Suppose I had two time series consisting of weekly data points, and I want to compute the covariance of the time series for the last n weeks using the covariance function in Excel.
Would it be possible to set this scenario up in such a way that a certain cell contains the number of weeks of data I want to compute the covariance for?
That is, changing the cell element to k would lead to the already computed covariance for n weeks to change to the covariance of the data series for the last k weeks?
You decided that sample data was not important so here is some.
date nmbr
03-30-2017 4
04-04-2017 4
04-07-2017 2
04-09-2017 2
04-12-2017 1
04-15-2017 4
04-18-2017 1
04-21-2017 2
04-24-2017 1
04-26-2017 3
04-30-2017 4
05-02-2017 5
05-07-2017 4
05-09-2017 2
05-10-2017 1
05-12-2017 5
05-14-2017 4
My crystal ball tells me that this question is not so much about Excel's COVARIANCE.P or COVARIANCE.S but about limiting date related data. To this end, I'll simply SUM 4 weeks of data.
The formulas needed in E2:H2 (see supplied image) are:
=TODAY()
4
=FLOOR(E2-(F2*7), 7)+1
=SUM(INDEX(B:B, MATCH(G2, A:A)+ISNA(MATCH(G2, A:A, 0))):INDEX(B:B, MATCH(1E+99, A:A)))
Note that the dates are in ascending order.
Related
I need a count of how many date items fall within Data 1 & Data 2
ie:
x-1 will have a count of 2
x-2 will have a count of 1
-x-3 will have a count of 2
-y-1 will have a count of 2
What would be the best way to go abouts when approaching this?
Data 1
Data 2
Date
x
1
Date 1
x
1
Date 1
x
1
Date 2
x
2
Date 3
x
2
Date 3
y
1
Date 1
y
1
Date 1
I see only one way to interpret with the available information:
To count the number of times Date_to_test falls within Date_1 and Date_2 (screenshot below, sheet here), you could use either the sum or something like a countifs (with interim calc):
sum approach
=SUM(1*($C$2:$C$11<=$B$2:$B$11)*($A$2:$A$11<=$C$2:$C$11))
countifs + interim calc
helper
=1*(C2<=B2)*(A2<=C2)
(additional column, drag down)
countifs
=COUNTIFS($D$2:$D$11,1)
Screenshot
Alternative
as for the 'sum' approach, sumproduct variants (e.g. =SUMPRODUCT(1*($C$2:$C$11<=$B$2:$B$11),1*($B$2:$B$11>=$A$2:$A$11))) are calculation/memory intensive
despite the countifs + helper approach containing more 'visible' data - these values need only be calculated once, the countifs can then be determined independently (assuming no updates to the helper column) - thus making it more memory/calculation efficient depending upon your calculation mode, screen-updating preferences
Caveat
if, by some misfortune re: interpreting your question, you are referring to some other means of establishing whether "date items fall within Data 1 & Data 2", then without knowing what this is, there very low likelihood of being able to guess this correctly
I tried to do a regression analysis with some 91 data points. When I did the regression analysis initially, I got R value as 0.366733. Later I sorted the datapoints from smallest to largest and then did the regression analysis. My new R value is 0.04323. Does the order in which the original data points are arranged influence the regression analysis
The ordering of paired datapoints does not matter in regression
For example:
5 9
6 1
3 7
9 5
6 4
Gives a correlation (which is the same as standardized regression) of -0.37
If I reorder the entire data based on column 1 values:
3 7
5 9
6 1
6 4
9 5
I get the same correlation of -0.37. Notice that the pairs are still aligned, i.e. both columns are being sorted together
But in Excel its very easy to get into a situation like the following, where you're sorting by only a single column. Meaning one column will be the ordered, but the pair alignment is broken because the second column doesnt change:
3 9
5 1
6 7
6 5
9 4
Now I get a correlation of -0.41. The pairs of data are no longer aligned and effectively makes this a completely different dataset than before
Bottom line: when youre sorting in Excel make sure you've selected all of your data for the sort and not just a single column
So I have a table that looks like this
Arrival Time Probability
0 .09
1 .17
2 .27
3 .2
4 .15
5 .12
And I want excel to randomly create one of the 6 arrival time values based on the given probabilities using RAND(). Is there any way to do this other than to have nested If loops?
here's what I came up with.
I would add a column C that calculates the cumulative brackets from 0-1 each digit would represent. If you start with zero and use formulas to calculate your brackets, you can change the probability if needed in the future. (formulas in photo below)
For example, arrival time of 0 would be between 0 and .09.
Then you can use use the rand() function in column D to generate your random number between 0 and 1 and add a lookup function in column E, or wherever you like. Screenshots of the data and formulas:
Replace your probabilities with cumulative probabilities (with a preliminary line for 0) and use VLOOKUP, exploiting the fact that VLOOKUP finds the closest match:
I would like to sort my Excel file by horodate so when we switch from summer time to winter time data is ordered by chronological order and so that when I create a graph the data is represented in the right order.
When i sort by horodate (from a to Z) i obtain that:
Horodate Value Chronological order
2014-10-26T01:30:00+02:00 32273345000 1
2014-10-26T02:00:00+01:00 28310393000 4
2014-10-26T02:00:00+02:00 31705207000 2
2014-10-26T02:30:00+01:00 27116547000 5
2014-10-26T02:30:00+02:00 29900587000 3
2014-10-26T03:00:00+01:00 26535312000 6
2014-10-26T03:30:00+01:00 26165805000 7
2014-10-26T04:00:00+01:00 26022551000 8
Which is not the chronological order as you see.. I would like to have 1 2 3 4 5 6 7 8
Thank you
You can add helper column and sort using it:
Formula in D1 (dragged down) is:
=SUBSTITUTE(LEFT(A1,19),"T"," ")-RIGHT(A1,5)*(MID(A1,20,1)&"1")
First part (SUBSTITUTE(LEFT(A1,19),"T"," ")) calculates date and time part, second (-RIGHT(A1,5)) timezone offset, and the third (MID(A1,20,1)&"1") sign of timezone offset (you can remove it, if there is always + in horodate).
Need to try and get a result based on possible 3 lookups in Excel.
I have a price for a certain size hire vehicle and need to check to see if I want to add in a supplement or not based on entry into a cell in another sheet.
I have a sheet called Keys that has the criteria I base my calculations on and a second sheet I have the rates loaded for all the vehicle sizes available, cars to coaches. I would like to calculate the supplement for customers of the move to a larger vehicle or even a reduction dependent on what I choose.
Keys data is:
Vehicle Sizes
Range # Seats Rate Column Supplement Range to work on
1 4 R N
2 7 S Y 1
3 16 T N
4 24 U Y 5
5 29 V N
6 35 W N
7 45 X N
So for example if the I have chosen to calculate the supplement on the 7 seater then I want to calculate the difference between the 7 seater and 4 seater and that is my supplement. I have also chosen to calculate the reduction between the 29 and 24 seater vehicles.
Am trying to figure out how to combine multiple IF and LOOKUP, if they are correct or not.
So basically IF I have a Y in the supplement column on Keys then calculate the difference in the rates based on the Rate Column based on the Range to work on.
Any suggestions or help appreciated
Sorry think I forgot about the actual rates. They are stored on another sheet as per below. the charges are per service, like an airport transfer etc., they are in VN Dong so thats why they are in the 100,000 + range.
R S T U V W X
Rate with Surcharge
4 7 16 24 29 35 45
340000 373000 394000 735000 780000 1050000 1210000
I have tried to tweak the answer from pnuts but getting a bit lost, note sure if I need the MATCH in the formula of not.
I doubt this will suit but it may help to clarify your requirements:
=IF($D2="N","",INDEX(Sheet2!$Q$2:$X$4,MATCH(F$1,Sheet2!$Q$2:$Q$4,0),CODE($C2)-80)-INDEX(Sheet2!$Q$2:$X$4,MATCH(F$1,Sheet2!$Q$2:$Q$4,0),CODE($C2)+$E2-$A1-81))
in F2 copied across and down to suit.