STA 542 - Homework 5

Due Wednesday, October 21, at the start of class.

1. Extract the entire ZIP before opening its files.
2. Read homework-05.pdf for the assignment and submission instructions.
3. Open cointegration-workbook.html in your web browser for the questions,
   data descriptions, and figures. No internet connection is needed to read it.
4. Keep the data folder beside cointegration-workbook.html. It contains all
   six CSV files used in the homework; links in the workbook open these files.

For Problem 2, derive the trading rule before opening the evaluation data,
as requested in the workbook.
