29
7284.6480
0.3562
18.6601

2002-03-31
1,325.90

2002-04-30
7561.7814
0.3652
16.1694

2002-04-30
1,294.00

2002-05-31
6769.9718
0.3506
15.7517

2002-05-31
1,219.30

2002-06-28
6512.6337
0.2666
16.9244

2002-06-30
1,205.00

2002-07-31
6581.9171
0.2296
14.8452

2002-07-31
1,183.00

2002-08-30
6552.2242
0.2219
15.1855

2002-08-31
1,201.90

2002-09-27
5908.8789
0.2182
13.5333

2002-09-30
1,227.70

2002-10-31
6829.3575
0.2418
16.5438

2002-10-31
1,224.00

2002-11-29
7660.7576
0.2332
17.8464

2002-11-30
1,198.70

2002-12-31
6215.7051
0.2156
15.9962

2002-12-31
1,186.30

2003-01-29
5770.3122
0.2161
14.6843

2003-01-31
1,165.00

2003-02-28
5532.7694
0.2259
14.7129

2003-02-28
1,193.70

2003-03-31
5621.8479
0.2128
15.0295

2003-03-31
1,252.00

2003-04-30
6037.5480
0.2140
15.8676

2003-04-30
1,215.50

2003-05-30
6413.6575
0.2701
15.2778

2003-05-31
1,210.00

2003-06-30
7027.3099
0.2868
15.9172

2003-06-30
1,196.00

2003-07-31
8234.8195
0.3172
16.3953

2003-07-31
1,181.00

2003-08-29
8610.9291
0.3402
16.4635

2003-08-31
1,175.00

2003-09-30
7759.7338
0.3118
17.2582

2003-09-30
1,150.20

2003-10-31
9303.7624
0.3444
16.3187

2003-10-31
1,184.00

2003-11-28
9204.7863
0.3146
16.0502

2003-11-30
1,202.10

2003-12-31
8927.6529
0.3216
17.0865

2003-12-31
1,192.00

2004-01-30
10372.7054
0.3395
17.2613

2004-01-31
1,174.00

2004-02-27
10788.4054
0.3599
16.5622

2004-02-29
1,179.00

2004-03-31
11322.8769
0.4069
15.5633

2004-03-31
1,146.70

2004-04-30
11025.9483
0.3879
16.3124

2004-04-30
1,173.60

2004-05-31
10016.3911
0.4222
16.3749

2004-05-31
1,165.00

2004-06-30
9442.3291
0.4896
17.8294

2004-06-30
1,156.00

2004-07-30
8254.6148
0.4866
17.7857

2004-07-31
1,170.00

2004-08-31
8927.6529
0.5190
17.0931

2004-08-31
1,152.00

2004-09-30
9066.2196
0.5831
17.3123

2004-09-30
1,152.00

2004-10-29
8700.0077
0.7885
17.5126

2004-10-31
1,120.00

2004-11-30
8601.0315
1.0089
18.7090

2004-11-30
1,048.00

2004-12-31
8917.7553
0.9690
18.6462

2004-12-31
1,035.10

2005-01-31
9798.6434
1.1571
18.3392

2005-01-31
1,026.85

2005-02-28
10432.0911
1.3500
17.6118

2005-02-28
1,000.85

2005-03-31
9937.2101
1.2540
16.9188

2005-03-31
1,015.40

2005-04-29
8947.4481
1.0852
17.7098

2005-04-30
997.00

2005-05-31
9679.8720
1.1965
18.1171

2005-05-31
1,005.00

2005-06-30
9778.8482
1.1077
17.4429

2005-06-30
1,034.50

2005-07-29
11184.3102
1.2835
17.9836

2005-07-31
1,026.50

2005-08-31
10768.6102
1.4111
19.2836

2005-08-31
1,039.00

2005-09-30
11639.6007
1.6133
18.1215

2005-09-30
1,042.40

2005-10-31
10926.9721
1.7331
18.1004

2005-10-31
1,043.50

2005-11-30
11837.5531
2.0410
19.5521

2005-11-30
1,037.40

2005-12-30
13045.0627
2.1634
18.4713

2005-12-31
1,010.00

2006-01-25
14648.4770
2.2724
19.8841

2006-01-31
958.90

2006-02-28
13599.3294
2.0611
19.0442

2006-02-28
970.90

2006-03-31
12471.0007
1.8875
19.2852

2006-03-31
971.40

2006-04-28
12748.1341
2.1183
17.1164

2006-04-30
942.80

2006-05-31
12114.6864
1.7987
16.1159

2006-05-31
945.30

2006-06-30
11936.5293
1.7235
16.5784

2006-06-30
948.50

2006-07-31
12035.5055
2.0452
17.1191

2006-07-31
954.90

2006-08-31
12866.9055
2.0419
18.3533

2006-08-31
961.10

2006-09-29
13144.0389
2.3166
19.5317

2006-09-30
946.00

2006-10-31
12094.8912
2.4400
20.5029

2006-10-31
942.20

2006-11-30
12629.3626
2.7584
21.0388

2006-11-30
929.00

2006-12-29
12134.4817
2.5531
21.3971

2006-12-31
930.00

2007-01-31
11461.4435
2.5799
22.1136

2007-01-31
941.00

2007-02-28
11223.9007
2.5462
20.2560

2007-02-28
942.30

2007-03-30
11144.7197
2.7960
20.0403

2007-03-31
941.10

2007-04-30
11362.4673
3.0033
21.5288

2007-04-30
931.00

2007-05-31
10590.4530
3.6471
22.1396

2007-05-31
927.40

2007-06-29
11204.1054
3.6726
21.2595

2007-06-30
922.60

2007-07-31
12154.2769
3.9651
20.9132

2007-07-31
919.00

2007-08-31
11698.9864
4.1674
20.7983

2007-08-31
938.10

2007-09-28
11382.2626
4.6185
21.3267

2007-09-30
913.60

2007-10-31
10887.3816
5.7163
26.6476

2007-10-31
903.20

2007-11-30
11184.3102
5.4837
24.4042

2007-11-30
920.90

2007-12-28
11006.1530
5.9610
25.8568

2007-12-31
935.80

2008-01-31
11778.1674
4.0735
23.6779

2008-01-31
943.40

2008-02-29
11085.3340
3.7623
19.8325

2008-02-29
942.80

2008-03-31
12332.4341
4.3184
20.6929

2008-03-31
988.60

2008-04-30
14074.4151
5.2348
20.7950

2008-04-30
1,005.00

2008-05-30
14668.2723
5.6802
20.7252

2008-05-31
1,028.50

2008-06-30
12372.0245
5.0389
20.1324

2008-06-30
1,046.80

2008-07-31
11164.5149
4.7834
18.8225

2008-07-31
1,011.50

2008-08-29
10214.3435
5.1018
20.0511

2008-08-31
1,089.00

2008-09-26
10669.6340
3.4204
19.6102

2008-09-30
1,206.30

2008-10-31
10590.4530
3.2378
16.4068

2008-10-31
1,277.50

2008-11-28
9620.4863
2.7888
14.9571

2008-11-30
1,468.00

2008-12-31
8927.6529
2.5685
14.3801

2008-12-31
1,262.00

2009-01-23
9660.0768
2.7123
12.6492

2009-01-31
1,380.00

2009-02-27
9442.3291
2.6877
12.0284

2009-02-28
1,532.80

2009-03-31
11243.6959
3.1634
13.6818

2009-03-31
1,372.30

2009-04-30
11718.7816
3.7867
15.0894

2009-04-30
1,277.00

2009-05-27
11045.7435
4.0870
15.6575

2009-05-31
1,249.00

2009-06-30
11718.7816
4.2862
17.8161

2009-06-30
1,273.50

2009-07-31
14331.7532
4.9170
17.6287

2009-07-31
1,222.20

2009-08-31
12082.5217
5.0621
18.5796

2009-08-31
1,248.00

2009-09-30
12772.0560
5.5779
19.3861

2009-09-30
1,175.00

2009-10-30
14311.9580
5.6727
20.9011

2009-10-31
1,182.00

2009-11-30
14252.5723
6.0160
22.2653

2009-11-30
1,164.40

2009-12-31
15816.3962
6.3417
23.0754

2009-12-31
1,163.65

2010-01-29
12286.2477
5.7799
21.3341

2010-01-31
1,158.70

2010-02-26
11659.3984
6.1578
21.8066

2010-02-28
1,159.00

2010-03-31
12819.0697
7.0720
22.2763

2010-03-31
1,131.20

2010-04-30
13304.8780
7.8572
23.2251

2010-04-30
1,108.00

2010-05-31
12160.8779
7.7305
19.7122

2010-05-31
1,194.50

2010-06-30
12129.5354
7.5695
17.5805

2010-06-30
1,220.85

2010-07-30
12693.6998
7.7416
19.7198

2010-07-31
1,182.00

2010-08-31
14965.2009
7.3158
18.0238

2010-08-31
1,198.00

2010-09-30
15380.9009
8.5391
18.8111

2010-09-30
1,140.10

2010-10-29
14747.4532
9.0576
20.4818

2010-10-31
1,124.00

2010-11-30
16350.8676
9.3636
19.5199

2010-11-30
1,157.20

2010-12-31
18785.6821
9.7070
21.5698

2010-12-31
1,130.60

2011-01-31
19419.1297
10.2114
21.4268

2011-01-31
1,119.10

2011-02-28
18271.0058
10.6294
20.6633

2011-02-28
1,123.70

2011-03-31
14605.5904
10.4879
19.7382

2011-03-31
1,097.25

2011-04-29
13994.4123
10.5367
20.1503

2011-04-30
1,068.40

2011-05-31
14135.4534
10.4675
19.5703

2011-05-31
1,078.00

2011-06-30
12944.4396
10.1015
20.3449

2011-06-30
1,066.30

2011-07-29
13226.5218
11.7510
21.4404

2011-07-31
1,054.00

2011-08-31
14727.6580
11.5809
20.9458

2011-08-31
1,063.90

2011-09-30
16628.0010
11.4753
19.5993

2011-09-30
1,180.90

2011-10-31
19161.7916
12.1813
20.9694

2011-10-31
1,112.05

2011-11-30
19874.4202
11.5018
20.2943

2011-11-30
1,140.05

2011-12-30
20943.3631
12.1879
20.5958

2011-12-31
1,158.50

2012-01-31
21913.3299
13.7372
23.4281

2012-01-31
1,125.70

2012-02-29
23873.0585
16.3240
25.3472

2012-02-29
1,117.10

2012-03-30
25238.9300
18.0427
25.7585

2012-03-31
1,131.40

2012-04-27
27515.3826
17.5741
25.5668

2012-04-30
1,130.05

2012-05-31
23972.0347
17.3860
23.4638

2012-05-31
1,180.00

2012-06-29
23774.0823
17.5747
24.5891

2012-06-30
1,141.17

2012-07-31
25911.9682
18.3800
23.6888

2012-07-31
1,130.27

2012-08-31
24407.5300
20.1055
24.7496

2012-08-31
1,133.20

2012-09-28
26644.3920
20.1618
23.8984

2012-09-30
1,111.21

2012-10-31
25931.7634
17.9923
22.9186

2012-10-31
1,090.17

2012-11-30
27832.1064
17.7696
21.5484

2012-11-30
1,081.75

2012-12-31
30128.3541
16.1572
21.6251

2012-12-31
1,063.24

2013-01-31
28663.5064
13.8291
22.2245

2013-01-31
1,087.46

2013-02-28
30563.8494
13.4794
22.6942

2013-02-28
1,083.90

2013-03-29
30227.3303
13.5179
23.3513

2013-03-31
1,112.48

2013-04-26
30088.7637
13.5215
27.0208

2013-04-30
1,101.52

2013-05-31
30445.0780
13.8248
28.6900

2013-05-31
1,129.34

2013-06-28
26565.2111
12.1893
28.3981

2013-06-30
1,141.45

2013-07-31
25337.9062
13.9107
26.1745

2013-07-31
1,122.66

2013-08-30
27079.8873
15.0759
27.6504

2013-08-31
1,109.42

2013-09-30
27060.0921
14.7520
27.5510

2013-09-30
1,073.33

2013-10-31
29000.0255
16.1739
29.3102

2013-10-31
1,060.83

2013-11-29
29574.0874
17.3069
31.8055

2013-11-30
1,057.76

2013-12-31
27159.0683
17.4609
31.2049

2013-12-31
1,055.25

2014-01-30
25337.9062
15.5805
31.5636

2014-01-31
1,080.36

2014-02-28
26703.7778
16.4765
32.1953

2014-02-28
1,066.01

2014-03-31
26585.0063
16.8053
34.4475

2014-03-31
1,064.65

2014-04-30
26585.0063
18.4756
33.9517

2014-04-30
1,032.85

2014-05-30
28564.5302
19.9298
34.6482

2014-05-31
1,020.30

2014-06-30
26169.3063
20.4811
35.2914

2014-06-30
1,011.60

2014-07-31
26585.0063
21.0696
36.5270

2014-07-31
1,027.75

2014-08-29
24427.3252
22.7027
38.6883

2014-08-31
1,013.85

2014-09-30
23437.5633
22.3150
39.4803

2014-09-30
1,054.55

2014-10-31
24625.2776
23.9208
39.9828

2014-10-31
1,073.07

2014-11-28
25476.4729
26.4559
40.9719

2014-11-30
1,112.06

2014-12-31
26268.2825
24.5540
39.8065

2014-12-31
1,090.89

2015-01-30
27020.5016
26.0622
34.6218

2015-01-31
1,104.30

2015-02-27
26862.1397
28.6887
37.8457

2015-02-28
1,100.65

2015-03-31
28524.9398
27.7887
35.0882

2015-03-31
1,107.71

2015-04-30
27911.2873
27.9495
41.9799

2015-04-30
1,076.74

2015-05-29
25872.3777
29.2167
40.7064

2015-05-31
1,111.99

2015-06-30
25100.3634
28.1279
38.3523

2015-06-30
1,117.34

2015-07-31
23457.3585
27.2028
40.5675

2015-07-31
1,159.70

2015-08-31
21557.0155
25.4021
38.0543

2015-08-31
1,182.54

2015-09-30
22447.8013
24.8479
38.7014

2015-09-30
1,184.62

2015-10-30
27159.0683
26.9204
46.0290

2015-10-31
1,140.50

2015-11-30
25417.0872
26.7642
47.8446

2015-11-30
1,149.39

2015-12-31
24942.0015
23.8140
48.8393

2015-12-31
1,169.26

2016-01-29
22764.5251
22.0222
48.4960

2016-01-31
1,210.04

2016-02-29
23318.7918
21.9938
45.1115

2016-02-29
1,238.09

2016-03-31
25971.3539
24.7917
48.9683

2016-03-31
1,138.86

2016-04-29
24645.0729
21.3228
44.2160

2016-04-30
1,144.09

2016-05-31
25575.4491
22.8532
47.3198

2016-05-31
1,188.99

2016-06-30
28208.2159
21.8783
45.6859

2016-06-30
1,154.15

2016-07-29
30464.8732
23.8487
50.6054

2016-07-31
1,112.89

2016-08-31
32068.2876
24.4128
51.6216

2016-08-31
1,115.98

2016-09-30
31632.7923
26.0119
51.7473

2016-09-30
1,097.98

2016-10-31
32444.3971
26.1247
53.8316

2016-10-31
1,145.37

2016-11-30
34562.4877
25.5604
54.5028

2016-11-30
1,175.87

2016-12-30
35671.0211
26.7861
56.2032

2016-12-31
1,203.73

2017-01-26
39056.0070
28.0650
58.4734

2017-01-31
1,151.45

2017-02-28
38046.4498
31.8195
58.2182

2017-02-28
1,129.17

2017-03-31
40778.1929
33.3688
59.9289

2017-03-31
1,117.48

2017-04-28
44163.1788
33.3665
62.2948

2017-04-30
1,136.99

2017-05-31
44242.3597
35.6290
63.9147

2017-05-31
1,119.58

2017-06-30
47053.2837
33.5905
63.0819

2017-06-30
1,143.75

2017-07-31
47706.5266
34.6890
66.5321

2017-07-31
1,121.86

2017-08-31
45845.7741
38.4008
68.7910

2017-08-31
1,122.36

2017-09-29
50754.9934
36.0873
68.5334

2017-09-30
1,142.57

2017-10-31
54516.0889
39.5809
76.5285

2017-10-31
1,115.68

2017-11-30
50279.9077
40.3835
77.8283

2017-11-30
1,084.79

2017-12-29
50438.2696
39.7678
79.0951

2017-12-31
1,067.42

2018-01-31
49389.1219
39.3448
87.8516

2018-01-31
1,068.33

2018-02-28
46578.1980
42.0276
87.1123

2018-02-28
1,082.12

2018-03-30
48716.0838
39.5878
84.7898

2018-03-31
1,060.99

2018-04-27
52457.3840
38.9932
86.8800

2018-04-30
1,069.07

2018-05-31
50180.9414
44.2621
92.2203

2018-05-31
1,080.75

2018-06-29
46172.4047
43.8453
92.0057

2018-06-30
1,111.79

2018-07-31
45776.4998
45.0722
98.9754

2018-07-31
1,112.75

2018-08-31
47953.9766
54.1057
105.2101

2018-08-31
1,116.50

2018-09-28
45974.4522
53.6564
107.1208

2018-09-30
1,109.76

2018-10-31
41965.9155
52.0211
100.0400

2018-10-31
1,140.78

2018-11-30
41421.5463
42.5950
104.3101

2018-11-30
1,118.61

2018-12-28
38303.7955
37.6243
95.5431

2018-12-31
1,112.85

2019-01-31
45677.5236
39.6994
98.2334

2019-01-31
1,111.82

2019-02-28
44638.2733
41.4770
105.8325

2019-02-28
1,124.65

2019-03-29
44192.8804
45.5013
111.4156

2019-03-31
1,136.30

2019-04-30
45380.5949
48.0692
123.3752

2019-04-30
1,165.10

2019-05-31
42064.8917
42.0984
117.2705

2019-05-31
1,190.50

2019-06-28
46518.8214
47.5931
127.0178

2019-06-30
1,154.58

2019-07-31
44885.7139
51.2289
129.2081

2019-07-31
1,182.74

2019-08-30
43549.5350
50.3856
131.1510

2019-08-31
1,211.32

2019-09-30
48547.8339
54.0618
132.2640

2019-09-30
1,195.85

2019-10-31
49884.0128
60.0456
136.3928

2019-10-31
1,169.10

2019-11-29
49785.0366
64.7024
144.5030

2019-11-30
1,181.33

2019-12-31
55228.7284
71.0940
150.5359

2019-12-31
1,155.46

2020-01-23
55822.5857
74.9337
162.4967

2020-01-31
1,191.30

2020-02-28
53645.1090
66.3387
155.0725

2020-02-29
1,214.92

2020-03-31
47261.1430
61.7108
150.9567

2020-03-31
1,218.92

2020-04-30
49488.1079
71.2991
171.5360

2020-04-30
1,203.95

2020-05-29
50180.9414
77.3662
175.8915

2020-05-31
1,236.61

2020-06-30
52259.4419
88.7690
195.3380

2020-06-30
1,200.50

2020-07-31
57307.2290
103.4275
196.7777

2020-07-31
1,192.68

2020-08-31
53447.1565
125.8268
216.9970

2020-08-31
1,187.48

2020-09-30
57604.1576
112.9262
202.3721

2020-09-30
1,165.97

2020-10-30
56020.5381
106.1493
194.8095

2020-10-31
1,133.99

2020-11-30
66017.1359
116.2858
206.5099

2020-11-30
1,105.79

2020-12-31
80170.7348
129.6091
214.5650

2020-12-31
1,086.11

2021-01-29
81160.4970
128.8960
223.7681

2021-01-31
1,118.35

2021-02-26
81655.3780
118.6215
224.6895

2021-02-28
1,123.36

2021-03-31
80566.6397
119.4921
227.9674

2021-03-31
1,126.72

2021-04-30
80665.6159
128.5995
243.8343

2021-04-30
1,115.58

2021-05-31
79675.8537
122.1056
241.9745

2021-05-31
1,114.48

2021-06-30
79873.8062
134.2074
262.5396

2021-06-30
1,130.42

2021-07-30
77696.3294
142.9286
276.1172

2021-07-31
1,151.86

2021-08-31
75914.7575
149.0015
293.1236

2021-08-31
1,158.32

2021-09-30
73341.3759
138.8639
273.7425

2021-09-30
1,183.70

2021-10-29
69085.3986
147.0093
322.0009

2021-10-31
1,174.94

2021-11-30
70570.0419
162.4573
321.5881

2021-11-30
1,187.45

2021-12-31
77498.3770
174.5163
327.1620

2021-12-31
1,188.59

2022-01-28
72549.5662
171.7743
302.5120

2022-01-31
1,206.78

2022-02-28
71361.8516
162.4871
291.2550

2022-02-28
1,202.28

2022-03-31
68887.4462
171.8258
300.5349

2022-03-31
1,211.55

2022-04-29
66709.9695
155.1363
270.5214

2022-04-30
1,255.87

2022-05-31
66709.9695
146.6819
265.6311

2022-05-31
1,236.93

2022-06-30
56416.4430
134.7377
250.9362

2022-06-30
1,298.95

2022-07-29
60771.3965
160.1537
274.2975

2022-07-31
1,299.08

2022-08-31
59088.8008
155.1556
256.0120

2022-08-31
1,338.66

2022-09-30
52556.3706
136.3854
228.0384

2022-09-30
1,431.67

2022-10-31
58791.8722
151.3266
227.2845

2022-10-31
1,424.60

2022-11-30
61563.2062
146.3286
250.5182

2022-11-30
1,316.84

2022-12-30
54733.8473
128.4367
235.4757

2022-12-31
1,260.18

2023-01-31
60375.4916
142.6316
243.3209

2023-01-31
1,231.95

2023-02-28
59979.5868
145.9383
245.5152

2023-02-28
1,323.45

2023-03-31
63344.7781
163.2536
283.7865

2023-03-31
1,303.80

2023-04-28
64829.4214
167.9859
302.4497

2023-04-30
1,338.41

2023-05-31
70669.0181
175.7231
323.9555

2023-05-31
1,324.55

2023-06-30
71460.8278
192.2990
335.9414

2023-06-30
1,317.80

2023-07-31
69085.3986
194.7577
331.3838

2023-07-31
1,273.85

2023-08-31
66215.0884
186.5031
324.0186

2023-08-31
1,322.43

2023-09-28
67699.7316
169.9643
312.1457

2023-09-30
1,347.86

2023-10-31
66215.0884
169.5275
334.2504

2023-10-31
1,351.03

2023-11-30
72054.6851
188.8164
375.3450

2023-11-30
1,289.95

2023-12-29
77696.3294
191.3810
372.5020

2023-12-31
1,290.97

2024-01-31
72049.7686
183.2995
393.8393

2024-01-31
1,334.90

2024-02-29
72743.5078
179.9006
410.5059

2024-02-29
1,336.19

2024-03-29
82034.1182
170.6741
417.5323

2024-03-31
1,347.08

2024-04-30
77155.8757
169.5295
386.3801

2024-04-30
1,381.92

2024-05-31
73173.6370
191.6060
412.7278

2024-05-31
1,385.43

2024-06-28
81500.0000
209.9145
444.3636

2024-06-30
1,376.55

2024-07-31
83900.0000
221.3361
415.9291

2024-07-31
1,369.29

2024-08-30
74300.0000
228.4971
415.4736

2024-08-31
1,336.00

2024-09-30
61500.0000
232.4883
428.5810

2024-09-30
1,314.94

2024-10-31
59200.0000
225.4139
404.7267

2024-10-31
1,377.57

2024-11-29
54200.0000
237.0693
422.6126

2024-11-30
1,396.99

2024-12-31
53200.0000
250.1450
420.6565

2024-12-31
1,477.86

2025-01-27
52400.0000
235.7408
414.2294

2025-01-31
1,453.86

2025-02-28
54500.0000
241.8400
396.9900

2025-02-28
1,434.06

2025-03-03
54500.0000
241.8400
396.9900

Presentation

Modeling

Inflation
in
Food
Prices
in
Yellowknife,
Northwest
Territories,
Canada:
What
is
the

Impact

of
Oil
Prices
and
Adverse
Weather
Conditions
on
Inflation
in
Food
Prices?

Graphs

of
Key
Variables

140

120

160
140
120
100

(
Yellowknife Food CPI
)

2.5

0.0

Yellowknife Food Price Inflation Rate

2010 2015 2020

Yellowknife Oil Price (cents per litre)

2010 2015 2020

Total Monthly Snowfall in Yellowknife (in cm)

2010 2015 2020

10.0
7.5
5.0

NWT Unemployment Rate

9
8
7
6

Canada Unemployment Rate

2010 2015 2020 2010 2015 2020

Stationarity

I conducted the Augmented Dickey Fuller (ADF) test for each of the variables (using 12 lags), to determine which variables needed to be differenced (and how many times they needed to be

differenced) in order to become stationary, before proceeding with modeling. For the food price

inflation rate and the log of the Northwest Territories unemployment rate, the conclusion of the

ADF test was to reject the null hypothesis that the data are nonstationary in favor of the alternative hypothesis that the data is stationary. The remaining variables had to be differenced in order to

become stationary.

Model

Food
Price
Inflation
Ratet
=
β0
+
β1Food
Price
Inflation
Ratet-1
+
β2Food
Price
Inflation
Ratet-2
+
β3
Food
Price

Inflation
Ratet-3
+
β4log(NWT
Unemployment
Ratet)
+
β5log(NWT
Unemployment
Ratet-1)
+
β6log(NWT

Unemployment
Ratet-2)+
Β7∆log(Yellowknife
Oil
Pricet)
+
β8∆log(Yellowknife
Oil
Pricet-1)+
β9∆log(Yellowknife

Oil
Pricet-2)+
β10∆log(Yellowknife
Oil
Pricet-3)+
β11∆log(Yellowknife
Oil
Pricet-4)+
β12∆(Snowfallt)
+

β13∆(Snowfallt-1)+
β14∆(Snowfallt-2)+
β15∆(Snowfallt-3)
+
β16∆(Snowfallt-4)
+
β17∆(Snowfallt-5)
+
β18∆(Snowfallt-

6)+
β19∆log(Canada
Unemployment
Ratet)
+
β20∆log(Canada
Unemployment
Ratet-1)
+
β21∆log(Canada

Unemployment
Ratet-2)+
β22∆log(Canada
Unemployment
Ratet-3)+
β23∆log(Canada
Unemployment
Ratet-4)+
ut

Note:

NWT: Northwest Territories

Food Price Inflation Rate: The food price inflation rate in the Northwest Territories

Snowfall: Total Monthly Snowfall in the NWT

Regression

Model

Pre-Liminary

Findings
and
Conclusions

All three lags of the food price inflation rate are negative indicating that a higher inflation rate in the

price of food in preceding periods is associated with a lower food price inflation rate in the current

period. However, only the first and third lag of the variable are statistically significant. The first lag of the log of the Northwest Territories unemployment rate is positive and statistically significant.

Although the current value and the second lag of the variable are not statistically significant at any

conventional level of significance, their negative relationship with the inflation rate in food prices is

consistent with economic theory. Economic theory says that as the unemployment rate increases, the

economy begins operating below potential, putting downward pressure on price levels. The first lag of the oil price variable is statistically significant and negative. Once again, although the other lags of the variable are not statistically significant their relationship with the dependent variable is consistent with economic theory, as one would expect arise in the price of oil to be associated with arise in the

inflation rate of food prices. The current value nor any of the lags of the snowfall variable are

statistically significant at any conventional level of statistical significance, and some lags of the

variable are positive in sign while others are negative. One would expect the relationship between

snowfall and the inflation rate to be positive. The national unemployment rate is also not statistically significant, with some lags being positive in sign and others being negative. One would expect there to be downward pressure on the price level given an increase in the national unemployment rate.