How can I mimic frequency conversions using formula language?

To mimic the methods used to convert a series to higher frequency, you can use the At-function which returns the value in the series at the specified observation number.

At(series, observation)

Here are a few examples on how to use the formula:

At(series, StartOfYear())

Sets all observations for every calendar year to the first observation of each year.

At(series, EndOfYear())

Sets all observations for every calendar year to the last observation of each year.

At(AggregateSumAnnual(fx:s1), EndOfYear())

Aggregates the observations within a calendar year which means the last value of each year will be the annual aggregate. The At-function then sets all the observations for every calendar year to the last value of each year.

At(Mean(fx:s1, YearLength()), EndOfYear())

Sets all observations for every calendar year to the mean value of each year.

At(High(fx:s1, YearLength()), EndOfYear())

Sets all observations for every calendar year to the highest value of each year.

At(Low(fx:s1, YearLength()), EndOfYear())

Sets all observations for every calendar year to the lowest value of each year.

For more information:

Built in formulas and functions