View Single Post
  #1   Report Post  
Posted to microsoft.public.excel.worksheet.functions
Fabian Fabian is offline
external usenet poster
 
Posts: 21
Default Calculate autocorrelation for incomplete list of data

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,