APC: Absolute Proportional Change

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

This is most useful for calculating velocity
and acceleration, (and jerk).
To get acceleration and jerk use this with
diffXts with differences 2 (and 3) respectively.

Ninety-nine (99
SHOULD HAVE BEEN using this one.

Usage

APC(x, b = 0, l = 1, ...)

Arguments

x	xts object
b	choose -1 (or less) to look into the future
l	observations backwards
...	dots passed

Value

xts object

Examples

## Not run: 

# APC(Absolute Proportional Change) example

xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2))
           [,1] [,2]
1970-01-01    1    8
1970-01-02   -2   16
1970-01-03   -4   32

APC(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)))
           V1apc.0.1 V2apc.0.1
1970-01-01        NA        NA
1970-01-02        -3         1
1970-01-03        -1         1

## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.