Overview

The Performance analysis calculates the performance of a time series compared to a point in the past. The performance can be measured as a percentage change, the level of the change or as a logarithmic change.

Settings

Changed since

Specify the starting point of the calculations.

Please note that the performance will be calculated relative the first value before the specified starting point.

Year to date, Quarter to date, Month to date, Week to date

Calculate the performance during a year, quarter, month or week. A date can specify a period of choice. If no date is specified, the last period of the series will be used.

Years back, Quarter back, Months back, Weeks back

Calculate the performance for the last years, quarters, months or weeks. Specify the number of periods.

Specific date

Calculate the performance starting at a specific date until the end of the series.

Method

Value

Calculate the change in value over the time period.

y t = z t + h - z t
Percentage

Calculate the percentage change over the time period.

y t = 1 0 0 z t + h - z t z t
Logarithm

Calculate the logarithmic percentage change over the time period.

y t = 100 ln z t + h z t