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Take the last price and multiply by 1 plus the return to get the next price. Hi! Thank you so much for the reply! Can I ask for your help one more time? Will you please take a look at the ACF plot of the continuously compounded return of my price series. Does it show seasonality? do I have to use S...

Hi!
So, I transformed my data series on prices into its continuously compounded returns and used it for model building and validation.
Now, I have the forecasted return values. How do I convert it back to prices?

Please help? Anyone?

Thank you!