Hot to calculate montly slope?

R

Roy

Hi

I have a data set where i have daily data for 10 years. I want to calculate
the beta(slope or linest) for each month.

The data is only from trading days, so some months have 20 observations due
to hollidays etc, and some have 25.

I need excel to calculate the montly slope, any ideas?
Or do I have to use matlab for this?
 
G

Gary''s Student

You do not need MATLAB. Be sure the data is sorted by month and then apply
the LINEST() function over each month's data.

See LINEST in Excel help for the details.
 
R

Roy

since i have 10 years of data and approximately 100 firms that will make me
do the same operation 12 000 times. I would like to speed up the process a
bit.
 

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