Calculate the difference of log data
Calculate the difference from lag periods prior for log of data.
diffLog(obj, lag=1, base = exp(1),
names=paste("diff of log of ", seriesNames(obj)))
## Default S3 method:
diffLog(obj, lag=1, base = exp(1),
names=paste("diff of log of ", seriesNames(obj)))obj |
A time series object. |
lag |
The difference is calculated relative to lag periods prior. |
base |
Base to use when calculating logrithms. |
names |
names for the new series (but is details). |
The result is a time series of the difference relative to lag periods prior for the log of the data. lag data points are lost from the beginning of the series. Negative values will result in NAs.
The names are not applied to the new series if the global option
ModSeriesNames is FALSE. This can be set
with options(ModSeriesNames=FALSE). This provides a convenient
mechanism to prevent changing series labels on plot axis, when the title
may indicate that data is in year-to-year percent change so the axis label
does not need this.
A time series vector or matrix.
z <- matrix(100 + rnorm(200),100,2) z[z <= 0] <- 1 # not to likely, but it can happen z <- diffLog(z)
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