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Fourier Analysis of CWH (CommonWealth Reit)


CWH (CommonWealth Reit) appears to have interesting cyclic behaviour every 2 weeks (.4876*cosine), 2 weeks (.1779*sine), and (-79228162514264337593543950335*cosine).

CWH (CommonWealth Reit) has an average price of 26.78 (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 10/7/2016 to 1/9/2017 for CWH (CommonWealth Reit), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
026.78491   0 
1-.89956 -5.68738 (1*2π)/1515 weeks
2-1.07207 -1.23304 (2*2π)/158 weeks
3-.59483 -.80413 (3*2π)/155 weeks
4-.74989 -.63441 (4*2π)/154 weeks
5-.48761 -.17794 (5*2π)/153 weeks
6-.12262 -.35709 (6*2π)/153 weeks
7-.42483 .42417 (7*2π)/152 weeks
8-.42483 -.42417 (8*2π)/152 weeks
9-.12262 .35709 (9*2π)/152 weeks
10-.48761 .17794 (10*2π)/152 weeks
11-.74989 .63441 (11*2π)/151 weeks
12-.59483 .80413 (12*2π)/151 weeks
13-1.07207 1.23304 (13*2π)/151 weeks

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