Overview
The Cross section analysis produces output series by performing a calculation across a set of input series at each point in time, e.g. average of multiple series. Below the possible calculation are listed:














Settings
Apart from the available calculations and their properties, there are three main settings regarding the output series and the calculation range.
Include only observations where there are values for all series
When this is checked, calculations will be performed only when all series have values.
Do not include series used in calculations in the output
This excludes from the output all the series that were used as inputs in the calculation. Only the calculated output series and other series in your document that were not used as input will be visible on your chart or table.
Include new series automatically
When this is checked, any new series that you add to your document will be automatically included in the calculations.
Examples
Here, we calculated the average correlation across all sectors of the S&P 500, on a rolling basis. The application will first calculate the correlation for each pair of series. Then, an average of all these correlations will be performed to get a single series.
Another way of using cross section is to perform several calculations across many series. In this example, we used the MFI interest rates of the main Euro Area countries and performed several calculations in Cross section:
 high: the highest value across all the series at each point in time
 low: the lowest value across all the series at each point in time
 median: the median value across all the series at each point in time
 percentile [75, 25, 90, & 10]: Specific percentile values across all the series at each point in time.