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3. FDMS Transformations

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umbertopassanisi edited this page Jan 23, 2019 · 3 revisions

The FDMS transformation for a specific database is organized as a chain of sequential equation lines where several input variables (time series) are transformed to output variables (time series) by applying specific operation(s).

Group of Countries and Group of Variables

Just before the equation lines, a filtering Group of Countries and Group of Variables is indicated in the transformation chain by if/else statements in order to specify the set to which the transformations will take place in the calculation.

Time Series

Each variable in the equation corresponds to a time series. The format used to indicate a specific time series is the following:

                        `data_source ! {Country} | {Variable} [t]`
  • data_source ! : can be AMECO Historical DB, AMECO DB, Country data DB, Output Gap DB, Cyclical Adjustment DB, etc. If not specified by default the source is the country desk.
  • {Country} : a group of countries is indicated in the precedent(s) lines of the equation if not specific country is specified, it means iteration over all countries.
  • {Variable} : the name of each variable differentiates a specific variable within the equation. If not specific variable is indicated, it means iteration over all variables within the indicated group of variables.
  • [t] : time period. If not specific time period is indicated, it means for all the time period available.

Equation lines

Each equation line in a transformation chain has the following elements:

  • one output variable (time series): specified in the left side of the equation,
  • input variable(s) used for the calculation: specified in the right side of the equation
  • the operation(s) that needs to be performed: combines the input variables
  • the specific parameter(s) within the operation, if any.

Simple arithmetic operations:

{Country}|{Output_Variable}[t] = {Country}|{Input_Variable1}[t] + {Country}|{Input_Variable2}[t]

Complex operation:

{Country}|{Output_Variable}[t] = operation(source!{Country}|{Input_Variable1}[t],{Country}|{Input_Variable2}[t],parameter(s))

Specific example:

{Country}|{VariableParameter1}[t] = buttsplice(AMECO Historical!{Country}|{VariableParameter1}[t], {Country}|{Variable}[t], MsSpliceDirection.Forward)

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