Econometrics - Time series project

You need to find the effects of US 10 Year Yield Treasury Rates on the following: 1) Nifty 2) USD/INR Currency 3) India 10 Year G-Sec For this you will need to perform the following econometric tests using Python: 1) Unit root test for stationarity (Augmented Dickey-Fuller Test) & Pillips-Perron test & Kwiatkowski–Phillips–Schmidt–Shin Test) 2) Check for cointegration using Johansen procedure (done through the Vector Autoregressive (VAR) approach) 3) Vector Error Correction Model to check for long-run causality and short-term dynamics if there is an evidence of cointegration relationship among the variables. Note- All statistical tests should be carried out at 5% level of significance. The excel file containing the data to conduct these test is attached. You will need to write clear explanations for the procedures followed, supply the python code, and explain the results in a word file. NOTE : PLEASE BID FOR THE PROJECT ONLY IF YOU HAVE PRIOR EXPERIENCE WORKING WITH TIME SERIES DATA !!