| Type: | Package |
| Title: | Working with Index Numbers |
| Version: | 1.1 |
| Description: | A set of utilities for manipulating index numbers series including chain-linking, re-referencing, and computing growth rates. |
| License: | GPL (≥ 3) |
| Encoding: | UTF-8 |
| LazyData: | true |
| RoxygenNote: | 7.3.2 |
| Imports: | methods, stats |
| Depends: | R (≥ 4.1.0) |
| URL: | https://mserrano-ine.github.io/IndexNumberTools/, https://github.com/mserrano-ine/IndexNumberTools |
| Suggests: | knitr, rmarkdown, dplyr |
| VignetteBuilder: | knitr |
| NeedsCompilation: | no |
| Packaged: | 2025-02-27 20:01:36 UTC; U853802 |
| Author: | Miguel Serrano [aut, cre] |
| Maintainer: | Miguel Serrano <miguel.serrano.martin@ine.es> |
| Repository: | CRAN |
| Date/Publication: | 2025-03-03 12:10:18 UTC |
IndexNumberTools: Working with Index Numbers
Description
A set of utilities for manipulating index numbers series including chain-linking, re-referencing, and computing growth rates.
Author(s)
Maintainer: Miguel Serrano miguel.serrano.martin@ine.es
See Also
Useful links:
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()
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 |
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))
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)
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.
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.
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)
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)
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)
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)