Market phenomena - page 62

 

On the topic of the topic.

We take a quote of the estimated dollar index across the five currencies.

Smoothing

Green is the difference between the quote and the HP indicator

Create a graph by changing the labmd parameter in HP filter. There are two graphs: the slope (asymmetry) and the probability of stationarity of the residual from the smoothing.




Bevel is a direct correlation with thick tails. And according to the test, the maximum value of the bevel corresponds to the most probable value of stationarity of the residual from smoothing!!!!

This seems like a phenomenon to me. Or there's something I don't understand.

 
avtomat:

Don't be ridiculous! What has ISC got to do with it? What does stationarity and non-stationarity have to do with it?

You're picking up words and dropping them everywhere you go... You've heard the sound, but you don't know where it is.

Reshetov has the MNC, not me. Why do I annoy you so much? Don't get sick by accident.
 
faa1947:
Reshetov has the ISC, not me. Why do I annoy you so much? Don't get sick by accident.
Well, what's wrong with the ISC? What makes you think the ISC's assessments are untenable? Have you done the research to prove such a claim? Or have you seen something somewhere and just blurted it out from memory?
 

Interesting. And how to tell the difference between a dispute and a squabble.

Apparently when the MNC changes to something else

 
Svinozavr:
You can't. Just switch it off.

I can only disconnect for 24 hours
 
Vinin:

I can only shut it down for 24 hours.

Already erased mine - got angry. Sorry - none of my business. Your business. It's so deep for me, it's so up to me @ls,... do as you please.

Trampolines to the villagers! Tin - a la Pergunt - buttons - to the avalanche-goers.

The age of tolerance!

===

When's the end of the world, eh?

 
Svinozavr:

Already erased mine - got a temper tantrum.


And for nothing.
 
Vinin:

What a waste.
What a chorism! What a type! He should be in a movie or a cartoon.
 
Tantrik:
And what chorism! What a type! He should be in a movie or a cartoon.

Here we go.
 
Vinin:

Here we go.
Oh, come on... Nothing much started. And it didn't end. So... ...lingering schizophrenia...