In: Statistics and Probability
1. The Stock Price details of TATA TELESERVICES (MAHARASHTRA) LTD. are
given below
Date Close
Date Close No. of Shares No of Trades Total Turnover
res es
01-03-2019 3.09 69,242 100 2, 14,257
05-03-2019 3.35 1, 97,344 251 6, 51,621
06-03-2019 3.41 1, 58,205 160 5, 47,942
07-03-2019 3.55 4, 00,183 433 13, 99,537
08-03-2019 3.49 2, 73,890 503 9, 42,944
11-03-2019 3.5 1, 46,178 145 5, 12,714
12-03-2019 3.52 80,672 109 2, 83,868
13-03-2019 3.46 1, 49,428 116 5, 14,536
14-03-2019 3.4 72,539 183 2, 44,876
For the above sample, determine the following measures:
a. The mean closing price
b. The standard deviation of total number of shares
c. The median value of number of trades
d. The 75th percentile value of total turnover
Analyze the above data using descriptive statistics and comment on the relationship between the various variables
Date | Close | No._of_Shares | No_of_Trades | Total_Turnover |
01-03-2019 | 3.09 | 69242 | 100 | 214257 |
05-03-2019 | 3.35 | 197344 | 251 | 651621 |
06-03-2019 | 3.41 | 158205 | 160 | 547942 |
07-03-2019 | 3.55 | 400183 | 433 | 1399537 |
08-03-2019 | 3.49 | 273890 | 503 | 942944 |
11-03-2019 | 3.5 | 146178 | 145 | 512714 |
12-03-2019 | 3.52 | 80672 | 109 | 283868 |
13-03-2019 | 3.46 | 149428 | 116 | 514536 |
14-03-2019 | 3.4 | 72539 | 183 | 244876 |
Mean of Close =3.14889
Sd of No of share = 107964.4.
Median of No. of trades is given in the summary. =160.0
75Th percentile of Total Turnover = 651621
# Correlation panel
panel.cor <- function(x, y){
usr <- par("usr"); on.exit(par(usr))
par(usr = c(0, 1, 0, 1))
r <- round(cor(x, y), digits=2)
txt <- paste0("R = ", r)
cex.cor <- 0.8/strwidth(txt)
text(0.5, 0.5, txt, cex = cex.cor * r)
}
# Customize upper panel
upper.panel<-function(x, y){
points(x,y, pch = 19)
}
# Create the plots
pairs(data[,2:5],
lower.panel = panel.cor,
upper.panel = upper.panel)
> mean (data$Close) [1] 3.418889 > sd (data$No._of_Shares) [1] 107964.4 summary(dataSNo_of Trades) Min. 1st Qu. Meian Mean 3rd Qu Max 100.0 116.0 160.0 222.2251.0503.0 >quantile(dataSTotal_Turnover,0.75) 75% 651621
00000 200000 300000 200000 400000 600000 800000 1000000 400000 R·0.86 R=1 R- 0.85 31 32 3334 35 3.5 100 200 300 400 500