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rate of change

created by bozon

(idea) by Blackthorn (7.4 y) (print)   ?   (I like it!) Tue Feb 20 2001 at 3:38:09

A percentage rate-of-change of a time-series at a particular point in time, is calculated by dividing the amount that the series has changed over the last n-periods by the value n-periods ago. The result is the percentage that the value has changed in the last n-periods.

Calculating:

Ri = (xi - xi-n) / xi-n


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