Successfully predicted the future data of the two stocks by a month with a Confidence Interval of 95% using R Programming. Along with that, determined the expected log returns of each stock index, the difference between the log returns of the two stocks, the correlation, and the linear model between them.
For the full report please see https://github.com/hkapur/1-step-Prediction-and-Correlation-between-Pepsi-and-Coca-Cola/blob/master/Report.docx