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1.    Download the weekly data of the index for the calendar year 2008 and make a time plot of the data. Comment on the variability of the index looking at the plot. Report the standard deviation and the range of the data and any other measures of uncertainty you feel are suitable and appropriate.
2.    Download the weekly data of the index for the calendar year 1999 and compare the data for 1999 and 2008 on a single plot. Which year has been more volatile? Calculate the respective standard deviations and ranges of the two sets of data as well as and any other measures of uncertainty you feel are suitable and appropriate. Do these numbers confirm your observations about the relative volatility of the two years?
3.    Download the weekly data of the index DAX for the calendar year 2008 and compare the data for same year for FTSE100 on a single plot. Which index has been more volatile? Calculate the respective standard deviations and ranges of the two sets of data as well as and any other measures of uncertainty you feel are suitable and appropriate. Do these numbers confirm  your observations about the relative volatility of the two indices?
4.    Download the weekly data of the index Dow Jones Industrial Average (DJIA) for the calendar year 2008 and compare the data for same year for FTSE100 on a single plot. Which index has been more volatile? Calculate and draw the respective Boxplots and Histograms. Do these graphs confirm  your observations about the relative volatility of the two indices?
5.    Download the weekly data of the CAC index for the calendar year 2013, year YYYY+12 (where DD/MM/YYYY your date of birth) and compare the data for 2013, YYYY+12 and 2008 on a single plot. Which year has been more volatile?
 [This case study is adopted from the case at the end of the 1st chapter of the 6th edition of Aczel and Sounderpandian – Complete Business Statistics]



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