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 withweights
.
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 inputweights
because of normalization; see the optionNormalizeWeights=
.
Options
Range=Inf
[ Inf
| Dater ]
Date range on which the aggregation will be calculated;
Inf
means the entire range available inlevels
andweights
.
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.