Calculate autocorrelation for incomplete list of data

F

Fabian

Hello,

this is the situation:

I've got a list of dated data (profits on unhedged carry trades on different
dates) and I would like to calculate their autocorrelations for different
time lags.
As there ins't data available for every day, there are many empty fields in
the list.

Is there a way to calculate autocorrelations according to day difference on
this list? Can I tell Excel how to ignore empty fields?

Thank you,
 

Ask a Question

Want to reply to this thread or ask your own question?

You'll need to choose a username for the site, which only take a couple of moments. After that, you can post your question and our members will help you out.

Ask a Question

Top