For multiple time series variables, how do I calculate the percent change over time relative to a fixed year?
structure(list(haiarYear = 2009:2012,
anyInf = c(25914L, 23601L, 22713L, 22654L),
haiarPatDays = c(10402161L, 10289079L, 10212208L, 10033090L),
rate = c(2.49121312388839,
2.29379131018432,
2.22410276014746,
2.25792851454537)),
.Names = c("haiarYear", "anyInf", "haiarPatDays", "rate"),
row.names = c(NA, -4L),
class = "data.frame")
tsInfPatDays <- ts(tInfPatDays[,-1], start=2009)
options(digits=2)
Produces a time-series structure that looks like this:
Time Series:
Start = 2009
End = 2012
Frequency = 1
anyInf haiarPatDays rate
2009 25914 10402161 2.49
2010 23601 10289079 2.29
2011 22713 10212208 2.22
2012 22654 10033090 2.26
I want to calculate the percent change relative to 2009 for each of the variables: anyInf
, haiarPatDays
and rate
.
For one variable, I can calculate percent change as:
transform(tsInfPatDays, since2009 = (rate-rate[1])/rate[1]*100)
Yielding:
anyInf haiarPatDays rate since2009
25914 10402161 2.49 0.00
23601 10289079 2.29 -7.92
22713 10212208 2.22 -10.72
22654 10033090 2.26 -9.36
The following calculates percent change relative to the previous year and operates on each variable:
100*(tsInfPatDays/lag(tsInfPatDays, -1)-1)
Giving:
Time Series:
Start = 2010
End = 2012
Frequency = 1
tsInfPatDays.anyInf tsInfPatDays.haiarPatDays tsInfPatDays.rate
2010 -8.93 -1.087 -7.92
2011 -3.76 -0.747 -3.04
2012 -0.26 -1.754 1.52
Using this as a model, I expected to be able to perform the calculation by I needed by indexing the 2009 reference data tsInfPatDays[1,]
anyInf haiarPatDays rate
2.59e+04 1.04e+07 2.49e+00
Then:
(tsInfPatDays-tsInfPatDays[1,])/tsInfPatDays[1,]*100
The first row appears to be calculated properly, however subsequent rows are clearly wrong.
I have seen a transposed matrix approach for row subtraction. Although not a percentage, as a proof of concept, I tried subtracting the values of the reference row from the time series rows. I got the following error:
t(tsInfPatDays-t(tsInfPatDays[1,]))
Error in `-.default`(tsInfPatDays, t(tsInfPatDays[1, ])) :
non-conformable arrays
I get the same error if I try to extract the data before using the transposed matrix approach:
t(tsInfPatDays-t(drop(coredata(tsInfPatDays[1,]))))
Error in `-.default`(tsInfPatDays, t(drop(coredata(tsInfPatDays[1, ])))) :
non-conformable arrays
You can loop over columns:
ts(sapply(tsInfPatDays,function(x)(x-x[1])/x[1]*100), start= 2009)
Time Series:
Start = 2009
End = 2012
Frequency = 1
anyInf haiarPatDays rate
2009 0.000000 0.000000 0.000000
2010 -8.925677 -1.087101 -7.924726
2011 -12.352396 -1.826092 -10.722100
2012 -12.580073 -3.548022 -9.364298