Create tis
time series that grow at constant rates.
fanSeries(startValue, start, end, rates)
tunnelSeries(startValue, start, end, rate, spreads)
starting value for the series at time start
a ti
(Time Index) for the first observation.
a ti
or something that can be turned into a
ti
giving the time index for the last observation.
annual growth rate(s) for the series to be created
annual growth rate for the series to be created
vector of 2 numbers giving the percentage values by
which the starting values of the 'tunnel' series should be offset from
startValue
fanSeries
returns a multivariate series that starts on
start
and ends on end
. There are length(rates)
columns. Each column begins at startValue
and grows at the rate
given by its corresponding element in rates
. These are not
true growth rates, rather each column has a constant first difference
such that over the course of the first year, column i will grow
rates[i]
percent. This yields series that plot as straight
lines.
tunnelSeries
first calls fanSeries
to create a
univariate series running from start
to end
with a
starting value of startValue
and growing rate
percent
over the first year. It returns a bivariate series with columns that are
offset from that series by spreads[1]
and spreads[2]
percent of the startValue
.