Long Horizon Regression
Posted: Tue Feb 12, 2013 6:13 am
Hi there,
I currently have 575 monthly observations of the FTSE All Share Price, along with corresponding dividend yeilds and dividend index.
I wish to use long horizon regression analysis to test the predictability of the stock market.
I literally have no idea where to begin and any advice would be totally welcomed.
Many thanks
Tom
I currently have 575 monthly observations of the FTSE All Share Price, along with corresponding dividend yeilds and dividend index.
I wish to use long horizon regression analysis to test the predictability of the stock market.
I literally have no idea where to begin and any advice would be totally welcomed.
Many thanks
Tom