My empirical (price-spread) time series data has a nonnormal distribution (see below) and it has no (partial)-autocorrelation. I am worrying about which distribution fits most to my data, but I think there is not a known distribution I could use. Please correct me here if I am wrong. Actually the huge amount of Zero Spreads is worrying me most. My idea was to create some sort of a empirical distrubtion function based on the (2 years) sample and use the distribution for randomness in a monte carlo simulation.
Does my approach makes sense?
Can I do it via Excel or do I need advanced statistical software like R? Because ultimately, I want to derive random price spreads which I can use to conduct a monte carlo in Excel. I already prepared everything around in Excel, but the missing part is a correct distrubution. Currently I am using a triangular distribution.