In Excel 2016 Windows or Mac: has anyone been able to get the FORECAST.ETS.SEASONALITY function to return anything other than zero? I've tried this function on several sets of data, some with very obvious seasons, but this function doesn't recognize them. Maybe I'm doing something ...
Consider a time series with trend and seasonal components at time period t = 8 for which Y_t=0.605 and the seasonal index is 0.875. What is the deseasonalized value at this time point? A. 0.778 B. 0 Gradual, long-term movement in ...
The period covers 8200 day-to-day changes (days). Out of these, the VIX index has been up (day-to-day change greater than 0) on 46% days (vix_up), while the S&P500 has been up on 53% days (spx_up). On 21% of days (same_dir), the two indicesmoved in the same direction...
This paper aims to examine stock market seasonality effect (month of the year effect and the day of the week effect) in Indian stock market for the S&P CNX Nifty (NSE). The data used in this study is daily closing prices of the market index (NSE-Index) over the period from 1st April...
original sheet and extend the input numbers to 3 full years, then ran FORECAST.ETS to estimate the first 3 months of the 4th year. They were silly: January showed a high number instead of low, February was low as it should be, then March was high again. It's like Excel was throwing...