Use ITSM to open the data file STOCK7.TSM, which contains the daily returns on seven different stock…

Use ITSM to open the data file STOCK7.TSM, which contains the daily returns on seven different stock market indices from April 27th, 1998, through April 9th, 1999. (Click on Help>Contents>Data sets for more information.) Fit aultivariate aut oregression to the trivariate series consisting of the returns on the Dow Jones Industrials, All Ordinaries, and Nikkei indices. Check the model for goodness of fit and interpret the results.

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