Combine two price indexes with common time periods, merging together the
index values and percent-change contributions for each time period.
This is useful for building up an index when different elementary aggregates
come from different sources of data, or use different index-number formulas.
Usage
# S3 method for class 'chainable_piar_index'
merge(x, y, ...)
# S3 method for class 'direct_piar_index'
merge(x, y, ...)
Arguments
- x
A price index, as made by, e.g., elementary_index().
- y
A price index, or something that can coerced into one. If x
is a period-over-period index then y is coerced into a chainable
index; otherwise, y is coerced into a direct index.
- ...
Not currently used.
Value
A combined price index that inherits from the same class as x.
See also
Other index methods:
[.piar_index(),
aggregate.piar_index,
as.data.frame.piar_index(),
as.ts.piar_index(),
chain(),
contrib(),
head.piar_index(),
is.na.piar_index(),
levels.piar_index(),
mean.piar_index,
split.piar_index(),
stack.piar_index(),
time.piar_index(),
window.piar_index()
Examples
index1 <- as_index(matrix(1:6, 2))
index2 <- index1
levels(index2) <- 3:4
merge(index1, index2)
#> Period-over-period price index for 4 levels over 3 time periods
#> time
#> levels 1 2 3
#> 1 1 3 5
#> 2 2 4 6
#> 3 1 3 5
#> 4 2 4 6
