Question: Data: Use numpy in Text document or wherever convenient and provide the shareable link. 1. We need to develop an auto regression model for to

Data: Use numpy in Text document or wherever convenient and provide

Data:

the shareable link. 1. We need to develop an auto regression model

Use numpy in Text document or wherever convenient and provide the shareable link.

1. We need to develop an auto regression model for to predict the stock price for PRAN group. We have been given stock values for one month. Use AR (4) model for your prediction. Let's design the AR model and measure it's quality with regards to unseen test data. Select first 66% data for training and 34% data for test b. Your AR model should be as follows: a. = Yt+1 = Co + C1Yt-3 + C2Yt-2+ C3Yt-1 + C4Yt Where yz is the stock value at time t. So the future value Yt+1 can be predicted using the above equation. C. Learn the coefficients (all c's) using the train data. d. Use the learned coefficients to predict the stock values for the test data. Plot actual stock value (red line) and predicted stock value (blue line) for the test data f. Calculate SSE for actual stock and predicted stock values. Then calculate R2 e. 34 5-Oct-2020 6-Oct-2020 67 7-Oct-2020 66 71 77 8-Oct-2020 9-Oct-2020 10-Oct-2020 11-Oct-2020 79 80 12-Oct-2020 79 86 13-Oct-2020 14-Oct-2020 88 15-Oct-2020 87 16-Oct-2020 88 17-Oct-2020 89 92 18-Oct-2020 19-Oct-2020 94 20-Oct-2020 95 93 96 21-Oct-2020 22-Oct-2020 23-Oct-2020 24-Oct-2020 25-Oct-2020 96 97 97 26-Oct-2020 99 100 101 27-Oct-2020 28-Oct-2020 29-Oct-2020 30-Oct-2020 101 102

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