上证分形分析.m

混沌与分形理论是最新兴起的金融市场理论

clear
x=xlsread('index');
y=x(1:5:end,2);
z1=log(y);
z2=0:(length(y)-1);
[Coefficients, S_err, XTXI, R_sq, F_val, Coef_stats, Y_hat, residuals, covariance]=mregress(z1, z2', 1);
z3=z1-(Coefficients(1)+Coefficients(2)*z2');
s=signal(z3);
a = amutual(s,10);
view(a);