Back to list of Stocks    See Also: Seasonal Analysis of AGAGenetic Algorithms Stock Portfolio Generator, and Fourier Calculator

Fourier Analysis of AGA (PowerShares DB Agriculture Dble Shrt ETN)


AGA (PowerShares DB Agriculture Dble Shrt ETN) appears to have interesting cyclic behaviour every 6 weeks (.8421*sine), 5 weeks (.5839*sine), and 6 weeks (.5504*sine).

AGA (PowerShares DB Agriculture Dble Shrt ETN) has an average price of 26.7 (topmost row, frequency = 0).



Click on the checkboxes shown on the right to see how the various frequencies contribute to the graph. Look for large magnitude coefficients (sine or cosine), as these are associated with frequencies which contribute most to the associated stock plot. If you find a large magnitude coefficient which dramatically changes the graph, look at the associated "Period" in weeks, as you may have found a significant recurring cycle for the stock of interest.

Right click on the graph above to see the menu of operations (download, full screen, etc.)

Fourier Analysis

Using data from 1/4/2016 to 8/14/2017 for AGA (PowerShares DB Agriculture Dble Shrt ETN), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
026.70253   0 
12.81678 .26393 (1*2π)/7676 weeks
2.78618 .13166 (2*2π)/7638 weeks
3-.58983 .22291 (3*2π)/7625 weeks
4-.76904 .53955 (4*2π)/7619 weeks
5.0398 .32035 (5*2π)/7615 weeks
6-.78625 .16262 (6*2π)/7613 weeks
7-.30102 .17307 (7*2π)/7611 weeks
8-.087 .54436 (8*2π)/7610 weeks
9-.38895 .25298 (9*2π)/768 weeks
10.23887 .13489 (10*2π)/768 weeks
11.22017 .15452 (11*2π)/767 weeks
12-.08908 .84215 (12*2π)/766 weeks
13.32956 .55044 (13*2π)/766 weeks
14.10201 .23553 (14*2π)/765 weeks
15-.40713 .58386 (15*2π)/765 weeks
16.28234 .07258 (16*2π)/765 weeks
17.04759 .35188 (17*2π)/764 weeks
18.25436 .41008 (18*2π)/764 weeks
19.28368 .29327 (19*2π)/764 weeks
20-.07713 -.0334 (20*2π)/764 weeks
21.44028 .42956 (21*2π)/764 weeks
22.1377 -.28271 (22*2π)/763 weeks
23.21348 .02658 (23*2π)/763 weeks
24.16014 .12959 (24*2π)/763 weeks
25.2529 -.00813 (25*2π)/763 weeks
26.1042 -.07531 (26*2π)/763 weeks
27.4451 -.18288 (27*2π)/763 weeks
28.05349 .011 (28*2π)/763 weeks
29.29135 -.07582 (29*2π)/763 weeks
30.31226 -.07875 (30*2π)/763 weeks
31.15527 -.03195 (31*2π)/762 weeks
32.07518 .06538 (32*2π)/762 weeks
33.10599 -.0814 (33*2π)/762 weeks
34-.02509 .27348 (34*2π)/762 weeks
35-.23671 -.17588 (35*2π)/762 weeks
36.02106 -.0822 (36*2π)/762 weeks
37-.06832 .05469 (37*2π)/762 weeks
38.26652   (38*2π)/762 weeks
39-.06832 -.05469 (39*2π)/762 weeks
40.02106 .0822 (40*2π)/762 weeks
41-.23671 .17588 (41*2π)/762 weeks
42-.02509 -.27348 (42*2π)/762 weeks
43.10599 .0814 (43*2π)/762 weeks
44.07518 -.06538 (44*2π)/762 weeks
45.15527 .03195 (45*2π)/762 weeks
46.31226 .07875 (46*2π)/762 weeks
47.29135 .07582 (47*2π)/762 weeks
48.05349 -.011 (48*2π)/762 weeks
49.4451 .18288 (49*2π)/762 weeks
50.1042 .07531 (50*2π)/762 weeks
51.2529 .00813 (51*2π)/761 weeks
52.16014 -.12959 (52*2π)/761 weeks
53.21348 -.02658 (53*2π)/761 weeks
54.1377 .28271 (54*2π)/761 weeks
55.44028 -.42956 (55*2π)/761 weeks
56-.07713 .0334 (56*2π)/761 weeks
57.28368 -.29327 (57*2π)/761 weeks
58.25436 -.41008 (58*2π)/761 weeks
59.04759 -.35188 (59*2π)/761 weeks
60.28234 -.07258 (60*2π)/761 weeks
61-.40713 -.58386 (61*2π)/761 weeks
62.10201 -.23553 (62*2π)/761 weeks
63.32956 -.55044 (63*2π)/761 weeks
64-.08908 -.84215 (64*2π)/761 weeks
65.22017 -.15452 (65*2π)/761 weeks
66.23887 -.13489 (66*2π)/761 weeks
67-.38895 -.25298 (67*2π)/761 weeks
68-.087 -.54436 (68*2π)/761 weeks
69-.30102 -.17307 (69*2π)/761 weeks
70-.78625 -.16262 (70*2π)/761 weeks
71.0398 -.32035 (71*2π)/761 weeks
72-.76904 -.53955 (72*2π)/761 weeks
73-.58983 -.22291 (73*2π)/761 weeks
74.78618 -.13166 (74*2π)/761 weeks



Back to list of Stocks