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Cells in formula jumping incremental steps for every row

  1. #1
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    Cells in formula jumping incremental steps for every row

    Hi,

    I would like some help regarding an issue. I'm calculating the correlation between two stock indices in a moving window of 30 days BUT i want the window to jump 10 days for every row.

    For example:

    First row: CORREL(B4:B33;D4;D33)
    Second row: CORREL(B14:B43;D14:D43)
    etc.

    There are 2500 rows of returns so I would be super grateful for any help. I would hate to do it manually...

    Thanks.

  2. #2
    Forum Guru Pete_UK's Avatar
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    Re: Cells in formula jumping incremental steps for every row

    What is the row number of the first row that you use?

    Pete

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    Re: Cells in formula jumping incremental steps for every row

    Quote Originally Posted by Pete_UK View Post
    What is the row number of the first row that you use?

    Pete
    The first row starts at 4. Got any ideas?

  4. #4
    Forum Expert Ace_XL's Avatar
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    Re: Cells in formula jumping incremental steps for every row

    First row

    =CORREL(INDEX(B:B,(ROW(A1)-1)*10+4):INDEX(B:B,(ROW(A1)-1)*10+33),INDEX(D:D,(ROW(A1)-1)*10+4):INDEX(D:D,(ROW(A1)-1)*10+33))

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    Re: Cells in formula jumping incremental steps for every row

    Quote Originally Posted by Ace_XL View Post
    First row

    =CORREL(INDEX(B:B,(ROW(A1)-1)*10+4):INDEX(B:B,(ROW(A1)-1)*10+33),INDEX(D:D,(ROW(A1)-1)*10+4):INDEX(D:D,(ROW(A1)-1)*10+33))

    Copy down
    Worked like a charm. Thank you so much!

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