How to identify trends or correlations in time series

Regular Contributor

Hi All,

 

I have a data set of a few weeks which includes account transactions per date, and also the corresponding premium/discount on the day. Is there a way i can use excel to identify accounts which have recorded and traded when the premium/discount is better?

 

I have set column J of sheet 1 to be the premium/discount per date. Then i have the movement in units per date also given on the sheet. Is there a way to identify and trends or correlations between premium and account movement?

 

Thank you all kindly for any assistance.

4 Replies
Yes you can do time series trend analysis in Excel. I have custom developed a template that can do a form of time series analysis segmentation automatically. Here is a post I wrote on this forum describing it, and, let me know if this is a technique your are looking to apply: https://techcommunity.microsoft.com/t5/excel/automatically-create-time-series-segments-in-excel/m-p/...
Hi,

Thanks for this, much appreciated. I will have a look.

Kind regards,

@calof1 let me know if you have any questions.

@calof1 I just looked at your data which I did not see before. If you had your data summarized like in the attached sample data sheet, I could help you find time series trends at the accountholder level. I could either sell you a one time report or a template that you could use over and over on your data.