timeseriesanalysis

balipour

Autocorrelation, also known as serial correlation, is the correlation of a signal with a delayed copy of itself as a function of delay. This indicator displays autocorrelation based on lag number. The autocorrelation is not displayed based on time on the x-axis. It's based on the lag number which is from 1 to 50. The calculations can be done with "Log...

balipour

In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 (AR(1) process) in the residuals (prediction errors) from a regression analysis. With the new array function tradingview implemented, we are able to do our calculations on the residuals. The residual is given by subtracting the actual value (in...

yatrader2

A tool to plot auto correlation of time series, this is useful in identifying periodicity in a time series or signal. Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods. For more information on Autocorrelation see:...

SegaRKO

The Alpha-Sutte model is an ongoing project run by Ansari Saleh Ahmar, a lecturer and researcher at Universitas Negeri Makassar in Indonesia, that attempts to make forecasts for time series like how Arima and Holt-Winters models do. Currently Ahmar and his team have conducted research and published papers comparing the efficacy of the Alpha-Sutte and other models,...

fschmitzsc

Indicator to display volatility beyond normal.