Changing a time series from daily to monthly.

**RKP** · 10-08-2011, 05:37 AM

Hi guys,

I have a problem i need to solve during this saturday. I have transfered a time-serie from data stream containing daily change in the S&P 500 index from today and back to 1985. A total of over 6500 daily changes.

What is my problem?

My supevisior want me to change the data-serie from daily to monthly.
Example, 1.jan-31.jan = ONLY JAN

Which means I need to do something, but I dont know exactly how.
I tried to use pivot table, but I didnt get it right.
If any one understood my problem and might have a solution I would be very thankful!
I have attached the file, if that might help you to understand-

Have a nice day, folks.

**xov0ct** · 10-08-2011, 05:59 AM

Hi!

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Please see the attached file.

**DonkeyOte** · 10-08-2011, 06:01 AM

see: http://www.contextures.com/xlPivot07.html though you may wish to group by Months and Years rather than just month

**RKP** · 10-08-2011, 06:27 AM

Hey, thank you guys for trying to help me.
I think I was maybe to unclear.
I need to estimate the monthly changes in the index. Not the daily. i.e. So the volatilitu will increase.
The changes from month to month is larger than day to day. Any one who now how to do it?
I would appreciate the help.

Many thanks!