Effacer les filtres
Effacer les filtres

How shall I confirm the significance of week days' Up-Downs for some stock?

2 vues (au cours des 30 derniers jours)
vx2008
vx2008 le 27 Déc 2015
Commenté : vx2008 le 30 Déc 2015
I survey on the ups and downs of one stock in the past 3000 trading days and sort them by week day: Monday (ups53%, 0.53-0.5=0.03), Tuesday(ups55%, 0.55-0.5=0.05),... like this; Then I get below picture:
Then how shall I confirm the difference between week days is significant or just random?

Réponse acceptée

Brendan Hamm
Brendan Hamm le 29 Déc 2015
Typically one would perform an Analysis of Variance ( anova1) on the actual dataset, not on your summary statistics. This will test the null hypothesis of equal mean returns vs. the alternative that at least one day's mean return is different. If you want a pairwise comparisson you can then pass the stats output to the multcompare function.
[p,tbl,stats] = anova1(data);
c = multcompar(stats);
If your data (returns) are non-normal then use the kruskal-wallis test, similar concept but uses the medians.
  1 commentaire
vx2008
vx2008 le 30 Déc 2015
Thank you for your advice; I have done my try, but....
Could you analyze my data to show me the analysis course?
My raw data is attached as 'rawdata.xls' here;
The data is divided into two column:
first column is weekday(1 means Monday; 2 Tuesday; 3 Wednesday; 4 Thursday; 5 Friday);
Second column is up/down's value;
I want to confirm whether some day is more like up / down?
Thank you again!

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