TSDELTAP: Time Series Percentage Lag Differences (Delta Percentage)

In bimets: Time Series and Econometric Modeling

Time Series Percentage Lag Differences (Delta Percentage)

Description

This function returns the O-order, L-lag percentage differences of the input time series. If the input time series frequency is a multiple of the L lag argument, then it is possible to set the argument ANNUALIZE=TRUE in order to have the percent changes returned at annual rates, i.e. raised to the power of frequency/L.

Usage

TSDELTAP(x = NULL, L = 1, ANNUALIZE = FALSE, avoidCompliance = FALSE, ...)

Arguments

x	Input time series that must satisfy the compliance control check defined in is.bimets.
L	Lag.
ANNUALIZE	If TRUE the percent changes are returned as annual rates, i.e. raised to the power of frequency/L
avoidCompliance	If TRUE, compliance control check of input time series will be skipped. See is.bimets
...	Backward compatibility.

Value

This function returns a BIMETS time series.

See Also

TSDELTA
TSLAG
MOVAVG
INDEXNUM

Examples

	
	#TS Q
	n<-10;
	ts1<-TSERIES(n:0,START=c(2000,1),FREQ='Q')
	TABIT(ts1,TSDELTAP(ts1,1))
	
	#TS 366
	ts1<-TSERIES(seq(1,length=10,by=-0.001),START=c(2000,1),FREQ=366)
	TABIT(ts1,TSDELTAP(ts1,1,ANNUALIZE=TRUE))
	
	

bimets documentation built on April 4, 2025, 5:15 a.m.