Commonly used abbreviations in time series

The following abbreviations are commonly used in the time series descriptions usually to indicate different types of percentage change.

Abbreviation Description
Change P/P The change compared to the previous period
PP=100 This is the same as 'Change P/P' + 100
Change Y/Y The change compared to the same period of the previous year
CPPY=100 This is the same as 'Change Y/Y' + 100
Change Y/Y Moving Average A one year moving average of the changes compared to the same period of the previous year
PY=100 The change compared to the average of the previous year + 100
Change YTD The change compared to the last period of the previous year
DecPY=100 This is the same as 'Change YTD' + 100
Change YTD Y/Y The change of the aggregated value from the start of the year compared to the corresponding value for the same period the previous year
Change YTD PY=100 This is the same as 'Change YTD Y/Y' + 100
Change MTD The change compared to the last period of the previous month

Abbreviation Description
AC All Countries
AR Annual Rate
CCAdj Capital Consumption Adjusted
CDS Credit Default Swap
CIF Cost, Insurance & Freight
DM Developed Markets
EM Emerging Markets
EPS Earnings per Share
FOB Free on Board
FRA Forward Rate Agreement
FRN Floating Rate Note
IMI Investible Market Index
IRS Interest Rate Swap
IVA Inventory Valuation Adjustment
MFIs Monetary Financial Institutions
MTD Month to Date
NAV Net Asset Value
O/N Overnight
OIS Overnight Interest Swap
P/CE Price to Cash Earnings
P/E Price to Earnings
PPP Purchasing Power Parity
QTD Quarter to Date
ROE Return on Equity
SA Seasonally Adjusted
T/N Tomorrow Next
TMI Total Market Index
YTD Year to Date
YTM Yield to Maturity