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Fourier Analysis of AMR (AMR Corporation Common Stock)


AMR (AMR Corporation Common Stock) appears to have interesting cyclic behaviour every 2 weeks (.0062*sine), 2 weeks (.0048*sine), and 2 weeks (.0046*cosine).

AMR (AMR Corporation Common Stock) has an average price of .3 (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 8/10/2016 to 11/28/2016 for AMR (AMR Corporation Common Stock), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
0.29741   0 
1.01444 .01549 (1*2π)/1717 weeks
2-.0093 .00695 (2*2π)/179 weeks
3-.0092 -.00073 (3*2π)/176 weeks
4-.00319 .00362 (4*2π)/174 weeks
5-.00088 .00094 (5*2π)/173 weeks
6.0043 -.00623 (6*2π)/173 weeks
7.00459 -.00479 (7*2π)/172 weeks
8-.00218 -.00077 (8*2π)/172 weeks
9-.00218 .00077 (9*2π)/172 weeks
10.00459 .00479 (10*2π)/172 weeks
11.0043 .00623 (11*2π)/172 weeks
12-.00088 -.00094 (12*2π)/171 weeks
13-.00319 -.00362 (13*2π)/171 weeks
14-.0092 .00073 (14*2π)/171 weeks
15-.0093 -.00695 (15*2π)/171 weeks

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