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minus-squaredriving_croonerlinkfedilinkarrow-up4·19 hours agoNot really, you do t=n and t=n+1, for n= 1, 2, 3 for a quick view on volatility. Then ypu look up for correlations between e[t=n | t= 0, t= 1…] for different Ns. For more I would need to check out my notes
minus-squareembed_me@programming.devlinkfedilinkarrow-up2·16 hours agoOh I was imagining something entirely different. Like a simple logarithmic scale of a signal, I do not know anything about time series analysis. Should’ve kept my mouth shut
Not really, you do t=n and t=n+1, for n= 1, 2, 3 for a quick view on volatility.
Then ypu look up for correlations between e[t=n | t= 0, t= 1…] for different Ns. For more I would need to check out my notes
Oh I was imagining something entirely different. Like a simple logarithmic scale of a signal, I do not know anything about time series analysis. Should’ve kept my mouth shut