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”
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”