computers

["Walter Lake" <wlake@xxxxxxxxx>]

Thanks for your emails

Here's an email from the guy who wrote the TOPS program.

>Thanks for your Interest in Optimizer.
>
>The Demo in http://pages.infinit.net/xltops/  contains now the
>ARIMEX option .
>It does all the univariate Box-Jenkins ARIMA models processing
>i.e. Identification, Estimation and Forecasting based on your
>data selected.
>Details on the approach can be found in the Box-Jenkins book cited
>in reference.
>This site among others :
>http://www.itl.nist.gov/div898/handbook/pmc/section4/pmc445.htm
>gives a good overview of the process.

Just keep clicking on anything in blue and save to file. A complete file
will emerge from an engineering point of view. Very clear and concise
description. ARIMA is linear as is GARCH (see Demetra).

Re financial economics, i.e. price data, Metastock is linear analysis so be
careful. The data is unexamined as a start. One of the traders that I know
uses the Hurst explicative to watch how Metastock indicators fade in and out
of effectiveness. H is computationally intensive but worth the effort. The H
P&L is still proprietary, I don't know anyone who has it.

Best regards

Walter