• driving_crooner
    link
    fedilink
    arrow-up
    4
    ·
    19 hours ago

    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

    • embed_me@programming.dev
      link
      fedilink
      arrow-up
      2
      ·
      16 hours ago

      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