lnD: Log Difference of a Time Series
In cmann3/recon: Useful Functions for Economists

Description Usage Arguments Value Examples

lnD calculates the log-difference of an 'xts' time series.

1	lnD(x, lag = 1, diff = 1)

`x`	'xts' time series variable
`lag`	numeric or character value indicating the number of periods to lag x. Defaults to one lag. Character inputs indicate the type of time period to lag. `lag` accepts 'y' years, 'q' quarters, 'm' months, 'w' weeks, and 'd' days. Number and character values can be combined.
`diff`	number of times the `x` is differenced

log-differenced 'xts' object.

Y <- pwt(country = 'USA', series = 'gdp')
d_Y <- lnD(Y)           # GDP differenced by 1 period (quarter)
y_Y <- lnD(Y, 'y')      # GDP differenced by 1 year
D_Y <- lnD(Y, diff = 2) # GDP differenced twice
#Table(Y, d_y, y_Y, D_Y)