How to specify window length in formula language?

Some formulas require you to define a window length.

Let’s take as example the formula for a rolling mean:

Mean(series, window)

The window length you should input is the number of observations over which the function will be calculated. The number of observations is based on the frequency of the document.

Instead of typing a number, you can also use other formulas to get the number of observations in a specific time period, such as YearsLength(1), QuartersLength(4) or MonthsLength(12).

For example, you can calculate the one year rolling mean of a series, by using the following formula:

Mean(series, YearsLength(1))

The advantage of this formula is that you do not have to focus on the frequency of the document to decide what should be the number of observations.

For more information:

Formula analysis