Aggregate

Overview Settings Period Percentage Rolling Examples Questions How do I calculate a rolling sum? How to keep series as is and start aggregating it from certain point in time? Overview The Aggregate analysis transforms a time series so that the values are summed either periodically (each year for instance) or continuously, starting from a specified … Continue reading “Aggregate”

Sorting

Overview Settings Direction Observation limit Missing values Examples Questions Why I see numbers instead of categories? How to show the top 10 highest values in Descending order? I set Observation limit number but it doesn’t work? Overview The Sorting analysis ranks the values of a series in an ascending or descending order. It’s most useful … Continue reading “Sorting”

Slice

Overview Settings Period Set to year/quarter/month Custom ranges Custom points in time Calendar mode Include only periods available in all series Rebase Rebase with base value Additive rebase with base value Use legacy format Examples Overview The Slice analysis cuts a time series into several pieces to compare different periods of time on a graph. … Continue reading “Slice”

Lag

Overview Settings Method Base Example Questions How do I lag or lead a series? Overview When you are investigating the relationship between series, it can happen that their movements are not synchronized. This is where the Lag analysis becomes useful. It moves values of a series backward or forward in time by the number of … Continue reading “Lag”

Smoothing

Overview Settings Method Length Standard deviation Coefficient Examples Questions How do I calculate a moving average / rolling mean? Overview The Smoothing analysis is used for minimizing the fluctuations of a time series. You can choose from several smoothing methods which are described below. Settings Method None This method is used to include a series … Continue reading “Smoothing”

Seasonal adjustment Census X-13

Overview Method Limitations Settings Method Type Holiday regressor ARIMA Trading day Easter Outlier Constant Conditional Output Report Example Overview The Seasonal adjustment Census X-13 analysis removes seasonal patterns, such as weather fluctuations or holiday effects, from time series. It’s useful when you want to analyze any data affected by seasonality. Method This analysis uses the … Continue reading “Seasonal adjustment Census X-13”

Rate of change

Overview Settings Method Length Mode Force Examples Questions What is the difference between the Rate of change analysis and selecting ‘Rate of change since’ when doing a Cross sampling analysis? Why annualization in Rate of change analysis works differently than in Cross sampling analysis? Overview The Rate of change analysis is used to calculate the … Continue reading “Rate of change”

Performance

Overview Settings Change since, date and period Method Examples Questions Why does the output doesn’t start with 0? Why Year-to-date isn’t calculated till selected date? Overview The Performance analysis allows you to see how a time series has changed in relation to some point in the past. It’s different from the rate of change analysis … Continue reading “Performance”

Zero coupon rate

Overview Settings Output series Epochs Prefer before previous Example Overview The Zero coupon rate analysis uses the Libor Market model to construct zero coupon rates at different maturities. Such rates can typically not be observed directly on the market except for short deposit rates. Longer rates are then constructed based on the shorter rates by … Continue reading “Zero coupon rate”

Histogram

Overview  Theory Automatic bin Density methods Cumulative distribution methods Settings Report Example Questions Can I plot two histograms on one chart? How to display the relative density as percentage of the total number of observations? Overview With the Histogram analysis, you can view the distribution of values of one or more series. It’s typically presented … Continue reading “Histogram”