DLogX

Syntax

DLogX(Input: ITimeSeries,Lag: Integer)

Parameters

Input. Variable.

Lag. The parameter sets a shift (lag) of variable points in a time period. It can take only positive values. Optional parameter. The parameter is 1 by default - previous period.

Description

It calculates the rate of change of the logarithm of variable points to the specified period: (ln(x[t]/x[t-Lag])).

Example

Formula	Result	Application
= DLogX({Brazil\|BCA}, 2)	The rate of change of Brazil\|BCA factor observations of logarithm is calculated to the period that is shifted from current by two points back.	It can be used in formulas of calculated series of time series database and model formulas of modeling container that is a child of the time series database.
= DLogX(X1, 3)	The rate of change of X1 factor points of logarithm is calculated to the period that is shifted from current by three points back.	It can be used in model formulas of modeling container.