Re: Series of Percentage Changes
- To: mathgroup at smc.vnet.net
- Subject: [mg96855] Re: Series of Percentage Changes
- From: "Sjoerd C. de Vries" <sjoerd.c.devries at gmail.com>
- Date: Thu, 26 Feb 2009 07:55:34 -0500 (EST)
- References: <go31da$f5u$1@smc.vnet.net>
Hi Gregory, If[NumericQ[#1] && NumericQ[#2], 100 Subtract[##]/#1, NA] & @@@ Partition[theList, 2, 1] should work for you. You might add a minus sign to the 100 depending on which way you want the differences be calculated. Cheers -- Sjoerd On Feb 25, 11:01 am, Gregory Lypny <gregory.ly... at videotron.ca> 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