This post will guide you through several statistical techniques to analyse time-series data with special applications to finance. We will be using R for the analysis.
The main objective of our analysis is to model the stock prices of Facebook, Inc. When it comes to analysing financial data, we can use mainly two types of models, namely,
In univariate models, we make the value predictions using only information contained in our own past values or current and past values of an error term. However, in multivariate models, we study the relationships between several variables. …
Fourth year undergraduate in university of Moratuwa, Faculty of Business.