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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.

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 Commands

List

Create a DataSerieslist from one or more data series.

Run Example

List_Since

Create a list from a start date

Run Example

List_Between

Create a List between two dates

Run Example

REMOVE

Remove a series from a DataSerieslist

Run Example

Sankey Builder Commands

Sankey_Link

Create Sankey_link

Sankey_Path

Create a Sankey path from one link to another

Sankey_Group

Create a Sankey group

Sankey_Chart

Create a Sankey chart from a Sankeygroup

Math Commands

LOG

Log of a number or Series

Run Example | Full Description

EXP

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

Run Example | Full Description

ABS

Absolute Value of a Number or Series

Run Example

SIZE

Returns size of a series

Run Example

Lag

The examples lag Unemplyment Rate by one month

Run Example | Full Description

Graph Commands

set_title

Set a title to a graph or Sankey_group

Run Example

Graph

Graph a series

Run Example

Garch

Garch of a series

Run Example | Full Description

Hist

Histograph of a series

Run Example

discriminant

Discriminant Histograph analysis of two Series

Run Example | Full Description

scatter_plot

Scatter plot of two Series

Run Example

Dual_Line_Chart

Chart using left and right axis

Run Example

Poly_Scatter

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

Run Example

animate_scatter_plot

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

Run Example

LINE_GRAPH_WITH_MEAN

Graph with a mean line

Run Example

Poisson_Chart

PLots the time distance between shock of x

Run Example

Logistic_Graph

Logistic fit of a series

Run Example

Vol_Study

Historical Volatility of a Series

Run Example | Full Description

COMBINE

Combine graphs into one panel

COMBINED3

Combine graphs created with d3 into one panel

BINARY_SPLIT

Run a Binary Split routine for regimse changes

Run Example | Full Description

ROLL_BETA

Rolling Beta of x and y over N periods

Run Example

ROLL_CORR

Rolling Correlation of x and y over N periods

Run Example

ROLL_STD

Rolling Standard Deviation of x over N periods

Run Example

Line_Chart

Graph a series

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

Run Example

Data Manipulation

LogDiff

Create a Log Difference DataSerieslist or a series

Run Example | Full Description

Log

Log of a series

EIA

Retrieve EIA dataseries

Run Example

Mean

Mean of a series or a list of series

Run Example

STDDEV

Standard Deviation of a series or a list of series

Run Example

SKEW

Skewness of a series or a list of series

Run Example

KURTOSIS

Kurtosis of a series or a list of series

Run Example

Series_Stats

Summary Statistics for a Data Series

Run Example

LAST

Get the Last N data points

Run Example

UPDOWN_SERIES

Get the Last N data points

Run Example

Search

Do a FRED search on a topic

Run Example

EIA_Search

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

Run Example

EXTRACT

Some data objects are 'extractable' Regression,Transfer_Function and ARIMA

Run Example

EIA_BEST

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

Run Example

Matrix Commands

Data

Create Matrix from a list of series.

Run Example

COL_COUNT

Returns the number of columns in a matrix

Row_COUNT

Returns the number of rows in a matrix

COVVAR

Create Covariance Matrix from a list of series.

Run Example

Corr

Create Corellation Matrix from a list of series.

Run Example

CHOLSKEY

Create Cholesky Matrix from a list of series.

Run Example

Transpose

Transpose a Matrix from a list of series.

Run Example

Invert

Invert a Matrix

Run Example

Lag Regression Analysis

Arima

Execute an ARIMA of a dataSeries. Arima has extractable components

Run Example

Transfer_Function

Returns the Transfer Function Between two series.

Run Example

PDL_REGRESSION

Returns a Polynomial Distributed Lag Regression.

Run Example

MVTransfer_Function

Returns a full MultiVariate Transfer Function Analysis.

Run Example

Spectrum

Returns a Spectrum Analysis of a Time-Series

Run Example | Full Description

epicycles

Returns a Epicycle Demonstration of a Time-Series

Run Example | Full Description

Regression Analysis

Regression

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

Run Example | Full Description

CONSTRAINED_OLS

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

Run Example

HUBER_REGRESSION

Execute a regression but constraining residual outliers

Run Example | Full Description

RIDGE_REGRESSION

Execute a Ridge Regression to control for multicollinearity in data series

Run Example

PRINC_COMPONENTS

Returns the Principal Components of a list of time series.

Run Example

PC_Analysis

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

Run Example

Transition_Matrix

Returns a Hidden Markov Analysis of a time series.

Run Example

Distribution Functions

Normal_Dist

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

Run Example | Full Description

Gamma_Dist

Creates a gamma distribution with specified shape and scale parameters.

Run Example | Full Description

Binomial_Dist

Creates a binomial distribution for N trial with probability p

Run Example | Full Description

Exponential_Dist

Creates an exponential distribution with specified rate (lambda).

Run Example | Full Description

Uniform_Dist

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

Run Example

CAUCHY_DIST

Creates a Cauchy distribution with specified location and scale parameters.

Run Example

Fit_DIST

Best Distribution Fit for a DataSeries

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

Spectral Analyis Function

SPECTRAL_TRANSFER_FUNCTION_WELCH

Spectral Analyis of two time series

Run Example

spectral_transfer_matrix

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

Run Example

Pages

MarketPage

View of Economic Data and Markets

Run Example

Interest Rates

Adaptive Expections of the Treasury Yield Curve

Run Example

Analysis Commands

Series Analysis

Quick View of a Time Series

Run Example

Bid Analyzer

Competitive Bidding with Asymmetric Information - Wilson

Run Example

Dual Series Analysis

Analysis of Two Time Series, ScatterPlot,Regression etc

Run Example

Multivariate Series Analysis

Analysis of Mutivariate Time Series,Correlations,Regression etc

Run Example

Sankey Charts

Chart of various economic flows

Run Example

recession_probit

Create Recession Predictor

Run Example

probit

Create Logit Predictor

Run Example

Slideshow

Create a slide show

Run Example

Simulations

Series Simulator

Historical Time Series Simulation

Run Example

Normal Test

Testing the concept of user created simulations

Run Example

Interest Rate Calculations

US_ZERO

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

Run Example | Full Description

AFFINE_RATES

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

Run Example

ZCB_CIR_CURVE

Draw a Cox-Ross-Ingersoll Term-Structure Curve

Run Example

US_BOND_DURATION

Calculated the duration series , handy for negative rates

Run Example

MORT_PAYMENT

Calculated the Monthly Mortgage Payment

Run Example

MORT_DURATION

Calculated the Mortgage Duration

Run Example