Returns a NumericalVariable whose observations are the extrapolated exponential growth rate of the observations over the specified lag.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetExtrapolatedGrowthRate ( _
	lag As Integer, _
	length As Double _
) As NumericalVariable
C#
public NumericalVariable GetExtrapolatedGrowthRate (
	int lag,
	double length
)
C++
public:
NumericalVariable^ GetExtrapolatedGrowthRate (
	int lag, 
	double length
)

Parameters

lag (System.Int32)
An integer larger than zero that specifies the distance between the current observation and the reference observation.
length (System.Double)
The number of periods over which to extrapolate the growth rate.

Return Value

A NumericalVariable.

Remarks

The exponential growth rate is the percentage change between quantities where growth compounds continuously at every instant of time. The extrapolated growth rate states the growth rate extrapolated over the specified number of periods.

The new variable gets the name extExpGrowth<n>(<name>), where <name> is the name of the original variable and <n> . is the length.

Exceptions

ExceptionCondition
ArgumentOutOfRangeExceptionlag is less than or equal to zero.