Thursday, 7 February 2013

Day 5 : 5th Feb 2013


We converted data into Time series and calculated returns

Assignment 1:
Find Returns of NSE data for > 6 months having selected the 10th data point as start and 95th data point as end
Also Plot the return
Data set : S&P CNX NIfty data from 1st july 2012 - 31st December 2012 ( 6 months)



Assignment 2 :

Data is available from 1-700. Predict the data from 701-850, using the GLM estimation using LOGIT analysis for the same







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