• driving_crooner
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      2 days 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
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        2 days 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