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 Post Posted: Thu Apr 12, 2012 5:15 pm 
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Joined: Jan 05, 2011
Posts: 1438
Flag: United States - Washington DC (51)
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This is my first analysis using spectral analysis techniques. I am posting it for informational use only.

Here is the chart:
Image

Method:
Excel columns:
time = t= 1+ tstart
e= 2*PI()*t/365
cos(e)
sin(e)
cos(2e)
sin(2e)
Regression (Price Pattern) = Intercept+X Variable 1*COS(2*PI()*t/365)+X Variable 2*COS(2*PI()*t/365)+X Variable 3*COS(4*PI()*t/365)+X Variable 4*COS(4*PI()*t/365)

Used regression analysis to obtain coefficients:
Coefficients
Intercept 406.5036175
X Variable 1 0.603012855
X Variable 2 2.426697184
X Variable 3 0.664379511
X Variable 4 -1.801693773

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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

Wilshire 4500 (S Fund)
Dow Jones Wilshire 4500 Complet (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)