User Guide
Start by learning the basics and move on to gradually more advanced features of the application. Go through a few of these and you’ll definitely find some tricks that will save you time and improve your productivity. Key topics:
Category: Analyzing
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”
Transformations
There are four analyses you can use to transform a series. Aggregate Performance Rate of change Rebase
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”
Series operations
There are a number of analyses that perform series operations. Cross sampling Forecast Frequency conversion Index builder Lag Scalar Slice Sorting Transpose
Fixed income
There are two analyses related to fixed income. Yield curve Zero coupon rate
Statistical
There are a number of analysis that you can use for statistical calculations.