Description Usage Arguments Details Value Author(s) References See Also Examples

The `PCT()`

function returns a transformation of the provided time series using a Percentage Change transformation. `PCT.rev()`

reverses the transformation.

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`x` |
A numeric vector or univariate time series of class |

`p` |
A numeric vector or univariate time series of percentage changes. Possibly returned by |

`x0` |
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)] ) *

where `n=length(x)`

.

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.

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TSPred documentation built on June 26, 2018, 5:04 p.m.

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