bimets: TSDELTAP – R documentation

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TSDELTAP

Time Series Percentage Lag Differences (Delta Percentage)

Description

This function returns the O-order, L-lag percentage differences of the input time series. If the input time series frequency is a multiple of the L lag argument, then it is possible to set the argument ANNUALIZE=TRUE in order to have the percent changes returned at annual rates, i.e. raised to power of frequency/L.

Usage

TSDELTAP(x = NULL, L = 1, ANNUALIZE = FALSE, avoidCompliance = FALSE, ...)

Arguments

`x`	Input time series that must satisfy the compliance control check defined in `is.bimets`.
`L`	Lag.
`ANNUALIZE`	If TRUE the percent changes are returned as annual rates, i.e. raised to the power of frequency/L
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`
`...`	Backward compatibility.

Value

This function returns a BIMETS time series.

Examples

#TS Q
	n=10;
	ts1=TSERIES(n:0,START=c(2000,1),FREQ='Q')
	TABIT(ts1,TSDELTAP(ts1,1))
	
	#TS 366
	ts1=TSERIES(seq(1,length=10,by=-0.001),START=c(2000,1),FREQ=366)
	TABIT(ts1,TSDELTAP(ts1,1,ANNUALIZE=TRUE))

bimets

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04