percentChange {tframe}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, ...)
    

Arguments

obj An object on which the calculation is to be done. The default method works for a time series vector or matrix (with columns corresponding to series, which are treated individually).
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 obj.
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. If cumulate is TRUE then the data is cumulated first. cumulate can be a logical vector with elements corresponding to columns of obj.

Value

The default method returns a time series matrix.

See Also

ytoypc


[Package tframe version 2006.4-1 Index]