Most price indexes are made with a two-step procedure, where period-over-period elemental indexes are first calculated for a collection of elemental aggregates at each point in time, and then aggregated according to a price index aggregation structure. These indexes can then be chained together to form a time series that gives the evolution of prices with respect to a fixed base period. This package contains a collection of functions that revolve around this work flow, making it easy to build standard price indexes, and implement the methods described by Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007, <doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020, <doi:10.5089/9781484354841.069>) for bilateral price indexes.
Package details |
|
---|---|
Author | Steve Martin [aut, cre, cph] (<https://orcid.org/0000-0003-2544-9480>) |
Maintainer | Steve Martin <marberts@protonmail.com> |
License | MIT + file LICENSE |
Version | 0.8.2 |
URL | https://marberts.github.io/piar/ https://github.com/marberts/piar |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.