How can I identify periods that are marked as turbulent after exporting the turbulence index data (time series) from the Windham Software into Excel?
I am running an analysis using eight asset classes dating back to January 1999 with monthly data. One of the asset classes dates back to January 2006. I am using Maximum Likelihood Estimation (MLE) option on the estimation screens. When I look at “Quiet-Turbulent Regime” tab, the chart only shows data from 2006 to the present.How can I make sure the software takes into account the whole period from January 1999 to the present when considering the quiet/turbulent regime?