Assignment Task :
1. On the My Learning page there is a data file for use in this question. Load the data into R using the command:
data <- read.csv(”path to file”)
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Get Help Now!This loads the data as a ‘data-frame’ called data, which consists of two variables:
• data$time – the time
• data$value – the value of a variable at this time.
(a) Find an appropriate model for the value data, either:
• a Wiener Process with drift plus a constant term (i.e. σWt + μt + c), or
• Geometric Brownian Motion. Justify your choice of model, making any assumptions clear, using appropriate graphs. Estimate the parameters for your model.
(b) Using your model, write R code to generate 5 more realisations of the same process over the time interval [0,4].
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