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junaid_hanif
Contributor
Contributor
‎2022-03-09 01:59 AM

Gradient Calculation on a Time Series Data

Hello fellow Qlikers,

I need to bring the excel slope function calculation to Qlik's App for a table I am making.

I want to calculate the slope based on values of previous five days, where KNOWN-Ys are "DAILY_STOCK_RETURNS", while KNOWN-Xs are "MARKET_RETURNS". Please note that both the fields are calculated measures in Qlik.

The problem I'm facing is that the LINEST_M function is an aggregate function and hence can't be applied to each row, as is my requirement.

The table in excel (attached) has the following headers and shows slope function applied under "BETA" column:

junaid_hanif_1-1646808863626.png

 

Could anyone please help me replicate this formula in Qlik.

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