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chainlink (Series)

Calculate chain linked aggregate level series from level components and weights

Syntax

[aggregateLevel, aggregateRate, info] = chainlink(levels, weights, ...)

Input arguments

levels [ Series ]

Time series with level data of components that will be chain link aggregated.

weights [ Series ]

Time series with weights of the input components levels.

Output arguments

aggregateLevel [ Series ]

Aggregate level series calculated by chain linking the levels components with weights.

aggregateRate [ Series ]

Aggregate rates of change relative with the end period of previous year set as the base period.

info [ struct ]

Output information struct with the following fields:

  • .Rates - rates of change in the individual components with the end period of previous year set as the base period;

  • .Weights - component weights; may potentially differ from the input weights because of normalization; see the option NormalizeWeights=.

Options

Range=Inf [ Inf | Dater ]

Date range on which the aggregation will be calculated; Inf means the entire range available in levels and weights.

RebaseDates=[] [ empty | Dates ]

Dates of observations whose average will be used to rebase the resulting level aggregate; empty dates means to rebasing is performed.

NormalizeWeights=true [ true | false ]

Normalize the input weights so that they sum up to 1 in each period.

Description

Examples