percentChange {dse1} | R Documentation

## Calculate percent change

### Description

Calculate the percent change relative to the data lag periods prior.

### Usage

        percentChange(obj, ...)
        ## Default S3 method:
        percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
        ## S3 method for class 'TSdata':
        percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)
        ## S3 method for class 'TSestModel':
        percentChange(obj, base=NULL, lag=1, cumulate=FALSE, e=FALSE, ...)

### Arguments

`obj` | An object of class TSdata or TSestModel, a time series matrix, a matrix with columns corresponding to series (which are treated individually), or a list of one of these kinds of objects. (called m below)
`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 m.
`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 percent change should be calculated.
`cumulate` | logical indicating if the series should be cumulated before the percent change is calculated.
`...` | arguments passed to other methods.

### Details

If code{cumulate} is TRUE then the data is cumulated first. `cumulate` can be a logical vector with elements corresponding to columns of m.

### Value

For an object of class TSdata the percent change calculation is done with the output data and the result is an object of class TSdata (or a list of objects of class TSdata). For an object of class TSestModel the percent change calculation is done with `estimates$pred` and the result is an object of class TSdata (or a list of objects of class TSdata).

### See Also

`ytoypc`

### Examples

    if(is.R()) data("eg1.DSE.data", package="dse1")
    z <- percentChange(outputData(eg1.DSE.data))

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