Progame Cumulative Loss
Posted: 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
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