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Riya Jain and Priya Chetty on January 4, 2021 No Comments
Global markets crashed after the 2008 recession is one of the best examples. In such a scenario, trend analysis of stocks using a comparison of average returns and market returns provides an investor with information to make optimal investment decisions.
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Riya Jain and Priya Chetty on December 9, 2020 No Comments
The annual average returns of a stock define the earning possibility of investor from a particular investment whereas the market return states the return deriving capacity of all stocks traded in the market.
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Riya Jain and Priya Chetty on September 29, 2020 No Comments
Autoregressive Integrated Moving Average (ARIMA) is the statistical tool with a standard structure which though is simpler but provides skillful information about the stock market.
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Riya Jain and Priya Chetty on July 31, 2020 No Comments
Stock market trend analysis or equity market trend analysis refers to the process of examining the current trends based on the past and current movement of the stocks in order to predict future trends.
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Rashmi Sajwan and Priya Chetty on October 22, 2018 7 Comments
This article shows a testing serial correlation of errors or time series autocorrelation in STATA. Autocorrelation problem arises when error terms in a regression model correlate over time or are dependent on each other.
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Divya Dhuria and Priya Chetty on September 27, 2018 5 Comments
The previous article showed that the three-time series values Gross Domestic Product (GDP), Gross Fixed Capital Formation (GFC) and Private Final Consumption (PFC) are non-stationary. Therefore they may have long-term causality. The general assumption, in this case, is that consumption PFC affects GDP, therefore these variables might be cointegrated.
After performing Autoregressive Integrated Moving Average (ARIMA) modelling in the previous article: ARIMA modeling for time series analysis in STATA, the time series GDP can be modelled through ARIMA (9, 2, 1) .