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Hi Cab
Not off the top of my head. Will think about it.
======================
To those that wrote about Henderson Filters ... they are also known as
Henderson weighted moving averages. Here's a site that gives you some
insight into the normal X-11 MA's and the Henderson Filters and some
alternatives. Very interesting.
http://people.enternet.com.au/~sutcliff/filter.htm
Best regards
Walter
----- Original Message -----
From: "Cab Vinton" <cvinton@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Monday, February 14, 2000 7:28 AM
Subject: RE: centered moving averages
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| > Most traders look at the observable in time series price data. The
| > "unobserved" parts of time series are just as important. Trend is
analyzed
| > in TA because it is easily observed, however there are the "unobserved"
| > trend aspects to be analyzed. As you mentioned stochastic trend and
| > deterministic trend make interesting analysis.
|
| Can you provide quick-and-dirty definitions of stochastic and
deterministic
| trends? Or perhaps provide an URL that does?
|
| Thanks,
|
| Cab
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