Goertzel Algorithm

[crom]

Hello!!!!

I´m really interested in the Goertzel Algorithm to extract cycles of ssa´s ( not price ).

https://en.wikipedia.org/wiki/Goertzel_algorithm

Someone else??

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[Vladimir]

CROM wrote >>

Hello!!!!

I´m really interested in the Goertzel Algorithm to extract cycles of ssa´s ( not price ).

https://en.wikipedia.org/wiki/Goertzel_algorithm

Someone else??

________________________________

[e-mail]

The Goertzel algorithm is based on fitting the ARMA(2,2) model to a price series. Quinn and Fernandes gave an algorithm to compute the frequencies of this model. I coded this algorithm here:

'Extrapolator'

[crom]

Gpwr great job!!!!

I've seen great results when you extract cycles of smoothed series.

Really thanks.

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[crom]

Another examples of this algorithm.

I try to extract cycles wit it.

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[xecs]

CROM:

this indicator does not work, the last cycle is not generated correctly. Why?

You have one that works?