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More functions

Posted: Mon Sep 10, 2007 5:01 pm
by 9345006
Hi,

I've written a few extra functions for my application but the problem is that when I set the chart to live update those series of course don't update like the built in functions.

The ones I've built in and would like to see are:

Percentage change (I'm actually amazed that this one isn't already there)
Minus last period
Linear regression
EWMA
GARCH
y=mx+b
X12 ARIMA (method available as a program at U.S. Census bureau.)

It would also be nice if one could have a statistics object of a series that gave basic statistics of the series:

Skewness
Kurtosis
Slope
y-intercept
etc.

If you have questions about any of those I'll be glad to answer.

thanks,
nisbus

Posted: Wed Sep 12, 2007 10:07 am
by narcis
Hi nisbus,

It would be really helpful if you could provide use some information or URL about each series specification.

Regarding your series not updating as built-in series, if you are a sourcecode customer you could check how TeeChart implements its functions.

Thanks in advance.

Posted: Thu Sep 13, 2007 12:53 am
by 9345006
Here are some resources where you can find information on these functions.

Percentage change : Simply subtract the old value from the new value, then divide by the old value. Multiply the result by 100 and slap a % sign on it.

Minus last period : used for series with a datetime x axis, just start at y[1] and subtract the value with y[0] etc.

Linear regression : http://en.wikipedia.org/wiki/Linear_regression
EWMA : http://www.itl.nist.gov/div898/handbook ... pmc324.htm (this is actually a great page for statistics and math formulas)
GARCH/ARCH : http://www.mathworks.com/products/garch/
y=mx+b : http://mathforum.org/cgraph/cslope/mxplusb.html
X-12 ARIMA : http://www.census.gov/srd/www/x12a/

Skewness: http://en.wikipedia.org/wiki/Skewness
Kurtosis : http://en.wikipedia.org/wiki/Kurtosis
Slope & y-intercept : http://www.math.com/school/subject2/les ... 4L2GL.html

I will most definitely be looking into the TeeChart implementation of functions.

thanks,
nisbus

Posted: Thu Sep 13, 2007 8:07 am
by narcis
Hi nisbus,

Thank you very much for the information. I've added your request to our wish-list to be considered for inclusion in future releases.