These functions return 'average' values for a sequence of fixed time periods. For example, CWA# (calendar week average) calculates a series of weekly average values for each full calendar week between the start and end dates.
Function#(Expression,Carry_Indicator)
Where:
Carry_Indicator determines the way in the function deals with null values. Null values, displayed as "N/A", are generated when no numeric value is available for a stock. The carry indicator offers three methods for handling null values in a time series, specified by the codes D, C or I. If you do not specify a Carry_Indicator, the function defaults to D. These codes are explained below:
D
(Default) - carry previous value, but not between periods
Null values are overwritten with the previous value from the series: the
previous value is "carried over" to the slot containing the
null value. Values are not carried over between periods. For example,
a null value occurring the first of a month is not overwritten with a
value from the end of the previous month.
C
Carry previous value
Null values are overwritten with the previous value from the series; the
previous value is "carried over" to the slot containing the
null value. Null values occurring on the first day of a new time period
(week, month, quarter, or year) are overwritten with the value carried
over the last day of the previous time period. For example, a null value
occurring the first of a month is overwritten with the value carried over
from the end of the previous month.
I
Ignore.
Null values are ignored and appear in the series you request.