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Finding current value only using moving averages of last 12 months

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    Finding current value only using moving averages of last 12 months

    Hi guys,

    I'm trying to find the latest monthly value but I only have access to data that represents a moving average of the last 12 months. What operation should I do to extrapolate what the last monthly data point is?

    Example:
    12 Mo Yield 2016-01 12 Mo Yield 2016-02 12 Mo Yield 2016-03 12 Mo Yield 2016-04 12 Mo Yield 2016-05 12 Mo Yield 2016-06 12 Mo Yield 2016-07 12 Mo Yield 2016-08 12 Mo Yield 2016-09 12 Mo Yield 2016-10 12 Mo Yield 2016-11 12 Mo Yield 2016-12 12 Mo Yield 2017-01 12 Mo Yield 2017-02 12 Mo Yield 2017-03 12 Mo Yield 2017-04 12 Mo Yield 2017-05 12 Mo Yield 2017-06 12 Mo Yield 2017-07 12 Mo Yield 2017-08 12 Mo Yield 2017-09 12 Mo Yield 2017-10 12 Mo Yield 2017-11 12 Mo Yield 2017-12
    4.17 4.11 4.05 4.00 3.92 3.83 3.76 3.70 3.63 3.58 3.54 3.71 3.64 3.63 3.63 3.62 3.61 3.64 3.66 3.65 3.67 3.66 3.65 3.56

    I would like to be able to know what the actual yield for one specific month (say December 2017) was by extrapolating it from the 12 months moving average of yields showing above.

    What operation would I need to do to do that? Know the current yield for a specific month, not a moving average of 12 months at a specific month.

    Thank you!
    Last edited by gcefaloni; 02-01-2018 at 12:39 AM.

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