step by step analysis needed

The methodology and techniques of cycles analysis

Re: step by step analysis needed

Postby RayTomes » 18 Nov 2012, 00:31

The table was all pretty before I posted and it got messed up. So I changed to "code" which made it half pretty.
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RayTomes
 
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Re: step by step analysis needed

Postby RayTomes » 18 Nov 2012, 23:43

I understand what you say, it can be a bit of a mist to start with, and it takes doing it for a while and making some mistakes to work out what is good and what is not.

Just worth mentioning that the change of price series gives rather more significant cycles than the price itself. This is often a good thing to remember. Also worth doing in many cases is taking logs of prices first. In this case the data is quite short and so it does not matter, but it would not do any harm.

I also not that in your earlier emails to me you used a rather longer series of data. The spectral analysis of that brings up many more significant cycles, and especially allows the longer cycles to be found. So I am treating this series topic as an exercise in learning. It is good to explore. If you want to do a serious analysis in here, then I suggest we do that on the full length data and see if we can actually get useful results.

Yes, go for gold in another topic.
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Re: step by step analysis needed

Postby RayTomes » 19 Nov 2012, 09:12

Please start any new analysis thread under CATS section (rather than methods).
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