Not exact matches
The following scatter plot relates monthly S&P 500
Index return to same - month
change in NYSE margin debt over the available
sample period.
As UPC Prof at ICFO Juan P. Torres states, «any slight refractive
index change introduced by an impurity
in the
sample is translated into a phase difference and thus an intensity variation
in the pattern, showing the contours and therefore size of the irregularity.»
He tests relationships between
change in VIX futures term structure and S&P 500
Index return via regressions run at frequencies of one day, one week, two weeks, one month and two months, with the
sample winnowed
in each case so that measurements do not overlap.
Take a look at Fig. 5 (f)
in our main paper, which shows the
changes over time
in the standard deviation of the Polar Urals tree - ring widths — the periods with the root - collar
samples stand out clearly as having much greater spread between the tree
indices.
Yes, the pseudo-cycles are longer, but we still are doing a linear regression of month - to - month
changes in the
index regarding the global temperature, and we still have the same number of monthly
samples for PDO or AMO as we do for the Nino 3.4... so we could easily remove them as well.