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

Fourier Analysis of CVRR (CVR Refining, LP Common Units R)


CVRR (CVR Refining, LP Common Units R) appears to have interesting cyclic behaviour every 21 weeks (.7451*sine), 19 weeks (.5937*cosine), and 16 weeks (.2486*cosine).

CVRR (CVR Refining, LP Common Units R) has an average price of 16.77 (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 1/17/2013 to 1/9/2017 for CVRR (CVR Refining, LP Common Units R), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
016.77081   0 
1-2.24571 2.99421 (1*2π)/209209 weeks
2-.33729 3.17027 (2*2π)/209105 weeks
31.74291 3.04447 (3*2π)/20970 weeks
4-.29476 .70361 (4*2π)/20952 weeks
5.0217 .17821 (5*2π)/20942 weeks
6-.18092 1.00392 (6*2π)/20935 weeks
7.45264 .41363 (7*2π)/20930 weeks
8-.63414 -.04298 (8*2π)/20926 weeks
9.00019 .57712 (9*2π)/20923 weeks
10-.42446 .74509 (10*2π)/20921 weeks
11.5937 .17135 (11*2π)/20919 weeks
12.03427 .01906 (12*2π)/20917 weeks
13.24863 .15633 (13*2π)/20916 weeks
14-.06269 .22488 (14*2π)/20915 weeks
15.10148 .0221 (15*2π)/20914 weeks
16-.06888 .2258 (16*2π)/20913 weeks
17-.15277 -.28046 (17*2π)/20912 weeks
18-.23502 .28592 (18*2π)/20912 weeks
19.02866 .09229 (19*2π)/20911 weeks
20.04822 .02 (20*2π)/20910 weeks
21.04059 .09307 (21*2π)/20910 weeks
22-.08547 .1765 (22*2π)/20910 weeks
23.03974 .15497 (23*2π)/2099 weeks
24.14762 .13406 (24*2π)/2099 weeks
25.15235 .14706 (25*2π)/2098 weeks
26-.05989 .01013 (26*2π)/2098 weeks
27.0919 .11705 (27*2π)/2098 weeks
28.1028 .13444 (28*2π)/2097 weeks
29-.024 .11959 (29*2π)/2097 weeks
30-.18736 .08657 (30*2π)/2097 weeks
31-.0782 .17038 (31*2π)/2097 weeks
32.02361 .16861 (32*2π)/2097 weeks
33-.04272 .15076 (33*2π)/2096 weeks
34-.16117 .03211 (34*2π)/2096 weeks
35-.1264 .04893 (35*2π)/2096 weeks
36-.16989 -.13712 (36*2π)/2096 weeks
37.11303 -.0612 (37*2π)/2096 weeks
38.0254 -.0329 (38*2π)/2096 weeks
39.02509 -.04759 (39*2π)/2095 weeks
40-.16743 -.08137 (40*2π)/2095 weeks
41.00353 .16491 (41*2π)/2095 weeks
42-.02015 .01968 (42*2π)/2095 weeks
43.15464 .02342 (43*2π)/2095 weeks
44-.09994 .05145 (44*2π)/2095 weeks
45.11253 .07301 (45*2π)/2095 weeks
46.02035 .00178 (46*2π)/2095 weeks
47.13224 -.04239 (47*2π)/2094 weeks
48.0368 -.02533 (48*2π)/2094 weeks
49.09109 .01362 (49*2π)/2094 weeks
50.00044 -.06499 (50*2π)/2094 weeks
51-.01498 -.07707 (51*2π)/2094 weeks
52-.0277 -.06417 (52*2π)/2094 weeks
53.11347 -.02038 (53*2π)/2094 weeks
54-.05941 .01014 (54*2π)/2094 weeks
55.03394 .17628 (55*2π)/2094 weeks
56.00983 .08551 (56*2π)/2094 weeks
57.0075 .05348 (57*2π)/2094 weeks
58.00876 .03783 (58*2π)/2094 weeks
59.07885 .06807 (59*2π)/2094 weeks
60.01446 .02331 (60*2π)/2093 weeks
61-.05657 -.05999 (61*2π)/2093 weeks
62-.00429 .0073 (62*2π)/2093 weeks
63.04666 -.00428 (63*2π)/2093 weeks
64.02936 .01282 (64*2π)/2093 weeks
65.05988 .01393 (65*2π)/2093 weeks
66.08263 .02408 (66*2π)/2093 weeks
67.01067 .01258 (67*2π)/2093 weeks
68.03392 .00926 (68*2π)/2093 weeks
69.11751 .03009 (69*2π)/2093 weeks
70.10105 .00759 (70*2π)/2093 weeks
71-.00392 .00372 (71*2π)/2093 weeks
72-.00958 -.00509 (72*2π)/2093 weeks
73.05235 -.15949 (73*2π)/2093 weeks
74.08356 -.01718 (74*2π)/2093 weeks
75-.02735 -.01953 (75*2π)/2093 weeks
76.00121 .02815 (76*2π)/2093 weeks
77.05536 -.00048 (77*2π)/2093 weeks
78.02514 .01951 (78*2π)/2093 weeks
79.07842 -.04782 (79*2π)/2093 weeks
80.01638 .01792 (80*2π)/2093 weeks
81.12221 -.02475 (81*2π)/2093 weeks
82.10216 .04359 (82*2π)/2093 weeks
83.09331 -.01895 (83*2π)/2093 weeks
84-.00219 .04012 (84*2π)/2092 weeks
85.02973 .06012 (85*2π)/2092 weeks
86-.07396 -.00189 (86*2π)/2092 weeks
87-.04143 -.04506 (87*2π)/2092 weeks
88-.0528 .13748 (88*2π)/2092 weeks
89-.00045 .06971 (89*2π)/2092 weeks
90-.02376 -.04676 (90*2π)/2092 weeks
91-.0078 .056 (91*2π)/2092 weeks
92.03008 .12635 (92*2π)/2092 weeks
93.09351 .00845 (93*2π)/2092 weeks
94-.02291 .14459 (94*2π)/2092 weeks
95-.05472 -.02488 (95*2π)/2092 weeks
96-.02888 .00211 (96*2π)/2092 weeks
97.03199 .01836 (97*2π)/2092 weeks
98.04119 -.10879 (98*2π)/2092 weeks
99-.02591 .00901 (99*2π)/2092 weeks
100.07812 .02073 (100*2π)/2092 weeks
101.07709 .00455 (101*2π)/2092 weeks
102.10719 .00802 (102*2π)/2092 weeks
103.14667 .0452 (103*2π)/2092 weeks
104.04544 -.0262 (104*2π)/2092 weeks
105.04544 .0262 (105*2π)/2092 weeks
106.14667 -.0452 (106*2π)/2092 weeks
107.10719 -.00802 (107*2π)/2092 weeks
108.07709 -.00455 (108*2π)/2092 weeks
109.07812 -.02073 (109*2π)/2092 weeks
110-.02591 -.00901 (110*2π)/2092 weeks
111.04119 .10879 (111*2π)/2092 weeks
112.03199 -.01836 (112*2π)/2092 weeks
113-.02888 -.00211 (113*2π)/2092 weeks
114-.05472 .02488 (114*2π)/2092 weeks
115-.02291 -.14459 (115*2π)/2092 weeks
116.09351 -.00845 (116*2π)/2092 weeks
117.03008 -.12635 (117*2π)/2092 weeks
118-.0078 -.056 (118*2π)/2092 weeks
119-.02376 .04676 (119*2π)/2092 weeks
120-.00045 -.06971 (120*2π)/2092 weeks
121-.0528 -.13748 (121*2π)/2092 weeks
122-.04143 .04506 (122*2π)/2092 weeks
123-.07396 .00189 (123*2π)/2092 weeks
124.02973 -.06012 (124*2π)/2092 weeks
125-.00219 -.04012 (125*2π)/2092 weeks
126.09331 .01895 (126*2π)/2092 weeks
127.10216 -.04359 (127*2π)/2092 weeks
128.12221 .02475 (128*2π)/2092 weeks
129.01638 -.01792 (129*2π)/2092 weeks
130.07842 .04782 (130*2π)/2092 weeks
131.02514 -.01951 (131*2π)/2092 weeks
132.05536 .00048 (132*2π)/2092 weeks
133.00121 -.02815 (133*2π)/2092 weeks
134-.02735 .01953 (134*2π)/2092 weeks
135.08356 .01718 (135*2π)/2092 weeks
136.05235 .15949 (136*2π)/2092 weeks
137-.00958 .00509 (137*2π)/2092 weeks
138-.00392 -.00372 (138*2π)/2092 weeks
139.10105 -.00759 (139*2π)/2092 weeks
140.11751 -.03009 (140*2π)/2091 weeks
141.03392 -.00926 (141*2π)/2091 weeks
142.01067 -.01258 (142*2π)/2091 weeks
143.08263 -.02408 (143*2π)/2091 weeks
144.05988 -.01393 (144*2π)/2091 weeks
145.02936 -.01282 (145*2π)/2091 weeks
146.04666 .00428 (146*2π)/2091 weeks
147-.00429 -.0073 (147*2π)/2091 weeks
148-.05657 .05999 (148*2π)/2091 weeks
149.01446 -.02331 (149*2π)/2091 weeks
150.07885 -.06807 (150*2π)/2091 weeks
151.00876 -.03783 (151*2π)/2091 weeks
152.0075 -.05348 (152*2π)/2091 weeks
153.00983 -.08551 (153*2π)/2091 weeks
154.03394 -.17628 (154*2π)/2091 weeks
155-.05941 -.01014 (155*2π)/2091 weeks
156.11347 .02038 (156*2π)/2091 weeks
157-.0277 .06417 (157*2π)/2091 weeks
158-.01498 .07707 (158*2π)/2091 weeks
159.00044 .06499 (159*2π)/2091 weeks
160.09109 -.01362 (160*2π)/2091 weeks
161.0368 .02533 (161*2π)/2091 weeks
162.13224 .04239 (162*2π)/2091 weeks
163.02035 -.00178 (163*2π)/2091 weeks
164.11253 -.07301 (164*2π)/2091 weeks
165-.09994 -.05145 (165*2π)/2091 weeks
166.15464 -.02342 (166*2π)/2091 weeks
167-.02015 -.01968 (167*2π)/2091 weeks
168.00353 -.16491 (168*2π)/2091 weeks
169-.16743 .08137 (169*2π)/2091 weeks
170.02509 .04759 (170*2π)/2091 weeks
171.0254 .0329 (171*2π)/2091 weeks
172.11303 .0612 (172*2π)/2091 weeks
173-.16989 .13712 (173*2π)/2091 weeks
174-.1264 -.04893 (174*2π)/2091 weeks
175-.16117 -.03211 (175*2π)/2091 weeks
176-.04272 -.15076 (176*2π)/2091 weeks
177.02361 -.16861 (177*2π)/2091 weeks
178-.0782 -.17038 (178*2π)/2091 weeks
179-.18736 -.08657 (179*2π)/2091 weeks
180-.024 -.11959 (180*2π)/2091 weeks
181.1028 -.13444 (181*2π)/2091 weeks
182.0919 -.11705 (182*2π)/2091 weeks
183-.05989 -.01013 (183*2π)/2091 weeks
184.15235 -.14706 (184*2π)/2091 weeks
185.14762 -.13406 (185*2π)/2091 weeks
186.03974 -.15497 (186*2π)/2091 weeks
187-.08547 -.1765 (187*2π)/2091 weeks
188.04059 -.09307 (188*2π)/2091 weeks
189.04822 -.02 (189*2π)/2091 weeks
190.02866 -.09229 (190*2π)/2091 weeks
191-.23502 -.28592 (191*2π)/2091 weeks
192-.15277 .28046 (192*2π)/2091 weeks
193-.06888 -.2258 (193*2π)/2091 weeks
194.10148 -.0221 (194*2π)/2091 weeks
195-.06269 -.22488 (195*2π)/2091 weeks
196.24863 -.15633 (196*2π)/2091 weeks
197.03427 -.01906 (197*2π)/2091 weeks
198.5937 -.17135 (198*2π)/2091 weeks
199-.42446 -.74509 (199*2π)/2091 weeks
200.00019 -.57712 (200*2π)/2091 weeks
201-.63414 .04298 (201*2π)/2091 weeks
202.45264 -.41363 (202*2π)/2091 weeks
203-.18092 -1.00392 (203*2π)/2091 weeks
204.0217 -.17821 (204*2π)/2091 weeks
205-.29476 -.70361 (205*2π)/2091 weeks
2061.74291 -3.04447 (206*2π)/2091 weeks
207-.33729 -3.17027 (207*2π)/2091 weeks

Problems, Comments, Suggestions? Click here to contact Greg Thatcher

Please read my Disclaimer





Copyright (c) 2013 Thatcher Development Software, LLC. All rights reserved. No claim to original U.S. Gov't works.