Regression Equations, Generalized Least Squares, Correlation Matrices, Python, Statsmodels.
corresponding S & P market indices. df_90day_RAR = pd.read_csv('90day_RAR_on_assets.csv', header=0, parse_dates=['Date'], index_col=0) N = number of data samples per equation: N = len(df_90day_RAR) Create 8 independent linear models, one for each asset in the file and fit them using OLS. We’ll use