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Hlight your observations on (1) Normality (i) Stationarity (ii) Auto correlation of prices and returns of (a) DRREDDYS.NS.adjust RUTINS adjusted and (c) NSEI.Adjusted. Your answer
Hlight your observations on (1) Normality (i) Stationarity (ii) Auto correlation of prices and returns of (a) DRREDDYS.NS.adjust RUTINS adjusted and (c) NSEI.Adjusted. Your answer should also include the comparison of the properties across the three clear cut defining of hypotheses, their acceptance or rejection and to the point detailed answers will fetch more marks, Bilder head (Prices) ## DRREDDY.NS. Adjusted ITC.NS. Adjusted ULTRACEMCO.NS. Adjusted ## 2017-01-02 2936.205 201.9184 3318.781 ## 2017-01-03 2925.731 203.9296 3274.827 ## 2017-01-04 2943.728 205.6894 3249.921 ## 2017-01-05 2986.533 206.7788 3330.102 ## 2017-01-06 3008.339 203.3849 3270.939 ## 2017-01-09 2914.113 206.0246 3240.521 ## MARUTI.NS. Adjusted JSWSTEEL.NS. Adjusted TITAN.NS. Adjusted ## 2017-01-02 5164.377 147.3485 324.6324 ## 2017-01-03 5204.437 148.2726 338.4363 ## 2017-01-04 5198.532 147.0059 349.6154 ## 2017-01-05 5324.004 158.3660 348.0600 ## 2017-01-06 5305.674 157.9603 345.2896 ## 2017-01-09 5346.254 158.7267 344.7063 ## NSEI. Adjusted ## 2017-01-02 8179.50 ## 2017-01-03 8192.25 ## 2017-01-04 8190.50 ## 2017-01-05 8273.80 ## 2017-01-06 8243.80 ## 2017-01-09 8236.05 head (returns) ## DRREDDY.NS. Adjusted ITC.NS. Adjusted ULTRACEMCO.NS. Adjusted ## 2017-01-03 -0.003573609 0.009911409 -0.013332534 ## 2017-01-04 0.006132631 0.008592481 -0.007634281 ## 2017-01-05 0.014436190 0.005282441 0.024372069 ## 2017-01-06 0.007275130 -0.016549634 -0.017925787 ## 2017-01-09 -0.031822803 0.012895610 -0.009343046 ## 2017-01-10 -0.006014260 0.012530382 -0.003774034 ## MARUTI.NS. Adjusted JSWSTEEL.NS. Adjusted TITAN.NS. Adjusted 3 0.006252274 -0.008580014 0.074436239 -0.002565074 0.004839943 0.013540175 0.041642222 0.032497912 -0.004458958 -0.007991441 -0.001690686 0.019133404 ## 2017-01-03 0.007726972 ## 2017-01-04 -0.001135306 ## 2017-01-05 0.023849498 ## 2017-01-06 -0.003448853 ## 2017-01-09 0.007619329 ## 2017-01-10 0.002885469 ## NSEI. Adjusted ## 2017-01-03 0.0015575614 ## 2017-01-04 -0.0002136393 ## 2017-01-05 0.0101189260 ## 2017-01-06 -0.0036324931 ## 2017-01-09 -0.0009405426 ## 2017-01-10 0.0063601932 Hlight your observations on (1) Normality (i) Stationarity (ii) Auto correlation of prices and returns of (a) DRREDDYS.NS.adjust RUTINS adjusted and (c) NSEI.Adjusted. Your answer should also include the comparison of the properties across the three clear cut defining of hypotheses, their acceptance or rejection and to the point detailed answers will fetch more marks, Bilder head (Prices) ## DRREDDY.NS. Adjusted ITC.NS. Adjusted ULTRACEMCO.NS. Adjusted ## 2017-01-02 2936.205 201.9184 3318.781 ## 2017-01-03 2925.731 203.9296 3274.827 ## 2017-01-04 2943.728 205.6894 3249.921 ## 2017-01-05 2986.533 206.7788 3330.102 ## 2017-01-06 3008.339 203.3849 3270.939 ## 2017-01-09 2914.113 206.0246 3240.521 ## MARUTI.NS. Adjusted JSWSTEEL.NS. Adjusted TITAN.NS. Adjusted ## 2017-01-02 5164.377 147.3485 324.6324 ## 2017-01-03 5204.437 148.2726 338.4363 ## 2017-01-04 5198.532 147.0059 349.6154 ## 2017-01-05 5324.004 158.3660 348.0600 ## 2017-01-06 5305.674 157.9603 345.2896 ## 2017-01-09 5346.254 158.7267 344.7063 ## NSEI. Adjusted ## 2017-01-02 8179.50 ## 2017-01-03 8192.25 ## 2017-01-04 8190.50 ## 2017-01-05 8273.80 ## 2017-01-06 8243.80 ## 2017-01-09 8236.05 head (returns) ## DRREDDY.NS. Adjusted ITC.NS. Adjusted ULTRACEMCO.NS. Adjusted ## 2017-01-03 -0.003573609 0.009911409 -0.013332534 ## 2017-01-04 0.006132631 0.008592481 -0.007634281 ## 2017-01-05 0.014436190 0.005282441 0.024372069 ## 2017-01-06 0.007275130 -0.016549634 -0.017925787 ## 2017-01-09 -0.031822803 0.012895610 -0.009343046 ## 2017-01-10 -0.006014260 0.012530382 -0.003774034 ## MARUTI.NS. Adjusted JSWSTEEL.NS. Adjusted TITAN.NS. Adjusted 3 0.006252274 -0.008580014 0.074436239 -0.002565074 0.004839943 0.013540175 0.041642222 0.032497912 -0.004458958 -0.007991441 -0.001690686 0.019133404 ## 2017-01-03 0.007726972 ## 2017-01-04 -0.001135306 ## 2017-01-05 0.023849498 ## 2017-01-06 -0.003448853 ## 2017-01-09 0.007619329 ## 2017-01-10 0.002885469 ## NSEI. Adjusted ## 2017-01-03 0.0015575614 ## 2017-01-04 -0.0002136393 ## 2017-01-05 0.0101189260 ## 2017-01-06 -0.0036324931 ## 2017-01-09 -0.0009405426 ## 2017-01-10 0.0063601932
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