On 06-04-2012, at 10:27, jpm miao wrote:
> Hello,
>
> Is there a function in R that calculates the year-on-year growth rate of
> some time series?
>
> In EView the function is @pchy.
This might do what you need
pchy <- function(x) {
if(!is.ts(x)) stop("x is not a timeseries")
x.freq <- tsp(x)[3]
if(!(x.freq %in% c(1,2,4,12))) stop("Invalid frequency of timeseries x
(must be 1, 2, 4, 12)")
y <- diff(x,lag=x.freq)/lag(x,-x.freq)
return(y)
}
Berend
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