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Joined: 5/8/2012(UTC)
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Hello,
Is it possible to calculate the kurtosis of the last n periods in Metastock in the same manner as the standard deviation?
The final equation looks very similar to the formula for standard deviation:
http://en.wikipedia.org/wiki/Kurtosis#Sample_kurtosis
http://en.wikipedia.org/wiki/Standard_deviation#With_standard_deviation_of_the_sample
And so I suppose my main question is how one might calculate the sum of the residuals to the 4th power.
Could this be done with simply with:
averagex:=mov(x,n,S);
sum(power(x-averagex,4),n);
Or is something more complicated required than this?
Thanks!
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Rank: Advanced Member
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Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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You have to deal with the variable length 'n' and the polynomial expansion of expressions to fourth and second powers.
wabbit [:D]
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