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RainbowStats Command Reference

This page is generated from the RainbowStats command registry.

Tool Bar Buttons

TextField Area

The text field is where your program begins. Data is sourced from the St. Louis Federal Reserve (FRED). Enter commands here or select from the list.

Add Button

Submit the current command to your workspace. Pressing Enter performs the same action. Submitted commands appear below the toolbar.

Edit Button

Review and modify your script or scenario. After making changes, re-run the scenario.

Save Scenario

Save your scenario locally (browser storage). It will be available when you return. The server does not store this data.

Load Scenario

Load a previously saved scenario.

Copy Link

Generate a shareable link that reproduces your current scenario.

Import

Import a scenario into your workspace.

Clear

Clear the current scenario and start fresh.

Aliases: CLEAR

Focus

Expand or contract the viewing panel.

POP

Display the raw server response for detailed inspection.

Chat GPT

Analyze the current table or HTML output using ChatGPT.

Clipboard

Copy the current viewing panel to the clipboard.

Clip Compact

Copy a compact version of the viewing panel.

Commands

Open the command reference panel.

Studies

Ability to Save Scripts to your file

Save Study

Save a Study - will prompt for a name

Delete Study

Delete a Current Study

List/Series Commands

List

Create a DataSerieslist from one or more data series.

Aliases: LIST

Run Example

Extract_List

Create a list of Extractable objects for common extraction and comparison

Aliases: EXTRACT_LIST

Run Example

ALIGN_FIPS

Returns a datalist ensuring that county code are in alignment for the CROSS_SECTION analysis

Aliases: ALIGN_FIPS

Run Example

ECB_FAVORITES

Returns a curated list of useful ECB time series. To suggest an addition, visit https://rainbowstats.com/contact.html

Aliases: ECB_FAVORITES, ECBFAVORITES

Run Example

ESTAT_FAVORITES

Returns a curated list of longitudinal e-Stat time series. To suggest an addition, visit https://rainbowstats.com/contact.html

Aliases: ESTAT_FAVORITES, ESTATFAVORITES

Run Example

List_Since

Create a list from a start date

Aliases: LIST_SINCE, SERIES_SINCE, SINCE

Run Example

List_Between

Create a List between two dates

Aliases: BETWEEN, LIST_BETWEEN

Run Example

REMOVE

Remove a series from a DataSerieslist

Aliases: REMOVE

Run Example

READ_JSON_SERIES

Reads a named data series from an HTTPS JSON URL. Arguments are the quoted URL and series ID. The JSON document must contain a series array; each series requires an id or code and an observations array containing date and numeric value fields. Dates may use yyyy-MM-dd, yyyyMMdd, or yyyyQn. Optional name, source, frequency, and units fields may be defined globally or per series. Null values are skipped.

Aliases: JSON_SERIES, READ_JSON_SERIES, READJSON, READJSONSERIES

Run Example

FRED_QD_SERIES

Reads a series from FRED's Quarterly Database

Aliases: FRED_QD, FRED_QD_SERIES

Run Example

LOOP_BLS_OCCUPATIONS

Read from BLS file a DataList of oppucational statistics

Aliases: LOOP_BLS_OCCUPATIONS

Run Example | Full Description

BLS_GENDER

Return a Occupational Gender Study for the Year (min observations(100).

Aliases: BLS_GENDER

Run Example | Full Description

Text Commands

STR

Make a String Object for for a constant title

Aliases: STR

Run Example

Text

Make a text slide or comment

Aliases: TEXT

Run Example

Text_Slide

Make a text slide or comment

Aliases: TEXT_SLIDE, TEXTSLIDE

Run Example

Bullet_Slide

Make a text slide or comment

Aliases: BULLET_SLIDE, BULLETSLIDE

Run Example

ADD_ANNOTATION

Add and annotation to a Line Chart

Aliases: ADD_ANNOTATION, ANNOTATE

Run Example

ADD_DATE_ANNOTATION

Add and annotation to a Line Chart

Aliases: ADD_DATE_ANNOTATION, DATE_ANNOTATE

Run Example

REMOVE_ANNOTATIONS

Add and annotation to a Line Chart

Aliases: CLEAR_ANNOTATIONS, REMOVE_ANNOTATIONS

Run Example

ADD_XMARKER

Add a XMarker to a line Chart

Aliases: ADD_XMARKER, XMARKER

Run Example

ADD_NUMERIC_XMARKER

Add a XMarker to a line Chart

Aliases: ADD_NUMERIC_XMARKER

Run Example

ADD_YMARKER

Add a YMarker to a line Chart

Aliases: ADD_YMARKER, YMARKER

Run Example

Sankey Builder Commands

Sankey_Link

Create Sankey_link

Aliases: SANKEY_LINK

Sankey_Path

Create a Sankey path from one link to another

Aliases: SANKEY_PATH

Sankey_Group

Create a Sankey group

Aliases: SANKEY_GROUP

Sankey_Chart

Create a Sankey chart from a Sankeygroup

Aliases: SANKEY_CHART

Math Commands

CURRENT_DATE

Create an Integer of yyyyMMdd

Aliases: CURRENT_DATE, CURRENTDATE

Run Example

LOG

Log of a number or Series

Aliases: LOG

Run Example | Full Description

TO_ARRAY

Create an array of numbers

Aliases: TO_ARRAY

Run Example

QUANTILE

Quantile of a series example give the median

Aliases: QUANTILE

Run Example

EXP

Exp of a Number or Series --typically used to restore a loggged Series

Aliases: EXP

Run Example | Full Description

SYM

Create and analyze symbolic mathematical expressions including derivatives, integrals, plots, and complex-plane visualizations.

Aliases: SYM

Run Example | Full Description

ABS

Absolute Value of a Number or Series

Aliases: ABS

Run Example | Full Description

TO_NORMAL

Normalize a Data Series or Data Series List

Aliases: NORMALIZE, TO_NORMAL, TONORMAL

Run Example

SIZE

Returns size of a series

Aliases: SIZE

Run Example

Lag

The examples lag Unemployment Rate by one month

Aliases: LAG

Run Example | Full Description

Interpolate_Value

Interpolate the series and return the value for the date (yyyyMMdd)

Aliases: INTERPOLATE_VALUE

Run Example

MAX

Maximum of a Series

Aliases: MAX

Run Example

MIN

Minimum of a Series

Aliases: MIN

Run Example

MAX_DATE

Maximum Date of a Series yyyyMMdd

Aliases: MAX_DATE

Run Example

MIN_DATE

Minimum Date of a Series yyyyMMdd

Aliases: MIN_DATE

Run Example

BEG_VALUE

Beginning Value of a Series

Aliases: BEG_VALUE

Run Example

END_VALUE

Ending Value of a Series

Aliases: END_VALUE, LAST_VALUE

Run Example

BEG_DATE

Beginning Date of a Series yyyyMMdd

Aliases: BEG_DATE

Run Example

END_DATE

Ending Date of a Series yyyyMMdd

Aliases: END_DATE

Run Example

Graph Commands

set_title

Set a title to a graph or Sankey_group

Aliases: SET_TITLE

Run Example

set_title_subtitle

Set a title and subtitle. Can add multiple subtitles

Aliases: SET_TITLE_SUBTITLE, SETTITLESUBTITLE, TITLE, TITLE_SUBTITLE

Run Example

merge_charts

Merge charts can merge a series of charts into one chart

Aliases: MERGE_CHARTS

Run Example

Add_subtitle

Set a subtitle to a d3 chart

Aliases: ADD_SUBTITLE, SUBTITLE

Run Example

Graph

Graph a series

Aliases: GRAPH

Run Example

Garch

Garch of a series

Aliases: GARCH

Run Example | Full Description

Hist

Histograph of a series

Aliases: HIST

Run Example | Full Description

discriminant

Discriminant Histograph analysis of two Series

Aliases: DISCRIMINANT

Run Example | Full Description

scatter_plot

Scatter plot of two Series

Aliases: SCATTER_PLOT, SCATTERPLOT

Run Example

Bar_chart

Bar Chart of the last values

Aliases: BAR_CHART, BAR_GRAPH, BARCHART

Run Example

Stacked_Bar_chart

Stacked Bar Chart of the last values

Aliases: STACKED_BAR_CHART, STACKEDBAR, STACKEDBARCHART

Run Example

Bar_chartD3

Bar Chart of the last values

Aliases: BAR_CHARTD3, LATEST_BAR, PERIOD_BAR

Run Example

Animated_Bar_chart

Animated Bar Chart of values

Aliases: ANIMATED_BAR_CHART

Run Example

Dual_Line_Chart

Chart using left and right axis

Aliases: DUAL_LINE_CHART

Run Example

Poly_Scatter

Scatter plot of two Series with a degree (1 -Linear, 2 -Quadratic, 3 -Cubic etc

Aliases: POLY_SCATTER

Run Example | Full Description

Split_Poly_Fit

Split two series for a poly line and poly scatter chart

Aliases: SPLIT_POLY_FIT

Run Example | Full Description

POLY_FIT

Polynomial Fit of a Series

Aliases: POLY_FIT

Run Example

animate_scatter_plot

Animation of two series as a scatter plot-- good for seeing regime shifts

Aliases: ANIMATE_SCATTER_PLOT

Run Example

LINE_GRAPH_WITH_MEAN

Graph with a mean line

Aliases: LINE_CHART_WITH_MEAN, LINE_GRAPH_WITH_MEAN, MEAN_CHART, MEAN_LINE_CHART

Run Example

Poisson_Chart

PLots the time distance between shock of x

Aliases: POISSON_CHART

Run Example | Full Description

Logistic_Curve

Logistic fit of a series and return the curve or Logistic_Curve(series,yyyyMMdd) to project to a date

Aliases: LOGISTIC_CURVE

Run Example | Full Description

Logistic_Graph

Logistic fit of a series

Aliases: LOGISTIC_CHART, LOGISTIC_FIT, LOGISTIC_GRAPH, LOGISTIC_PLOT

Run Example | Full Description

Logistic_Graph_Lower

Logistic fit of a series with a lower bound

Aliases: LOGISTIC_GRAPH_LOWER

Run Example | Full Description

Logistic_Graph_Upper

Logistic fit of a series with a upper bound

Aliases: LOGISTIC_GRAPH_UPPER

Run Example | Full Description

Logistic_Graph_Bound

Logistic fit of a series with a lower and upper bound

Aliases: LOGISTIC_GRAPH_BOUND

Run Example | Full Description

Vol_Study

Historical Volatility of a Series

Aliases: VOL_STUDY

Run Example | Full Description

COMBINE

Combine graphs into one panel

Aliases: COMBINE

COMBINED3

Combine graphs created with d3 into one panel

Aliases: COMBINED3

BINARY_SPLIT

Run a Binary Split routine for regimse changes

Aliases: BINARY_SPLIT, BINARYSPLIT, SPLIT_REGRESSION

Run Example | Full Description

ROLL_BETA

Rolling Beta of x and y over N periods

Aliases: ROLL_BETA

Run Example | Full Description

ROLL_CORR

Rolling Correlation of x and y over N periods

Aliases: ROLL_CORR

Run Example

ROLL_STD

Rolling Standard Deviation of x over N periods

Aliases: ROLL_STD

Run Example

TERM_Chart

Compare two Series of different data periods

Aliases: RELATIVE_COMPARISON, TERM_CHART, TERM_GRAPH

Run Example

Line_Chart

Graph a series

Aliases: LINE_CHART, LINE_GRAPH, LINECHART

Run Example

Animated Line_Chart

Animated Graph a series

Run Example

Area_Line_Chart

Graph of two series and the net line. Great for trade flows

Aliases: AREA_LINE_CHART

Run Example

PUBLICATION_CHART

Prepare the graph for publication

Aliases: PUBLICATION_CHART, PUBLISH

Run Example

add_series_Line

Graph of two series and the net line. Great for trade flows

Aliases: ADD_SERIES_LINE

Run Example

Data Manipulation

LogDiff

Create a Log Difference DataSerieslist or a series

Aliases: LOG_DIFF, LOGDIFF

Run Example | Full Description

Log

Log of a series

Aliases: LOG

Run Example | Full Description

TO_WEEKLY

Convert a daily series to weekly frequency

Aliases: TO_WEEKLY, TOWEEKLY

Run Example

TO_MONTHLY

Convert a daily or weekly series to monthly frequency

Aliases: TO_MONTHLY, TOMONTHLY

Run Example

TO_QUARTERLY

Convert a daily, weekly, or monthly series to quarterly frequency

Aliases: TO_QUARTERLY, TOQUARTERLY

Run Example

TO_ANNUAL

Convert a daily, weekly, monthly, or quarterly series to annual frequency

Aliases: TO_ANNUAL, TOANNUAL

Run Example

AGGREGATE_TO_PERIOD

Aggregate a series into daily, weekly, monthly, quarterly, or annual calendar periods using SUM, MEAN, FIRST, LAST, MIN, or MAX.

Aliases: AGGREGATE, AGGREGATE_TO_PERIOD, AGGREGATETOPERIOD, RESAMPLE

Run Example

CLIP

Limit all series values to a specified minimum and maximum

Aliases: CLIP

Run Example

POSITIVE_PART

Return only the positive values of a series

Aliases: POSITIVE, POSITIVE_PART

Run Example

CUM_SUM

Calculate the cumulative sum of a series

Aliases: CUM_SUM, CUMSUM

Run Example

COMPOUND_SUM

Calculate the cumulative compounded value of a series

Aliases: COMPOUND_SUM, COMPOUNDSUM

Run Example

SERIES_Since

Create a Series from a start date

Run Example

Series_Between

Create a Series between two dates

Aliases: SERIES_BETWEEN

Run Example

EIA

Retrieve EIA dataseries

Aliases: EIA

Run Example

ECB

Retrieve ECB dataseries. See SEARCH_ECB for Details

Aliases: ECB

Run Example

BOE

Retrieve BOE dataseries. See BOE_SEARCH

Aliases: BOE

Run Example

USDA

Retrieve USDA dataseries. See USDA_SEARCH

Aliases: USDA

Run Example

CDC

Retrieve CDC dataseries. See CDC_SEARCH

Aliases: CDC

Run Example

NYFED

Retrieve NYFED dataseries. See NYFED_SEARCH

Aliases: NYFED

Run Example

ESTAT

Retrieve ESTAT topic list.

Aliases: ESTAT

Run Example

ESTAT_LOOP

Loop throught the Series in an ESTAT Topic

Aliases: ESTAT_LOOP, ESTATLOOP

Run Example

Mean

Mean of a series or a list of series

Aliases: AVG, MEAN

Run Example

STDDEV

Standard Deviation of a series or a list of series

Aliases: STDDEV

Run Example

SKEW

Skewness of a series or a list of series

Aliases: SKEW

Run Example

KURTOSIS

Kurtosis of a series or a list of series

Aliases: KURTOSIS

Run Example

TO_INDEX

Make an Index of a Series with a Base Value of Unity

Aliases: TO_INDEX

Run Example

Series_Stats

Summary Statistics for a Data Series

Aliases: SERIES_STATS

Run Example

LAST

Get the Last N data points

Aliases: LAST, TAIL

Run Example

UPDOWN_SERIES

Get the Last N data points

Aliases: UPDOWN_SERIES

Run Example

Search

Do a FRED search on a topic

Aliases: FRED_SEARCH, SEARCH, SEARCH_FRED

Run Example

Search_RID

List DataSeries for a FRED Release id

Aliases: SEARCH_RID

Run Example

EIA_Search

Do a EIA search on a dataset for a topic (PET,NG, ELEC, TOTAL,STEO) are valid datasets

Aliases: EIA_SEARCH, EIASEARCH, SEARCH_EIA

Run Example

EUKLEMS_Search

Do a EUKLEMS search Lab of European Economics.

Aliases: EUKLEMS_SEARCH

Run Example

BOE_Search

Do a BOE search on a dataset for a topic

Aliases: BOE_SEARCH

Run Example

USDA_Search

Do a USDA search on a dataset for a topic

Aliases: USDA_SEARCH

Run Example

CDC_Search

Do a CDC search on a dataset for a topic

Aliases: CDC_SEARCH

Run Example

NYFED_Search

Do a NYFED search on a dataset for a topic

Aliases: NYFED_SEARCH

Run Example

Search_ECB

Do a ECB search on a dataset for a topic (EXR, YC, FM, HICP, BSI, STBS, LFSI, MIR, ICP,CSEC, SEC, MNA, IVF, SHSS, BPS, OFI, DWA) are valid datasets. The copy the first column to fetch the proper command.

Run Example

Search_ESTAT

Do a ETAT search on a topic. Bureau of Japanese Statistics is learning exercie. See ESTAT and ESTAT_LOOP commands

Run Example

EIA_Search

Do a EIA search on a dataset for a topic (PET,NG, ELEC, TOTAL,STEO) are valid datasets

Aliases: EIA_SEARCH, EIASEARCH, SEARCH_EIA

Run Example

China_Search

Do a search on a topic from the China Dataset

Aliases: CHINA_SEARCH

Run Example

China

Fetch a China Dataset

Aliases: CHINA

Run Example

Treasury_Search

Do a search on a topic from the Treasury Dataset

Aliases: SEARCH_TREASURY, TREASURY_SEARCH, TREASURYSEARCH

Run Example

Treasury

Fetch a Treasury Dataset

Aliases: TREASURY

Run Example

EXTRACT

Some data objects are 'extractable' Regression,Transfer_Function and ARIMA. Ex(arima(unrate),residuals) can be used for shorthand.

Aliases: EX, EXTRACT

Run Example

EIA_BEST

Do a EIA search on a dataset for a topic (PET,NG, ELEC, TOTAL,STEO) and return a DataSeriesList

Aliases: EIA_BEST

Run Example

Matrix Commands

Data

Create Matrix from a list of series.

Aliases: DATA

Run Example

COL_COUNT

Returns the number of columns in a matrix

Aliases: COL_COUNT

Row_COUNT

Returns the number of rows in a matrix

Aliases: ROW_COUNT

COVVAR

Create Covariance Matrix from a list of series.

Aliases: COVVAR

Run Example

Corr

Create Corellation Matrix from a list of series.

Aliases: CORR

Run Example

CHOLESKY

Create Cholesky Matrix from a list of series.

Run Example

Transpose

Transpose a Matrix from a list of series.

Aliases: TRANSPOSE

Run Example

Invert

Invert a Matrix

Aliases: INVERT

Run Example

Lag Regression Analysis

Arima

Execute an ARIMA of a dataSeries. Arima has extractable components

Aliases: ARIMA

Run Example

Transfer_Function

Returns the Transfer Function Between two series.

Aliases: TRANSFER_FUNCTION

Run Example

PDL_REGRESSION

Returns a Polynomial Distributed Lag Regression.

Aliases: PDL, PDL_REGRESSION

Run Example | Full Description

VAR_Model

Returns a Vector Autoregression statistical model

Aliases: VAR_MODEL

Run Example | Full Description

VAR_Model_FIT

Return a diff of the Vector Autoregression

Aliases: VAR_MODEL_FIT

Run Example | Full Description

MVTransfer_Function

Returns a full MultiVariate Transfer Function Analysis.

Aliases: MVTRANSFER_FUNCTION

Run Example | Full Description

ACF_CHART

Returns a Autocorrelation Chart of a Series for a number of lags. Better with residuals

Aliases: ACF_CHART, ACF_GRAPH, ACFCHART

Run Example | Full Description

Spectrum

Returns a Spectrum Analysis of a Time-Series

Aliases: SPECTRUM

Run Example | Full Description

epicycles

Returns a Epicycle Demonstration of a Time-Series

Aliases: EPICYCLES

Run Example | Full Description

Regression Analysis

Regression

Execute a multivariate regression. The Y Variable is always the first variable

Aliases: REG, REGRESSION

Run Example | Full Description

BEST_Regression

Exhaustive search form the best combination of variables limited by N variables

Aliases: BEST_REGRESSION

Run Example | Full Description

BEST_COVID_Regression

Exhaustive search form the best combination of variables limited by N variables

Aliases: BEST_COVID_REGRESSION

Run Example | Full Description

BEST_BIC_Regression

Exhaustive search form the best combination of variables using residuals

Aliases: BEST_BIC_REGRESSION

Run Example | Full Description

BEST_COVID_Regression

Exhaustive search form the best combination of variables using residuals

Aliases: BEST_COVID_REGRESSION

Run Example | Full Description

CROSS_SECTIION

Get a CrossSection analysis of data for a date

Run Example | Full Description

STATE_FIXED_EFFECTS

Create Dummy Variables for CrossSection analysis of data for a date

Aliases: STATE_FIXED_EFFECTS

Run Example | Full Description

GROUPED_CROSS_SECTION

Analysis of a Cross_section by category/state

Aliases: GROUPED_CROSS_SECTION

Run Example | Full Description

Regression_Covid

Execute a multivariate regression and include a exponetial dummy variable for the COVID Period. The Y Variable is always the first variable

Aliases: REGRESSION_COVID

Run Example | Full Description

Bootstrap

Estimate sampling uncertainty by repeatedly resampling observed cases or fitted regression residuals.

Aliases: BOOTSTRAP

Run Example | Full Description

IV_REGRESSION

Run an Instrumental Variable Regression

Aliases: IV_REGRESSION

Run Example | Full Description

INSTRUMENT_HACKING

Run a demonstration of the Michael P. Keane,Timothy Neal & Patrick Vu "Instrument Hacking Paper"

Aliases: INSTRUMENT_HACKING

Run Example | Full Description

ADD_DUMMY_SERIES

Add a dummy variable to a series; Or Add_DUMMY_SERIES(Regression(U6RATE,TCU),"taxes") for a set of tax policy changes.

Aliases: ADD_DUMMY_SERIES

Run Example

GLS

Execute a generalized least squares regression from an OLS regression. We calculate with a rolling omega matrix of residuals

Aliases: GLS

Run Example | Full Description

CONSTRAINED_OLS

Execute a multivariate regression but constraining the sum of coefficient to X

Aliases: CONSTRAINED, CONSTRAINED_OLS

Run Example | Full Description

THRESHOLD_REGRESSION

Estimates a binary threshold regression by searching for the value of a selected explanatory variable that best divides the sample into two distinct linear regimes.

Aliases: THRESHOLD_REGRESSION

Run Example | Full Description

MATCHED_COMPARISON

Matches observations above and below a group threshold on the remaining columns, then reports the paired outcome difference.

Aliases: MATCHED_COMPARISON

Run Example

FIXED_THRESHOLD_REGRESSION

Estimates separate linear relationships above and below a user-specified threshold without searching for the split.

Aliases: FIXED_THRESHOLD_REGRESSION

Run Example

HUBER_REGRESSION

Execute a regression but constraining residual outliers

Aliases: HUBER_REGRESSION

Run Example | Full Description

RIDGE_REGRESSION

Execute a Ridge Regression to control for multicollinearity in data series

Aliases: RIDGE, RIDGE_REGRESSION

Run Example | Full Description

PRINC_COMPONENTS

Returns the Principal Components of a list of time series.

Aliases: PRINC_COMPONENTS

Run Example

LOOP

Run a loop on a set of wildcards and return a combo slide

Aliases: LOOP

Run Example

LOOP_US_COUNTY

Retrieve a DataList of County Data

Aliases: LOOP_US_COUNTY

Run Example

LOOP_STATE2

Run a loop on a set of wildcards and return datalist of states using the 2 letter state code

Aliases: LOOP_STATE2

Run Example

LOOP_STATE_ANSICODE

Run a loop on a set of wildcards and return datalist of states using the 2 letter ANSI state code

Aliases: LOOP_STATE_ANSICODE

Run Example

LOOP_ECB

Gather ECB Country Data using a country codes for the wildcards $$. Include Non-Euro Countries

Aliases: ECB_LOOP, LOOP_ECB

Run Example

LOOP_EURO_ECB

Gather ECB Country Data using a country codes for the wildcards $$. Includes Only Euro Countries

Aliases: LOOP_EURO_ECB

Run Example

LOOP_OBJECTS

Run a loop on a set of wildcards and return a list of object results

Aliases: LOOP_OBJECTS

Run Example

PC_Analysis

Returns a full Principal Components Analysis of a list of time series.

Aliases: PC_ANALYSIS

Run Example | Full Description

Transition_Matrix

Returns a Hidden Markov Analysis of a time series.

Aliases: TRANSITION_MATRIX

Run Example

Simu_Regression

System of Simutaneous Equation Analysis

Aliases: SIMU_REGRESSION

Run Example | Full Description

SUR_Regression

Analyze Seemingly Unrelated Regressions

Aliases: SUR, SUR_REGRESSION

Run Example | Full Description

Three_Stage_regression

Use Seemingly Unrelated Regressions for Three Stage Least Squares

Aliases: THREE_STAGE_REGRESSION

Run Example | Full Description

Distribution Functions

Normal_Dist

Creates a normal distribution with specified mean and standard deviation. All distributions are extractable

Aliases: NORMAL, NORMAL_DIST

Run Example | Full Description

Distribution_Map

Creates a Probability Distribution Map of Skewness and Kurtosis

Aliases: DISTRIBUTION_MAP

Run Example | Full Description

Gamma_Dist

Creates a gamma distribution with specified shape and scale parameters.

Aliases: GAMMA_DIST

Run Example | Full Description

Binomial_Dist

Creates a binomial distribution for N trial with probability p

Aliases: BINOMIAL, BINOMIAL_DIST

Run Example | Full Description

Exponential_Dist

Creates an exponential distribution with specified rate (lambda).

Aliases: EXPONENTIAL_DIST

Run Example | Full Description

Uniform_Dist

Creates a uniform distribution over the interval [min, max].

Aliases: UNIFORM_DIST

Run Example

CAUCHY_DIST

Creates a Cauchy distribution with specified location and scale parameters.

Aliases: CAUCHY_DIST

Run Example

Fit_DIST

Best Distribution Fit for a DataSeries

Aliases: FIT_DIST, HIST_FIT

Run Example

RANDOM

Return a random sample of a distribution

Aliases: RANDOM

Run Example

Pricing Commands

Option Pricer

Pricing of Simple European/American Options

Run Example

Model Comparison using Characteristic Functions

Pricing of European Options Using Different Models

Run Example

US Government Bond Pricer

Pricing of U.S. Government Bonds

Run Example

US Corporate Bond Pricer

Pricing of U.S. Corporate Bonds

Run Example

US Convertible Bond Pricer

Pricing of U.S. Simple Convertible Corporate Bonds

Run Example

Structured Product Developer

In Development, a Tool for Evaluating Structured Products

Run Example

Cash Flow Defeasance -- In Progress

Defeasance of a Monthly Series of Cash Flows

Run Example

Spectral Barriers

Calculation of Barrier Options using Eigenfunctions

Run Example | Full Description

Linear Programming

LINEAR_LP

Create a linear-programming model.

Aliases: LINEAR_LP

Run Example | Full Description

DSGE_MODEL

Create a linear DSGE model.

Aliases: DSGE_MODEL

Run Example | Full Description

SET

Create a linear DSGE model parameter.

Run Example | Full Description

ADD_LP_EQUATION

Add a constraint equation to a linear-programming model.

Aliases: ADD_LP_EQUATION, LP_ADD_EQUATION

Run Example | Full Description

SET_LP_OBJECTIVE

Set the objective expression for a linear-programming model.

Aliases: SET_LP_OBJECTIVE

Run Example | Full Description

MAX_LP

Solve a linear-programming model by maximizing its objective.

Aliases: MAX_LP

Run Example | Full Description

MIN_LP

Solve a linear-programming model by minimizing its objective.

Aliases: MIN_LP

Run Example | Full Description

MODEL_LP

Display a linear-programming model.

Aliases: MODEL_LP

Run Example | Full Description

DUALMODEL_LP

Display the dual table for a solved linear-programming model.

Aliases: DUALMODEL_LP

Run Example | Full Description

LP_REGRESSION

A regression using LP Model for constrraints.

Aliases: LP_OLS, LP_REGRESSION

Run Example | Full Description

LP_ADD_PERIOD_EQUATION

Add a period constraint to a LP_Regression .

Aliases: LP_ADD_PERIOD_EQUATION

Run Example | Full Description

Political Economy Functions

Political_Analysis

Relative Performance of a Series for a Party or President

Aliases: POLITICAL_ANALYSIS

Run Example

PARTY_SERIES

Build a dummy variable series for a party

Aliases: PARTY_SERIES

Run Example

COMPARE_SELECTED_PRESIDENTS

Compare the relative performance of a series or series list during selected presidential terms

Aliases: COMPARE_SELECTED_PRESIDENTS, COMPAREPRESIDENTS

Run Example

PARTY_REGRESSION

Run a Regression of a series for Democrat or Republican Party

Aliases: PARTY_REGRESSION

Run Example

President_REGRESSION

Run a Regression of a series for each President

Aliases: PRESIDENT_REGRESSION

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COMPARE_PRESIDENT

Compare Each President Since the Beginning of his Term

Aliases: COMPARE_PRESIDENT

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Spectral Analyis Function

SPECTRAL_TRANSFER_FUNCTION_WELCH

Spectral Analyis of two time series

Aliases: SPECTRAL_TRANSFER_FUNCTION_WELCH

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spectral_transfer_matrix

Quick Spectral Analysis of Multiple Time-Series PEAK,AVG,BEST_PERIOD

Aliases: SPECTRAL_TRANSFER_MATRIX

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Pages

MarketPage

View of Economic Data and Markets

Aliases: MARKETPAGE

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Interest Rates

Adaptive Expections of the Treasury Yield Curve

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Analysis Commands

Series Analysis

Quick View of a Time Series

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Bid Analyzer

Competitive Bidding with Asymmetric Information - Wilson

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Dual Series Analysis

Analysis of Two Time Series, ScatterPlot,Regression etc

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Multivariate Series Analysis

Analysis of Mutivariate Time Series,Correlations,Regression etc

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Sankey Charts

Chart of various economic flows

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recession_probit

Create Recession Predictor

Aliases: RECESSION_PROBIT

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probit

Create Logit Predictor

Aliases: PROBIT

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Slideshow

Create a slide show

Aliases: SLIDE, SLIDES, SLIDESHOW

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Simulations

Series Simulator

Historical Time Series Simulation

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Normal Test

Testing the concept of user created simulations

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Interest Rate Calculations

US_ZERO

Create a Zero Coupon Bond equivalent series, handy for negative rates

Aliases: US_ZERO

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AFFINE_RATES

A Using the Hull-White-Model to fit Treasury Term-Structure over the last decade

Aliases: AFFINE_RATES

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ZCB_CIR_CURVE

Draw a Cox-Ross-Ingersoll Term-Structure Curve

Aliases: ZCB_CIR_CURVE

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US_BOND_DURATION

Calculated the duration series , handy for negative rates

Aliases: US_BOND_DURATION

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MORT_PAYMENT

Calculated the Monthly Mortgage Payment

Aliases: MORT_PAYMENT

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MORT_DURATION

Calculated the Mortgage Duration

Aliases: MORT_DURATION

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