[amibroker] The Standard Error Bands

["DIMITRIS TSOKAKIS" <TSOKAKIS@xxxxxxxxx>]

The STEBandBot, STEBandTop should match to the Graph4, Graph3 
respectively.
Does anybody knows the reason for the small differences ?
TIA
Dimitris Tsokakis

// Standard Error Bands, by jparent 
// http://www.amibroker.com/library/detail.php?id=164 
EnableScript("vbscript");
<%
function STEBandTop(V,n,d)
dim result()
redim result(UBound(V))
q=EP(V,n)
r=DV(V,n,d)
for i=0 to UBound(V)
result(i)=q(i)+r(i)
next
STEBandTop=result
end function
function STEBandBot(V,n,d)
dim result()
redim result(UBound(V))
q=EP(V,n)
r=DV(V,n,d)
for i=0 to UBound(V)
result(i)=q(i)-r(i)
next
STEBandBot=result
end function
function EP(V,n)
Dim endpoint()
redim endpoint(UBound(V))
for i=0 to n-1
x=x+(i+1)
y=y+V(i)
x2=x2+(i+1)^2
xy=xy+(i+1)*V(i)
endpoint(i)=V(i)
next
ya=y/n
xa=x/n
for i=n to UBound(V)
x=x+n
y=y+V(i)-V(i-n)
x2=x2+(i+1)^2-(i-n+1)^2
xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
ya=(ya*n+V(i)-V(i-n))/n
xa=x/n
t=(n*xy-x*y)/(n*x2-x^2)
endpoint(i)=ya+t*(i-xa)
next
EP=endpoint
end function
function DV(V,n,d)
Dim dev()
redim dev(UBound(V))
for i=0 to n-1
x=x+(i+1)
y=y+V(i)
y2=y2+V(i)^2
x2=x2+(i+1)^2
xy=xy+(i+1)*V(i)
dev(i)=0
next
for i=n to UBound(V)
x=x+n
y=y+V(i)-V(i-n)
y2=y2+V(i)^2-V(i-n)^2
x2=x2+(i+1)^2-(i-n+1)^2
xy=xy+(i+1)*V(i)-(i-n+1)*V(i-n)
t=xy-x*y/n
dev(i)=d*sqr(((y2-y^2/n)-t^2/(x2-x^2/n))/(n-2))
next
DV=dev
end function
%>
script=GetScriptObject();
MaxGraph=5;
Graph0=script.STEBandTop(C,30,2);
Graph1=C;
Graph2=script.STEBandBot(C,30,2);
Graph0Style = 1;
Graph1Style = 1;
Graph2Style = 1;
Graph3=LinearReg(C,30)+2*StdErr(C,30);Graph3Color=colorGreen;
Graph4=LinearReg(C,30)-2*StdErr(C,30);Graph4Color=colorBlue;


------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 

Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/