Financial planning

[sham...@hotmail.com]

How can I use BUGSXLA on the % return of different assets over a
period.
I would like to be able to use it to find the probability of exceeding
a minimum %return for a given portfolio (combination of many assets).

Please reply soon, either here or to my alternative e-mail:
shami...@warwick.ac.uk

thank you

[Phil Woodward]

I am not familiar with the analysis you describe. Does it involve
fitting a statistical model to data and then making predictions? If
so, what models do you fit and what quantities, as a function of the
model's parameters, are you trying to estimate?

BugsXLA allows statistical models to be fitted to data using Bayesian
methods, and so if this is not what you are doing, then it cannot help
you.

On Aug 11, 6:04 am, "sham-k...@hotmail.com" <sham-k...@hotmail.com>
wrote:

> shamis.k...@warwick.ac.uk
>
> thank you

[sham...@hotmail.com]

Hi,

The data I have is percentages over time, I wish to fit a statistical
model to the data in some form of distribution in order to give me the
probability of achieving greater than a given percentage?

Thank you

On Aug 11, 8:50 pm, Phil Woodward <woodward.he...@dsl.pipex.com>
wrote:

[Phil Woodward]

Are you fitting a time series model, or for the purposes of this
analysis assuming stability over time and just fitting a distribution
to the data, e.g. a Normal model would have just two parameters to
estimate (although Normal is only good for percentages if they vary
over a relatively narrow range). If time series, BugsXLA only has a
simple AR1 model. What error distributions do you usually consider?

On Aug 12, 2:13 am, "sham-k...@hotmail.com" <sham-k...@hotmail.com>
wrote:

[sham...@hotmail.com]

i am assuming stability, and the percentages vary from around -5% to
5%. i usually considder variance/standard deviation for my error

On Aug 13, 9:39 pm, Phil Woodward <woodward.he...@dsl.pipex.com>

[sham...@hotmail.com]

Or how would you suggest I go about this? I basically have historical
data for many different assets, I wan to be able to produce a
portfolio (combination of these assets) that fits certain requirements
(such as increase return, minimize standard deviation and minimize
probability of having less than a given return) what do you think?

On Aug 14, 5:46 am, "sham-k...@hotmail.com" <sham-k...@hotmail.com>
wrote: