[scilab-Users] Bry Boschan - Annual Data

Eric Dubois grocer.toolbox at gmail.com
Sun May 13 13:13:57 CEST 2012


Hello Cristian.

You first have to load your data into Scilab. For instance, use the joined
txt file, stored for instance in folder c:/data4bb:
-->
impexcb2d('c:/data4bb/australia_data.txt',';','c:/data4bb/australia.dat')

--> load('c:/data4bb/australia.dat')

Then you can for instance run:
--> brybos('Australia','M=4','m=0.03','e=1','k=2','proc=''bb''')

Note that:
- the Bry-Boschan procedure, and its variant Harding-Pagan, are suited for
monthly and quarterly data,
- you have to adapt the parameters of the procedure (peak to trough minimum
length M, ...): feel free to change the ones I have chosen!

Éric.



2012/5/12 Cristian <c_rabanal0 at yahoo.com.ar>

> Hello, i am a beginner in grocer. I need a routine to calculate pivot
> points
> with Bry Boschan from annual data. This is the data. Thanks.
>
> obs;Australia
> 1960;0,0052141379
> 1961;-0,0145749108
> 1962;-0,001498101
> 1963;0,0059841752
> 1964;0,0149255065
> 1965;0,0096476399
> 1966;-0,0294679328
> 1967;-0,0114011959
> 1968;-0,0027424546
> 1969;0,0082709978
> 1970;0,0075052928
> 1971;0,0071978516
> 1972;-0,0029099571
> 1973;0,0006902564
> 1974;-0,0060800183
> 1975;0,0033778057
> 1976;0,0148731156
> 1977;-0,0085114795
> 1978;0,0017588981
> 1979;0,0199852413
> 1980;-0,0033060462
> 1981;-0,0003074131
> 1982;-0,0153812477
> 1983;-0,0113308641
> 1984;0,0119112362
> 1985;0,0174298602
> 1986;0,0001987025
> 1987;0,0071701592
> 1988;-0,0054813608
> 1989;-0,0135251498
> 1990;-0,005385687
> 1991;-0,0135541997
> 1992;0,0002329415
> 1993;0,001673908
> 1994;-0,0078894583
> 1995;-0,0222760543
> 1996;-0,0071938827
> 1997;0,0007338147
> 1998;0,0128457348
> 1999;0,0139602361
> 2000;0,0098712202
> 2001;0,0070489861
> 2002;0,0063971204
> 2003;0,0103527203
> 2004;0,0092939114
> 2005;-0,0006687077
> 2006;-0,0124314776
> 2007;-0,0022670517
> 2008;0,0035372311
> 2009;0,0020127028
> 2010;-0,0056186773
> 2011;-0,0102980765
>
>
>
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dates;Australia
1960;0.0052141379
1961;-0.0145749108
1962;-0.001498101
1963;0.0059841752
1964;0.0149255065
1965;0.0096476399
1966;-0.0294679328
1967;-0.0114011959
1968;-0.0027424546
1969;0.0082709978
1970;0.0075052928
1971;0.0071978516
1972;-0.0029099571
1973;0.0006902564
1974;-0.0060800183
1975;0.0033778057
1976;0.0148731156
1977;-0.0085114795
1978;0.0017588981
1979;0.0199852413
1980;-0.0033060462
1981;-0.0003074131
1982;-0.0153812477
1983;-0.0113308641
1984;0.0119112362
1985;0.0174298602
1986;0.0001987025
1987;0.0071701592
1988;-0.0054813608
1989;-0.0135251498
1990;-0.005385687
1991;-0.0135541997
1992;0.0002329415
1993;0.001673908
1994;-0.0078894583
1995;-0.0222760543
1996;-0.0071938827
1997;0.0007338147
1998;0.0128457348
1999;0.0139602361
2000;0.0098712202
2001;0.0070489861
2002;0.0063971204
2003;0.0103527203
2004;0.0092939114
2005;-0.0006687077
2006;-0.0124314776
2007;-0.0022670517
2008;0.0035372311
2009;0.0020127028
2010;-0.0056186773
2011;-0.0102980765



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