ABSTRACT
The problems at the end of this chapter and beyond require you to use a statistical software package to perform cumbersome calculations such as the one above. Eviews by Quantitative Micro Software was used to solve the problems in this book, but any package will do. EXCEL by Microsoft can be used to run regressions, but it does not calculate all the residual statistics you will need in later chapters. Free shareware is available (such as gretl) that can do all the problems in this text. All of the input data required for any problems in this textbook are available at www.mesharpe-student.com. The data files are in EXCEL format which allows them to be imported into a variety of statistical packages including Eviews and gretl.
