as.ts.piar_index

Turn an index into a regular time series, represented as a <code><a href="/link/ts?package=piar&version=0.8.2" data-mini-rdoc="piar::ts">ts</a></code> object.

Most price indexes are made with a two-step procedure, where
period-over-period elemental indexes are first calculated for a collection
of elemental aggregates at each point in time, and then aggregated according
to a price index aggregation structure. These indexes can then be chained
together to form a time series that gives the evolution of prices with
respect to a fixed base period. This package contains a collection of
functions that revolve around this work flow, making it easy to build
standard price indexes, and implement the methods described by
Balk (2008, <doi:10.1017/CBO9780511720758>), von der Lippe (2007,
<doi:10.3726/978-3-653-01120-3>), and the CPI manual (2020,
<doi:10.5089/9781484354841.069>) for bilateral price indexes.

Steve Martin

piar

Price Index Aggregation

as.ts.piar_index function

<dl><dt>x</dt>
<dd>A price index, as made by, e.g., <code>elemental_index()</code>.</dd>
<dt>...</dt>
<dd>Additional arguments passed to <code><a href="/link/ts()?package=piar&version=0.8.2" data-mini-rdoc="piar::ts()">ts()</a></code>.</dd></dl>

Arguments

Turn an index into a regular time series, represented as a <code><a href='https://rdrr.io/r/stats/ts.html'>ts</a></code> object.

Coerce an index into a time series — as.ts.piar_index

<dl>

<dt>x</dt>
<dd>A price index, as made by, e.g., <code>elemental_index()</code>.</dd>


<dt>...</dt>
<dd>Additional arguments passed to <code><a href='https://rdrr.io/r/stats/ts.html'>ts()</a></code>.</dd>

</dl>

as.ts.piar_index: Coerce an index into a time series

Description

Usage

Value

Arguments

See Also

Examples