Longitudinal Data

The process of collecting sample observations from a larger population over a given time period. Longitudinal data is used in statistical and financial studies.




Taobiz explains Longitudinal Data
The process of analyzing past return data for a given security is an example of using longitudinal data. By collecting daily, weekly or monthly return data, a financial analyst can determine past return trends, and calculate the stock’s value at risk (VaR) using the historical method.