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- cl3307 replied Apr 1, 2008
Great post. What does non casual mean? Attached is what i've been working on ( Jurik DF). cl
- cl3307 replied Mar 30, 2008
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- cl3307 replied Mar 27, 2008
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- cl3307 replied Mar 25, 2008
Attached is the output for a EurJpy 5 min analysis. The first regression is the regression of Change in Y against Close. The Second REgression is the Second Change in Y against Close. I'm not for sure if the first works ( the T stat approves the ...
- cl3307 replied Mar 25, 2008
I see what you mean now Simba. Thanks for the help. Attached is the pic of the current output. T is postive now, which means we are still non stationary ( i think)...back to the drawing board :-) Best, cl
- cl3307 replied Mar 25, 2008
I agree actually. My problem is when i tried to do the regression against columns ($D:$D) i got an error. When i specified a lag i also got an error. Perhaps i did something wrong. I will retry right now then keep typing... :-) I get the same error ...
- cl3307 replied Mar 24, 2008
I may have figured it out. Sorry for the repetitive post. Please see the attached pics. I feel like it's a couple of years ago and i'm back in college business stats. :-) So, i get a t statistic ( based on i did the right computations) of -1.37226. ...
- cl3307 replied Mar 24, 2008
CB, I have followed the word document. I am getting some sort of error. The values of the excel fine are "paste special" values ( so they aren't formulas). Any insight into what i may be doing wrong? Thanks, cl
- cl3307 replied Mar 24, 2008
CB, Thanks for a wonderful post. I want to make sure I am understanding the concept you are describing. Please see an attached screenshot of an Excel Spreadsheet. On the left hand side you see our FX data ( EURJPY 1Hr). This is our I(1). It's ...
- cl3307 replied Mar 22, 2008
CB, This has become a very worthwhile thread indeed. Thanks for your comments. I'm looking forward to more. As FFL has described, we have been using digital filters to decrease the "noise" that we see. Attached are Low Pass clones i created that ...
- cl3307 replied Jan 14, 2008
GBPUSD Asian Open... — here was the setup at the open.. i got the confirmation on the 1H and 15min... i entered late at 1.9544 ( i just walked in from work)....rode down about a 9 pip drawdown before it took off.... out at 1.9559 ( figured it ...
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