1. The project report must include a table of contents, list of tables, and an executive summary at the beginning. In addition, it must include a page which specifically mentions the contribution by each of the group members.
2. The project report should be approximately 1,000-1,500 words in length. It should be written in an article style—not as lists of points or a PowerPoint presentation. It must include tables/graphs/scatter plots to show your work.
3.. It should mention the source of data and references (wherever required).
4. Please use the following rule of text for your manuscript:
Times New Roman, 12 font size, justified.
5. To do list (Most important):
6.1. Companies assigned to your group (see below). You are supposed to download historical daily prices of these companies from the website of National Stock Exchange (NSE) for the period Jan 1, 2016 to Dec 31, 2018 (Total 3 years).
COMPANY NAME IS WOCK PHARMACEUTICAL
6.2. Compute the continuously compounded (logreturns) daily returns for these companies.
6.3. Keep last 10 observations reserved for out-of-sample forecast. Fit a suitable ARIMA model on the remaining observations of the logreturns.
6.4. Do forecasting for last 10 observations and report the accuracy of the model in the report.
6.5. You are supposed to show the entire procedure involved in fitting the suitable ARIMA model (along with diagnostics), forecasting the model, and checking the accuracy of the model.