Update ARIMA + GARCH to model SPX returns.ipynb

chandinijain · web-flow · commit c41837e5ee81 · 2018-12-31T16:22:51.000Z
diff --git a/ARIMA + GARCH to model SPX returns.ipynb b/ARIMA + GARCH to model SPX returns.ipynb
@@ -84,7 +84,7 @@
     "data = ds.getBookDataByFeature()['adjClose']\n",
     "# log returns\n",
     "lrets = np.log(data/data.shift(1)).fillna(0)\n",
-    "lrets.index = pd.DatetimeIndex(lrets.index.values,freq=TS.index.inferred_freq)\n"
+    "lrets.index = pd.DatetimeIndex(lrets.index.values,freq=lrets.index.inferred_freq)\n"
    ]
   },
   {

Original file line number	Diff line number	Diff line change
`@@ -84,7 +84,7 @@`
`84`	`84`	`"data = ds.getBookDataByFeature()['adjClose']\n",`
`85`	`85`	`"# log returns\n",`
`86`	`86`	`"lrets = np.log(data/data.shift(1)).fillna(0)\n",`
`87`		`- "lrets.index = pd.DatetimeIndex(lrets.index.values,freq=TS.index.inferred_freq)\n"`
	`87`	`+ "lrets.index = pd.DatetimeIndex(lrets.index.values,freq=lrets.index.inferred_freq)\n"`
`88`	`88`	`]`
`89`	`89`	`},`
`90`	`90`	`{`