VoseTimeSimulate | Vose Software

VoseTimeSimulate

 

=VoseTimeSimulate(Time Object)

 

 

 

Array function that simulates random values from a time series object.

  • Time Object - a valid Time Series object or time series fit object

You would typically use this to simulate from a time series object stored in a separate spreadsheet cell. This way, if you decide to use another model, you only need to change this in one place in the spreadsheet.

Example

Say you have an array with historic time series data called DataSet, and you want to fit a Geometric Brownian Motion model to it. You would then write

=VoseTimeGBMFitObject(DataSet)

in cell A1. The following formula would then create an array of randomly generated values of this fitted model:

{=VoseTimeSimulate(A1)}

 

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