growth.rate: Growth Rates of Time Series
In tis: Time Indexes and Time Indexed Series

Description Usage Arguments Details Value

Get or set growth rates of a tis time series in annual percent terms.

1 2	growth.rate(x, lag = 1, simple = T) growth.rate(x, start = end(x) + 1, simple = T) <- value

`x`	a `tis` time series or something that can be turned into one by `as.tis`
`lag`	number of lags to use in calculating the growth rate as outlined in the details below
`simple`	simple growth rates if `TRUE`, compound growth rates if `FALSE`
`start`	the first `ti` time index for which values of `x` should be replaced to make `growth.rate(x[start]) == value[1]`.
`value`	desired growth rates

An example: Suppose x is a quarterly series, then if simple is TRUE,

growth.rate(x, lag = 3) == 100 * ((x[t]/x[t-3]) - 1) * (4/3)

while if simple is FALSE

growth.rate(x, lag = 3) == 100 * ((x[t]/x[t-3])^(4/3) - 1).

growth.rate(x) returns a tis series of growth rates in annual percentage terms.

Beginning with the observation indexed by start,

growth.rate(x) <- value

sets the values of x such that the growth rates in annual percentage terms will be equal to value. x is extended if necessary. The modified x is invisibly returned.

tis documentation built on Sept. 29, 2021, 1:06 a.m.