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Techniques Of Data Analysis. An Approach To Business Statistics And Econometrics

Author

Listed:
  • Andreea DUMITRACHE

    (Bucharest University of Economic Studies)

  • Alexandra NASTU

    (Bucharest University of Economic Studies)

Abstract

Data can be analysed by using a wide range of techniques. The present article focuses on the use of the basic approaches to statistics and econometrics (descriptive analysis, distribution analysis, logistic regression and tests for model validation) in order to establish a correlation between the individual returns of the securities and a macroeconomic factor. The novelty of the paper consists in designing well-defined steps according to objective criteria of the financial market when evaluating financial assets. Thus, a unifactorial model consisting of several data science techniques is used, which assumes that the profitability of any financial title is in a linear relationship with a macroeconomic variable.The study is based on Apple and market portfolio data series and the results show that there is a strong positive dependence between them.

Suggested Citation

  • Andreea DUMITRACHE & Alexandra NASTU, 2019. "Techniques Of Data Analysis. An Approach To Business Statistics And Econometrics," Network Intelligence Studies, Romanian Foundation for Business Intelligence, Editorial Department, issue 13, pages 61-70, July.
    • Handle: RePEc:cmj:networ:y:2019:i:13:p:61-70
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    More about this item

    Keywords

    Statistics; Time series; Stationarity; Normality; Linearity test; Data Science;
    All these keywords.

    JEL classification:

    • H20 - Public Economics - - Taxation, Subsidies, and Revenue - - - General
    • H50 - Public Economics - - National Government Expenditures and Related Policies - - - General

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