#
# -----------------------------------------------------------------------------
#
# A license is hereby granted to reproduce this software source code and
# to create executable versions from this source code for personal,
# non-commercial use.  The copyright notice included with the software
# must be maintained in all copies produced.
#
# THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
# WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
# MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
# AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
# INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.
#
# Copyright (c) 1995, John Conover, All Rights Reserved.
#
# Comments and/or bug reports should be addressed to:
#
#     john@johncon.com (John Conover)
#
# -----------------------------------------------------------------------------
#
# The data may be viewed using gnuplot, with the command "gnuplot plot"
#
# $Revision: 0.0 $
# $Date: 1995/11/19 19:38:03 $
# $Id: plot,v 0.0 1995/11/19 19:38:03 john Exp $
# $Log: plot,v $
# Revision 0.0  1995/11/19 19:38:03  john
# Initial version
#
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue Rate"
show ylabel
plot "data" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Fraction of Cumulative Returns, Gain/Loss"
show ylabel
load "data.tsfraction.tsnormal-p.gnuplot"
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Absolute Value of Fraction of Cumulative Returns"
show ylabel
load "data.tsfraction.abs.tsnormal-p.gnuplot"
pause -1
#
set grid
show grid
set title "Normal Distribution of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "data.tsfraction.tsnormal-s30" with lines, "data.tsfraction.tsnormal-s30-f" with steps
pause -1
#
set grid
show grid
set title "Normal Distribution of Derivative of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "data.tsfraction.tsderivative.tsnormal-s30" with lines, "data.tsfraction.tsderivative.tsnormal-s30-f" with steps
pause -1
#
set grid
show grid
set title "Normal Distribution of Derivative of Derivative of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "data.tsfraction.tsderivatives.tsnormal-s30" with lines, "data.tsfraction.tsderivatives.tsnormal-s30-f" with steps
pause -1
#
set grid
show grid
set title "Hurst Coefficient Graphs"
show title
set xlabel "log (Time)"
show xlabel
set ylabel "log (R / S)"
show ylabel
load "data.tsfraction.tshurst-d.tslsq-p.gnuplot"
pause -1
#
set grid
show grid
set title "H Parameter Graph"
show title
set xlabel "log (Time)"
show xlabel
set ylabel "log (Stddev)"
show ylabel
load "data.tsfraction.tshcalc-d.tslsq-p.gnuplot"
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue Rate"
show ylabel
plot "data" with lines, "tsunfairbrownian-f" with lines
pause -1
#
set grid
show grid
set title "Normal Distribution of Increments"
show title
set xlabel "3 Sigma Standard Deviation"
show xlabel
set ylabel "Normalized Frequency"
show ylabel
plot "data.tsfraction.tsnormal-s30" with lines, "data.tsfraction.tsnormal-s30-f" with steps, "tsunfairbrownian-f.tsfraction.tsnormal-s30" with lines, "tsunfairbrownian-f.tsfraction.tsnormal-s30-f" with steps
pause -1
#
set grid
show grid
set title "Shannon Probability vs. Maximum Revenue Rate"
show title
set xlabel "Shannon Probability"
show xlabel
set ylabel "Maximum Revenue Rate"
show ylabel
plot "data.tsshannonmax" with lines
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue Rate"
show ylabel
plot "data" with lines, "data.tsshannonmax-p.tsunfairbrownian-p" with lines
pause -1
#
set grid
show grid
set title "Revenue Rate Forecastability"
show title
set xlabel "Time into Future"
show xlabel
set ylabel "Confidence in Revenue Rate Forecast"
show ylabel
load "hurstlownear.gnuplot"
pause -1
#
set grid
show grid
set title "Revenue Rate Forecastability"
show title
set xlabel "Time into Future"
show xlabel
set ylabel "Confidence in Revenue Rate Forecast"
show ylabel
load "hurstlowfar.gnuplot"
pause -1
#
set grid
show grid
set title "Hurst Coefficient Graphs"
show title
set xlabel "log (Time)"
show xlabel
set ylabel "log (R / S)"
show ylabel
load "data.tshurst.tslsq-p.gnuplot"
pause -1
#
set grid
show grid
set title "H Parameter Graph"
show title
set xlabel "log (Time)"
show xlabel
set ylabel "log (Stddev)"
show ylabel
load "data.tshcalc.tslsq-p.gnuplot"
pause -1
#
set grid
show grid
set title "Revenue Rate Forecastability"
show title
set xlabel "Time into Future"
show xlabel
set ylabel "Confidence in Revenue Rate Forecast"
show ylabel
load "datahurstlownear.gnuplot"
pause -1
#
set grid
show grid
set title "Revenue Rate Forecastability"
show title
set xlabel "Time into Future"
show xlabel
set ylabel "Confidence in Revenue Rate Forecast"
show ylabel
load "datahurstlowfar.gnuplot"
pause -1
#
set grid
show grid
set title "Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Maximum Revenue Rate"
show ylabel
plot "data.tsshannonmax-p.tsunfairbrownian-p" with lines, "tschangewager-f" with lines
pause -1
#
set grid
show grid
set title "Range"
show title
set xlabel "Time"
show xlabel
set ylabel "Range"
show ylabel
plot "data.tshurst-f" with lines
pause -1
#
set grid
show grid
set title "Xn-1 vs. Xn"
show title
set xlabel "Xn-1"
show xlabel
set ylabel "Xn"
show ylabel
plot "data.tsfraction.tsdeterministic" with lines
pause -1
#
set grid
show grid
set title "Discreet Logistic Function Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue Rate"
show ylabel
plot "data" with lines, "data.tsfraction.tslsq-p.tsdlogistic" with lines
pause -1
#
set grid
show grid
set title "Discreet Logistic Function Time Series Data"
show title
set xlabel "Time"
show xlabel
set ylabel "Revenue Rate"
show ylabel
plot "data" with lines, "data.tsfraction.tslsq-p.tsdlogistic2" with lines
pause -1
#
set grid
show grid
set title "Instantaneous Root Mean Square of Normalized Increments"
show title
set xlabel "Time"
show xlabel
set ylabel "RMS"
show ylabel
plot "data.tsinstant-r" with lines
pause -1
#
set grid
show grid
set title "Instantaneous Shannon Probability of Normalized Increments"
show title
set xlabel "Time"
show xlabel
set ylabel "Shannon Probability"
show ylabel
plot "data.tsinstant-s" with lines
pause -1
