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Macrobond Help

Menu
 * Application Overview
 * Q&A
 * User Guide
 * Test your skills
 * Analyses
 * Charts
 * APIs/Feeds/Connectors
 * Technical information
 * Legal
 * Support


SLICE

 * Overview
 * Settings
   * Period
     * Set to year/quarter/month
     * Custom ranges
     * Custom points in time
 * Calendar mode
 * Rebase with base value
 * Use legacy format
 * Examples


OVERVIEW

The Slice analysis cuts a time series into several pieces to compare different
periods of time on a graph. For instance, to compare GDP recovery after each
recession period you would use this functionality.


SETTINGS


PERIOD

is the first setting that you should specify. You have 3 main options to slice
the series:

SET TO YEAR/QUARTER/MONTH

this setting cuts series into calendar periods. The time series will therefore
be sliced on a yearly/quarterly/monthly basis, meaning that one series per
period will be produced. You can then specify the calculation range, which
refers to the time horizon on which you want to slice the series.



CUSTOM RANGES

This setting slices time series for specific ranges of observations that you set
manually.



The ranges can be open-ended.

CUSTOM POINTS IN TIME

Series will be cut into several periods that are defined by:

 1. a referenced 'point in time'
 2. the length, that is specified in terms of number of observations
 3. the relation between the length set and the referenced point in time: after
    / around / before.




CALENDAR MODE

This feature is available in Macrobond 1.24 and later.

This setting determines how to align the different years (or quarter or months,
depending on your selection of the period). It makes a difference for series
that are daily or have skipped dates.

If the mode is set to 'date' the observations for each slice are align based on
the month and day of the observations.
If the mode is set to 'ordinal' the observations are aligned purely based on the
order within the period. This mode is recommended for daily series.


REBASE WITH BASE VALUE

When selected, this setting will rebase all series produced at their starting
point with chosen base value, typically 100.



USE LEGACY FORMAT

This feature is available in Macrobond 1.24 and later.
Checking this option will enable legacy output meaning the analysis won't group
slices into lists. Please note that by enabling this option all following
analyses will lose their settings.


EXAMPLES

> Periods set to year/quarter/month

In this example, we look at average monthly performance of S&P Index since 1928.

> Custom range

In this example, we chose to have 3 sliced series starting respectively in
1929-09-01, 1987-09-01 and 2008-08-15, with a length of 2500 observations after
these dates. Here, we used the S&P 500, and comparing it after the 3 main
financial crises. The sliced series are rebased to 100 to facilitate the
comparison.

> Custom points in time

Here, we listed the periods between US recessions. We ticked the rebase option
to ensure sliced series are comparable - they all will start at 100. This way we
will see how jobless claims evolved after each recession period.

Tags: Slice

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CONTENTS

 * Finding data
 * Analyzing data
   * Analyzing data – overview
   * Customizing your workspace
   * Analysis tree
   * Analyses
     * Series operations
       * Cross sampling
       * Forecast
       * Frequency conversion
       * Index builder
       * Lag
       * Scalar
       * Slice
       * Sorting
       * Transpose
     * Transformations
     * Filters
     * Fixed income
     * Calculus
     * Statistical
 * Charting
 * Publishing & saving your work


 * Application Overview
 * Q&A
 * User Guide
 * Test your skills
 * Analyses
 * Charts
 * APIs/Feeds/Connectors
 * Technical information
 * Legal
 * Support

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