percentChange {dse1} | R Documentation |
Calculate the percent change relative to the data lag periods prior.
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, ...)
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. |
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 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).
if(is.R()) data("eg1.DSE.data", package="dse1") z <- percentChange(outputData(eg1.DSE.data))