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Anonymous's avatar
Anonymous
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6 years ago

Using rolling average to estimate future growth

Hi,

 

I tried and tried, but I simply can't find the answer. I have a dataset which sums the AUM of our clients during the past 12 years. I want to create a prediction of how our AUM may look like one year from today, based on a moving average from the last 12 months.

 

Notice, my datasett contains the sum of the AUM for all our clients for each day, not individual holdings for each client. Any ideas?

 

Thanks!

 

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