Home > Articles > Volume 10 (1992) > Chapter 5 (May 1992) > V.10:5 (201-207): SIDEBAR: OPTIMUM DETRENDING SPREADSHEET EXAMPLE

V.10:5 (201-207): SIDEBAR: OPTIMUM DETRENDING SPREADSHEET EXAMPLE

V.10:5 (201-207): SIDEBAR: OPTIMUM DETRENDING SPREADSHEET EXAMPLE
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OPTIMUM DETRENDING SPREADSHEET EXAMPLE

The following is a spreadsheet example (sidebar Figure 1) and a QuickBasic source code (sidebar Figure 2) of optimum detrending. Our spreadsheet example is for detrending the price data of the bond market example used in Article Figure 9 of the text of the article. Our spreadsheet example uses the variables listed in the text of the article: ...




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