Returns a NumericalVariable whose observations are the extrapolated
percentage change of the observations over the specified lag.
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)
Syntax
| Visual Basic (Declaration) |
|---|
Public Function GetExtrapolatedPercentChange ( _ lag As Integer, _ length As Double _ ) As NumericalVariable |
| C# |
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public NumericalVariable GetExtrapolatedPercentChange ( int lag, double length ) |
| C++ |
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public: NumericalVariable^ GetExtrapolatedPercentChange ( 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 growth rate is the percentage change between quantities over time.
The extrapolated growth rate states the growth rate extrapolated over the specified number of periods.
The new variable gets the name extChangePct<n>(<name>), where <name> is the name of the original variable and <n> . is the length.
Exceptions
| Exception | Condition |
|---|---|
| ArgumentOutOfRangeException | lag is less than or equal to zero. |
