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Re: st: calculating the difference in logs

From   "Data Analytics Corp." <[email protected]>
To   [email protected]
Subject   Re: st: calculating the difference in logs
Date   Thu, 12 Jul 2012 09:09:24 -0400

Thought so, but I just needed to confirm.




Walter R. Paczkowski, Ph.D.
Data Analytics Corp.
44 Hamilton Lane
Plainsboro, NJ 08536
(V) 609-936-8999
(F) 609-936-3733
[email protected]

On 7/12/2012 9:00 AM, Nick Cox wrote:
Time series operators work on variables, not expressions in general, so I don't think there is a short-cut of the kind you seek.


On 12 Jul 2012, at 13:47, "Data Analytics Corp." <[email protected]> wrote:


Suppose I have a time series on annual sales. I'd like to calculate the year-over-year percent change using the difference in the natural logs. I tried

   g pct = d.ln(sales)

but I got an error message "unknown function d.ln()"

Then I tried

   g logg = ln(sales)
   g pct = d.logg

and I got the right answer. I'd like to use just the one line statement as in the first example. Can this be done?
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