How do I graph "Bollinger Bands" (Moving Avg and Moving SD)

Moderators: statman, Analyst Techy, andris, Fierce, GerineL, Smash

dyokum
Posts: 1
Joined: Sat Dec 24, 2011 4:34 pm

How do I graph "Bollinger Bands" (Moving Avg and Moving SD)

Postby dyokum » Sat Dec 24, 2011 4:50 pm

Dear All,

(First time posting, so please excuse me if I don't follow any posting rules/standards).

I am attempting to graph a line chart with what are known as "Bollinger Bands." This entails four lines. The first line is the typical data (e.g., stock market price over time). The second line is a moving average (e.g., the average stock market price over the last ten days). The third and fourth lines are moving standard deviations (e.g., lines representing three standard devations above and below the moving average).

I have two obstacles. First, although I know the PMA subcommand can be used to create a moving average, I cannot find an equivalent command for creating a moving standard deviation. Is there such a command, or any ideas how to program it directly? If there was a way to alter the PMA code and create a new command myself, the statistics itself is straightforward - just not sure how to access and alter the code.

Second, once I have all those moving average and standard deviation variables created, how do I graph all four lines simultaneously on the same Y-axis?

Thanks so much for your help! Happy holidays!

-David

P.S. I am operating in SPSS 17.0.

Who is online

Users browsing this forum: No registered users and 2 guests

cron