// //previous value function // //This function is used to get value of previous record. // //Syntax value=prev(variable); //argument 1 is variable name. // //Example histgram of stock value and diffence of two day. // //Read time series of stock data for 250 days. get stockdata.csv@; //Get daily difference of stock value and difference of that difference by previous function. diff=data1-prev(data1); diff2=diff - prev(diff);
//Plot time series of stock , difference and diff of diffrences. plot line data1 diff diff2;
stock is not stationay but difference looks like to be stationary.
plot hist data1;
histgram of stock data has two peek
plot hist diff2;
histgram of stock difference shows normal distribution