series GOLD which isthe percent change in the price of gold in United States, from January 1976′

December 1985. Use this data set to complete the following tasks:

(a) Plot the series in a graph. Comment on the plotted graph (15

Marks).

(b) {(Vould you expect the series follows a random walk? Perform a Dickey-Fuller test to see whether it indeed does (20

Mar s).

(c) Calculate the sample autocorrelation function for the series and determine whether this function is consistent with

the

Dickey-Fuller test results in part (b). Doesthe sample autocorrelation function indicate that the series is non-stationary?

(15 Marks)

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