XLCycles SSA smoothing with 95% Confidence Bands
Hi Guys,
As I promised here is a re-do of the video showing how to put 95% confidence bands around the SSA smoothed reconstruction of price. I'll do another video soon discussing the parameters which make up an SSA analysis such as embedding dimensions and RC components (which are summed to arrive at the smoothed reconstruction).
Rick
As I promised here is a re-do of the video showing how to put 95% confidence bands around the SSA smoothed reconstruction of price. I'll do another video soon discussing the parameters which make up an SSA analysis such as embedding dimensions and RC components (which are summed to arrive at the smoothed reconstruction).
Rick
Labels: 95% Confidence, Caterpillar, SSA, XLCycles
posted by XLTrader at 2:48 PM
