RiskTSSync

Description

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, last or any value of the referenced data cell range.

Examples

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.

RiskAR1(0.2, 0,05, 0.25, 0.1, RiskTSSync(3, B1:B72, 72)) synchronizes the time series function to the 72nd value of the data found in cells B1 to B72. So, this function can be rewritten as the first function above.

Guidelines

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 for autoregression and averaging.

Start up values are also required when using trending in transformations, 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 3, where. 0=None, 1= First value of dataset, 2= Last value of dataset, and 3= i-th value of dataset whose index is set in the next argument.

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.