Overview Show values Show value for a specific observation Show value one month back Show value for every (second) Friday Remove observations Cut observations from the middle Cut series at the end of previous month then extend Overview Each observation in series has a number which can be used as a reference. These numbers are … Continue reading “All about dates and observations numbers”
Aggregate all declining values Calculation based on a condition Counting days when market is closed Do calculation when series fall below its average Number of series which have risen Counting time Count(), Count valid, Counter() Count days Count days between Fed Funds Rate hikes/cuts and cuts/hikes Countdown till 0 How far from a point? How … Continue reading “All about counting observations”
Purpose How to create and save your own formula? Create new formula Simple example Advance example Incorrect formula Description Finding and applying saved formula How to copy user defined formula to other accounts? Examples Purpose Not everything can be pre-programmed in Macrobond formula language but from these blocks you can build exactly what you need. … Continue reading “User defined formulas (User defined functions)”
Overview Important information How calculation works? Series names Numerical constants Arithmetic operations Functions Observation windows (rolling) Observation numbers Logical values and functions Operators The formula editor User defined functions Overview The purpose of the Macrobond formula language is to make calculations on series. The series are typically time series, and the result of a formula … Continue reading “The Macrobond formula language”
Overview Why use Formulas? How to work with Formula analysis? Aliases Expression Case sensitivity Include input series as output Applying formulas: Series list vs. Formula analysis How to create a formula in the Series list? How to create a formula in the analysis tree? Frequency How does the Formula language work? Input variables Dates Window … Continue reading “Introduction to Formula”
Built-in formulas Extend() Extend with last value to the end of a period Extend with another value to a specified point in time Extend with last YoY percentage from same series ExtendLinear() vs LinearExtended() Extend trend from part of series Extend with value x observations from end of series Extend with x last values and … Continue reading “All about extending series”
How to: annualize a monthly P/P series with a formula? change the color of a series when it’s below / above 0 (or any other value)? create an if condition/statement? create a continuous growth rate? combine an if condition/statement with the logical operators and/or? disaggregate a series? make an index out of P/P series? replace … Continue reading “Calculations with formulas”
Mathematical functions Statistical functions Date and observation number functions Series operations Logical functions Financial Here you can find the details regarding the Macrobond formula language. In the function descriptions below, the following convention has been used when naming parameters: value The parameter can be either a number or a series. The type of the result … Continue reading “Built-in formula functions”