Search found 107 matches
- Thu Jan 20, 2005 11:26 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
hocus, maybe you can tell me if I got this right: Suppose that, sometime in the future (year 19N0), there was a E10/P of 5.3%. You look at the data and find that E10/P was also 5.3% in 1973. The SWR (HSWR80) for 1973 was 4.6%. Relying on the E10/P relationship, you conclude that a withdrawal of 4.6%...
- Thu Jan 20, 2005 10:40 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Thu Jan 20, 2005 8:40 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
When I apply this procedure to recent years, I am making a prediction ... Why wouldn't you apply the procedure starting in 1960 (for example). Then you KNOW the data for the next thirty years and can check how well that prediction fared.. If I understand you correctly, you use the data for the past...
- Thu Jan 20, 2005 7:56 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
We have checked whether our approach works. Could you point me to that check? I think it would give some confidence to an individual who may use your scheme. You are asking us to ignore one of the two critical factors and see whether our approach still works. Which one? I only ask you to indicate t...
- Thu Jan 20, 2005 7:24 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
hocus: Try to imagine Sally with a spreadsheet that uses the E10/P- Valuation model you're proposing. She has all the historical data in the spreadsheet and various mathematical justifications (including HSWR data and statements about the importance of valuations and charts with regression lines and...
- Thu Jan 20, 2005 7:11 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Thu Jan 20, 2005 6:55 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
I'll keep putting your sentences into your tutorial (even though I have little understanding of the procedure). I hope that readers are smarter than I. :? If you haven't checked to see if the Calculated Rate or the Safe Withdrawal Rate or the High Risk Rate (however calculated) actually worked well ...
- Thu Jan 20, 2005 5:08 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
That's always going to be a personal judgment call, isn't it? I realize it's a judgment call, but if the stuff y'all have been working on for years doesn't give some guidance then I don't understand its usefullness. Here's something which occurs to me: Suppose that, each January (starting in Jan, 1...
- Thu Jan 20, 2005 4:45 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
Look here:
http://www.gummy-stuff.org/JWR.htm#HSWR
and see if'n I got the procedure right.
In my explanation, what's N?
http://www.gummy-stuff.org/JWR.htm#HSWR
and see if'n I got the procedure right.
In my explanation, what's N?
- Thu Jan 20, 2005 2:25 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
While implementing your own approach, consider taking advantage of the following incomplete set of software and instructions. Actually, I have no intention of doing more than providing space for your tutorial ... and maybe a few charts :D However, when I read what's there now, I say to myself: It's...
- Tue Jan 18, 2005 8:43 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
Here's something to think about: 1: We'd like to predict next year's SWR. 2: We note the intimate relationship between SWR's and E10/P ... in the past. 3: We also note that GARCH (Nobel prize, 2003) is a mechanism for predicting tomorrow's daily volatility, based upon recent daily volatility data .....
- Tue Jan 18, 2005 2:05 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Tue Jan 18, 2005 7:14 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Tue Jan 18, 2005 6:33 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Tue Jan 18, 2005 4:51 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
If (as you have said) you're using HSWR rather than HDBR, then perhaps it's better to eliminate all references to the latter. The reason I asked about JanSz: Once upon a time I was invited to join the Motley Fool. After my first post several people asked for spreadsheets on this or that. JanSz was o...
- Tue Jan 18, 2005 4:22 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
About the charts (which are presumably the main reason for calculating SWR based upon P/E 10), how about charts like so: (They're smaller and one can see several on the screen at the same time.) About the possible wordings, I'll let you guys decide :D PS#1 I still don't understand those chart labels...
- Tue Jan 18, 2005 12:19 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
Any objection to my redoing the charts with the data here?
http://nofeeboards.com/boards/viewtopic.php?t=2846
These old eyes ain't what they used to be
I find the current charts hard to read.
http://nofeeboards.com/boards/viewtopic.php?t=2846
These old eyes ain't what they used to be
I find the current charts hard to read.
- Tue Jan 18, 2005 12:04 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
- Mon Jan 17, 2005 11:52 pm
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240
John, I'll keep putting the stuff here
http://www.gummy-stuff.org/JWR.htm
and you can comment, modify, etc.
... all this in a thread called GARCH
http://www.gummy-stuff.org/JWR.htm
and you can comment, modify, etc.
... all this in a thread called GARCH
- Mon Jan 17, 2005 11:53 am
- Forum: SWR Research Group
- Topic: GARCH
- Replies: 171
- Views: 119240