#!/usr/bin/perl

my @p; my @price;

my $old = 0; my $num = 0; my $plsum = 0;
my $ki = 0;
while (<>) {
	my @row = split(/[\t\ \,]+/);
	next unless $row[0] eq "RTSI";
	$ki++;
#	next unless 5*int($ki/5) eq $ki;
	my $price = $row[2];
	if ( not $old eq 0 ) {
		$num++;
		my $lotn = log($price/$old);
		$p[$num] = $lotn;
		$plsum+=$lotn;
		$price[$num] = $price;
#		print "$old $price $lotn\n";
	}
	$old  = $price;
}

my $trend = $plsum/$num;
for my $j ( 1 .. $num ) {
	$p[$j] = $p[$j] - $trend;
}

for my $m ( 3 .. 10 ) {
   my @vil;
   for my $i ( 1 .. int($num/$m) + 1 ) {
	my @x;
	for my $mi ( 1 .. $m) {
		push @x, $p[$m*$i+$mi-1];
	}
	$vil[$i]=vilkoksen($m,@x);
   }

   my $ssum = 0;
   for my $i ( 1 .. int($num/$m) + 1 ) {
	$ssum+=$vil[$i];
   }
   my $sa = $ssum/(int($num/$m) + 1);

   my $dsum = 0;
   for my $i ( 1 .. int($num/$m) + 1 ) {
	$dsum+=($vil[$i]-$sa)*($vil[$i]-$sa);
   }
   my $disp = $dsum/(int($num/$m) + 1);
   my $so = sqrt($disp);
   my $so_avr = sqrt($dsum)/(int($num/$m) + 1);

   my $sa_t = $m*($m+1)/4; my $disp_t = $m*($m+1)*(2*$m+1)/24; my $so_t = sqrt($disp_t); my $so_avr_t = $so_t/sqrt(int($num/$m) + 1);

   my $otkl = ($sa_t-$sa)/$so_avr_t;

   print "\tm $m sa $sa sa_t $sa_t disp $disp disp_t $disp_t so $so so_avr $so_avr so_avr_t $so_avr_t \nm $m $otkl otkl[(sa_t-sa)/so_avr_t]\n";

}

sub vilkoksen {
   my $m = shift;
   my @x;
   for my $n ( 1 .. $m ) {
	$x[$n] = shift;
   }
   my $sum = 0;
   for my $i ( 1 .. $m ) {
	for my $j ( $i .. $m ) {
		$sum+=ufun($x[$i]+$x[$j]);
	}
   }
   return $sum;
}

sub ufun {
	my $x = shift;
	return 0 if ($x<0);
	return 0.5 if ($x eq 0);
	return 1 if ($x>0);
}