Geometric growth rate
Function for generating the n-period rolling geometric growth rate.
geogr(x, n = 1)
x |
The time series for the growth rate to be calculated. |
n |
The period for the growth to be calculated over. |
In order to ensure the growth rate calculated is reliable, the following rule are applied.
50% of the data must be present.
The length of the time series must be greater than n
Otherwise the growth will not be computed.
The n-period geometric growth rate of the time series.
test.ts = abs(rnorm(100)) geogr(test.ts, 1) geogr(test.ts, 3) geogr(test.ts, 10)
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