Percentage change with daily data

[pelleenglund]

Hi,

It seems that you can't use funcions such as @pcy with daily data. Do you know if that is possible in any other way? One way is off course to use a loop and calculate it but it would be very much appreciated if there is any other solution to this.

Best regards,
Pelle

[startz]

You can write

Code: Select all

series x = @pc(y)


to get the percentage change. If you want it at annual rates, you'll need to think about how much you care about compounding, weekends, etc.