Module macrobond_data_api.common.enums.series_to_higher_frequency_method

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Classes

class SeriesToHigherFrequencyMethod (value, names=None, *, module=None, qualname=None, type=None, start=1)

Methods for converting to higer frequency.

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Ancestors

  • enum.IntEnum
  • builtins.int
  • enum.Enum

Class variables

var AUTO

Determine the method based on the series classification.

var CONDITIONAL_PERCENTAGE_CHANGE

Distribute the percentage change so that the product of the higher frequency observations - 100, is the same, but only if pp100 is set on the series.

var CUBIC_INTERPOLATION

Use a cubic interpolation that optimize the area under the lower frequency values to fill in the higher frequency values.

var DISTRIBUTE

Distribute the lower frequency value into equal sized parts for each of the higher frequency series positions.

var LINEAR_INTERPOLATION

Use a linear interpolation between each pair of lower frequency values to fill in each of the higher frequency values.

var PERCENTAGE_CHANGE

Distribute the percentage change so that the product of the higher frequency observations - 100, is the same.

var PULSE

Sets the value for the first observation in the period range and the other values to "missing".

var QUADRATIC_DISTRIBUTION

Use a quadratic interpolation that optimize the area under the lower frequency values to fill in the higher frequency values.

var SAME

Duplicate the lower frequency value for each of the higher frequency series positions.