Sesgo curtosis
Precios | | | | | | | | | |
Fecha | | Cierre Ajustado* | | [x - x̄]² | | [x - x̄]3 | | [x - x̄]4 | |
30/09/2010 | 1 | 31.7 | | 1.6783 | | 5.9325 | | 10.7396 | |
29/09/2010 | 2 | 31.38 | | 0.9516 | | 2.5329 | | 3.4526 | |
28/09/2010 | 3 | 31.3 | | 0.8019 | | 1.9594 | | 2.4519 | |
27/09/2010 | 4 |31.16 | | 0.5708 | | 1.1766 | | 1.2422 | |
24/09/2010 | 5 | 31.18 | | 0.6014 | | 1.2725 | | 1.3790 | |
23/09/2010 | 6 | 31.01 | | 0.3666 | | 0.6057 | | 0.5125 | |22/09/2010 | 7 | 30.94 | | 0.2868 | | 0.4190 | | 0.3135 | |
21/09/2010 | 8 | 30.95 | | 0.2976 | | 0.4429 | | 0.3376 | |
20/09/2010 | 9 | 30.36 | | 0.0020 | | -0.0002 | | 0.0000 | |
15/09/2010 | 10 | 30.01 | | 0.1556 | | -0.1675 | | 0.0923 | |
14/09/2010 | 11 | 30.15 | | 0.0648 | | -0.0450 | | 0.0160 | |
13/09/2010 | 12 | 29.95 | | 0.2066 | | -0.2562| | 0.1627 | |
10/09/2010 | 13 | 29.97 | | 0.1888 | | -0.2238 | | 0.1359 | |
09/09/2010 | 14 | 29.88 | | 0.2751 | | -0.3937 | | 0.2885 | |
08/09/2010 | 15 | 29.73 | |0.4550 | | -0.8373 | | 0.7892 | |
07/09/2010 | 16 | 29.35 | | 1.1120 | | -3.1994 | | 4.7144 | |
06/09/2010 | 17 | 30 | | 0.1636 | | -0.1806 | | 0.1021 | |
03/09/2010 | 18 | 29.8| | 0.3654 | | -0.6027 | | 0.5091 | |
02/09/2010 | 19 | 29.6 | | 0.6472 | | -1.4207 | | 1.5971 | |
01/09/2010 | 20 | 29.67 | | 0.5395 | | -1.0812 | | 1.1097 | |
| | | ∑= | 9.7305 | | 5.9332 | | 29.9459 | |
| x̄= | 30.4045 | | | | | | | |
| Mediana= | 30.08 | | | | | | | |
| | | s²= | 0.5121 | Sesgo= | 0.347 | K=| -1.376 | |
| | | s=√s²= | 0.7156 | | | | | |
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| | Comprobación | | | | | |...
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