Executing Additional Operations with Variables

If additional operations are available for a variable, the

button is displayed next to this variable. Clicking the button opens the menu that contains operation commands:

A lag is a shift of variable values in time. To set a lag, use commands of the Lag group:

Increase. It increases variable lag by one step.
Decrease. It decreases variable lag by one step.
Set. It opens the dialog box to set lag value:

Enter the required lag value.

Lag sign is added to the end of the variable name in the following format: [t +/- lag]. For example: [t] - lag is not used; [t+1] - lag is decreased by one step; [t-2] - lag is increased by two steps.

Quick transformation is used to transform variable values without changing the source data. To select transformation method, use commands of the Transformation group:

pch PoP. Rate of change to the previous period.
pch YoY. Rate of change to corresponding period of the previous year.
diff PoP. Difference for the previous period.
diff YoY. Difference for the corresponding period of the previous year.
log. Logarithm.
dlog PoP. Logarithms difference for the previous period.
dlog YoY. Logarithms difference for the corresponding period of the previous year.
More:
- diff YTD. Difference for the end of the previous year.
- dlog YTD. Logarithms difference for the end of the previous year.
- norm. Normalization.
- OA. Outlier adjustment.
- pch YTD. Rate of change to the end of the previous year.
- pchA. Annual rate of change.
- ratio PoP. Growth coefficient for the previous period.
- ratio YoY. Growth coefficient for the corresponding period of the previous year.
- ratio YTD. Growth coefficient for the end of the previous year.
- SA Additive. Additive seasonal adjustment.
- SA Auto. Automatic seasonal adjustment.
- SA Multiplicative. Multiplicative seasonal adjustment.
- std. Standardization.
- TS Inverse. Detrending (inverse trend).
- TS Linear. Detrending (linear trend).
- TS Logarithmic. Detrending (logarithmic trend).
- TS Polynomial. Detrending (polynomial trend).

For details about description of these methods see the Transformations of Variables or Factors section.

Select the Create Copy item. A variable copy is created that is available only when calculating an equation or descriptive statistics.

Select the Delete item. The variable is deleted from calculation without further confirmation.

For each exogenous variable in the error correction model it is possible to define a group that sets the type of cointegration relation: long-term or short-term one. Select appropriate checkbox in the variable's menu:

Group 1 (Long-Term Frequency Equation). The variable is included into the group that describes long-term cointegration relations.
Group 2 (Regression Equation). The variable is included into the group that describes short-term cointegration relations.

If a variable is included in two groups, its relation type is undefined. If a variable is included in neither of the groups, it is not used for model calculation.