Question
Download the daily adjusted close price data for any one company (of your choice) from the table below , for the period from August 1,
Download the daily adjusted close price data for any one company (of your choice) from the table below, for the period from August 1, 2022, to June 30, 2023. You need to mention the rationale for choosing the company as well, in brief.[25 Marks]
Aegis Logistics Ltd.
Century Textile & Industries Ltd.
Aether Industries Ltd.
Chambal Fertilizers & Chemicals Ltd.
Allcargo Logistics Ltd.
Chemplast Sanmar Ltd.
Amara Raja Batteries Ltd.
City Union Bank Ltd.
Amber Enterprises India Ltd.
Computer Age Management Services Ltd.
Angel One Ltd.
CreditAccess Grameen Ltd.
Anupam Rasayan India Ltd.
Cyient Ltd.
Apollo Tyres Ltd.
DCM Shriram Ltd.
BSE Ltd.
Deepak Fertilisers & Petrochemicals Corp. Ltd.
Bajaj Electricals Ltd
Delta Corp Ltd.
Balaji Amines Ltd.
E.I.D. Parry (India) Ltd.
Balrampur Chini Mills Ltd.
Easy Trip Planners Ltd.
Bank of Maharashtra
Elgi Equipments Ltd.
Bharat Dynamics Ltd.
Exide Industries Ltd.
Birla Corporation Ltd.
Fine Organic Industries Ltd.
Birlasoft Ltd.
Firstsource Solutions Ltd.
Borosil Renewables Ltd.
Glenmark Pharmaceuticals Ltd.
Brigade Enterprises Ltd.
Granules India Ltd.
Brightcom Group Ltd.
Graphite India Ltd.
C.E. Info Systems Ltd.
Gujarat Narmada Valley Fertilizers and Chemicals Ltd.
CESC Ltd.
HFCL Ltd.
Campus Activewear Ltd.
Hindustan Copper Ltd.
Can Fin Homes Ltd.
IDBI Bank Ltd.
Carborundum Universal Ltd.
IDFC Ltd.
Central Depository Services (India) Ltd.
IIFL Finance Ltd.
Compute continuously compounded returns and estimate appropriate ARIMA model by using Box-Jenkins methodology. Also, do one-step ahead forecasting for the model.
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started