trans: Transform Data

In cmann3/recon: Useful Functions for Economists

Description

trans transforms an object (an 'xts' for all options) by a specific formula.

Usage

trans(x, type = NULL, opt = NULL)

Arguments

x	'xts' object
type	type of transformation to perform. log log transformation l lag of time series g growth rate of time series gy yearly growth rate d difference of time series dy yearly difference dv difference between x and opt pdv percent diff. between x and opt ldv log diff. x and opt i x is indexed to opt=100 r transformed to Real by opt, defaults to CPI s share of opt, defaults to nominal GDP
opt	additional options passed to the transformation

Value

transformed 'xts' object

Examples

GDP <- fred('GDP')  # Nominal GDP
rGDP <- trans('GDP', 'r', opt = fred('GDPDEF'))
GDPgap <- trans(rGDP, 'pdv', opt = fred('GDPPOT'))

Treas <- fred('GS10')         # 10 year Treasury Yield
rTreas <- trans(Treas, 'r')   # Real interest rate
trans(rTreas, 'i', '2011-01') # indexed to Jan 2011 = 100

cmann3/recon documentation built on May 13, 2019, 8:23 p.m.