A problem prevalent in too short of time span or too long of time span?
kleine Wrote: ------------------------------------------------------- > A problem prevalent in too short of time span or > too long of time span? NONE!!! Basically Asynchronous Data means that you dont have like to like data … for example for equities you would have daily returns avialable on basis of closing prices but for real estate that data is not possible… hence the above problem faced by the analyst is the problem is Asynchronous Data problem
Let say you want to build a regression model using stock price to predict real estate price (totally made up situation). You can get stock price (data) on Mon-Fri, however, due to infrequent transction for real estate, you only have real estate price (data) on Tuesday and Wednesday. Therefore, your data point in your regression model are not matching up====> Asynchronous Data. Make sense?