You can use one of the two following functions:
PercentRank(series, value)
PercentRank(series, value, length)
These formulas calculate the percentile of the variable “value” in the variable “series”.
The second formula has a variable “length” that allows you to calculate the percentile value on a rolling basis.
Examples:
PercentRank(sek, sek)
- This calculates the percentile value of the series “sek” for each observation.
PercentRank(sek, 10)
- This calculates the percentile value of the number “10” in the series “sek”.
PercentRank(sek, sek, YearsLength(3))
- This calculates the percentile value of the series “sek” for each observation, on a rolling window of 3 years.