Progame Cumulative Loss

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27npg
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Joined: Thu Jul 25, 2019 9:31 am

Progame Cumulative Loss

Postby 27npg » Sat Feb 17, 2024 2:42 am

Hi
I am having trouble programming the computation of cumulative maximum loss for a time series. What I need to do is to compute the maximum loss compared to the highest levels of the variable over a period t (which in this case is 5 years using monthly data).

Any suggestions would be greatly appreciated.

27NPG
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