Finding Data For this example, you will use the S&P 500 Price Return and the S&P Volatility index. For the S&P 500 Price Return, go to: Country & Region > United States > Equity Market > Equity Indices > S&P > 500 > Composite > Price Return Locate and add “Index”. You can also use … Continue reading “Worksheet – Case #10 – Creating a regression model with a fitted line”
Creating a category scatter chart Objectives • Using Change Region to quickly add a set of series for multiple countries • Using the Scalar analysis and grouping series into categories • Creating and working with category scatter charts Solution If you get stuck, use the worksheet to see what to do next. If you need … Continue reading “Case #9”
Finding Data In this case, you need to add 2 series – Deficit and Debt as % of GDP from Eurostat – for 11 Euro Area countries. To make it easier and efficient, you can start by these two series for one country, let’s say Austria. While you can go to the Eurostat database, a … Continue reading “Worksheet – Case #9 – Creating a category scatter chart”
Calculating a rolling correlation Objective Calculating a 5 years rolling correlation Adding a pane to the chart Inverting the y-axis Solution If you get stuck, use the worksheet to see what to do next. If you need more detailed help, have a look at the learning resources below. The Macrobond document is also available for … Continue reading “Case #8”
Finding Data For this example, you will use two time series: the S&P GSCI Gold index and the US dollar index. As a commodity index, the gold index can be found in the Region World: Go to: Country & Region > World > Commodities & Energy > Commodity Indices > S&P GSCI > Precious Metals … Continue reading “Worksheet – Case #8 – Calculating a rolling correlation”
Disaggregating a series – an example with Chinese series Objective Filling in missing values for a specific month Using formulas to disaggregate a series Solution If you get stuck, use the worksheet to see what to do next. If you need more detailed help, have a look at the learning resources below. The Macrobond document … Continue reading “Case #7”
Finding Data For this case, you will be using a Retail Trade indicator for China. So, best is to start in the Country & Region category. Go to: Country & Region > China > Trade > Domestic Trade > Retail Trade > Totals. Locate and add: China, Domestic Trade, Retail Trade, Consumer Goods, Total, Current … Continue reading “Worksheet – Case #7 – Disaggregating a series – an example with Chinese series”
Counting occurrences of events with the formula language Objectives Using built-in formula functions to create a series Combining formulas together Displaying condition series in a graph Solution If you get stuck, use the worksheet to see what to do next. If you need more detailed help, have a look at the learning resources below. The … Continue reading “Case #6”
Finding Data To find the Volatility Index for the S&P, you can use the Country & Region entry: Go to: Country & Region > United States > Equity Market > Volatility Indices > CBOE. Locate and select: S&P 500 Volatility Index (VIX), Close Add the series to a new document. You can also use the … Continue reading “Worksheet – Case #6 – Counting occurrences of events with the formula language”
Finding Data For this example, you need to use US corporate benchmarks from Moody’s. A good way to start is to go into Country &Region. Go to: Country & Region > United States > Interest & Exchange Rates > Corporate Benchmarks > Moody’s > Yield. Locate and add: Aaa rated, Average of period Baa rated, … Continue reading “Worksheet – Case #5 – Calculating the standard deviation interval around a mean”