Tuesday, February 05, 2013

ITBA lab Session # 5 - 05 Feb 2013

#this post is created as a solution for assignment for IT & Business Applications Lab, Spring Semester, VGSoM, IIT Kharagpur Class of 2014.


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:
 



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