Working on a time series signal change. Need to find out what the value of the 5 interval (Holding period) is when the value becomes greater than zero. However the values returned each time should be after a signal change of the holding period. In the excel sheet attatched at Time= 1, signal=0, at Time=2, signal=2.99. So this value and 5 from there should be returned.Further down in time next signal is at Time=14, where signal=8.98. So the 5th value is 4.19. Now we only take the next value after that specific holding period. In this case this occurs at Time= 19 signal=6.527. So this value occured after the previous 5 interval holding period
Bookmarks