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Datastream

Commonly Functions

The most commonly used functions are:


CFx#(Expression,MAX) - Finds the maximum value for a specific calendar period (replace x with the desired frequency). For example, CFW#(S&PCOMP(PH),MAX) will find the maximum high price for the calendar week.

CFx#(Expression,MIN) - Finds the minimum value for a specific calendar period (replace x with the desired frequency). For example, CFM#(S&PCOMP(PL),MIN ) will find the minimum low price for the calendar month.

CxA#(Expression) - Finds the average value for a specific calendar period (replace x with the desired frequency). For example, CWA#(@EBAY(RI)) will find the average weekly return index for Ebay. CMA#(S&PCOMP) will find the average monthly prices for the S&P 500. Simply using W,M,Q, or Y for frequencies gives you interval prices not average prices. Therefore, one must use the average function if averages for a frequency that is lower than the default are required.

SAA#(Expression) - Performs an additive seasonal adjustment for an economic series.

SAM#(Expression) - Performs a multiplicative seasonal adjustment for an economic series.