Calculation of weekday effect for volume trading data
Posted: Mon Mar 15, 2021 11:11 am
Sir
I have volume series for which i want to smooth the series for week day effects and estimate it for monday to use its residulas in regresson
the aim is to find abnormal value to calculte extreme volume and sort out the effect of missing trading days to smoothen the timeseries...i know i can use @expand commond with @weekday but stilll cannot understand , how to smooth it
if anyone can help
best regards
adarshad
I have volume series for which i want to smooth the series for week day effects and estimate it for monday to use its residulas in regresson
the aim is to find abnormal value to calculte extreme volume and sort out the effect of missing trading days to smoothen the timeseries...i know i can use @expand commond with @weekday but stilll cannot understand , how to smooth it
if anyone can help
best regards
adarshad