From theory to practice - page 283

 
Alexander_K2:

If a normal distribution of the increments is achieved, the process is Wienerian, i.e. stationary and predictable. Put out the mathematics of BP transformation - it's the Grail, we'll investigate. We'll share the dollar cash, no offence.

I wasn't pushing for it, it's just the way it is.

I haven't transformed the series yet, it's just analysis

 
Renat Akhtyamov:

I'm sitting here scratching my head..... That can't be right.

The distribution of increments is normal, as expected. But why is it symmetrical, just a copy?

A mistake? :

It must be a mistake if it's symmetrical. It doesn't happen that way at all.

It can't be normal. It has to be like this. Also Close at 1m.

However, not to bother, I take it as normal. Then correction coefficients in TC and everything is normal.

 
Renat Akhtyamov:
I didn't make it, it's just the way it is.

There can be no such thing. OPEN increments on the minutes?

 
Alexander_K2:

There can be no such thing. OPEN increments on the minutes?

CLOSE on minutes. The number of bars it says is 1195
 
Yuriy Asaulenko:

Apparently there really is a mistake if it's symmetrical. It can't be like that at all.

It can't be normal. It has to be like this.

However, not to bother, I take it as normal. Then correcting coefficients in the TS and everything is normal.

I've already changed the screenshot since I found errors in the indicator.

There's a bigger sample here.


 
Renat Akhtyamov:

The distribution of the increments is normal, as expected.

All right, the process is non-Markovian, as required to prove !!!


Markovian exactly.
 
Maxim Dmitrievsky:
Markowski is just
ok.
 
Renat Akhtyamov:
ok.
Pahahahaha ))))
 
Maxim Dmitrievsky:
Pahahahaha))))

What are you confused about?

what the... Markovian, with a normal distribution?

)))
 
Renat Akhtyamov:

What are you confused about?

What the... Markowski?

What's non-Markovian? Are the observations somehow dependent on the past?