PCT() function returns a transformation of the provided time series using a Percentage Change transformation.
PCT.rev() reverses the transformation.
1 2 3
A numeric vector or univariate time series of class
A numeric vector or univariate time series of percentage changes. Possibly returned by
Initial value/observation of
The Percentage Change transformation is given approximately by
log( x[2:n] / x[1:(n-1)] ) = log( x[2:n] ) - log( x[1:(n-1)] )
A vector of length
length(x)-1 containing the transformed values.
Rebecca Pontes Salles
R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.
1 2 3 4 5 6 7 8 9 10 11 12
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.