Calculate percentage change in an R data frame

Question

I have a time series object in R with multiple vectors. I would like to calculate the period-over-period percentage change at each point in time (save t = 1, which would obv

Answer 1

Something like this?

> diff(data)/data[-nrow(data),] * 100
               x1       x2       x3
2010 Q4 100.00000 9.090909 4.761905
2011 Q1  50.00000 8.333333 4.545455
2011 Q2  33.33333 7.692308 4.347826
2011 Q3  25.00000 7.142857 4.166667
2011 Q4  20.00000 6.666667 4.000000
2012 Q1  16.66667 6.250000 3.846154
2012 Q2  14.28571 5.882353 3.703704
2012 Q3  12.50000 5.555556 3.571429
2012 Q4  11.11111 5.263158 3.448276

Answer 2

Try this:

R> data/stats::lag(data,-1) - 1
         data.x1   data.x2   data.x3
2010 Q4 1.000000 0.0909091 0.0476190
2011 Q1 0.500000 0.0833333 0.0454545
2011 Q2 0.333333 0.0769231 0.0434783
2011 Q3 0.250000 0.0714286 0.0416667
2011 Q4 0.200000 0.0666667 0.0400000
2012 Q1 0.166667 0.0625000 0.0384615
2012 Q2 0.142857 0.0588235 0.0370370
2012 Q3 0.125000 0.0555556 0.0357143
2012 Q4 0.111111 0.0526316 0.0344828
R>