Modeling consecutive returns
Let's quantify the relationship between returns in 2019 and 2018 by running a linear regression and making predictions. By looking at companies with extremely high or extremely low returns in 2018, we can see if their performance was similar in 2019.
sp500_yearly_returns is available and ols() is loaded.
Deze oefening maakt deel uit van de cursus
Introduction to Regression with statsmodels in Python
Praktische interactieve oefening
Probeer deze oefening eens door deze voorbeeldcode in te vullen.
# Run a linear regression on return_2019 vs. return_2018 using sp500_yearly_returns
mdl_returns = ____
# Print the parameters
____