| Home |
| Search |
| Today's Posts |
|
#1
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
Hot to calculate montly slope?
Hi
I have a data set where i have daily data for 10 years. I want to calculate the beta(slope or linest) for each month. The data is only from trading days, so some months have 20 observations due to hollidays etc, and some have 25. I need excel to calculate the montly slope, any ideas? Or do I have to use matlab for this? |
|
#2
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
|
Hot to calculate montly slope?
You do not need MATLAB. Be sure the data is sorted by month and then apply
the LINEST() function over each month's data. See LINEST in Excel help for the details. -- Gary''s Student - gsnu200774 "Roy" wrote: Hi I have a data set where i have daily data for 10 years. I want to calculate the beta(slope or linest) for each month. The data is only from trading days, so some months have 20 observations due to hollidays etc, and some have 25. I need excel to calculate the montly slope, any ideas? Or do I have to use matlab for this? |
|
#3
Posted to microsoft.public.excel.worksheet.functions
|
|||
|
|||
|
Hot to calculate montly slope?
since i have 10 years of data and approximately 100 firms that will make me
do the same operation 12 000 times. I would like to speed up the process a bit. "Gary''s Student" wrote: You do not need MATLAB. Be sure the data is sorted by month and then apply the LINEST() function over each month's data. See LINEST in Excel help for the details. -- Gary''s Student - gsnu200774 "Roy" wrote: Hi I have a data set where i have daily data for 10 years. I want to calculate the beta(slope or linest) for each month. The data is only from trading days, so some months have 20 observations due to hollidays etc, and some have 25. I need excel to calculate the montly slope, any ideas? Or do I have to use matlab for this? |
| Reply |
| Thread Tools | Search this Thread |
| Display Modes | |
|
|
Similar Threads
|
||||
| Thread | Forum | |||
| What is the unprotect password for Montly timesheet template? | Excel Worksheet Functions | |||
| Auto increment chart range montly | Charts and Charting in Excel | |||
| montly summary | Excel Discussion (Misc queries) | |||
| Automaticaly create montly calendars for 30 employees | Excel Discussion (Misc queries) | |||
| Slope of graph? | Charts and Charting in Excel | |||
Linear Mode
