Erro in this exercise?

Generic
1

Course Name: Financial Time Series Analysis for Trading, Section No: 11, Unit No: 13, Unit type: Exercise

Hello, this exercise is correct? The solution shouldn't be using spy_prices.Close (close price only) instead of spy_prices (whole dataframe).

https://i.imgur.com/Atrqpz9.png

2

Hi Daniel,



Yes, the exercise is correct.



In the exercise we have imported a CSV file named SP500_Jan_2010_to_Jan_2019. This file only has one column named "SP500" which contains the close price of SPY.



For further clarity, here's what the last 5 rows of the dataframe look like:





Hope this resolves your query!



Thanks

Rushda

3

Okay, thanks. I was wondering why apply acf to a whole dataset with multiple columns.

4

Glad i could help!