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I've solved in this way:
media:=Mov(C,5,S);
M4:=(Power(media-C,4)+Power(media-Ref(C,-1),4)+Power(media-Ref(C,-2),4)+Power(media-Ref(C,-3),4)+Power(media-Ref(C,-4),4))/5;
Fisherkurtosis:=M4/Power( Stdev(c,5),4)-3
But why <FONT
face=Arial>Sum(Power(media-C,4),5)/5 is <>
from
(Power(media-C,4)+Power(media-Ref(C,-1),4)+Power(media-Ref(C,-2),4)+Power(media-Ref(C,-3),4)+Power(media-Ref(C,-4),4))/5
???
Thanks,
Fulvio
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jose
To: <A
title=equismetastock@xxxxxxxxxxxxxxx
href="">equismetastock@xxxxxxxxxxxxxxx
Sent: Friday, May 21, 2004 2:39 AM
Subject: [EquisMetaStock Group] Re:
skewness & kurtosis
Fulvio, be extremely careful with Kurtosis - sometimes
known as Actinic Keratosis Pilaris.I wouldn't play around much
with this one. It's often the precursor to the potentially fatal and
very virulent LeptoKurtosis disease strain.Rubber gloves and mask are
essential in handling this one.jose '-)--- In <A
href="">equismetastock@xxxxxxxxxxxxxxx,
"Fulvio" <amicone77@xxxx> wrote:> I have tried in this way
but it not works :-(> >
m1:=Sum(C-Sum(C/Sum(1,21),21),21);> m4:=m1*m1*m1*m1/21;>
FisherKurtosis:=m4/(Stdev(C,21)*Stdev(C,21)*Stdev(C,21)*Stdev(C,21));>
FisherKurtosis-3> > Please help me, thanks> >
>How I could plot skewness and kurtosis with Fisher's formulas?>
> > >>I'm trying to convert in ms language the Fisher's
formula in order to determine the nearness to normality of Gauss
(curtosi)> > m:=Sum(C-Mov(C,144,S),144);>
m4:=m*m*m*m/144;>
fisher:=m4/(Stdev(C,144)*Stdev(C,144)*Stdev(C,144)*Stdev(C,144));fisher-3>
> >>Can anyone help me?> > >>Thanks,>
>>Fulvio
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