Percentile
Use formula to calculate percentile for each value within series:
PercentRank(series, value)
Percentrank - Percentile of a value
Probability
Use one of ours formulas to calculate probability.
Log-normal distribution to create USDEUR forecast fan chart
Probability - 2-piece normal distribution and distribution described
Probability - 2-piece normal distribution and Inflation uncertainty
Probability - F and Chi distribution
Probability - Normal and Chi distribution
Probability - Student-T and F distribution
Standardize / Z-score / Normalization
Use formula for whole series or the one with window:
Standardize(series) Standardize(series, window)
Standardize, Z-score, Normalization
Standard deviation
Use formula for whole series or the one with window:
StdDev(series) StdDev(series, window)
Standard deviation with a band
Standard deviation - individual rolling vs group's Cross section
Tail
Calculate Lower and Upper tail:
LowerTailMean(series, p) UpperTailMean(series, p)