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”
Introduction Benefits of using Ratios Types of ratios How it works? Other macros Settings Frequency conversion Missing Data Seasonal adjustment Currency conversion Additional settings How to apply a ratio? Checking calculation behind a ratio Introduction With the Ratios feature, you can have most series as divided by common rations such as GDP or population in … Continue reading “Ratios”
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”
What is it for? Settings Any series All series All points Settings for Daily series Setting the missing value method What is it for? The Observations setting allows you to adjust how inconsistencies between different calendars of observations should be treated. This is useful when time series have missing observations for certain calendar dates like … Continue reading “Observations setting”
Purpose Region key/Concept Change region / Change region & duplicate How to apply change? Change region in… Documents Series and expressions Series information Documents tab Multiple documents File > Open documents Presentation documents Purpose The Change region feature is used to replace a series in your document by an equivalent series for another country. Applying … Continue reading “Change Region”
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”
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”