Overview Settings Estimation sample range Type of calculation Use only points in time with values in all series Examples Overview The Cross variance analysis allows you to calculate the covariance matrix, the correlation matrix and a matrix displaying the slope of the regression line for a number of time series. This is a useful analysis … Continue reading “Cross variance”
Overview Settings Sequence of calculations Relative dates Alternative options How to read output? Examples Questions How do I calculate the rolling correlation between two series? Overview The Correlation analysis calculates the correlation between series within a range of lags. This functionality is especially useful in detecting the best correlation between two series. A standard output … Continue reading “Correlation”
Overview Settings Examples Questions Why under Coefficient there is a 68.3? How do I calculate the mean of a series across several periods? How do I add a trend channel / trend band? Overview With the Statistics analysis, you can calculate statistical measures for specific series on a time range that you define. This analysis … Continue reading “Statistics”
Overview Settings Include only observations where there are values for all series Do not include series used in calculations in the output Include new series automatically Calculations Examples 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 … Continue reading “Cross section”
Overview Settings Covariation type Explanatory Length Annualize Examples Overview The Covariation analysis can measure several statistical indicators on a rolling basis: standard deviation correlation covariance linear regression intercept (alpha) linear regression slope (beta) Settings Covariation type Select the type of statistical indicator you want to calculate. Explanatory Select the series that will be used as … Continue reading “Covariation”
Overview Settings Frequency Observations Date range To lower frequency conversion method Partial period to lower frequency method To higher frequency conversion method Example Questions Application shows ridiculously high value after using Partial periods’ Repeat How can I mimic frequency conversions using formula language? To higher frequency To lower frequency Overview The Frequency conversion analysis converts … Continue reading “Frequency conversion”
Overview Settings Example Questions How to calculate a spread? Overview The Arithmetic analysis can be used to create ratios between series, express series as percentage of another series, or to calculate spreads. The Arithmetic analysis allows you to perform simple operations on time series. You can add, divide, multiply and subtract series together or/and with … Continue reading “Arithmetic”
Overview Method Settings Example Overview The Seasonal adjustment MA analysis removes the seasonal pattern from a series using moving averages. The algorithm used is not as advanced as in Seasonal adjustment Census X-13, but is much faster and easier to use and works well in many cases. The method works by calculating a seasonal factor … Continue reading “Seasonal adjustment MA”
Overview Settings Examples Questions How to find a trend with Detrend analysis? Overview The Detrend analysis removes trends from time series by either subtracting or dividing, depending on the chosen method. This is useful when you want to concentrate on the cyclical component of a series. The cyclical component is one of four components of … Continue reading “Detrend”
Overview Method Negative values Settings Absolute Method Relative Method Point in time Examples Questions How to chain link the indices and rebase same month each year? Overview To index or compare series with different scales, one way to make the comparison easier is to apply Rebase analysis. It also allows you to show the change … Continue reading “Rebase”