Description Usage Arguments Details Value See Also Examples

Calculate various conversions of time series.

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
percentChange(obj, ...)
## Default S3 method:
percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
ytoypc(obj, names = paste("y to y %ch", seriesNames(obj)))
## Default S3 method:
ytoypc(obj, names = paste("y to y %ch", seriesNames(obj)))
annualizedGrowth(obj, ...)
## Default S3 method:
annualizedGrowth(obj, lag=1, freqLagRatio=frequency(obj)/lag,
names=paste("Annual Growth of", seriesNames(obj)), ...)
``` |

`obj` |
An object on which the calculation is to be done. The default method works for a time series vector or matrix (with columns corresponding to series, which are treated individually). |

`e` |
If e is TRUE the exponent of the series is used (after cumulating if cumulate is TRUE). e can be a logical vector with elements corresponding to columns of obj. |

`base` |
If base is provided it is treated as the first period value (that is, prior to differencing). It is prefixed to the m prior to cumulating. It should be a vector of length dim(m)[2]. (If e is TRUE then base should be log of the original data). |

`lag` |
integer indicating the number of periods relative to which the change should be calculated. |

`cumulate` |
logical indicating if the series should be cumulated before the percent change is calculated. |

`freqLagRatio` |
the ratio of |

`names` |
gives new names to be given to the calculated series. |

`...` |
arguments passed to other methods. |

`percentChange`

calculate the percent change relative to the data lag periods prior.
If `cumulate`

is TRUE then the data is cumulated first. `cumulate`

can be
a logical vector with elements corresponding to columns of obj.

The result is a time series of the year over year percent change. This uses percentChange with lag=frequency(obj).

The `names`

are not applied to the new series if the global option
ModSeriesNames is FALSE. This can be set
with `options(ModSeriesNames=FALSE)`

. This provides a convenient
mechanism to prevent changing series labels on plot axis, when the title
may indicate that data is in year-to-year percent change so the axis label
does not need this.

`annualizedGrowth`

calculates the year to year percentage growth rate using
`100*((obj/shift(obj, periods= -lag))^freqLagRatio - 1)`

. The default
gives the annualized one period growth. If `lag`

is equal to the frequency of `obj`

then the result is year-over-year
growth.

A time series or time series matrix.

1 2 3 4 5 | ```
z <- ts(matrix(100 + rnorm(200),100,2), start=c(1990,1), frequency=12)
z[z == 0] <- 1 # not to likely, but it can happen
zyypc <- ytoypc(z)
zpc <- percentChange(z)
zag <- annualizedGrowth(z)
``` |

```
Loading required package: tframe
```

tfplot documentation built on May 2, 2019, 4:47 p.m.

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