Financial Commodities Time Series Spread analysis
Not sure if there are any expert in financial/commodities data analysis here?
I have different time-series which is only available for a year for different year, as you know commodities price only exist for certain timeframe, after expiry, the price no longer exist.
I would like to ask for advice or opinion here, how do you analyze this kind of time series? especially when we want to do some operations between different month calendar spread.
Appreciate the advice and guidance from the expert here, thanks.