Econometrics: one step ahead forecast - page 120

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Zhunko:

According to the extrapolation applied. It's up to us alone. Not the market.

Here is a picture with the first 2 problems solved.

The very non-stationarity visible to the eye has disappeared. You can enlarge the window even more.

Moreover, only 100 out of 1440 frequencies are shown here. One cannot see the rest even if it is shown. And it is not a task for MT4. It can barely move with 100.

What about the ordinate axis?

What does the colour mean?

 
Zhunko:

According to the extrapolation applied. It's up to us alone. Not the market.


How is it not up to the market. Predicting the market, not what you want
 

Despite some results, there is still work to be done.

 

And in general, currency pairs are poorly predictable...
Only in certain periods of time. There are about 20-25% of them.

This is the reason why all EAs fail, but work great on history.

 
Zhunko:

Coordinates: time, price.

But price values are 0.0002 and sometimes negative - what is this all about?
 
Debugger:

And in general, currency pairs are poorly predictable...
Only in certain periods of time. There are about 20-25% of them.

This is the reason why all EAs fail, but work great on history.

This is the non-stationarity of the quotient. We need to simulate non-stationarity, e.g. GARCH
 
Zhunko:

This is the price relative to the zero frequency line (which is not on the chart). It cannot be called a zero harmonic.

The sum of all lines and the zero line is the original series.

Could you drop a table in .csv format of the cotier and a dozen harmonics, including the zero line. If it adds up to 90% of the original kotir, that's fine
 
Zhunko:
I have a built-in totaliser in my kit. In the first picture there is a gold line summation without the top 23 frequencies. If you count all frequencies the match is of course 100%.
For me in tabular form in .CSV format
 
Zhunko:
It doesn't upload to CSV. I have my own binary format.
That's too bad. You could have checked the significance of each harmonic.
 
Zhunko:
Can you read from the binary?
For that you have to write a program like you do. Only you have to change the writing format, and I have to understand the file.
1...113114115116117118119120121122123124125126127...139
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