Time Series Function

Mar 26, 2008

I'm trying to calculate and average using a time frame in the day. I want to use a certain number "X" that correlates to a hour/minute in the current time. How do I write a statement to get me the correct "X" value?

example:


8:00 .005
8:01 .006
8:02 .0075
8:03 .0077
8:04 .008

time now is 8:03

How do I get the .0077 in excel?

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Aug 21, 2007

I've got two time series (growth rates: what was the forecast for any particular year and what was actual growth rate for that year). I need to compare them to flag those most different. Actually I want to check the accuracy of the forecast. What would be the best function to do it?

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Jun 1, 2008

I attached the excel file with two time series data next to each other – the price and an indicator data. I have to automatically identify when the two time series DIVERGE from each other. Diverging occurs when the price makes a new high and the indicators doesn’t make a new high (called “bearish divergence”) and also when the price makes a new low and the indicator doesn’t make a new low (called “bullish divergence”). I attached the two pictures I made to demonstrate these two divergencies.

To spot the divergencies one would go through the price data – finding new highs and lows and then compare each consecutive high and low with the corresponding reading on the indicator field to see if it is also making new high or low. There would be a minimum and the maximum of data points to look back – that would ideally be configurable from a separate input cell. The problem is that I do not know how in principle such task should be approached - is it best to make a macro or can this be done through a series of formulas each building upon the previous?

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pivotland.xlsx

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Apr 21, 2008

I just joined ozgrid and this is my very first post. I have read the rules but spare me if I make some errors.

My question is related to plotting time series charts using VBA. I have data in the following format.

04/21/08 9:04:47 4.5055
04/21/08 9:04:48 4.5055
04/21/08 9:04:49 4.5055
04/21/08 9:04:49 4.5055
04/21/08 9:04:50 4.5055

04/21/08 10:05:00 3.5055
04/21/08 10:05:32 3.5055
04/21/08 10:05:40 3.5055
04/21/08 10:05:48 3.5055
04/21/08 10:05:51 3.5055

04/21/08 11:07:59 5.5055
04/21/08 11:09:00 5.5055
04/21/08 11:10:01 5.5055
04/21/08 11:11:02 5.5055
04/21/08 11:13:08 5.5055
04/21/08 11:14:11 5.5055
04/21/08 11:15:16 5.5055

The column on the left is NOW() output and the one on the right is data corresponding to the given date and time. You may interpret the above data as snapshots taken at regular time intervals.

Now what I want to do is make a chart with the above data. Where ever there is a break in the snapshots, represented by a blank line, I want the graph to jump to the next data point much as the way stock prices move from the closing price to the opening price on the next day. I am not able to figure how to do that. Since I want the x-axis to represent time, using scatter charts does not work since the intervals are not proportional to the time then.

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Code:
Public ArrayD
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25/05/07
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[code]....

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[URL] .....

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summary:

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