Simple statistical functions

[Tathagata Ghose]

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

[Tathagata Ghose]

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

[Bernhard Kantz]

1) At first you have to calculate the number of values of three periods.

3 * Period(Signal) / (Signal.X[1] - Signal.X[0])

Then you can use the Signal Smoothing Analysis Object. The object calculates a smoothing average. This analysis object uses the Smooth- or the Mean-FPScript function to calculate the moving average.

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

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