pct

Returns a TimeSeries with the percentage change values from one observation to the next.

Syntax

pct(var)

Example

input = TimeSeries("DAILY")
input.add("2020-11-01", 10)
input.add("2020-11-02", 12)
input.add("2020-11-03", 12.9)
input.add("2020-11-04", 11.5)
input.add("2020-11-05", 11.9)

d = pct(input)
print d.values

[
2020-11-02  0.200000
2020-11-03  0.075000
2020-11-04  -0.108527
2020-11-05  0.034783
]