Changing the frequency of a series

How does frequency conversion work?

Frequency Conversion is the last setting automatically applied in Series List, prior to any calculations.

Frequency settings are applied to the entire document so that all series are converted to the same frequency. This ensures consistent and comparable calculations and presentation of your work.

Setting the frequency is a two-step process in which you select the relevant frequency, and then the conversion settings that will be used to convert the series to common calendar dates.

Automatic frequency selection

When you have multiple series in a document their frequencies are automatically synchronized to match the series with the highest frequency. By default, the frequency conversion method is based on the type of series that are included in the document.

The difference between Same and Separate settings

You can either set the same frequency settings to all series in a document or use separate settings for each series. Both options can be found in the Conversion settings tab.

Changing frequencies manually

You’ll find the frequency settings by clicking on Series list. The settings panel will be displayed in the presentation window to the right. Manual frequency adjustments work in two steps: First, choose the frequency, and then the method that will be used to convert the series. The last part is done in the Conversion settings tab.

To manually adjust the frequency of the series in a document you can adjust three parameters

  • The frequency you want to apply to the document
  • The conversion method used, and whether it is applied uniformly to all the series, or defined separately for each series
  • Through which method Macrobond should handle missing values

How to change the frequency from higher to lower?

  1. In the frequency drop-down list select a frequency. In this example, we select Lowest (monthly)
  2. Click on the conversion settings tab and select a method for converting the series to a lower frequency
  3. Click on the relevant presentation in the analysis tree to see the result.

How to change the frequency from lower to higher?

There are several methods available that can be used to convert series to a higher frequency.

How to lower the frequency of a series that has partial periods?

When converting a series to a lower frequency, you might encounter a problem with incomplete periods. For instance, a daily series that do not have observations for the entire month. The setting "Partial Periods to lower frequency method" will let you choose your preferred setting for these situations.

Go to Conversion settings tab and choose preferred method from the drop-down list.

Applying frequency conversion after applying analyses

Frequency conversions made in Series list will be applied to series regardless of any proceeding analyses applied in the tree. Any existing analyses will be recalculated based on the frequency settings applied. However, if you want to change the frequency after applying analyses, you can add or insert a Frequency conversion in the Analysis tree instead.