Comment on Live Example - 2

KUMAR MAYANK commented on 31 May 2018, 11:30 AM

Hello sir
I too run the regression b/w HDFCBANK(y) & ICICIBANK(x) for last 200 days starting from 7 Aug,2017. On 28-May-18 i got the following data:
Beta= 0.75, intercept=1639, std.error=67.74
But the ADF value was 0.732
On seeing the graph of residual it is clearly evident that the plot was continuously diverging from the mean from last 50-60 days.
Thanks

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