Overview Settings Estimation sample range Type of calculation Use only points in time with values in all series Examples Overview Example of general use of Cross variance analysis generating correlation matrix for GDP’s growth data set: The Cross variance analysis allows you to calculate the covariance matrix, the correlation matrix and a matrix displaying the … 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 Example of general use of Correlation analysis confirmed by result from formula Correlation(): The Correlation analysis calculates the correlation between series within a range of lags. This functionality is … Continue reading “Correlation”
Overview Settings Methods 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 Example of general use of Statistics analysis calculating mean from last 3 years for all subcomponents: With the Statistics 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 Example of general use of Cross section analysis showing adding up multiple series: The Cross section analysis produces output series by performing a calculation across a … Continue reading “Cross section”
Overview Settings Covariation type Explanatory Length Annualize Examples Overview Example of general use of Covariation analysis showing 3-year covariance and correlation on Y/Y series: 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 … Continue reading “Covariation”
Overview Settings Automatic 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 Example of general use … Continue reading “Frequency conversion”
Overview Settings Example Questions How to calculate a spread? Overview Example of general use of Arithmetic analysis calculating percentage of Total series: 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 … Continue reading “Arithmetic”
Overview Method Settings Example Overview Example of general use of Seasonal adjustment MA analysis using Additive method: 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 … Continue reading “Seasonal adjustment MA”
Overview Settings Examples Questions How to find a trend with Detrend analysis? Overview Example of general use of Detrend analysis where we subtract Linear trend: 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 … 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 Example of general use of Rebase analysis for a group of series: To index or compare series with different scales, one way to make the comparison easier is … Continue reading “Rebase”