time series
Posted: Thu Aug 22, 2013 7:02 am
Hello,
i am very new to this topic and i have some questions.
It would be helpful if someone could answer my questions.
I have got two future price time series with 150 observations each. they are both for wheat.
my first two questions is: how can i find a breach within one of these series. to explain what i am looking for i have to tell you that there has been an event to a specific time and i want to find out if it has any impact on the price.
To find this possible impact i also want to compare these to time series if there has been any contrary developments within these to series to the specific time.
My last question is quite about the same. only this time i have another data set (export amount with 700 observations) but i want to find out the same breach at the same time.
I hope i described my problem in a useful way. I would be very grateful for any help.
Best regards
Henry
i am very new to this topic and i have some questions.
It would be helpful if someone could answer my questions.
I have got two future price time series with 150 observations each. they are both for wheat.
my first two questions is: how can i find a breach within one of these series. to explain what i am looking for i have to tell you that there has been an event to a specific time and i want to find out if it has any impact on the price.
To find this possible impact i also want to compare these to time series if there has been any contrary developments within these to series to the specific time.
My last question is quite about the same. only this time i have another data set (export amount with 700 observations) but i want to find out the same breach at the same time.
I hope i described my problem in a useful way. I would be very grateful for any help.
Best regards
Henry