Returns a NumericalVariable whose observations are the percent change of the observations over the specified lag.

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

Syntax

Visual Basic (Declaration)
Public Function GetPercentChange ( _
	lag As Integer _
) As NumericalVariable
C#
public NumericalVariable GetPercentChange (
	int lag
)
C++
public:
NumericalVariable^ GetPercentChange (
	int lag
)

Parameters

lag (System.Int32)
An integer larger than zero that specifies the distance between the current observation and the reference observation.

Return Value

A NumericalVariable.

Remarks

The new variable gets the name changePct<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.