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This document runs autocorrelation and partial autocorrelation functions on columns 13, 14, and 15 of the single_stock_data dataset, as well as column 1 of the Niftylnrts dataset, to analyze the correlation and partial correlation of lagged values in each time series dataset.

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This document runs autocorrelation and partial autocorrelation functions on columns 13, 14, and 15 of the single_stock_data dataset, as well as column 1 of the Niftylnrts dataset, to analyze the correlation and partial correlation of lagged values in each time series dataset.

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0% found this document useful (0 votes)

8 views3 pages

Boone 123

Uploaded by

Anonymous ZS0ZWi4K7

This document runs autocorrelation and partial autocorrelation functions on columns 13, 14, and 15 of the single_stock_data dataset, as well as column 1 of the Niftylnrts dataset, to analyze the correlation and partial correlation of lagged values in each time series dataset.

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acf(single_stock_data[,13])

pacf(single_stock_data[,13])

acf(single_stock_data[,14])

pacf(single_stock_data[,14])
acf(single_stock_data[,15])

pacf(single_stock_data[,15])

nifty <- read.csv("Niftylnrts.csv", header = TRUE)

acf(nifty[,1])

pacf(nifty[,1])

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