Research method
Chi-square test
Chi-square test is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph5
How the method is built, and where it has been read
Depends on
Often reviewed together
Transition matrix4 readings
Often reviewed together
Correlation analysis4 readings
Often reviewed together
Market breadth5 readings
Often reviewed together
Hypothesis testing5 readings
Often reviewed together
Autocorrelation test7 readings
Read in the archive6 readings
1985A serial-dependence window from signed price transitions1986Evaluate the price random-walk question as a gated quantile lab1986Chi-square tests on price transition matrices1988Evaluating stationarity, randomness, and dependence in an index series1990When quiet-day breadth fails a horizon test1995Collapse correlated inputs via a joint-state chi-square sequence
This registry entry describes a research method. It is not investment advice and does not make a performance claim.