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  • Acf (Time - Series (,3) ) Pacf (Time - Series (,3) )

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    Anonymous ZS0ZWi4K7
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    The document runs autocorrelation function (acf) and partial autocorrelation function (pacf) analyses on multiple time series datasets with 15 columns each to examine the correlations between observations separated by a time lag. It first analyzes columns 3 through 6 of an unspecified time_series dataset, then columns 1 through 15 of stock price data from a single_stock CSV, and finally the first column of stock price data from a Niftylnrts CSV.

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    The document runs autocorrelation function (acf) and partial autocorrelation function (pacf) analyses on multiple time series datasets with 15 columns each to examine the correlations between observations separated by a time lag. It first analyzes columns 3 through 6 of an unspecified time_series dataset, then columns 1 through 15 of stock price data from a single_stock CSV, and finally the first column of stock price data from a Niftylnrts CSV.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    9 views10 pages

    Acf (Time - Series (,3) ) Pacf (Time - Series (,3) )

    Uploaded by

    Anonymous ZS0ZWi4K7
    The document runs autocorrelation function (acf) and partial autocorrelation function (pacf) analyses on multiple time series datasets with 15 columns each to examine the correlations between observations separated by a time lag. It first analyzes columns 3 through 6 of an unspecified time_series dataset, then columns 1 through 15 of stock price data from a single_stock CSV, and finally the first column of stock price data from a Niftylnrts CSV.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 10

    acf(time_series[,3])

    pacf(time_series[,3])

    acf(time_series[,4])

    pacf(time_series[,4])

    acf(time_series[,5])

    pacf(time_series[,5])
    acf(time_series[,6])

    pacf(time_series[,6])

    single_stock <- read.csv("singlestocks.csv", header = TRUE)


    single_stock_data <- ts(single_stock, frequency = 5)

    acf(single_stock_data[,1])

    pacf(single_stock_data[,1])

    acf(single_stock_data[,2])

    pacf(single_stock_data[,2])

    acf(single_stock_data[,3])
    pacf(single_stock_data[,3])

    acf(single_stock_data[,4])

    pacf(single_stock_data[,4])

    acf(single_stock_data[,5])

    pacf(single_stock_data[,5])
    acf(single_stock_data[,6])

    pacf(single_stock_data[,6])

    acf(single_stock_data[,7])

    pacf(single_stock_data[,7])
    acf(single_stock_data[,8])

    pacf(single_stock_data[,8])

    acf(single_stock_data[,9])

    pacf(single_stock_data[,9])
    acf(single_stock_data[,10])

    pacf(single_stock_data[,10])

    acf(single_stock_data[,11])

    pacf(single_stock_data[,11])
    acf(single_stock_data[,12])

    pacf(single_stock_data[,12])

    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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