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appending series
Hi,
I am a newbie to VB and need some assistance in creating a single series from multiple columns of futures price data on excel. The first column contains the date, followed by price data for each futures contract in separate columns. The issue here is that I need to create a series starting with data from column B till two working days before the contract month (to clarify, there are five contract months - March, May, July, September and December and if the first contract is a contract for March in that year, then two days before the contract month would mean that the series takes data from this contract till the point that there are two working days in February) at which point the series picks up data from the next contract for which data is available (usually the May contract for that year) and so on till the end of the file. The data extends over 52 years Thanks in advance. |
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