| Abstrakt: |
Daily data of companies based on the January 1, 1991 to December 31period Bombay Stock Exchange (BSE) -200 index 2012 was analysed using various methodologies. In this paper we discuss aboutRandom Walk, Unit Root Test, Granger Causality, Vector Error Correction Model, Johansen Cointegration, and ARIMA. If the Indian stock markets are efficient, the need for government intervention is minimal. On the other hand, the inefficient stock market offers opportunities for profitable transactions. Unit root model two endogenous structural breaks errors presence Granger cause is technique for whether determining another method is effective of predicting. Normally,reflect setbacks "just" relationships. If variable A in the presence of lagged about another lagged information on a variable B provides any statistically significant information The VECM tries to correct the drawbacks of the Engle-Granger approach. Industrial Production Schedule. [ABSTRACT FROM AUTHOR] |
