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,
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