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Chikou Span
Description
Calculates and displays a Chikou Span (aka Lagging Span) of the data specified by the Input Data Input.
Let X be a random variable denoting the Input Data, and let Xt be the value of the Input Data at Index t. Let the Input Chikou Span Length be denoted as n. Let i denote a value of the Index between 0 and the current Index t. Then we denote the Chikou Span at Index i for the given Inputs as CSi(X,n), and we compute it as follows.
CSi−n(X,n)={00≤i<nXin≤i≤tThis is equivalent to the following, more intuitive, formula.
CSi(X,n)={Xi+n0≤i≤t−n0t−n<i≤tInputs
Spreadsheet
The spreadsheet below contains the formulas for this study in Spreadsheet format. Save this Spreadsheet to the Data Files Folder.
Open it through File >> Open Spreadsheet.
*Last modified Friday, 24th January, 2025.