V. 19:11 (58-59): Nearest neighbor by spreadsheet by John Sweeney

V. 19:11 (58-59): Nearest neighbor by spreadsheet by John Sweeney
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Nearest neighbor by spreadsheet by John Sweeney


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 Uhligís 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 Uhligís method, first arrange your data vertically with a date format that can be sorted. Here, Iíve 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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