Methods of Detrend of Financial Time Series
Dai Yong-long · Journal of Yangtze University · 2005
Financial time series analysis is more concerned on the rational economic interpretation than the statistical significance. Only the result and prediction based reasonable economic interpretation can be robust and instructive in practice. Financial times series analysis plays important roles as statistical tools.The detrend method and its applications is investigated, some generally practical instructive conclusions are obtained that the economic interpretation is increasedly difficult as the statistical results are more significance.