Polynomial Fits of Random Walks
Least squares polynomial fits are drawn together with the random walk. The fits use only the shaded part of the random walk data. See all fits up to a given order, or focus on one.
Contributed by:
Michael Schreiber
X
X
X
Show Source Code
|
Download Source Code Notebook
Least Squares Fitting — Polynomial
(
Wolfram
MathWorld
)
"
Polynomial Fits of Random Walks
" from
The Wolfram Demonstrations Project
http://demonstrations.wolfram.com/PolynomialFitsOfRandomWalks/
Contributed by:
Michael Schreiber
Business
Data Analysis
Economics
Finance
Microeconomics
Polynomials
Probability
Random Processes
Social Sciences
Statistics
Waves
Mean-Reverting Random Walks
Investment Leverage Effect
Stock Price Simulation Using Stable Random Variables
Distributions of Order Statistics
Equal but Opposite Percentage Changes Do Not Cancel
Exploration versus Consumption
Marginal Utility Budget Line
Curve Fitting
ABC Analysis
Logistic Sigmoid Market Model
Make a new version of this Demonstration
Upload a new Demonstration
Contact The Wolfram Demonstrations Project Team
Site Index
Wolfram Research
© 2008
The Wolfram Demonstrations Project & Contributors
Terms of Use
Privacy Policy
RSS
Atom