dlog: Calculates the percentage variation of a time series.
In fcbarbi/macroR: Functions for Macroeconomic time series analysis in R

Description Usage Arguments Details Value See Also Examples

Generates series of the percentage variation of the series data passed as parameter.

1	dlog(data, lag = 1)

`data`	Time series or vector to be converted to a `ts` object.
`lag`	(Optional) Number of lags to differentiate with `diff()`. Defaults to `1`.

Data must be time indexed, either as ts or zoo. If observation(s) are negative or zero, the algorithm changes to the traditional percentage variation.

Time series of the percentage variation with the first position(s) as NA.

tsVarToIndex

CPI <- ts( rnorm(10,mean=100) )
Inflation <- dlCPI <- dlog( CPI )  # choose your naming convention!

x <- ts( seq(-.3,.6,.1) )
dlx <- dlog( x ) # switch algorithm to avoid generating NAs 
dl2x <- dlog( x, lag=2 )