R-Sample Cycle analyze of time series data
Budget: €30 – €250 EUR
Could somebody please program me an sample R-Code to find cycles in stock data.
Therefore I need an sample with that main functions:
1. Load time series data, see sample below
2. Detrending that data with the Hodrick and Prescott filter
3. Cycle Detection with the Goertzel algorithm (First and second main cycle)
4. Cycle Validation with Bartels test
Please use that function to load the data:
#install.packages('quantmod')
require(quantmod)
getSymbols("MSFT")
close <- MSFT$MSFT.Close
ts.plot(close)
The three functions are in detailed described here: https://cycles.org/wp-content/uploads/2020/03/CycleScanner_Whitepaper_FSC.pdf
Btw. I am using the R-Version 3.6.3 and I cannot upgrade it.
Therefore I need an sample with that main functions:
1. Load time series data, see sample below
2. Detrending that data with the Hodrick and Prescott filter
3. Cycle Detection with the Goertzel algorithm (First and second main cycle)
4. Cycle Validation with Bartels test
Please use that function to load the data:
#install.packages('quantmod')
require(quantmod)
getSymbols("MSFT")
close <- MSFT$MSFT.Close
ts.plot(close)
The three functions are in detailed described here: https://cycles.org/wp-content/uploads/2020/03/CycleScanner_Whitepaper_FSC.pdf
Btw. I am using the R-Version 3.6.3 and I cannot upgrade it.