5,179 6,181 6,154 6,132 6,104 6,117 k model with drift and normally distributed

MATLAB: An Introduction with Applications
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Exercise 10. The following data give the closing price (rounded to the nearest integer) of the
FTSE 100 index for 10 consecutive trading days:
6,284 6,265 6,198 6,179 6,181 6,154 6,132 6,104 6,117 6,108.
Use these data to fit a random walk model with drift and normally distributed increments.
Transcribed Image Text:Exercise 10. The following data give the closing price (rounded to the nearest integer) of the FTSE 100 index for 10 consecutive trading days: 6,284 6,265 6,198 6,179 6,181 6,154 6,132 6,104 6,117 6,108. Use these data to fit a random walk model with drift and normally distributed increments.
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