1 Reply Latest reply on Oct 29, 2017 1:59 PM by Chris McClellan

    Summarize Time Series vs Dimension

    Brian Bell

      I have a number of monthly rate of return time series, each one corresponding to a unique value of a certain dimenion, let's say the Leverage dimension. Leverage can be 1.0, 1.1, etc. Using calculated fields, I can calculate annualized rate of return, standard deviation of returns, etc. along the time axis.  Using coloring, I get a different colored line for each value of Leverage. Of course, using date as filters, I can control which section of the time series I'm calculating for.

       

      Now I want to plot the ending values of each summary statistic vs the Leverage value. The horizontal axis will be the Leverage values, and there will be a line plotted for each of annualized rate of return, standard deviation, etc. It would be nice to be able to filter the range of dates used in the calculations, but for now I would be happy just to use the whole time range.

       

      I have no idea how to do this. Can anyone help? Thanks!

        • 1. Re: Summarize Time Series vs Dimension
          Chris McClellan

          Do you just want the ending value or the complete line ?

           

          Any chance you can post some data (even some dummy data in Excel) would help ?

           

          I'd just put the Leverage dimensions on the Columns shelf, and if you want multiple measure shown at the same time then [Measure Values] on the Rows shelf, [Measure Names] on Color and then filter [Measure Names] to control which lines you want to see.