window.piar_index

window&lt;-.piar_index

Extract and replace index values over a window of time periods.

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

window.piar_index function

<dl><dt>x</dt>
<dd>A price index, as made by, e.g., <code>elemental_index()</code>.</dd>
<dt>start</dt>
<dd>The time period to start the window. The default in the first
period of <code>x</code>.</dd>
<dt>end</dt>
<dd>The time period to end the window. The default is the last period
of <code>x</code>.</dd>
<dt>...</dt>
<dd>Not currently used.</dd>
<dt>value</dt>
<dd>A numeric vector or price index.</dd></dl>

Arguments

Index window — window.piar_index

<dl>

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


<dt>start</dt>
<dd>The time period to start the window. The default in the first
period of <code>x</code>.</dd>


<dt>end</dt>
<dd>The time period to end the window. The default is the last period
of <code>x</code>.</dd>


<dt>...</dt>
<dd>Not currently used.</dd>


<dt>value</dt>
<dd>A numeric vector or price index.</dd>

</dl>

window.piar_index: Index window

Description

Usage

Value

Arguments

See Also

Examples