V. 19:11 (58-59): Nearest neighbor by spreadsheet by John Sweeney
Product Description
Nearest neighbor by spreadsheet by John Sweeney
NEAREST NEIGHBOR BY SPREADSHEET
This example is given in Excel, but other spreadsheets will have simi-lar phraseology. Subscribers can find a spreadsheet with the data used on the Technical Analysis website at http://technical.traders. com/sub/sublogin.asp. To use Hans Uhlig’s technique, you must famil-iarize yourself with selecting large arrays of cells and sorting before trying this spreadsheet.
To produce a nearest neighbor prediction using Uhlig’s method, first arrange your data vertically with a date format that can be sorted. Here, I’ve used weekly data for the S&P 500 from 1/5/1980 to 12/15/2000 (column B). In cell C5, calculate the natural log of B5:
NEAREST NEIGHBOR BY SPREADSHEET
This example is given in Excel, but other spreadsheets will have simi-lar phraseology. Subscribers can find a spreadsheet with the data used on the Technical Analysis website at http://technical.traders. com/sub/sublogin.asp. To use Hans Uhlig’s technique, you must famil-iarize yourself with selecting large arrays of cells and sorting before trying this spreadsheet.
To produce a nearest neighbor prediction using Uhlig’s method, first arrange your data vertically with a date format that can be sorted. Here, I’ve used weekly data for the S&P 500 from 1/5/1980 to 12/15/2000 (column B). In cell C5, calculate the natural log of B5:
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