Project Part A
1. Deadline is 5pm, 27th of April.
2. Submit your report with file name `lastname_ID#.mlx' to blackboard.
3. Incorporate your Matlab codes and output graphs in your report.
Task:
Write a report analysing the FTSE100_long.mat data from 2007 to 2016. Address the following
questions.
1. Which year of the decade has been the best performing year? Give reasons for your
conclusion from the analysis using one or two of the below techniques. (200 - 250 words.)
2. Has there been any outlier year(s)? Give reasons for your conclusion from the analysis
using one or two of the below techniques. (200 - 250 words.)
3. Compute the year on year mean and variance over the decade and make an estimation of
the year 2017, then compare your estimation with the true data. (200 - 250 words.)
4. Is there any periodicity in the data? Can you think of any reason why there is or isn't one?
(100 -150 words.)
Tools available:
Use the tools we have covered in MATH803 so far, including:
1. Curve fitting/Regression
2. Moving average
3. Spectral analysis using FFT
Note: The word count excludes the matlab codes and outputs.