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Interpolating between dates

  1. #1
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    Interpolating between dates

    I have a data set with dates in one columns and a price in the second colum corresponding to that date.

    Not every date has a price, and the missing prices are not constant (ie no consistency in the number of days without a price)

    Is there an easy formula to be able to interpolate the numbers?

    Date______________Price
    01/01/01__________100
    01/02/01__________???
    01/03/01__________???
    01/04/01__________105
    01/05/01__________???
    01/06/01__________???
    01/07/01__________???
    01/08/01__________99

  2. #2
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    02-07-2007
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    Re: Interpolating between dates

    would anyone konw of a easier solution than simply taking the diff and dividing by the missing day count (not easy the the missing day count varies

  3. #3
    Forum Expert shg's Avatar
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    Re: Interpolating between dates

    Maybe like this:

    Please Login or Register  to view this content.
    C4 and down: =MATCH(2, 1/ISNUMBER(B$3:B3)) confirmed with Ctrl+Shift+Enter

    D4 and down: =MATCH(TRUE, ISNUMBER(B5:B$16), 0) + ROWS(D$3:D4) confirmed with Ctrl+Shift+Enter

    E4 and down: =IF(ISNUMBER(B4), B4, INDEX(E$3:E3, C4) + (INDEX(E$3:E16, D4) - INDEX(E$3:E3, C4) ) * (ROWS(INDEX(E$3:E4, C4):E4) - 1) / (INDEX(A$3:A16, D4) - INDEX(A$3:A16, C4) ) )
    Entia non sunt multiplicanda sine necessitate

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