What is the manual workflow for Macaulay duration if CFA gives the cash flows?

Use four columns: time, cash flow, present value of cash flow, and present value weight times time. First discount each cash flow at the yield per period. Second, divide each present value by total bond price to get the weight. Third, multiply each weight by the time period. The sum of the weighted times is Macaulay duration.

For a coupon bond, the answer should normally be below maturity because some value is received before maturity. For a zero-coupon bond, there is only one cash flow at maturity, so the weighted average time equals maturity.