Dynamic statistical analysis of real-time streaming data

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  • ストリームデータの動的統計分析 : 統計処理教育へのアプローチ
  • ストリームデータ ノ ドウテキ トウケイ ブンセキ : トウケイ ショリ キョウイク エ ノ アプローチ

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Abstract

In this article, We showed the example of the dynamic statistical analysis using a streaming data about the price index of stocks and the foreign exchange. Specifically, We read financial data from WEB Site in EXCELVBA and performed a multiple regression analysis to predict price index of stocks Nikkei225. We took Nikkei225 just before that, Shanghai stock prices Composite Index（SSE）and USDJPY in an explanation variable. This multiple regression analysis was repeated 100 times with the size of Sliding Window 30. Finally, We showed the characteristics of these statistics from the regression analysis.

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