Created
August 25, 2020 14:12
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| AAPL_returns=daily_log_returns.iloc[:,0] | |
| GS_returns=daily_log_returns.iloc[:,3] | |
| return_data=pd.concat([AAPL_returns,GS_returns],axis=1)[1:] | |
| X = sm.add_constant(return_data['AAPL']) | |
| model = sm.OLS(return_data['GS'],X).fit() | |
| print(model.summary()) |
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