Package 'IndexNumberTools'

Aggregate, repeat and lag

Description

Helper function to repeat the aggregate annual value of a series on each period, and possibly lag it.

Usage

aggr_rep_lag(x, fun = mean, k = 0)

Arguments

x	(ts) Any time series
fun	(function) Aggregation function, mean by default
k	(int) Units to lag.

Details

Applies aggregate.ts to the series to get the annual values and then repeats those values for every subyear period.

The k parameter is passed to stats::lag.

Value

description

Examples

aggr_rep_lag(gdp_volume) |> plot()

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Apply method to multivariate

Description

This function applies a function for univariate series ("ts") to a multivariate series ("mts").

Usage

apply_to_columns(x, f, ...)

Arguments

x	(mts) A multivariate time series.
f	(function) A function that takes an univariate series as input.
...	Arguments for f.

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Change reference year

Description

Changes the reference year of a chain-linked series (with annual overlap).

Usage

change_ref_year(x, new_ref_year)

Arguments

x	(ts) A chain-linked series with annual overlap.
new_ref_year	(num) New reference year.

Value

The re-referenced index series.

Examples

change_ref_year(gdp_volume, 2015)
plot(gdp_volume)
lines(change_ref_year(gdp_volume, 2015))

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Compute the growth-rate series

Description

Function that computes the growth-rate series of a given time series.

Usage

compute_gr(x, s)

Arguments

x	(ts) A time series.
s	(int) Lag at which the growth-rate is computed.

Value

Series of growth-rates.

Examples

compute_gr(gdp_current, 4)

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Spanish GDP (Current prices)

Description

Spanish GDP from 1995 Q1 to 2024 Q4.

Format

A univariate time series object.

Source

https://ine.es/jaxiT3/Tabla.htm?t=67823&L=1 Spanish National Statistics Institute.

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Spanish GDP (Chain-linked volume)

Description

Quantity chain-linked indices of the Spanish GDP from 1995 Q1 to 2024 Q4 with reference year 2020.

Format

A univariate time series object

Source

https://ine.es/jaxiT3/Tabla.htm?t=67824&L=1 Spanish National Statistics Institute.

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Get chain-linked indices

Description

Computes chain-linked index series from a pyp series.

Usage

get_chain_linked(x, ref_year, x_a = NULL)

Arguments

x	(ts) A pyp series.
ref_year	(num) Reference year for the chain-linked series.
x_a	(ts) Annual pyp series. If not given, it's computed by taking the average of each year.

Details

The chain-linked series x_chain is computed with the annual overlap method. Suppose the x series runs from (y0, p0 = 0) to (y1, p1), where pi is a subyear period. Then the chain-linked series at (y2, p2) is given by the cumulative product of the annual series from y0 to y2-1 times x at (y2, p2).

Value

The chain-linked series.

Examples

gdp_pyp <- get_pyp(gdp_volume)
get_chain_linked(gdp_pyp, 2015)

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Get pyp indices

Description

Computes the pyp index series from a chain-linked series.

Usage

get_pyp(x, x_a = NULL)

Arguments

x	(ts) Chain-linked series with annual overlap.
x_a	(ts) Annual chain-linked series. If not given, it's computed by taking the average of each year.

Details

The time series should start at (y,1) where y is any year.

Value

The pyp series.

Examples

get_pyp(gdp_volume)

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Get quantity index

Description

Returns the series of quantity indices in previous year prices from a current prices and

Usage

get_q_index(current, constant)

Arguments

current	(ts) Values at current prices.
constant	(ts) Values at previous year prices.

Value

Series of quantity indices for previous year prices.

Examples

gdp_pyp <- get_pyp(gdp_volume)
gdp_constant <- gdp_current / gdp_pyp * 100
get_q_index(gdp_current, gdp_constant)

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Get value index

Description

Returns the (not chain-linked) series of value indices from a series of current prices.

Usage

get_v_index(current)

Arguments

current

(ts) Series of current prices series.

Details

The value of the resulting series x at (y,s), where y is the year and s is the subyear period, is current(y,s)/current(y)

Value

(ts) Series of value indices.

Examples

get_v_index(gdp_current)

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