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Using shift to compute the percent change in a time series
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Using shift to compute the percent change in a time series
#4
Ok, maybe I misunderstood something... We have a series:

Output:
x[0], x[1], x[2], .... , x[N]
and you are trying to compute

Output:
(x[1]-x[0])/x[0], (x[2]-x[1])/x[1], ...., (x[N]-x[N-1])/x[N-1]
x[0] is older than x[1], x[1] is older than x[2], etc.

In terms of pandas/shift this series could be rewriting as follows

(x - x.shift(1))/x.shift(1) = x/x.shift(1) - 1

where

[inline]x.shift(1) = [NaN, x[0], x[1], ...., x[N-1]]
x = [x[0], x[1], ..., x[N]][/inline]

Your series is [-0.047169, 0.636350, 1.207707, -0.558628]. So, 1.207707 is older than
-0.558628, isn't it?!
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Messages In This Thread
RE: Using shift to compute the percent change in a time series - by scidam - Feb-22-2020, 09:20 PM

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