V.14:4 (177): SIDEBAR: Converting Absolute Data to Change in Log of Price

V.14:4 (177): SIDEBAR: Converting Absolute Data to Change in Log of Price
Item# \V14\C04\SIDECON.PDF
$2.95
Availability: In Stock

Product Description

CONVERTING ABSOLUTE DATA TO CHANGE IN LOG OF PRICE

Sidebar Figure 1 is a sample of weekly interest rate and S&P 500 index data and the formula used to convert absolute interest rate data to changes in logs. Formulas first calculate the log of price and then subtract the week-earlier value from the current week value. Change in log of interest rates and the S&P index is the data used throughout.

ASSESSING STATIONARITY

1. Divide the range of data into five to 10 equally sized bins so that each observation falls into a bin. The two bins at the upper and lower extremes of the range should be defined so they are unbounded on the side of the bin away from the mean.




FOR THOSE ORDERING ARTICLES SEPARATELY:
*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.




Take Control of Your Trading.
Professional Traders' Starter Kit
All these items shown below only $299.99!
  • 5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
  • 5 year access to S&C Archive
  • 5 year access to S&C Digital Edition
  • 5-year subscription to Traders.com Advantage.
  • 5-year subscription to Working Money.
  • Free book selection.
  • Click Here to Order