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Rolling Percent Difference

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Computes the rolling percentage difference of a specified window size for a dataset.

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Output

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Computes the rolling percentage difference of a specified window size for a dataset. Percent is a number or ratio expressed as a fraction of 100. Read more about percent on Wikipedia https://en.wikipedia.org/wiki/Percentage

5% is 5 out of 100, 0.1% is one of thousand.

Used to identify relative changes in a time series over a moving window, often used in economics or finance.

  • Microsoft Excel: -
  • Google Sheets: -
  • Apple Numbers: -
  • Python Pandas: df['column_name'].pct_change(periods=n)
  • Related Words: calculate rolling percent difference, find percent difference over a window

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