Re: Series of Percentage Changes

• To: mathgroup at smc.vnet.net
• Subject: [mg96834] Re: Series of Percentage Changes
• From: dh <dh at metrohm.com>
• Date: Thu, 26 Feb 2009 07:51:44 -0500 (EST)
• References: <go31da\$f5u\$1@smc.vnet.net>

```
Hi Gregory,

you may use MapThread together with a function thta checks its

arguments. E.g.:

fun = If[NumericQ[#1] && NumericQ[#2], (#2 - #1)/#1, NA] &;

hope this helps, Daniel

Gregory Lypny wrote:

> Hello everyone,

>

> We can transform a series to percentage changes by using

>

> 	(Differences@theList)/(Most@theList)

>

> or

>

> 	(Rest@theList/Most@theList) - 1

>

> However, Mathematica will smartly difference symbols as well as

> numeric values, so the difference of adjacent null elements will be

> zero (Null - Null = 0), resulting in a percentage change of zero, and

> so will adjacent elements with a string, such as "NA" or "Missing",

> that denotes a missing value.  The trouble is, you may want to have

> missing values flagged in the resulting percentage change series just

> as they were in the original series.

>

> I wrote the following little function, which makes use of a Do loop,

> to take care of missing values and instances of division by zero, but

> I was wondering whether there is a more elegant way to incorporate the

> conditions with functions such as Rest and Most and perhaps avoid the

> use of the loop.

>

> percentageChange[theList_] := Module[{tmpList, tmpElements},

>     (tmpList = Array[tmpElements, (Length@theList) - 1];

>      Do[tmpList[[t - 1]] =

>        If[theList[[t - 1]] != 0 && NumberQ[theList[[t - 1]]] &&

>          NumberQ[theList[[t]]], theList[[t]]/theList[[t - 1]] - 1,

> "NA"], {t,

>        2, Length@theList}];

>      tmpList)];

>

>

> Regards,

>

> Gregory

>

>

```

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