Examples of the application of cubic regression on actual stock values.

For each phase A, B, C, D, E, F, G and H a real life example is given.

Home Cubic regression Using the software Retrieving the data at Yahoo Finance Populating the database Download Contact

Topics

The principles of regression More about regression Cubic curves Cubic regression Phases of a cubic regression Examples of C.R. phases

What can phases learn us about the evolution of stock quotes?

Fig. 11 The C.R. of a stock yields phase A

The C.R. of this stock, taken over a window of 512 (working) days indicates a minimum 99 days ago at 21.28 € and a maximum 408 days ago at 30.75 €.

Fig. 12 The C.R. of a stock yields phase B

The C.R. of this stock, taken over a window of 512 (working) days indicates a minimum to come in 72 days at 9.28 € and a maximum 363 days ago at 15.72 €.

As the occurrence of a phase C type is rather exceptional I have no example of this. I remember seeing it quite a while ago but I forgot to take note of it. I promise if it happens again sometime I'll publish it here.

Fig. 13 The C.R. of a stock yields phase D

The C.R. of this stock, taken over a window of 512 (working) days indicates a maximum 127 days ago at 7.35 € and a minimum 370 days ago at 6.75 €.

Fig. 14 The C.R. of a stock yields phase E

The C.R. of this stock, taken over a window of 512 (working) days indicates a maximum to come in 46 days at 42.12 € and a minimum 406 days ago at 33.19 €.

As the occurrence of a phase F type is rather exceptional I have no example of this. I remember seeing it quite a while ago but I forgot to take note of it. I promise if it happens again sometime I'll publish it here.

Fig. 15 The C.R. of a stock yields phase G

Fig. 16 The C.R. of a stock yields phase H

We are now ready to pass to the software manual, except for some minor details that will be explained later.