RRC: Relative Relative Change

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

Description

Absolute value of "Absolute Relative Change"
Results NEVER include "negative numbers."

Usage

RRC(x = NULL, b = 0, l = 1, lg = FALSE, ...)

Arguments

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

Value

xts object

Examples

## Not run: 

# RRC (Relative Relative 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

RRC(xts(matrix(c(1,-2,-4,8,16,32), ncol = 2), zoo::as.Date(0:2)))
           V1rrc.0.1 V2rrc.0.1
1970-01-01        NA        NA
1970-01-02         2         2
1970-01-03         1         2

## End(Not run)

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