RiskTSSync

Descripción

RiskTSSync(synchronization type, data cell range) specifies that a time series function will be synchronized to the referenced data cell range, and that startup values will be provided to the process.

The synchronization type specifies whether to synchronize to the first value or the last value of the referenced data cell range.

Ejemplos

RiskAR1(0.2, 0,05, 0.25, 0.1, RiskTSSync(2, B1:B72)) synchronizes the time series function to the last value of the data found in cells B1 to B72.

Reglas

The RiskTSSync property function is automatically added to fitted time series functions.

For most of the time series functions, there are parameters that “start up” the process. These include Y0, Y-1, e0, e-1, and Sigma0. These parameters provide initial states para autoregression and averaging.

Start up values are also required when using trending in transparamations, or when using seasonal integration.

Note that RiskTSSync will only synchronize the “start up” parameters, but it will not provide a new fit.

The synchronization type is specified as a value between 0 and 2, where. 0=None, 1= First value of dataset, and 2= Last value of dataset.

The data cell range is range of the data that is to be synchronized to the time series process. When fitting, this is the original fitting data range.