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  • #1812
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Created Sep 16, 2021 by Ugo Dubois@UgoReporter

diff() operator extension for quarterly data

The current diff() operator implementation only allows to get diff('variable') = variable(t) - variable(t-1).

Some equations in our model use Year over Year differences in quarterly time series variables.

We would like a diff() operator extension allowing us to write such a difference, for example this way:

diff('variable', X) = variable(t) - variable(t-X) where X is an integer representing the lag over which we want to get the variable differentiated (our use case would have X = 4). It might be an optional argument and/or default to 1 in order to preserve its current functioning.

Edited Sep 16, 2021 by Ugo Dubois
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Time tracking