10680
EXPLORE
LATEST
ABOUT
AUTHORING AREA
PARTICIPATE
Your browser does not support JavaScript or it may be disabled!
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
THINGS TO TRY
Slider Zoom
SNAPSHOTS
RELATED LINKS
Least Squares Fitting — Polynomial
(
Wolfram
MathWorld
)
PERMANENT CITATION
"
Polynomial Fits of Random Walks
" from
the Wolfram Demonstrations Project
http://demonstrations.wolfram.com/PolynomialFitsOfRandomWalks/
Contributed by:
Michael Schreiber
Share:
Embed Interactive Demonstration
New!
Just copy and paste this snippet of JavaScript code into your website or blog to put the live Demonstration on your site.
More details »
Download Demonstration as CDF »
Download Author Code »
(preview »)
Files require
Wolfram
CDF Player
or
Mathematica
.
Related Demonstrations
More by Author
Investment Leverage Effect
Michael Schreiber
Mean-Reverting Random Walks
Jason Cawley
Expected Returns of the Dow Industrials, Fama-French Model
Jeff Hamrick and Jason Cawley
Stock Price Simulation Using Stable Random Variables
Bob Rimmer
Exploration versus Consumption
Michael Schreiber
Marginal Utility Budget Line
Michael Schreiber
Equal but Opposite Percentage Changes Do Not Cancel
Michael Schreiber
Goodness of Fit for Random Subsets
Michael Rogers (Oxford College of Emory University)
Expected Returns of the Dow Industrials, Beta Model
Jeff Hamrick and Jason Cawley
ABC Analysis
Michael Schreiber
Related Topics
Business
Data Analysis
Economics
Finance
Microeconomics
Polynomials
Probability
Random Processes
Social Sciences
Statistics
Waves
Browse all topics
Note: To run this Demonstration you need Mathematica 7+ or the free Mathematica Player 7EX
Download or upgrade to
Mathematica Player 7EX
I already have
Mathematica Player
or
Mathematica 7+