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rdplyr
Justas Mundeikis
Justas Mundeikis

Reputation: 995

R annual rate of change (growth rate) with dplyr lag

What is a simple way to calculate the annual rate of change of a variable in R, that is not a time series (for example GDP, Inflation, etc)?

Upvotes: 1

Views: 6857

Answers (1)

Justas Mundeikis
Justas Mundeikis

Reputation: 995

The package dplyr helps with its lag() function, that is not for a ts (time series) data frame. Here an example:

#using the library "dplyr"
library(dplyr)
#setting seed
set.seed(20)
#creating a random dataframe
df <- data.frame(date=paste(rep(2000:2017, each=4),"Q",rep(1:4, 18)), GDP= cumsum(sample(c(-0.5, 3), 72, TRUE)))
#calculating the annual percentage change
df <- df %>% mutate(change=(GDP-lag(GDP,4))/lag(GDP,4)*100)

In case of monthly data, simply set: lag(VAR,12) where VAR stands for the variable of interest

Upvotes: 3

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