Overview Settings General Select method for creating matrix Select series Output PCA elements Eigenvectors/Matrix Eigenvalues/Category chart & table Principal components/Time chart & table Example Questions I have checked ‘Use correlation (normalize input)’ – is it possible to show this normalized series? I have five different sets of data, but the matrix tab only shows the … Continue reading “Principal components analysis”
Overview Working with Cross sampling analysis Input – Lists Settings Calculations Settings for calculation methods Relative dates Point in time Time intervals Output mode Organizing output Groups Individual series Order Missing input Replacing individual series How to create chart with Cross sampling and Lists? How to have two different colors for one List? Using Transpose … Continue reading “Cross sampling”
Overview After which analyses I can use Transpose? How to use it? Examples Overview This analysis changes position of data – data from x-axis will be shown on y-axis and vice versa. You do not need to re-arrange series or change analysis’ settings. Transpose can be used with Category chart, Category scatter chart and Category table. … Continue reading “Transpose”
Overview Estimation model Working with Rolling regression analysis Settings How to create simple rolling regression model? Common errors Forecast Report How to output indicators? Calculating regression with formulas Examples Questions Why rolling regression’s average residual is not zero? Why model’s values are different than the ones coming from a same model but rolling? Overview The … Continue reading “Rolling regression”
Overview Estimation model Working with Regression analysis Settings How to create simple regression model? How to add best fit line through different series’ last values? Common errors Too few time series in graph Degree of freedom is too low Forecast How it works? Dynamic forecast Report Overview How to output indicators? Errors Calculation range end … Continue reading “Regression”
Overview Settings General Select method for creating matrix Select window type Output Example Overview The Rolling principal components analysis (Rolling PCA) allows you to calculate a set of linearly uncorrelated series, or components, from a set of possibly correlated series. Rolling PCA enables you to do a time-dependent calculation which uses a moving or expanding … Continue reading “Rolling principal components analysis”
Overview Estimation model References Settings Report Examples Questions If I’m getting p < 0.05 does that mean series has unit root or not? Overview The Unit Root Test provides you with a tool to test if a series is non-stationary. More specifically, it performs an Augmented Dickey-Fuller (ADF) test of the null hypothesis that a … Continue reading “Unit Root Test”
Overview Settings Input series Automatic attributes for Value labels Calculations Settings for calculation methods Relative dates Point in time Time intervals Value labels Output series Methods Examples Questions How do I sort category series after Scalar? How to show date(s) of observation? What is the difference between the Rate of change analysis and selecting ‘Rate … Continue reading “Scalar”
Overview Estimation model Impulse Response Cholesky’s method for impulse response VECM Report Settings Examples Questions How to add and use dummy variable in VAR model? Overview The Vector autoregression analysis (VAR) estimates the linear dependencies among a few series. The analysis can produce fitted values and forecasts for those series. In addition to estimating a … Continue reading “Vector autoregression”
Overview Settings Edit Value preference Missing value method Adding forecast Add a forecast at the beginning of the document Add a forecast after some calculations How to add forecast values? Keep in mind Examples Questions How to extend series with forecast? How to remove a forecast? How to disable the special presentation of forecast values? … Continue reading “Forecast”