Calculating and Plotting MSE. Angela Ryu Economics 201FS Honors Junior Workshop: Finance Duke University March 24, 2010. Example. XOM (Y) vs. WMT (X) Number of days: 1093 days Sampling interval: 5 minutes Beta Calculation days: 30 days. Preparation (1) - Setup.
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Calculating and Plotting MSE
Honors Junior Workshop: Finance
March 24, 2010
Note: all betas are scalar
Note: SEi is a vector of size 76 for all i = 31, … 1093
()2 Square each term in vector