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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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