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pct (Series)

Percent rate of change

Syntax

x = pct(x, ~shift, ...)

Input arguments marked with a ~ sign may be omitted

Input Arguments

x [ TimeSubscriptable ]

Input time series.

~shift [ numeric | 'yoy' ]

Time shift (lag or lead) over which the percent rate of change will be computed, i.e. between time t and t+k; if omitted, shift=-1; if shift='yoy' a year-on-year percent rate is calculated (with the actual shift depending on the date frequency of the input series x).

Output Arguments

x [ TimeSubscriptable ]

Percentage rate of change in the input data.

Options

'OutputFreq=' [ empty | Frequency ]

Convert the percent rate of change to the requested date frequency; empty means plain percent rate of change with no conversion.

Description

Examples

In this example, x is a monthly time series. The following command computes the annualized percent rate of change between month t and t-1:

pct(x, -1, 'OutputFreq=', 1)

while the following line computes the annualized percent rate of change between month t and t-3:

pct(x, -3, 'OutputFreq=', 1)

In this example, xm is a monthly time series and xq is a quarterly series. The following pairs of commands are equivalent for calculating the year-over-year percent rates of change:

pct(xm, -12)
pct(xm, 'yoy')

and

pct(xq, -4)
pct(xq, 'yoy')