2008年12月3日水曜日

Power Law:(28)STOCK,TSE,Electric Appliances,200811xx

(2008/12/15)
終値に誤り発見!Power Law:(33)を参照。再トライ,TODO)
Mistakes to the closing share price!Refer to Power Law:(33). Re-trial and TODO)

http://humanbeing-etcman.blogspot.com/2008/12/power-law33stocklast-price-incorrect.html

(2008/11/25-2008/12/02)

新聞の株式欄を見る。
東証第1部の電機関係の会社で、終値のべき乗傾向の推移をチェックする。

期間:20081105, 20081107, 20081114, 20081117, 20081119, 20081121, 20081126

The stocks column of the newspaper is seen.
The transition of the Power Law tendency to Last price is checked in the company related to the Electric Appliances of first section of the Tokyo Stock Exchange.

Period: 20081105, 20081107, 20081114, 20081117, 20081119, 20081121, 20081126

データは以下を使用。
Data is used as follows.
http://humanbeing-etcman.blogspot.com/2008/12/stock5tseelectric-applianceslast.html

~~~
方法,Method)
食品に同じ。以下を参照。
It is the same as food. The following references.
http://humanbeing-etcman.blogspot.com/2008/12/power-law27stocktsefoods200811xx.html


~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081105,Wed]
[1] 20081105,Company=order:1 to 161,ALL

LN(y) = -1.0735*LN(x) + 10.79 , R^2=0.8323


--
[2]
order:1 to 010 R^2=0.9647
order:1 to 020 R^2=0.9749
order:1 to 030 R^2=0.9837
order:1 to 040 R^2=0.9863
order:1 to 045 R^2=0.9877
order:1 to 046 R^2=0.988
order:1 to 047 R^2=0.9881
order:1 to 048 R^2=0.9881
order:1 to 049 R^2=0.9882

order:1 to 050 R^2=0.9883 <--:best

order:1 to 051 R^2=0.9882
order:1 to 052 R^2=0.988
order:1 to 053 R^2=0.9879
order:1 to 054 R^2=0.9878
order:1 to 055 R^2=0.9877
order:1 to 056 R^2=0.9876
order:1 to 057 R^2=0.9876
order:1 to 058 R^2=not checked.
order:1 to 059 R^2=not checked.
order:1 to 060 R^2=0.9874
order:1 to 065 R^2=0.988
order:1 to 070 R^2=0.988
order:1 to 080 R^2=not checked.
order:1 to 090 R^2=not checked.
order:1 to 100 R^2=not checked.
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8323


---
[3] 20081105,Company=order:1 to 050

LN(y) = -0.7086*LN(x) + 9.7297 , R^2=0.9883

LN
(x, y)=(1, exp(9.7297)),(50, exp(-0.7086*LN(50) + 9.7297))
=(1, 16809.51),(50, 1051.15)
Relative value)
=(1, 16809.51/1051.15),(50, 1)
=(1, 15.992),(50, 1)
A=-0.7086
B=15.992

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081107,Fri]
[1] 20081107,Company=order:1 to 161,ALL

LN(y) = -1.0677*LN(x) + 10.667 , R^2=0.8273

---
[2] 20081107,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9664
order:1 to 020 R^2=0.9763
order:1 to 030 R^2=0.9852
order:1 to 040 R^2=0.9882
order:1 to 050 R^2=0.9902
order:1 to 055 R^2=0.9906
order:1 to 056 R^2=0.9907
order:1 to 057 R^2=0.9909
order:1 to 058 R^2=0.9909
order:1 to 059 R^2=0.991
order:1 to 060 R^2=0.9911
order:1 to 061 R^2=0.9911
order:1 to 062 R^2=0.9911
order:1 to 063 R^2=0.9912
order:1 to 064 R^2=0.9912

order:1 to 065 R^2=0.9913 <--:best
order:1 to 066 R^2=0.9913 <--:best,selected.

order:1 to 067 R^2=0.9911
order:1 to 068 R^2=0.9909
order:1 to 069 R^2=0.9907
order:1 to 070 R^2=0.9906
order:1 to 080 R^2=0.9898
order:1 to 090 R^2=0.9865
order:1 to 100 R^2=0.9845
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8273

---
[3] 20081107,Company=order:1 to 066

LN(y) = -0.7341*LN(x) + 9.6782 , R^2=0.9913

LN
(x, y)=(1, exp(9.6782)),(66, exp(-0.7341*LN(66) + 9.6782))
=(1, 15965.73),(66, 736.99)
Relative value)
=(1, 15965.73/736.99),(66, 1)
=(1, 21.663),(66, 1)
A=-0.7341
B=21.663

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081114,Fri]
[1] 20081114,Company=order:1 to 161,ALL

LN(y) = -1.0724*LN(x) + 10.648 , R^2=0.8276

---
[2] 20081114,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9643
order:1 to 020 R^2=0.9769
order:1 to 030 R^2=0.986
order:1 to 040 R^2=0.988
order:1 to 050 R^2=0.9901
order:1 to 051 R^2=not checked.
order:1 to 052 R^2=not checked.
order:1 to 053 R^2=not checked.
order:1 to 054 R^2=0.9906
order:1 to 055 R^2=0.9908
order:1 to 056 R^2=0.9909
order:1 to 057 R^2=0.9909
order:1 to 058 R^2=0.991

order:1 to 059 R^2=0.9911 <--:best

order:1 to 060 R^2=0.991
order:1 to 061 R^2=0.991
order:1 to 062 R^2=0.9909
order:1 to 063 R^2=0.9907
order:1 to 064 R^2=0.9907
order:1 to 065 R^2=0.9907
order:1 to 070 R^2=0.9907
order:1 to 080 R^2=0.9887
order:1 to 090 R^2=not checked.
order:1 to 100 R^2=not checked.
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8276

---
[3] 20081114,Company=order:1 to 059

LN(y) = -0.7255*LN(x) + 9.6249 , R^2=0.9911

LN
(x, y)=(1, exp(9.6249)),(59, exp(-0.7255*LN(59) + 9.6249))
=(1, 15137.04),(59, 785.76)
Relative value)
=(1, 15137.04/785.76),(59, 1)
=(1, 19.264),(59, 1)
A=-0.7255
B=19.264

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081117,Mon]
[1] 20081117,Company=order:1 to 161,ALL

LN(y) = -1.0774*LN(x) + 10.673 , R^2=0.8264

---
[2] 20081117,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9654
order:1 to 020 R^2=0.9786
order:1 to 030 R^2=0.9869
order:1 to 040 R^2=0.9872
order:1 to 050 R^2=0.9896
order:1 to 060 R^2=0.9908
order:1 to 061 R^2=0.9909
order:1 to 062 R^2=0.9909

order:1 to 063 R^2=0.991 <--:best

order:1 to 064 R^2=0.9909
order:1 to 065 R^2=0.9909
order:1 to 066 R^2=0.9908
order:1 to 067 R^2=0.9808
order:1 to 068 R^2=0.9908
order:1 to 069 R^2=0.9909
order:1 to 070 R^2=0.9909
order:1 to 071 R^2=0.9908
order:1 to 072 R^2=0.9903
order:1 to 073 R^2=0.9899
order:1 to 074 R^2=0.9896
order:1 to 075 R^2=0.9893
order:1 to 080 R^2=0.9882
order:1 to 090 R^2=0.986
order:1 to 100 R^2=0.9838
order:1 to 110 R^2=0.9796
order:1 to 120 R^2=0.9682
order:1 to 130 R^2=0.9539
order:1 to 140 R^2=0.9373
order:1 to 150 R^2=0.9198
order:1 to 161 R^2=0.8264

---
[3] 20081117,Company=order:1 to 063

LN(y) = -0.7287*LN(x) + 9.6426 , R^2=0.991

LN
(x, y)=(1, exp(9.6426)),(63, exp(-0.7287*LN(63) + 9.6426))
=(1, 15407.35),(63, 752.57)
Relative value)
=(1, 15407.35/752.57),(63, 1)
=(1, 20.473),(63, 1)
A=-0.7287
B=20.473

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081119,Wed]
[1] 20081119,Company=order:1 to 161,ALL

LN(y) = -1.0714*LN(x) + 10.627 , R^2=0.8346

---
[2] 20081119,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9604
order:1 to 020 R^2=0.9786
order:1 to 030 R^2=0.9865
order:1 to 040 R^2=0.9896
order:1 to 050 R^2=0.9914
order:1 to 055 R^2=0.9923
order:1 to 056 R^2=0.9924

order:1 to 057 R^2=0.9926 <--:best

order:1 to 058 R^2=0.9925
order:1 to 059 R^2=0.9924
order:1 to 060 R^2=0.9923

order:1 to 061 R^2=0.9923
order:1 to 062 R^2=0.9922
order:1 to 063 R^2=0.992
order:1 to 064 R^2=0.9919
order:1 to 065 R^2=0.9918
order:1 to 070 R^2=0.9915
order:1 to 080 R^2=0.9898

order:1 to 090 R^2=not checked.
order:1 to 100 R^2=not checked.
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8346

---
[3] 20081119,Company=order:1 to 057

LN(y) = -0.7245*LN(x) + 9.6079 , R^2=0.9926

LN
(x, y)=(1, exp(9.6079)),(57, exp(-0.7245*LN(57) + 9.6079))
=(1, 14881.89),(57, 795.29)
Relative value)
=(1, 14881.89/795.29),(57, 1)
=(1, 18.713),(57, 1)
A=-0.7245
B=18.713

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081121,Fri]
[1] 20081121,Company=order:1 to 161,ALL

LN(y) = -1.0657*LN(x) + 10.587 , R^2=0.8306

---
[2] 20081121,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9764
order:1 to 020 R^2=0.9871
order:1 to 030 R^2=0.9921
order:1 to 040 R^2=0.9939
order:1 to 050 R^2=0.9949
order:1 to 055 R^2=0.9954
order:1 to 056 R^2=0.9955
order:1 to 057 R^2=0.9956
order:1 to 058 R^2=0.9957

order:1 to 059 R^2=0.9958 <--:best

order:1 to 060 R^2=0.9956
order:1 to 061 R^2=0.9954
order:1 to 062 R^2=0.9953
order:1 to 063 R^2=0.9951
order:1 to 064 R^2=0.9949
order:1 to 065 R^2=0.9946
order:1 to 070 R^2=0.994
order:1 to 080 R^2=0.9912
order:1 to 090 R^2=0.9873
order:1 to 100 R^2=0.9842
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8306

---
[3] 20081121,Company=order:1 to 059

LN(y) = -0.7098*LN(x) + 9.5407 , R^2=0.9958

LN
(x, y)=(1, exp(9.5407)),(59, exp(-0.7098*LN(59) + 9.5407))
=(1, 13914.68),(59, 770.06)
Relative value)
=(1, 13914.68/770.06),(59, 1)
=(1, 18.07),(59, 1)
A=-0.7098
B=18.07

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[20081126,Wed]
[1] 20081126,Company=order:1 to 161,ALL

LN(y) = -1.0705*LN(x) + 10.613 , R^2=0.8256

---
[2] 20081126,Company=order:1 to xxx
R^2 is checked.

order:1 to 010 R^2=0.9805
order:1 to 020 R^2=0.9882
order:1 to 030 R^2=0.9924
order:1 to 040 R^2=0.9922
order:1 to 050 R^2=0.9939
order:1 to 051 R^2=0.994
order:1 to 052 R^2=0.9941
order:1 to 053 R^2=0.9942
order:1 to 054 R^2=0.9943
order:1 to 055 R^2=0.9944
order:1 to 056 R^2=0.9945

order:1 to 057 R^2=0.9946 <--:best

order:1 to 058 R^2=0.9945
order:1 to 059 R^2=0.9945
order:1 to 060 R^2=0.9944
order:1 to 061 R^2=0.9943
order:1 to 062 R^2=0.9942
order:1 to 063 R^2=0.9939
order:1 to 064 R^2=0.9935
order:1 to 065 R^2=0.9932
order:1 to 070 R^2=0.9926
order:1 to 080 R^2=0.9907
order:1 to 090 R^2=not checked.
order:1 to 100 R^2=not checked.
order:1 to 110 R^2=not checked.
order:1 to 120 R^2=not checked.
order:1 to 130 R^2=not checked.
order:1 to 140 R^2=not checked.
order:1 to 150 R^2=not checked.
order:1 to 161 R^2=0.8256

---
[3] 20081126,Company=order:1 to 057

LN(y) = -0.7155*LN(x) + 9.5699 , R^2=0.9946

LN
(x, y)=(1, exp(9.5699)),(57, exp(-0.7155*LN(57) + 9.5699))
=(1, 14326.98),(57, 794.01)
Relative value)
=(1, 14326.98/794.01),(57, 1)
=(1, 18.044),(57, 1)
A=-0.7155
B=18.044

~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
A-Bをグラフに出力。
A-B is output to the graph.

---
ファイル:powerlaw-xx-a-b.txt を使用。The file: Powerlaw-xx-a-b.txt is used.
===
A,B,date,order,lab_disp
-0.7086,15.992,"20081105,Wed",50,right
-0.7341,21.663,"20081107,Fri",66,right
-0.7255,19.264,"20081114,Fri",59,right
-0.7287,20.473,"20081117,Mon",6,right
-0.7245,18.713,"20081119,Wed",57,right
-0.7098,18.07,"20081121,Fri",59,left
-0.7155,18.044,"20081126,Wed",57,right
===

---
Rのコードは以下。The code of R is the following.

data_ab = read.csv("powerlaw-xx-a-b.txt");

plot(log(abs(data_ab$A[0])), log(data_ab$B[0]), xlab="log(abs(a))", ylab="log(b)", xlim=c(-0.36, -0.25), ylim=c(2.5, 3.5),
col="orange", pch=20, main="Scatter chart:a-b, Power Law(xx),Electric Appliances")
par(new=T)
#
for (i in 1:length(data_ab$A)){
plot(log(abs(data_ab$A[i])), log(data_ab$B[i]), xlim=c(-0.36, -0.25), ylim=c(2.5, 3.5), ann=F)

if (data_ab$lab_disp[i] == "right"){
text(log(abs(data_ab$A[i])), log(data_ab$B[i]), data_ab$date[i], cex=0.75, pos=4, offset=0.5)
}
else if (data_ab$lab_disp[i] == "left"){
text(log(abs(data_ab$A[i])), log(data_ab$B[i]), data_ab$date[i], cex=0.75, pos=2, offset=0.5)
}
else{
text(log(abs(data_ab$A[i])), log(data_ab$B[i]), data_ab$date[i], cex=0.75, pos=4, offset=0.5)
}
par(new=T)
}

#abline(v = log(0.6), col="red")
abline(v = -0.26, col="red")

###
abline(log(144), 5, col="gray", lty=2)
abline(log((55+144)/2), 5, col="gray", lty=2)
abline(log((34+144)/2), 5, col="gray", lty=2)
abline(log((34+55+144+144)/4), 5, col="gray", lty=2)
#???
abline(log(180), 7, col="gray", lty=2)
#???
abline(log(350), 9, col="gray", lty=2)



~~~
[図への考察,Consideration to figure]
ラインとしては、週初めのライン、週中のライン、週末のラインがあるのか?いろいろ妄想する。
Does the line include the line on the line at the time of beginning of the week, the line during the week, and the weekend?Various delusion.
~~~
end

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