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#1
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Hi Group,
This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 .............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. -- David |
#2
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Hi David,
You posted this selfsame question in programming and (to date) you have received 5 responses from Tom Ogilvy and another from Mike Middleton. In case you have lost track of that thread, here is a link: http://tinyurl.com/67mpd --- Regards, Norman "David" wrote in message ... Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. -- David |
#3
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Yes Norm, but if you read these responses they suggessted I post here and see
if I can get something more than than could provide. Tom's last response was "See if you can get Harlan Grove to help you or Daniel M. They are very good with mathematics." That is how I ended up here. Thanks. "Norman Jones" wrote: Hi David, You posted this selfsame question in programming and (to date) you have received 5 responses from Tom Ogilvy and another from Mike Middleton. In case you have lost track of that thread, here is a link: http://tinyurl.com/67mpd --- Regards, Norman "David" wrote in message ... Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. -- David |
#4
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Hi David,
I apologise, you are quite correct - I followed the thread but missed the last exchange! --- Regards, Norman "David" wrote in message ... Yes Norm, but if you read these responses they suggessted I post here and see if I can get something more than than could provide. Tom's last response was "See if you can get Harlan Grove to help you or Daniel M. They are very good with mathematics." That is how I ended up here. Thanks. |
#5
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On Sun, 9 Jan 2005 21:05:07 -0800, "David"
wrote: Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. If I understand you correctly, you are looking for the y value associated with particular dates. If that is the case, you can extract the formula from the graph, or use the LINEST function. If you extract the formula from the graph by copying it (after selecting the display formula option), be sure to set the number format to maximum precision (15 decimal digits). Or use David Braden's VBA code to extract the coefficients directly from the chart into cells http://groups.google.com/groups?selm....microsoft.com You can use the LINEST function (by regressing against the same variable raised to different powers), but, at least for versions of XL prior to 2003, it may be less accurate than the formula from the graph. --ron |
#7
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Hi Tom,
Sent! --- Regards, Norman "Tom Ogilvy" wrote in message ... Norman, Please send me an email to respond to at -- Regards, Tom Ogilvy "Norman Jones" wrote in message ... Hi David, You posted this selfsame question in programming and (to date) you have received 5 responses from Tom Ogilvy and another from Mike Middleton. In case you have lost track of that thread, here is a link: http://tinyurl.com/67mpd --- Regards, Norman "David" wrote in message ... Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. -- David |
#8
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Thanks Ron. I went over to Google and started a thread there. This does look
promising. "Ron Rosenfeld" wrote: On Sun, 9 Jan 2005 21:05:07 -0800, "David" wrote: Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. If I understand you correctly, you are looking for the y value associated with particular dates. If that is the case, you can extract the formula from the graph, or use the LINEST function. If you extract the formula from the graph by copying it (after selecting the display formula option), be sure to set the number format to maximum precision (15 decimal digits). Or use David Braden's VBA code to extract the coefficients directly from the chart into cells http://groups.google.com/groups?selm....microsoft.com You can use the LINEST function (by regressing against the same variable raised to different powers), but, at least for versions of XL prior to 2003, it may be less accurate than the formula from the graph. --ron |
#9
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A 6th order polynomial is likely to be very ill-conditioned, with the
result that I would not be surprised if LINEST coefficients for pre-2003 Excel versions failed to match those produced by the chart trendline (which is surprisingly good numerically). However the TREND() worksheet function might still produce reasonable results. To use the coefficients from the chart trendline, you must right click on the equation displayed on the chart, and format to scientific notation with 14 decimal places. How many data points do you have? Is it feasible to list all the data in the body of a reply (not an attachment, please) Jerry David wrote: Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. |
#10
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Hi Jerry,
Hope you re haing a good day. I appreciate your taking a look this problem. Tom has helped a lot in trying to solve this and a funtion called Teveval() has come the closest to doing it. Thanks again. "Jerry W. Lewis" wrote: A 6th order polynomial is likely to be very ill-conditioned, with the result that I would not be surprised if LINEST coefficients for pre-2003 Excel versions failed to match those produced by the chart trendline (which is surprisingly good numerically). However the TREND() worksheet function might still produce reasonable results. To use the coefficients from the chart trendline, you must right click on the equation displayed on the chart, and format to scientific notation with 14 decimal places. How many data points do you have? Is it feasible to list all the data in the body of a reply (not an attachment, please) Jerry David wrote: Hi Group, This is a little difficult to explain, but the underlying data is simple, so please bear with me. I have Dates and Closings for the Dow Jones Industrial. Similar to below: Date Adj. Close* 01/03/05 10729.43 12/27/04 10776.13 12/20/04 10661.6 12/13/04 10638.32 ............More Data The above is easy to graph and I have automated the process, which includes a 6th Order Polynomial Trend line added to the graph. What I am trying to do is find the Data Points associated with the 6th Order Polynomial Trend line. It has simply been just too long since I have done this type of statistics. I believe it may be necessary to create a new table to find these data points, which I am willing to do. I can calculate the sample mean, number of sample variables, sample variance, sample standard deviation, etc., but it has just been too many years to bring the necessary statistical expertise to arrive at the data points. I am trying to get a table that looks something like this: Date Adj. Close* Trend 01/03/05 10729.43 10730.25 12/27/04 10776.13 10750.31 12/20/04 10661.6 10765.03 12/13/04 10638.32 10750.00 I have tried using some of the built in functions, but they do not yield the same data points that have been graphed by the 6th Order Polynomial Trend line. I have tried Trend and Forecast. I created a table many years ago, which I think calculated the data points, but it has simply been to many years and I have lost the statistical expertise. Any help would be greatly appreciated. I have used the equation that can be presented with the graph, but it also does not yield the Data Points associated with each Date and Adj Close. Thanks in advance. |
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