## rmarkdown::render(file.path(dbpath, "GitHub", "stan", "vignettes", "stan_volume_highchart.Rmd")) ## bowerth.github.io ## file.copy(from=file.path(dbpath, "GitHub", "stan", "vignettes", "stan_volume_highchart.html"), to=file.path(dbpath, "GitHub", "jekyll", "bowerth.github.io", "_includes", "rmarkdown_fragment", "stan_volume_highchart.html"), overwrite=TRUE) ## industry ## file.copy(from=file.path(dbpath, "GitHub", "stan", "vignettes", "stan_volume_highchart.html"), to=file.path(dbpath, "GitHub", "jekyll", "industry", "_includes", "rmarkdown_fragment", "stan_volume_highchart.html"), overwrite=TRUE) ## browseURL(file.path("file:/", Sys.getenv("HOME"), "Dropbox", "GitHub", "stan", "vignettes", "stan_volume_highchart.html")) library(dygraphs) library(highcharter) library(xts) library(stan) library(dplyr) df2xts <- function(data_df) { data_xts <- data_df rownames(data_xts) <- paste0(data_xts$year, '-01-01') ## ordered <- c("VALU", "VKOT") ## data_xts <- subset(data_xts, select=c(ordered, names(data_xts)[!names(data_xts)%in%c(ordered, "ind", "year")])) data_xts <- subset(data_xts, select=names(data_xts)[!names(data_xts)%in%c("ind", "year")]) data_xts <- xts::as.xts(data_xts, dateFormat="Date") return(data_xts) } ## dygraph_vignette <- function(...) { ## dygraph(...) %>% ## dyLegend(width=550, show="onmouseover") ## } highchart_vignette <- function() { highchart() %>% hc_yAxis( list(title = list(text = "Value"), align = "left", opposite = FALSE), list(title = list(text = "Index"), align = "right", opposite = TRUE)) %>% hc_add_theme(hc_theme_darkunica()) }
?stan::stanVolume
Chain-linking is obtained by multiplying each annual link as an index by the chain accumulated up until the previous year. The chain obtained using this method is obviously an index number. Therefore, its conversion to monetary terms is performed by multiplying it by the value at current prices for a specific year, called "reference year".
Source: INE
Calculate previous year price VKPY
and chained volume VALK
series from current prices VALU
and chained index VKOT
series
data_csv <- read.csv(file = system.file(file.path("extdata", "volumeLaspeyresPivot.csv"), package="stan") ) y_lab <- "Billion SEK" names(data_csv) <- sub("NSONA_", "", names(data_csv)) data_csv_init <- subset(data_csv, select=c("ind", "year", "VALU", "VKOT"))
data_csv_xts <- data_csv_init %>% df2xts() highchart_vignette() %>% hc_title(text = "Initial Data") %>% hc_add_series_xts(data_csv_xts[,"VALU"], name = "VALU") %>% hc_add_series_xts(data_csv_xts[,"VKOT"], name = "VKOT", yAxis = 1)
data_csv_valk <- data_csv_init %>% mutate(VALK=stan::cpIdxCl(data=data_csv_init, var.cp="VALU", var.idx="VKOT", id.vars="ind", refyear=2010)) data_csv_valk_xts <- data_csv_valk %>% df2xts() highchart_vignette() %>% hc_title(text = "Intermediate Data (including VALK)") %>% hc_add_series_xts(data_csv_valk_xts[,"VALU"], name = "VALU") %>% hc_add_series_xts(data_csv_valk_xts[,"VALK"], name = "VALK") %>% hc_add_series_xts(data_csv_valk_xts[,"VKOT"], name = "VKOT", yAxis = 1)
data_csv_valk_vkpy <- data_csv_valk %>% mutate(VKPY=stan::cpVolPyp(data=data_csv_valk, var.cp="VALU", var.cl="VALK", id.vars="ind")) data_csv_valk_vkpy_xts <- data_csv_valk_vkpy %>% df2xts() highchart_vignette() %>% hc_title(text = "Final Data (including VKPY)") %>% hc_add_series_xts(data_csv_valk_vkpy_xts[,"VALU"], name = "VALU") %>% hc_add_series_xts(data_csv_valk_vkpy_xts[,"VALK"], name = "VALK") %>% hc_add_series_xts(data_csv_valk_vkpy_xts[,"VKPY"], name = "VKPY") %>% hc_add_series_xts(data_csv_valk_vkpy_xts[,"VKOT"], name = "VKOT", yAxis = 1)
How do I use chain-type indexes (or chained-dollar) measures of economic activity, such as real GDP?
Use real (chain-type indexes or chain-dollar) estimates when you want to show how output or spending has changed over time. The percent changes in quantity indexes exactly match the percent changes in chained dollars, so they can be used interchangeably for making comparisons. Real estimates remove the effects of price changes, which can obscure changes in output or spending in current dollars. Examples of the use of real estimates include:
Source: www.bea.gov
Laspeyres Formula : $$ \frac{ \sum_{i} p_{it}q_{i0}}{ \sum_{i} p_{i0}q_{i0}} $$
Paasche Formula : $$ \frac{ \sum_{i} p_{it}q_{it}}{ \sum_{i} p_{i0}q_{it}} $$
Fisher formula : $$ \sqrt{\frac{ \sum_{i} p_{it}q_{i0}}{ \sum_{i} p_{i0}q_{i0}} * \frac{ \sum_{i} p_{it}q_{it}}{ \sum_{i} p_{i0}q_{it}}} $$
Geometric average, combination of Paasche and Laspeyres
Source: www.stat.go.jp
See also: http://ec.europa.eu/eurostat/cache/metadata/EN/ei_qna_esms.htm#unit_measure1421916244135
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