Comment on Live Example - 2

Jayram commented on 07 Sep 2018, 05:52 PM

Hi Karthik,

Just wanted clarity on something. The time period of closing price data to analyse is for 2 years and this will be rolling 2 years right? In the sense, if today i measured the adf test value and residual for (say) HDFCBANK vs BajFinance for 2 years of data (6th September 2016 to 6th September 2018) then tomorrow I would repeat this for 7th September 2016 to 7th September 2018?

Thanks in advance!

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