Align two time series where each has gaps - excel

I am trying to merge two variables with different dates together using Excel. Here is an example of what I am trying to do:
Date Y Date X
03.01.2005 2.56438 03.01.2005 2.154
04.01.2005 2.57 04.01.2005 2.151
05.01.2005 2.59 05.01.2005 2.151
06.01.2005 2.61 06.01.2005 2.15
07.01.2005 2.61 07.01.2005 2.146
10.01.2005 2.62 08.01.2005 2.146
11.01.2005 2.63 09.01.2005 2.146
12.01.2005 2.64 10.01.2005 2.145
13.01.2005 2.66 11.01.2005 2.144
14.01.2005 2.66 12.01.2005 2.144
17.01.2005 2.67 13.01.2005 2.143
18.01.2005 2.67 14.01.2005 2.144
19.01.2005 2.68 15.01.2005 2.143
20.01.2005 2.6925 16.01.2005 2.144
21.01.2005 2.7 17.01.2005 2.143
24.01.2005 2.7 18.01.2005 2.143
25.01.2005 2.7 19.01.2005 2.144
X has values on dates when there is no Y value (e.g. 08.01.2005).
Is it possible to create a new column (say col5) that only contains the date if it can be found for both variables and then add the values for Y(col6) and X(col7) behind it? (I.e. in my case the date 08.01.2005 would be skipped since it can only be found for the variable X but not for the variable Y).
At the end it should look like:
Z Y X
03.01.2005 2.56438 2.154
04.01.2005 2.57 2.151
05.01.2005 2.59 2.151
06.01.2005 2.61 2.15
07.01.2005 2.61 2.146
10.01.2005 2.62 2.145
11.01.2005 2.63 2.144
12.01.2005 2.64 2.144
13.01.2005 2.66 2.143
14.01.2005 2.66 2.144
17.01.2005 2.67 2.143
18.01.2005 2.67 2.143
19.01.2005 2.68 2.144
Note that sometimes it is also the other way around, meaning there are dates with a value for Y but not for X.

Create a list of all possible dates on or between your limits, use VLOOKUP to populate an array including this list with Y and X from your source data then filter the array to delete rows that show #N/A.
If Date is in A1 and your list of dates in ColumnF starting in Row2, in G2:
=VLOOKUP(F2,A:B,2,0)
in H2:
=VLOOKUP(F2,C:D,2,0)
Copy both down to suit then select ColumnsF:H, Copy into a new sheet with Paste Special, Values and filter to delete rows containing #N/A. Copy result back if required.

Related

Changing the column and rows in excel

I have 3 columns and multiple rows and the structure of the columns/rows needs some changes. Since there is alot of rows i would want to do it with a formula or other to achieve the results and not manually change it.
Original:
Currency
Date
Value
EUR
2022-05-30
0.93
DKK
2022-05-30
1.93
SEK
2022-05-30
2.92
EUR
2022-05-31
0.95
DKK
2022-05-31
1.93
SEK
2022-05-31
2.93
EUR
2022-06-01
0.98
DKK
2022-06-01
1.93
SEK
2022-06-01
2.95
Expected:
Date
EUR
DKK
SEK
2022-05-30
0.93
1.93
2.93
2022-05-31
0.95
1.93
2.92
2022-06-01
0.98
1.93
2.95
So for each line there is originally a currency with a date and value. For each currency there is a new row (with same date). What i need is one date-row with multiple currency in one row (make currencies a column instead of rows)
I tried the Transponer in excel but it did not get me the result i wanted. This is what Transponer got me:
DKK
EUR
SEK
2022-05-30
2022-05-30
2022-05-30
1.93
0.93
2.93
The easiest way to achieve your aim, is to use a PivotTable.
To do it only using formulas.
In Excel for O365.
Extract a unique list of dates by using the UNIQUE function for the date column.
=SORT(UNIQUE(B2:B10))
Extract a unique list of currencies by using the UNIQUE function and then transpose it with the TRANSPOSE function to populate the column headings for the currencies.
=TRANSPOSE(UNIQUE(A2:A10))
Then use XLOOKUP with multiple criteria and ranges to return the matching exchange rates.
The ampersand & symbol is used to join the lookup_value and lookup_array allowing multiple criteria.
=XLOOKUP(G$1&$F2,$A$2:$A$10&$B$2:$B$10,$C$2:$C$10,0)

Find and replace values within ranges in excel

I have an array in excel that looks something like this, though much larger:
A B C D E F G
0 0 0 0 2.78 2.48 2.11
0 0 0 3.11 2.94 2.78 2.15
0 0 0 2.72 2.7 2.2 2.15
0 1.68 2.44 2.29 2.13 0 0
1.89 1.97 2.43 2.07 0 0 0
I'm trying to find all the values within an interval, then replace them with a different value according to a chart that looks like the one below. The values in the first row are the limits of an interval, and the second row represents the value I would like to insert into the array above. For example, the value in cell A5= 1.89. 1.89 falls between 1.8 and 1.9 so according to the chart below I would like the output to be 19.9192.
A B C D E F G ........>
1.6 1.7 1.8 1.9 2 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3 3.1 3.2
19.51 19.721 19.9192 20.1088 20.2903 20.4644 20.6318 20.7928 20.9484 21.0986 21.2441 21.3849 21.5214 21.654 21.7829 21.9083 22.0304
In terms of finding the values, I've tried the following :
=AND(A1 > Lower limit ,A1< Upper limit)
And using the Lower/ Upper limits as neighboring cells in the chart. For example,
=AND (A1> A10, A<A11)
which returns a value of either FALSE or TRUE depending of if the cell A1 is within the specified interval. I realize this isn't quite right but I'm not sure how to proceed. If its TRUE, I'm not sure how I can then insert the value I want based on the second chart - for example 19.9192 if the value was between 1.8 and 1.9, and if FALSE, I'm not sure how I can than move on to check the next interval and keep checking intervals until the right one is found an the cell is replaced appropriately. I think a loop might be needed, but I've not worked much with excel and haven't been able to get any syntax right to try it out.
A second look at your reference data, the format is in precision of 0.1. Whereas the input data is of 0.01 and 0.1. another condition is you take the lower bound of the difference. Thus, I would roundup the value 1st, then query the ref table using it. eg. 1.89 > convert to 1.8 > look for 1.8 pair value > retrieve value.
in I2 enter :
=IFERROR(INDEX($11:$11,MATCH(INT(A1*10)/10,$10:$10,0)),"") and drag it until O6.
+----[formula breakdown:]----+
round the number to 0.1 precision > INT(A1*10)/10
look for 1.8 position in the selection > match()
retrieve the value from the position identified > index()
hope that helps. (:

Matrix calculations using Excel INDIRECT

I would like to run a regression in excel using LINEST function combined with INDIRECT. I need to select the time series between dates and multiply Y and X with an Index before I run the regression.
Date | Y | X | Index
30/06/1990 1.21 2.20 -
30/09/1990 0.73 1.33 -
31/12/1990 -0.07 1.31 -
31/03/1991 1.64 0.80 1.00
30/06/1991 -0.14 0.61 1.00
30/09/1991 4.13 2.37 1.00
31/12/1991 0.71 0.78 1.00
31/03/1992 0.95 0.78 -
30/06/1992 1.61 0.78 -
By using the above data, I need to use the LINEST function from 31/03/1991 until 30/06/1992 but for dates only when the index is 1.
My idea was to use INDIRECT to specify the date range, multiply the LINEST( INDIRECT(Y)*INDIRECT(Index),INDIRECT(X)*INDIRECT(Index),0,0) but I have a error.
Thank you for your help
If the cells in the target range will always be consecutive, try...
H2, confirmed with CONTROL+SHIFT+ENTER:
=SMALL(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($A$2:$A$10)))),1)
I2, confirmed with CONTROL+SHIFT+ENTER:
=LARGE(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($A$2:$A$10)))),1)
J2, confirmed with just ENTER:
=LINEST(INDEX($B:$B,H2):INDEX($B:$B,I2),INDEX($C:$C,H2):INDEX($C:$C,I2),0,0)
Otherwise, try the following instead...
H2, confirmed with CONTROL+SHIFT+ENTER:
=LINEST(N(OFFSET($B$2:$B$10,SMALL(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($B$2:$B$10)-ROW($B$2)))),ROW(INDIRECT("1:"&SUM(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,1))))))),0,1)),N(OFFSET($C$2:$C$10,SMALL(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($C$2:$C$10)-ROW($C$2)))),ROW(INDIRECT("1:"&SUM(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,1))))))),0,1)),0,0)
However, for Excel 2010 and later, MODE.MULT can be used instead...
H2, confirmed with CONTROL+SHIFT+ENTER:
=LINEST(INDEX($B:$B,N(IF(1,MODE.MULT(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($A$2:$A$10)*{1,1}))))))),INDEX($C:$C,N(IF(1,MODE.MULT(IF($A$2:$A$10>=F2,IF($A$2:$A$10<=G2,IF($D$2:$D$10=1,ROW($A$2:$A$10)*{1,1}))))))),0,0)
Hope this helps!

Excel, more efficient formula for multiple IF ANDS

I have a spreadsheet that I am making that looks as follows:
Index Diff Exc Sym Sec Result Criteria Met
3.42 -2.07 0.86 0.92 1.83 1.95
-0.38 -2.93 0.87 0.23 -2.01 0.09
-2.67 -1.84 0.87 -2.49 -3.48 1.32
-0.65 -0.98 0.46 0.98 -2.01 0.00
-0.73 -2.79 -1.07 -2.15 -1.44 -0.10
0.15 2.33 -0.46 -0.66 3.17 0.38 0.38
0.90 -3.68 -0.72 -1.01 -1.36 1.69
0.68 -1.12 -0.36 0.73 -1.34 -0.29
-1.19 -1.70 -0.56 -1.31 1.45 0.49
-0.45 -0.69 -0.56 -1.22 0.00 -0.49
2.94 8.38 2.21 6.25 4.96 1.74
-1.04 7.36 2.59 3.00 2.17 2.97
1.21 1.73 3.05 1.48 3.56 0.77
-1.10 1.86 0.60 1.18 1.07 -0.49
-0.89 -3.19 -1.78 -2.24 -4.26 -0.81
-1.17 -3.44 0.11 -1.22 3.66 0.36
0.52 0.92 -1.02 0.38 1.96 -1.40 -1.40
-0.90 3.01 -0.86 0.62 0.97 -0.50 -0.50
2.78 1.46 0.00 0.47 1.95 0.84
Max Min
Index 2.00 -2.00
Diff 10.00 0.00
Exc 0.00 -10.00
Sym 10.00 -10.00
Sec 20.00 0.00
Under the headings Index, Diff, Exc, Sym, Sec, Result is all data, In the criteria met column i have a formula that checks if the prior headings fall within the Max and Min limits of the smaller table underneath, and if they do it posts the result, if they dont all fall within the Max and Min boundaries it leaves it blank. I did that by using this formula:
=IF(AND(A3<$B$24,A3>$C$24,B3<$B$25,B3>$C$25,C3<$B$26,C3>$C$26,D3<$B$27,D3>$C$27,E3<$B$28,E3>$C$28),F3,"")
copied down the criteria met column. It works perfectly fine for what I want it to achieve but as this spreadsheet grows and I add more columns it seems like it will be incredibly inefficient and prone to alot of human error. Is there a way to achieve the same results but by using a more efficient formula?
a picture for reference as well:
Try this array formula:
=IF(SUM((A3:E3<=TRANSPOSE($B$24:$B$28))*(A3:E3>= TRANSPOSE($C$24:$C$28)))=COLUMNS(A3:E3),F3,"")
Being an Array Formula it must be confirmed with Ctrl-Shift-Enter when exiting Edit mode. When done correctly Excel will automatically put {} around the formula to denote an array formula.
One caveat, the Columns to be compared need to be in the same order as the min/max rows.
Also, as has been stated by nearly everyone if the Min Max were transposed to rows from column it would alleviate needing to use a CSE array formula. The following would work:
=IF(SUMPRODUCT((A5:E5>=$A$3:$E$3)*(A5:E5<=$A$2:$E$2))=COLUMNS(A5:E5),F5,"")
Try something like this:
=IF(PRODUCT(IF(ROW>TRANSPOSE(MIN),1,0),IF(ROW<TRANSPOSE(MAX),1,0))=1,RESULT,"")
In this example, A11:E11 is a row of data with RESULT in F11 and the MAX and MIN criteria are in $B$27:$B$31 and $C$27:$C$31, respectively.
=IF(PRODUCT(IF(A11:E11>TRANSPOSE($C$27:$C$31),1,0),IF(A11:E11<TRANSPOSE($B$27:$B$31),1,0))=1,F11,"")
Enter the expression as an array formula (CTRL-SHIFT-ENTER). Make sure to use a relative reference for each row of data and absolute references for the MAX and MIN criteria. Then copy/paste to evaluate other rows. Modifying this formula to accommodate additional columns of data can be done by extending the ranges.
If you are permitted to transpose the range that holds the MAX and MIN criteria to the same orientation as the data, the TRANSPOSE functions in this solution can be eliminated and the spreadsheet layout will be cleaner.
Hope that helps
How about:
=IF(AND(A3=MEDIAN(A3,B$24,C$24),B3=MEDIAN(B3,B$25,$C$25),C3=MEDIAN(C3,B$26,$C$26‌​),D3=MEDIAN(D3,B$27,$C$27),E3=MEDIAN(E3,B$28,$C$28)),F3,"")
I would also move the criteria table into a separate tab to avoid that you have to adjust the loacation of the min/max values in your formula every time you add new rows to your data table.
Often in Excel, in order to simplify your formulas, you need to make your layout a little more complex. Without writing any vba, my approach would be ...
1) I would transpose your min / max layout and have them align with the columns of data.
2) Insert another sheet to hold intermediate calculations.
Here's Sheet1 ...
and here's Sheet2 ...
In Sheet2, cell B5 contains a typical formula ...
=IF(AND(Sheet1!B5<Sheet1!B$2,Sheet1!B5>Sheet1!B$3),1,0)
In Sheet2, cell G5 (and down) contains ...
=PRODUCT(B5:F5)
In Sheet1, cell H5 (and down) contains ...
=IF(Sheet2!G5=0,"",Sheet2!G5*G5)
It could omit the logic and you could make the sheet settings to not display 0 values.
If you add columns (e.g. insert columns between Sheet1 column F and G):
- add Max and Min values for new columns on Sheet1
- insert the same columns on Sheet2
- drag the formula from column F on sheet2 to the new columns on Sheet2
- verify the Product formula in the "Result" column on Sheet2 contains the new columns on Sheet2.
This method helps identify exactly what caused you to fail to meet your criteria.

Computing weekly averages using Excel

I have several time series for several years. Now I want to calculate the weekly average. But the problem is, that it needs to be the average from Wednesday to Wednesday. Here is a small data sample:
Date X
03.01.2005 2.154
04.01.2005 2.151
05.01.2005 2.151
06.01.2005 2.15
07.01.2005 2.146
08.01.2005 2.146
09.01.2005 2.146
10.01.2005 2.146
11.01.2005 2.146
12.01.2005 2.145
13.01.2005 2.144
14.01.2005 2.144
15.01.2005 2.144
16.01.2005 2.144
17.01.2005 2.143
18.01.2005 2.144
19.01.2005 2.143
20.01.2005 2.144
21.01.2005 2.143
22.01.2005 2.143
23.01.2005 2.143
24.01.2005 2.143
So 05.01 is a Wednesday.
How can I calculate the average for example from and with 06.01 to and with 12.01 (i.e. always 7 days)?
For this example it would be:
(2.15+2.146+2.146+2.146+2.146+2.146+2.145)/7=2.146429.
With Grouping in a PivotTable. Date for ROWS (not text format) and Average of X for VALUES. Then select a date in the PT and Group, Starting at: 06/01/2005, Days (only), Number of days: 7.
You can put week numbers (modified for Wed-Tue) in a helper column like this:
=IF(AND(MONTH(A2)=12,WEEKNUM(A2-3)=53),53,IF(WEEKNUM(A2-3)=53,1,WEEKNUM(A2-3)))
With the results in the helper column you can then use formulas like
=AVERAGEIF(C:C,1,B:B)
Where 1 is the week number you want the average for. Or better yet, throw the results into a pivot table to have it give you the averages for every week number.

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