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var_t
2007 Jul 06
1
algebra/moving average question - NOTHING TO DO WITH R
...ow of size n and so was sigma.
So, if I was at time t , then x bar t plus minus sigma_t would be based
on the values of x_t-n+1 through x_t.
This is the hard part : Is there a way to back out what the next
value(s), x_t+1 would have to be in order to for that value to
be either
greater than x bar_t+1 plus Z*sigma_t+1
or
less than x bar_t+1 plus minus Z*sigma_t+1.
where Z is whatever constant ?
I started to try to figure this out but the data window changes and the
x bar is in the formula for sigma so the algebra got overwhelming but I
was never an algebra whiz. thanks.
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