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 dplyr is loaded.
Это упражнение является частью курса
Introduction to Regression in R
Интерактивное практическое упражнение
Попробуйте выполнить это упражнение, дополнив этот пример кода.
# Run a linear regression on return_2019 vs. return_2018 using sp500_yearly_returns
mdl_returns <- ___
# See the result
mdl_returns