cm0002@lemmy.world to Funny: Home of the Haha@lemmy.world · 10 days agoNew Mathlemmy.mlexternal-linkmessage-square103fedilinkarrow-up11arrow-down10cross-posted to: [email protected]
arrow-up11arrow-down1external-linkNew Mathlemmy.mlcm0002@lemmy.world to Funny: Home of the Haha@lemmy.world · 10 days agomessage-square103fedilinkcross-posted to: [email protected]
minus-squaredriving_crooner@lemmy.eco.brlinkfedilinkarrow-up0·10 days agoNot really, you do t=n and t=n+1, for n= 1, 2, 3 for a quick view on volatility. Then ypu look up for correlations between e[t=n | t= 0, t= 1…] for different Ns. For more I would need to check out my notes
minus-squareembed_me@programming.devlinkfedilinkarrow-up0·9 days agoOh I was imagining something entirely different. Like a simple logarithmic scale of a signal, I do not know anything about time series analysis. Should’ve kept my mouth shut
Not really, you do t=n and t=n+1, for n= 1, 2, 3 for a quick view on volatility.
Then ypu look up for correlations between e[t=n | t= 0, t= 1…] for different Ns. For more I would need to check out my notes
Oh I was imagining something entirely different. Like a simple logarithmic scale of a signal, I do not know anything about time series analysis. Should’ve kept my mouth shut