Constant Growth Series
Create tis time series that grow at constant rates.
fanSeries(startValue, start, end, rates) tunnelSeries(startValue, start, end, rate, spreads)
startValue |
starting value for the series at time |
start |
a |
end |
a |
rates |
annual growth rate(s) for the series to be created |
rate |
annual growth rate for the series to be created |
spreads |
vector of 2 numbers giving the percentage values by
which the starting values of the 'tunnel' series should be offset from
|
fanSeries returns a multivariate series that starts on
start and ends on end. There are length(rates)
columns. Each column begins at startValue and grows at the rate
given by its corresponding element in rates. These are not
true growth rates, rather each column has a constant first difference
such that over the course of the first year, column i will grow
rates[i] percent. This yields series that plot as straight
lines.
tunnelSeries first calls fanSeries to create a
univariate series running from start to end with a
starting value of startValue and growing rate percent
over the first year. It returns a bivariate series with columns that are
offset from that series by spreads[1] and spreads[2]
percent of the startValue.
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