On 02/17/2010 04:06 AM, Liviu Andronic wrote:
Dear all
I need to compute percentage changes of my data, but unfortunately
they contain both negative and zero values, and I am quite confused on
how to proceed. Searching the internet I found that many people ran
into similar issues, with no obvious solution available.
...
As you have noticed, I'm quite unsure on how to proceed. My actual
data represents financial EPS (earnings per share) forecasts, ranging
from -1 to 5. So, it has a "natural zero point" (see David Winsemius'
comments in [2]). However, I need to compute percentage variations
since I am primarily interested in the evolution of the forecasts (for
a given company), while EPS data between two companies are not
necessarily comparable. The percentage data would subsequently be used
in performing statistical analyses (regression, etc.).
Hi Liviu,
My understanding of percentage change is the absolute value of the
change divided by the absolute value of the initial value and the result
multiplied by 100. Thus:
100*abs(diff(x$var))/abs(x$var[1:19])
[1] 283.720930 187.341772 10.144928 100.000000 Inf 52.980132
[7] 212.676056 46.250000 35.042735 6.329114 223.648649 51.912568
[13] 263.636364 150.000000 69.444444 959.090909 167.195767 40.157480
[19] 275.000000
gives me correct values (and the Inf for the fifth value is correct, as
the denominator is zero). My definition might not be the only one, though.
Jim
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