Full reversions are happening within a fraction of that time frame. The code runs fine, however for this series I am getting a halflife of 680.5 days - I can see from the chart that this looks very wrong. #run OLS regression to find regression coefficient to use as "theta" #set up lagged series of z_array and return series of z_array I am carrying out the following using python code to find the halflife (FYI the series shown above is held in the variable (z_array): import numpy as np Which obviously looks rather mean reverting. I have a series which when plotted looks like: I am currently attempting to calculate the halflife of a mean reverting series using python programming language and the theory of the Ornstein–Uhlenbeck process. Half-Life 2 Valve Freeman Lambda EMBROIDERED PATCH Badge Iron-on, Sew On 3.75' (Half-Life yellow) 5.0 out of 5 stars 5 ratings.
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