percentChange {dse1}R Documentation

Calculate percent change

Description

Calculate the percent change relative to the data lag periods prior.

Usage

    percentChange(obj, ...)
    ## Default S3 method:
    percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
    ## S3 method for class 'TSdata':
    percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
    ## S3 method for class 'TSestModel':
    percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
    

Arguments

obj An object of class TSdata or TSestModel, a time series matrix, a matrix with columns corresponding to series (which are treated individually), or a list of one of these kinds of objects. (called m below)
e If e is TRUE the exponent of the series is used (after cumulating if cumulate is TRUE). e can be a logical vector with elements corresponding to columns of m.
base If base is provided it is treated as the first period value (that is, prior to differencing). It is prefixed to the m prior to cumulating. It should be a vector of length dim(m)[2]. (If e is TRUE then base should be log of the original data).
lag integer indicating the number of periods relative to which the percent change should be calculated.
cumulate logical indicating if the series should be cumulated before the percent change is calculated.
... arguments passed to other methods.

Details

Calculate the percent change relative to the data lag periods prior. obj should be a matrix or vector.

If code{cumulate} is TRUE then the data is cumulated first. cumulate can be a logical vector with elements corresponding to columns of m.

For a TSmodel the percent change calculation is done with input and output and the result is an object of class TSdata.

For a TSestModel the percent change calculation is done with $estimates$pred and the result is an object of class TSdata

Value

For an object of class TSdata the percent change calculation is done with the output data and the result is an object of class TSdata (or a list of objects of class TSdata). For an object of class TSestModel the percent change calculation is done with estimates$pred and the result is an object of class TSdata (or a list of objects of class TSdata).

See Also

ytoypc

Examples

if(is.R()) data("eg1.DSE.data", package="dse1")
z <- percentChange(outputData(eg1.DSE.data))

[Package dse1 version 2006.1-1 Index]