Financial Time Series Toolbox

Plot the Results

Plot the results in a single figure window. The top plot in the window has the actual closing stock prices and the dividend-adjusted stock prices (spot prices). The bottom plot shows the actual return of the stock and the predicted stock return through regression:

• subplot(2, 1, 1);
  plot(t0);
  title('Spot and Closing Prices of Stock');
  subplot(2, 1, 2);
  plot(tret);
  title('Actual and Predicted Return of Stock');
  
  
  

Figure 2-4: Closing Prices and Returns

Regress Return Series Against Metric Data

Calculate the Dividend Rate