FX:SPX500 S&P 500 index of US listed shares
I am test the analysis of Fourier Series in S&P 500 Index some times I have very good results in forecast. The prediction at future is short in time and It´s bad predictor when there ispolitic effect on markets. I fixed two model, exponencial with tend to up and damped:
Yes, I am not expert on the stock market, but Ihave two year or more with the study of time series on S&P 500 Index, and I have good forescast fixed model in short time. My analysis was made with sofware Statistical ver 7, the data was obteined the Yahoo Finances, first I search about the lags with technical periodograma, I find in 400, next I observed the tend is more or less exponential,Next I made fixes to find less SMA (Squater Median Average from Error). I found two models with less error, The firts model was exponencial, mulplicative, with 1500 lags. The secound was exponencial and damped tend, multiplicative with 1500 lags.