Overview Estimation model Working with Rolling regression analysis Settings How to create simple rolling regression model? Common errors Forecast Report How to output indicators? Calculating regression with formulas Examples Questions Why rolling regression’s average residual is not zero? Why model’s values are different than the ones coming from a same model but rolling? Overview Example … Continue reading “Rolling regression”
Overview Settings General Select method for creating matrix Select window type Output Example Overview Example of general use of Rolling principal components analysis: The Rolling principal components analysis (Rolling PCA) allows you to calculate a set of linearly uncorrelated series, or components, from a set of possibly correlated series. Rolling PCA enables you to do … Continue reading “Rolling principal components analysis”
Overview Settings Sequence of calculations Relative dates Alternative options How to read output? Examples Questions How do I calculate the rolling correlation between two series? Overview Example of general use of Correlation analysis confirmed by result from formula Correlation(): The Correlation analysis calculates the correlation between series within a range of lags. This functionality is … Continue reading “Correlation”
Overview Settings Period Percentage Rolling Examples Questions How do I calculate a rolling sum? How to keep series as is and start aggregating it from certain point in time? Overview Example of general use of Aggregate analysis comparing aggregated values by each year annually and starting 3 year from the end of series: The Aggregate … Continue reading “Aggregate”
Some formulas require you to define a window length. Let’s take as example the formula for a rolling mean: Mean(series, window) For the window length you should input 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 … Continue reading “How to specify window length in formula language?”