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Fourier Analysis of HOT (Starwood Hotels & Resorts Worl)


HOT (Starwood Hotels & Resorts Worl) appears to have interesting cyclic behaviour every 3 weeks (.8415*sine), 2 weeks (.8415*sine), and 3 weeks (.8191*cosine).

HOT (Starwood Hotels & Resorts Worl) has an average price of 73.9 (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 10/3/2016 for HOT (Starwood Hotels & Resorts Worl), this program was able to calculate the following Fourier Series:
Sequence #Cosine Coefficients Sine Coefficients FrequenciesPeriod
073.89845   0 
1-4.29901 -2.2331 (1*2π)/4040 weeks
2-3.43435 -5.14321 (2*2π)/4020 weeks
31.07247 -1.68901 (3*2π)/4013 weeks
4.30483 -1.09666 (4*2π)/4010 weeks
5-.00222 -.87472 (5*2π)/408 weeks
6-.67489 -.96244 (6*2π)/407 weeks
7.03421 -1.66821 (7*2π)/406 weeks
8-.50505 .49925 (8*2π)/405 weeks
9-1.05163 -.67186 (9*2π)/404 weeks
10-.69812 -.36373 (10*2π)/404 weeks
11-.05193 -.77106 (11*2π)/404 weeks
12.31053 -.243 (12*2π)/403 weeks
13-.81905 -.1158 (13*2π)/403 weeks
14-.13714 -.84153 (14*2π)/403 weeks
15-.04152 -.33936 (15*2π)/403 weeks
16-.02421 -.18871 (16*2π)/403 weeks
17-.19024 -.07557 (17*2π)/402 weeks
18-.64415 .13144 (18*2π)/402 weeks
19-.00358 -.12822 (19*2π)/402 weeks
20-.07679   (20*2π)/402 weeks
21-.00358 .12822 (21*2π)/402 weeks
22-.64415 -.13144 (22*2π)/402 weeks
23-.19024 .07557 (23*2π)/402 weeks
24-.02421 .18871 (24*2π)/402 weeks
25-.04152 .33936 (25*2π)/402 weeks
26-.13714 .84153 (26*2π)/402 weeks
27-.81905 .1158 (27*2π)/401 weeks
28.31053 .243 (28*2π)/401 weeks
29-.05193 .77106 (29*2π)/401 weeks
30-.69812 .36373 (30*2π)/401 weeks
31-1.05163 .67186 (31*2π)/401 weeks
32-.50505 -.49925 (32*2π)/401 weeks
33.03421 1.66821 (33*2π)/401 weeks
34-.67489 .96244 (34*2π)/401 weeks
35-.00222 .87472 (35*2π)/401 weeks
36.30483 1.09666 (36*2π)/401 weeks
371.07247 1.68901 (37*2π)/401 weeks
38-3.43435 5.14321 (38*2π)/401 weeks



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