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Hi!
Does anyone know of a piece of software that will let you take say, 30 years
of commodity data and derive one or two dominant cycles and amplitudes
that 'fit' the data best? I am not looking for a 'system', just basic
analytical software that can try many different time cycle combinations
until it finds the best fits to approximate the data curve - then REPORT (if
available) the phase, amplitude and length of these cycles...
I asked a friend of mine who said:
"I remember downloading from some web site software that would extract the
top N cycles from a time series and then superimpose that result over the
original series. Can't recall where I found it. Try Google on the
keywords..." He said it used a text data file and was Windows based.
I tried a search and found nothing. I use TS 4.0 and Dial Data EOD data -
would be nice if it were compatible with TS 4.0 OR even a stand alone
Windows based or DOS version would be fine!
I realize this is a form of optimization, (gag) but I wanted to speed up
some new cycle grunt work I'm doing by hand...
Thanks!
Tom Cathey
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