Geometric growth rate

Description

Function for generating the n-period rolling geometric growth rate.

Usage

1
geogr(x, n = 1)

Arguments

x

The time series for the growth rate to be calculated.

n

The period for the growth to be calculated over.

Details

In order to ensure the growth rate calculated is reliable, the following rule are applied.

  1. 50% of the data must be present.

  2. The length of the time series must be greater than n

Otherwise the growth will not be computed.

Value

The n-period geometric growth rate of the time series.

Examples

1
2
3
4
test.ts = abs(rnorm(100))
geogr(test.ts, 1)
geogr(test.ts, 3)
geogr(test.ts, 10)