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I have continuous contract data on 30 commodities from 1987 to present.
I need to break down the data to get a "test series" and then get a
"proof series" or whatever the official terms for these periods are
called.
Any suggestions on how to do break it down? Or another question, is
1987-1992 even valid anymore as a testing period? Have things changed so
much that data that old is meaningless?
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