Session #5

Assignment 1

1. Find returns of NSE data of greater than 6 months having selected the 10th data point as start and 95th data point as end.

2. Find plot of that return

The file consist of S&P CNX Nifty data from January 2012 to July 2012.

Code

Extra Commands

Returns

Plot

Assignment 2

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

Solution:

 

Annexures: