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| APR 1996
SIDEBAR: Converting Absolute Data to Change in Log of Price
CONVERTING ABSOLUTE DATA TO CHANGE IN LOG OF PRICE Sidebar Figure 1 is a sample of weekly interest rate and S&P 500 index data and the formula used to convert absolute interest rate data to changes in logs. Formulas first calculate the log of price and then subtract the week-earlier value from the current week value. Change in log of interest rates and the S&P index is the data used throughout. ASSESSING STATIONARITY 1. Divide the range of data into five to 10 equally sized bins so that each observation falls into a bin. The two bins at the upper and lower extremes of the range should be defined so they are unbounded on the side of the bin away from the mean.
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