time series

  1. C

    Finding Percentage Drop

    I need a formula that will show the "Header" that correlates with the first time a value drops by at least 90%. In the example below, in the Yellow column, it should say "Q4 2015". Please help! This data package is huge. I need a formula to apply or I may spend the next 10 years doing it...
  2. S

    Convert JSON data to time series data in excel

    For the last 10 years or so I have wanted to convert JSON data to time series data in Excel. I never found an easy solution. This has irritated me. Coinmarketcap has an API for crypto currencies and JSON data https://api.coinmarketcap.com/v2/ticker/ https://api.coinmarketcap.com/v2/ticker/ {...
  3. T

    How to compare different size datasets with varying time increments

    Hi Chandooers, My worksheet does this; I have a workbook which simulates the temperatures and displacements across hundreds of test points within a 2D model of an aircraft engine, at discrete time increments from the start of a flight cycle to the end. It's used for analysis and engineering...
  4. C

    Running percent change formula for time series

    Hello! This is my first post in this forum. I am very happy to be part of it and learn a lot of Excel from all your knowledge and experience :) Is there a way to automatically change the cell references in order to calculate the running percent change, when the year changes? (see row 3) For...
  5. R

    Time series data

    Good day all. I’ve got a time series database for my economic data, and it generally works pretty well except I have one issue around data frequency in my queries. In short, different indicators have different release frequencies, such as daily, monthly, quarterly, annual etc. I have two...
  6. Z

    forecast monthly change of inflation rate

    Hi :) I am working on a project to forecast monthly change of inflation rate. I used SLR but the forecast doesnt seem to be correct. Could someone take a look please? :confused: I am also not sure how to diagnose time series (stationarity, trend, ARMA..) in Excel( is this even possible?) I...
  7. S

    Median Date for time series data

    I have 30 years of time series data for which I would like to obtain approximate median dates for. The data looks like this: <tbody> Date Live 12/27/1976 1 1/9/1977 1 2/22/1977 1 2/23/1977 1 2/24/1977 1 2/27/1977 1 3/1/1977 2 3/2/1977 2 3/3/1977 8 3/6/1977 1 3/7/1977 3...
  8. A

    Time series data scrubbing & summary including dates - VBA solution??

    Hello, I am creating a template that starts with a time series of daily values for the past year (the specific dates will depend on what day I am updating it for). I need to be able to manipulate monthly data from the time series. I am running into issues because there are gaps in the data...
  9. A

    Formula to calculate monthly values from weekly time series, using days in each week

    I want to calculate monthly values from weekly ones, by taking into account the number of days in the weeks that overlap each month. Below is an example. Row 5 shows the figures I want to calculate, by referencing the rows above. <tbody> 03/05/2015 10/05/2015 17/05/2015 24/05/2015 31/05/2015...
  10. U

    Spike Count from Time Series Data Sets

    Hi - in need of help again. I require to count the number of large spikes per week from over two years of, mostly hourly, timestamped data from around 50 data sets. Some sets are in half-hourly intervals. Unfortunately there are cases of missing data, ranging from 1 record up to 140 records...
  11. T

    Cointegration and granger's causality test in Excel

    I have following data: A -> 100 150 123 145 167 200 250 300 270 B-> 290 300 280 276 234 234 288 345 399 How can I perform stationarity,cointegration,Granger's test in Excel?
  12. M

    Array slicing, calculations on dynamic array, rolling fixed period lookback

    I am attempting to pass historical price data for 5 stocks into a 3D array and then do calculations there (and keep in dimension 3). My array is called "matrix" in the workbook attached, and the 3 dimensions are: 1-number of periods (in this case, days), 2-number of stocks and 3-price data and...
  13. M

    VBA - price time series calcs on array - run time error 13

    <tbody> 0 down vote favorite I suspect my question has a very simple answer, and yet I cannot find an answer that I understand in searching all over the site. Ticker1 = an array of stock prices (1 To 2542) PctChg1 =...
  14. R

    Timestamp Continuity Macro Problems

    Hello all, I am looking for some help either A) troubleshooting an existing macro or B) finding another (better?) method for solving the same problem. Because my write-up has proven to be rather lengthy to explain, here is the "TLDR" version: I have a macro that is supposed to fill in gaps in...
  15. W

    Time Series Analysis VBA Transformation

    Hello! I have data from two water pumps - the data is given in start/stop times for the pump activation. So in column A I have dd/mm/yyyy hh:mm:ss and in column B; then "Start"/"Stop". So something like this for each pump... <tbody> <tbody> 30-Jul-11 01:22:42 RUNNING 30-Jul-11 01:28:20...
  16. S

    question working with time series data

    I am working with some Time Series data that has one unique ID per row and columns of gift information: The columns accross the sheet look like this: ID Gift1 date1 Gift2 Date2 Gift3 Date3 Gift4 Date4 Gift5 Date5... etc I am looking to take the maximum gift and its corresponding date and...
  17. S

    Excel Scatter Plot Problem: Date/Time on x-axis

    I have dates (column A), times (Column B), and a dependent variable (Column C) in a straightforward arrangement in Excel 2007. I select both column A and B for the x-axis and in the Data Select window and Excel appears to understand that these columns are the collective x-axis. But on the...
  18. P

    Graphing multiple series over time

    Hey, Any idea how I can show the following in one chart (or any other better way?): August 3rd: sizes____apples________ oranges 1lb ________5 ___________8 2lb ________6___________ 9 3lb ________4___________ 6 4lb ________6___________ 9 etc. August 4th: sizes 1lb ________4...
  19. brettr87

    Floor and Ceiling problem

    Looking for help adjusting my formula in column D (Ceiling) so that instances like D5 would read as 15:15:00 as opposed to 15:00:00. Help is greatly appreciated. Excel...
  20. S

    Normalize returns

    Hi all, I have 2 times series of monthly stock returns. I want to normalize the 2nd series to the first, so the cumulative return of both end up in the same spot on a chart (to show the stdev of the 2nd compared to the first). Here is my current process that does not work: 1. Calc GEOMEAN of...

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