Instructions;The excel file AU

Instructions;The excel file AUS_NZ_UK.xls contains the monthly exchange rates against US dollar for Australia, New Zealand and UK. (Note: Transform all series in natural logarithm prior to your analysis). Using Eviews, I need all steps in each process and the outputs.(a) Examine the unit root properties of an individual series.(b) Fit an appropriate ARIMA model for these three indices.(c) Use Johansen procedure to examine the long-run relationships between these three markets. If they are co-integrated, construct Vector Error Correction Model to establish the equilibrium relationships between these variables. If they are not co-integrated then construct the vector autoregressive model to examine the short-run dynamic linkages between these three variables.(d) Establish the causal linkages between these three financial market using Granger causality test.(e) Use Cholesky decomposition to obtain both impulse response and the variance decomposition functions. Discuss the results.(f) Examine the heterogeneity of residuals for the models that you have estimated in part (b) at 5% level of significance.(g) Construct GARCH and TARCH models to these three markets. Which model would you consider to capture the exchange rate volatility? Why? Discuss the leverage effects of all three markets.time AUS NZ UK1960 Q1 1.785714 0.714287986 0.3571429991960 Q2 1.785714 0.714287986 0.3571429991960 Q3 1.785714 0.714287986 0.3571429991960 Q4 1.785714 0.714287986 0.3571429991961 Q1 1.785714 0.714287986 0.3571429991961 Q2 1.785714 0.714287986 0.3571429991961 Q3 1.785714 0.714287986 0.3571429991961 Q4 1.785714 0.719192666 0.3571429991962 Q1 1.785714 0.719194 0.3571429991962 Q2 1.785714 0.719194 0.3571429991962 Q3 1.785714 0.719194 0.3571429991962 Q4 1.785714 0.719194 0.3571429991963 Q1 1.785714 0.719194 0.3571429991963 Q2 1.785714 0.719194 0.3571429991963 Q3 1.785714 0.719194 0.3571429991963 Q4 1.785714 0.719194 0.3571429991964 Q1 1.785714 0.719194 0.3571429991964 Q2 1.785714 0.719194 0.3571429991964 Q3 1.785714 0.719194 0.3571429991964 Q4 1.785714 0.719194 0.3571429991965 Q1 1.785714 0.719194 0.3571429991965 Q2 1.785714 0.719194 0.3571429991965 Q3 1.785714 0.719194 0.3571429991965 Q4 1.785714 0.719194 0.3571429991966 Q1 1.785714 0.719194 0.3571429991966 Q2 1.785714 0.719194 0.3571429991966 Q3 1.785714 0.719194 0.3571429991966 Q4 1.785714 0.719194 0.3571429991967 Q1 1.785714 0.719194 0.3571429991967 Q2 1.785714 0.719194 0.3571429991967 Q3 1.785714 0.719194 0.3571429991967 Q4 1.785714 0.777080333 0.3769843331968 Q1 1.785714 0.892857 0.4166669991968 Q2 1.785714 0.892857 0.4166669991968 Q3 1.785714 0.892857 0.4166669991968 Q4 1.785714 0.892857 0.4166669991969 Q1 1.785714 0.892857 0.4166669991969 Q2 1.785714 0.892857 0.4166669991969 Q3 1.785714 0.892857 0.4166669991969 Q4 1.785714 0.892857 0.4166669991970 Q1 1.785714 0.892857 0.4166669991970 Q2 1.785714 0.892857 0.4166669991970 Q3 1.785714 0.892857 0.4166669991970 Q4 1.785714 0.892857 0.4166669991971 Q1 1.785714 0.892857 0.4166669991971 Q2 1.785714 0.892857 0.4166669991971 Q3 1.771299281 0.884590851 0.4108632291971 Q4 1.718634794 0.852123927 0.3994837221972 Q1 1.679261125 0.836680054 0.3847869441972 Q2 1.679261125 0.836680054 0.3847296381972 Q3 1.67921413 0.836680054 0.4090547411972 Q4 1.671846077 0.836680054 0.4229905241973 Q1 1.481738996 0.78120398 0.4134545141973 Q2 1.411769387 0.753465944 0.3953460441973 Q3 1.394758016 0.725910727 0.4033858861973 Q4 1.344541799 0.686667851 0.4204973371974 Q1 1.344541799 0.709109084 0.4389667621974 Q2 1.344541799 0.685893643 0.4172013321974 Q3 1.360384754 0.700868812 0.4255833321974 Q4 1.523858597 0.765738815 0.4292743321975 Q1 1.484037998 0.748348219 0.4182576661975 Q2 1.490660665 0.756204621 0.4302769991975 Q3 1.551866665 0.87146026 0.4700239991975 Q4 1.584404665 0.953215777 0.4896059991976 Q1 1.591277998 0.960920969 0.5002453321976 Q2 1.619184665 1.003585418 0.5536463321976 Q3 1.610090665 1.003490384 0.5662936661976 Q4 1.725719331 1.051558387 0.6058539991977 Q1 1.830627331 1.047385085 0.5836053321977 Q2 1.808440665 1.038423302 0.5817423321977 Q3 1.800616665 1.029938217 0.5763659991977 Q4 1.774915331 1.005499999 0.5513743321978 Q1 1.757236665 0.977133332 0.5189276661978 Q2 1.760258665 0.983666666 0.5451269991978 Q3 1.735547998 0.953679999 0.5178396661978 Q4 1.736230665 0.943219999 0.5041239991979 Q1 1.767328665 0.946853332 0.4961593321979 Q2 1.803755998 0.958406666 0.4808673321979 Q3 1.773537998 0.987143332 0.4482563321979 Q4 1.812504665 1.021606666 0.4634416661980 Q1 1.815876665 1.026226666 0.4438893321980 Q2 1.778713331 1.029443332 0.4379896661980 Q3 1.721389998 1.017683333 0.4199999991980 Q4 1.709974665 1.033366666 0.4193009991981 Q1 1.712073998 1.064626666 0.4333893321981 Q2 1.747605331 1.134593333 0.4813249991981 Q3 1.749709998 1.205136666 0.5447393321981 Q4 1.752327331 1.206823332 0.5311116661982 Q1 1.841055998 1.257816666 0.5415946661982 Q2 1.907879998 1.312056666 0.5620003321982 Q3 2.034759998 1.364939999 0.5796716661982 Q4 2.103206665 1.395619999 0.6065206661983 Q1 2.122759999 1.419749999 0.6530846661983 Q2 2.287453332 1.518483332 0.6430483321983 Q3 2.271366665 1.529576666 0.6623116661983 Q4 2.198539998 1.519283332 0.6804536661984 Q1 2.150139998 1.519206666 0.6972963321984 Q2 2.213646665 1.536589999 0.7161569991984 Q3 2.386893333 1.949873333 0.7710471984 Q4 2.365473332 2.050299999 0.8227263331985 Q1 2.675613332 2.177776667 0.8978076671985 Q2 3.001546665 2.19739 0.7956306661985 Q3 2.867126667 1.922056666 0.7273593331985 Q4 2.910873333 1.796266666 0.6961863331986 Q1 2.852099999 1.904446666 0.6946003331986 Q2 2.807319999 1.80188 0.6630146671986 Q3 3.218786667 1.983293333 0.6715403331986 Q4 3.089586667 1.963023333 0.6996341987 Q1 2.981413333 1.826516667 0.6491026671987 Q2 2.800373333 1.723263333 0.6089083331987 Q3 2.800726667 1.653496667 0.6187533331987 Q4 2.842926667 1.574966667 0.5709416671988 Q1 2.77982 1.51036 0.5568461988 Q2 2.571793333 1.4638 0.5430423331988 Q3 2.502106667 1.552593333 0.5898616671988 Q4 2.385546667 1.57885 0.5589306671989 Q1 2.363106667 1.61481 0.5721276671989 Q2 2.574106667 1.67243 0.6152423331989 Q3 2.618933333 1.706286667 0.6264876671989 Q4 2.560626667 1.695066667 0.6308333331990 Q1 2.612186667 1.68537 0.6035726671990 Q2 2.604353333 1.72868 0.5974883331990 Q3 2.4741 1.643373333 0.5375226671990 Q4 2.557813333 1.64739 0.5141251991 Q1 2.569446667 1.67397 0.5242346671991 Q2 2.591606667 1.71072 0.5860443331991 Q3 2.5581 1.742736667 0.5937973331991 Q4 2.550893333 1.80663 0.5639851992 Q1 2.65598 1.848796667 0.5649886671992 Q2 2.637406667 1.851566667 0.55381992 Q3 2.735806667 1.844676667 0.5258943331992 Q4 2.863993333 1.902126667 0.6344136671993 Q1 2.91028 1.92491 0.6777723331993 Q2 2.875953333 1.849333333 0.6513161993 Q3 2.988873333 1.81582 0.6648666671993 Q4 2.989373333 1.81199 0.6730712131994 Q1 2.826153333 1.755346667 0.672364021994 Q2 2.76036 1.72002 0.6652803031994 Q3 2.706653333 1.662273333 0.645030661994 Q4 2.64884 1.608446667 0.6310314331995 Q1 2.671193333 1.56102 0.6320695871995 Q2 2.748166667 1.496036667 0.626200221995 Q3 2.700626667 1.509756667 0.6355271331995 Q4 2.672273333 1.528693333 0.640875541996 Q1 2.645086667 1.488083333 0.6531242531996 Q2 2.52602 1.467523333 0.656216821996 Q3 2.536873333 1.446373333 0.6434369471996 Q4 2.514926667 1.41741 0.6110551997 Q1 2.570033333 1.43457 0.613530241997 Q2 2.60058 1.448243333 0.6115078571997 Q3 2.7185 1.546296667 0.615788081997 Q4 2.889926667 1.620573333 0.602518281998 Q1 3.004066667 1.73028 0.607868871998 Q2 3.182433333 1.874956667 0.6049973971998 Q3 3.339913333 1.967556667 0.605545351998 Q4 3.208213333 1.900203333 0.596882761999 Q1 3.156773333 1.856973333 0.612343471999 Q2 3.061933333 1.842965367 0.6222796031999 Q3 3.07422 1.903223563 0.6246709731999 Q4 3.106673333 1.955293333 0.6129333332000 Q1 3.167 2.006393333 0.6224133332000 Q2 3.3907 2.087546667 0.6525966672000 Q3 3.48332 2.265923333 0.6771733332000 Q4 3.757593333 2.444733333 0.691542001 Q1 3.7667 2.311053333 0.6854733332001 Q2 3.8996 2.413253333 0.704132001 Q3 3.894073333 2.38364 0.6956633332001 Q4 3.907166667 2.407056667 0.6933533332002 Q1 3.860273333 2.352843333 0.7014166672002 Q2 3.628386667 2.157443333 0.6838033332002 Q3 3.651133333 2.119626667 0.646012002 Q4 3.584706667 2.01885 0.6376633332003 Q1 3.374153333 1.819977052 0.623972003 Q2 3.126773333 1.757840132 0.6179133332003 Q3 3.03912 1.712342156 0.621312003 Q4 2.795266667 1.598237246 0.5866966672004 Q1 2.613353333 1.481473765 0.5439166672004 Q2 2.7993 1.590373751 0.5540033332004 Q3 2.820246667 1.531015692 0.550182004 Q4 2.64512 1.431861876 0.536622005 Q1 2.574073333 1.396724711 0.5284966672005 Q2 2.60252 1.397949408 0.538712005 Q3 2.63292 1.446776149 0.5606733332005 Q4 2.666273333 1.439643559 0.5721133332006 Q1 2.704913077 1.503356033 0.5706133332006 Q2 2.680681113 1.60371809 0.5478533332006 Q3 2.642093333 1.576238885 0.533572006 Q4 2.5961 1.484910019 0.521912007 Q1 2.544533333 1.437204106 0.5116633332007 Q2 2.407473333 1.349737932 0.5034333332007 Q3 2.360966667 1.346592563 0.495142007 Q4 2.247606667 1.309166314 0.488852008 Q1 2.207026667 1.265495992 0.5053633332008 Q2 2.120033333 1.289189469 0.5076033332008 Q3 2.23676 1.404650622 0.524152008 Q4 2.973606667 1.731571155 0.6387483332009 Q1 1.506921265 1.880167481 0.6990342972009 Q2 1.320678373 1.663866008 0.647029792009 Q3 1.201499904 1.486287215 0.6093633482009 Q4 1.099655698 1.373188477 0.6122496192010 Q1 1.106464123 1.410579097 0.6410924612010 Q2 1.133740489 1.425798445 0.6732564422010 Q3 1.107833333 1.393251465 0.6417827732010 Q4 1.0126 1.321706304 0.6325857062011 Q1 0.995466667 1.323125962 0.6275266562011 Q2 0.941153883 1.252393913 0.6118768482011 Q3 0.952495687 1.201854972 0.6215501742011 Q4 0.988736569 1.28586794 0.6356096652012 Q1 0.947983752 1.222211166 0.63650992012 Q2 0.98983216 1.263621204 0.6319428842012 Q3 0.962950135 1.23704004 0.632785222012 Q4 0.962438075 1.21426221 0.6309499522013 Q1 0.963210105 1.198027992 0.6452882662013 Q2 1.010327169 1.218181794 0.6507522832013 Q3 1.091333056 1.253783567 0.6446774362013 Q4 1.078502056 1.207635214 0.6179243252014 Q1 1.11537794 1.196066379 0.607183625Order for a custom written PAPER now and one of our online writers will write your 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