in the first part i wanted to find the correlation between two different stocks
and in second part i wanted to do simple linear regression of these two stocks, to find out ‘Residual term’ and ‘Predicted Y’. so i can use this to forecast the price.
Is it possible to code this in Pi?
and also can we backtest econometrics models (like AR, MA, ARMA, etc) in Pi (like R or MATLAB).