Simple statistical functions

Ce sujet contient 2 réponses, 2 participants et a été mis à jour pour la dernière fois par Tathagata Ghose, le il y a 18 années et 2 mois.

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23.03.2007 à 20:53 #34039

Tathagata Ghose
Participant

Hello,

I am a new FlexPro user from a non-engineering background – we purchased Flexpro for its great graphing functions – our use is in finance/economics.

Since I am a new user, I may be missing the right place to look for this in the manuals, but I can’t find any easy ways to do 2 simple things:

a) Apply a 3-period moving average to a selected data series.

b) To lag a data series by a no. of periods (e.g. 12 months) while plotting it with some other series.

These should be child’s play, but somehow I can’t find the relevant functions. It is not ideal if one has to create new series manually using FP script formulae just to apply a moving average. Are there simple functions for these 2 procedures?

Thanks in advance for your help.
Tatha

23.03.2007 à 20:53 #34041

Tathagata Ghose
Participant

Hello,

I am a new FlexPro user from a non-engineering background – we purchased Flexpro for its great graphing functions – our use is in finance/economics.

Since I am a new user, I may be missing the right place to look for this in the manuals, but I can’t find any easy ways to do 2 simple things:

a) Apply a 3-period moving average to a selected data series.

b) To lag a data series by a no. of periods (e.g. 12 months) while plotting it with some other series.

These should be child’s play, but somehow I can’t find the relevant functions. It is not ideal if one has to create new series manually using FP script formulae just to apply a moving average. Are there simple functions for these 2 procedures?

Thanks in advance for your help.
Tatha

23.03.2007 à 23:17 #34040

Bernhard Kantz
Participant

1) At first you have to calculate the number of values of three periods.
[code]
3 * Period(Signal) / (Signal.X[1] – Signal.X[0])
[/code]
Then you can use the [b]Signal Smoothing Analysis Object[/b]. The object calculates a smoothing average. This analysis object uses the [b]Smooth-[/b] or the [b]Mean[/b]-FPScript function to calculate the moving average.

2)FlexPro offers the [b]index operator [] [/b] or the [b]value index operator [[]][/b]. These operators can extract sections from signals and signal series.

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