Changes for page Guidelines on coding time transformations in SDMX
Last modified by Artur K. on 2026/05/29 14:28
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... ... @@ -88,40 +88,40 @@ 88 88 89 89 The formula for a simple annual growth rate can be expressed as follows:{{footnote}}Note: often growth rates are expressed as percentage growth, in which case the value is multiplied with 100%. This is however not relevant for this guideline and is left out for simplicity.{{/footnote}} 90 90 91 - //GT= VT-VT-PVT-P//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image001.png]]91 +[[image:1769510529532-579.png]] 92 92 93 - àA growth rate over P years in year T is the difference between the current year value and the value P years ago related to the value P years ago; with G being the growth rate, V being the absolute value, T being the time (year) and P the number of periods.93 +A growth rate over P years in year T is the difference between the current year value and the value P years ago related to the value P years ago; with G being the growth rate, V being the absolute value, T being the time (year) and P the number of periods. 94 94 95 95 The growth rate formula can be expressed in VTL and linked to transformation type G. The year T is linked to the respective year in the time series and the parameter P is linked to the transformation period concept. 96 96 97 97 **Example:** 98 98 99 -|**Year à**|**2010**|**2011**|**2012**|**2013**100 -|**GDP Level**|500|505|510|505 101 -|**Growth rate, 102 -period on period**| |0.0100|0.0099|-0.0098 103 -|**Formula**| |//GT= V2011-V2011-1V2011-1//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image002.png]]|//GT=V2012-V2012-1V2012-1//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image003.png]]|//GT=V2013-V2013-1V2013-1//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image004.png]]104 -|**Growth rate, 105 -over 2 periods**| | |0.0200|0.0000 106 -|**Formula**| | |//GT= V2012-V2012-2V2012-2//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image005.png]]|//GT=V2013-V2013-2V2013-2//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image006.png]]99 +|(% style="width:427px" %)**Year →**|(% style="width:230px" %)**2010**|(% style="width:365px" %)**2011**|(% style="width:386px" %)**2012**|(% style="width:322px" %)**2013** 100 +|(% style="width:427px" %)**GDP Level**|(% style="width:230px" %)500|(% style="width:365px" %)505|(% style="width:386px" %)510|(% style="width:322px" %)505 101 +|(% style="width:427px" %)**Growth rate, 102 +period on period**|(% style="width:230px" %) |(% style="width:365px" %)0.0100|(% style="width:386px" %)0.0099|(% style="width:322px" %)-0.0098 103 +|(% style="width:427px" %)**Formula**|(% style="width:230px" %) |(% style="width:365px" %)[[image:1769510625588-573.png]]|(% style="width:386px" %)[[image:1769510654674-828.png]]|(% style="width:322px" %)[[image:1769510676535-250.png]] 104 +|(% style="width:427px" %)**Growth rate, 105 +over 2 periods**|(% style="width:230px" %) |(% style="width:365px" %) |(% style="width:386px" %)0.0200|(% style="width:322px" %)0.0000 106 +|(% style="width:427px" %)**Formula**|(% style="width:230px" %) |(% style="width:365px" %) |(% style="width:386px" %)[[image:1769510701118-480.png]]|(% style="width:322px" %)[[image:1769510718908-350.png]] 107 107 108 108 When looking at the formulas, you can see that the same parameters that are used to call a transformation service can be used to code the resulting series, which makes it very easy for data processing systems to ensure consistency between calculations and coding of results: 109 109 110 -|**Year à**|2011|(% rowspan="4" %)(((110 +|**Year →**|2011|(% rowspan="4" %)((( 111 111 **Transformed series:** 112 112 113 -REF_YEAR à2011113 +REF_YEAR → 2011 114 114 115 -OBS_VALUE à0.0100115 +OBS_VALUE → 0.0100 116 116 117 -TRANS_TYPE àG (Formula / VTL function)117 +TRANS_TYPE → G (Formula / VTL function) 118 118 119 -TRANS_PER à1119 +TRANS_PER → 1 120 120 ))) 121 121 |**GDP Level**|505 122 122 |**Growth rate, 123 123 period on period**|0.0100 124 -|**Formula**| //GT= V2011-V2011-1V2011-1//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image007.png]]124 +|**Formula**|[[image:1769510755278-324.png]] 125 125 126 126 This is especially useful when only transformed series should be exchanged and level series or transformations are not subject to exchange. An example could be GDP growth rates, where for early estimates often level series are still under embargo, whereas growth rates are publishable. 127 127 ... ... @@ -152,156 +152,130 @@ 152 152 153 153 Example for composite CL_TIMETRANS: 154 154 155 -|**Recommended code value**|**Recommended 156 -code description**|**Annotation** 157 -|N|Non transformed data| 158 -|A2|2-period moving average|Period on period 159 -|A3|3-period moving average| 160 -|A4|4-period moving average| 161 -|A6|6-period moving average| 162 -|A12|12-period moving average| 163 -|C3|3-period cumulated sum| 164 -|C4|4-period cumulated sum| 165 -|C6|6-period cumulated sum| 166 -|C12|12-period cumulated sum| 167 -|C16|16-period cumulated sum| 168 -|D2|Differences, period on period, first order| 169 -|DD|Differences, period on period, second order| 170 -|D4|Difference, period on 4 periods, first order| 171 -|F2|Growth rate, flow over stock, over two periods|Period on period 172 -|F3|Growth rate, flow over stock ,over 3 periods| 173 -|F4|Growth rate, flow over stock over 4 periods| 174 -|F6|Growth rate, flow over stock over 6 periods| 175 -|F12|Growth rate, flow over stock over 12 periods| 176 -|FO2|Contribution to growth rate, flow over stock, over two periods|Period on period 177 -|FO3|Contribution to growth rate, flow over stock, over 3 periods| 178 -|FO4|Contribution to growth rate, flow over stock, over 4 periods| 179 -|FO6|Contribution to growth rate, flow over stock, over 6 periods| 180 -|FO12|Contribution to growth rate, flow over stock, over 12 periods| 181 -|FO16|Contribution to growth rate, flow over stock, over 16 periods| 182 -|G2|Growth rate, over two periods|Period on period 183 -|G3|Growth rate over 3 periods| 184 -|**G4**|**Growth rate over 4 periods**| 185 -|G6|Growth rate over 6 periods| 186 -|G10|Growth rate, over 10 periods| 187 -|G12|Growth rate over 12 periods| 188 -|GR|Growth rate, over reference year| 189 -|GO2|Contribution to growth rate, over 2 periods|Period on period 190 -|GO3|Contribution to growth rate, over 3 periods| 191 -|GO4|Contribution to growth rate, over 4 periods| 192 -|GO6|Contribution to growth rate, over 6 periods| 193 -|GO12|Contribution to growth rate, over 12 periods| 194 -|LA|Annualised levels|This relates to stock versus flow series. For example, many countries publish their QNA at quarterly level, which means that annual GDP is the sum of the four quarters, whereas some countries publish their QNA at annual level (e.g. US), which means that annual GDP is the average of the four quarters. In order to present quarterly data in comparable levels across countries and to derive zone aggregates, quarterly data expressed at quarterly levels are “transformed” to annual levels (i.e. multiplied by four) and have this code. 195 -|G1Y|Growth rate, over 1 year| 196 -|F1Y|Growth rate, flow over stock, over 1 year| 197 -|D1Y|Difference, over 1 year| 198 -|G3Y|Growth rate, over 3 years| 199 -|G4Y|Growth rate, over 4 years| 200 -|GC5Y|Compound growth rate, over 5 years| 201 -|GC10Y|Compound growth rate, over 10 years| 202 -|GO1Y|Contribution to growth rate, over 1 year| 203 -|C1Y|Cumulated sum, over 1 year| 155 +|(% style="width:227px" %)**Recommended code value**|(% style="width:527px" %)**Recommended code description**|(% style="width:976px" %)**Annotation** 156 +|(% style="width:227px" %)N|(% style="width:527px" %)Non transformed data|(% style="width:976px" %) 157 +|(% style="width:227px" %)A2|(% style="width:527px" %)2-period moving average|(% style="width:976px" %)Period on period 158 +|(% style="width:227px" %)A3|(% style="width:527px" %)3-period moving average|(% style="width:976px" %) 159 +|(% style="width:227px" %)A4|(% style="width:527px" %)4-period moving average|(% style="width:976px" %) 160 +|(% style="width:227px" %)A6|(% style="width:527px" %)6-period moving average|(% style="width:976px" %) 161 +|(% style="width:227px" %)A12|(% style="width:527px" %)12-period moving average|(% style="width:976px" %) 162 +|(% style="width:227px" %)C3|(% style="width:527px" %)3-period cumulated sum|(% style="width:976px" %) 163 +|(% style="width:227px" %)C4|(% style="width:527px" %)4-period cumulated sum|(% style="width:976px" %) 164 +|(% style="width:227px" %)C6|(% style="width:527px" %)6-period cumulated sum|(% style="width:976px" %) 165 +|(% style="width:227px" %)C12|(% style="width:527px" %)12-period cumulated sum|(% style="width:976px" %) 166 +|(% style="width:227px" %)C16|(% style="width:527px" %)16-period cumulated sum|(% style="width:976px" %) 167 +|(% style="width:227px" %)D2|(% style="width:527px" %)Differences, period on period, first order|(% style="width:976px" %) 168 +|(% style="width:227px" %)DD|(% style="width:527px" %)Differences, period on period, second order|(% style="width:976px" %) 169 +|(% style="width:227px" %)D4|(% style="width:527px" %)Difference, period on 4 periods, first order|(% style="width:976px" %) 170 +|(% style="width:227px" %)F2|(% style="width:527px" %)Growth rate, flow over stock, over two periods|(% style="width:976px" %)Period on period 171 +|(% style="width:227px" %)F3|(% style="width:527px" %)Growth rate, flow over stock ,over 3 periods|(% style="width:976px" %) 172 +|(% style="width:227px" %)F4|(% style="width:527px" %)Growth rate, flow over stock over 4 periods|(% style="width:976px" %) 173 +|(% style="width:227px" %)F6|(% style="width:527px" %)Growth rate, flow over stock over 6 periods|(% style="width:976px" %) 174 +|(% style="width:227px" %)F12|(% style="width:527px" %)Growth rate, flow over stock over 12 periods|(% style="width:976px" %) 175 +|(% style="width:227px" %)FO2|(% style="width:527px" %)Contribution to growth rate, flow over stock, over two periods|(% style="width:976px" %)Period on period 176 +|(% style="width:227px" %)FO3|(% style="width:527px" %)Contribution to growth rate, flow over stock, over 3 periods|(% style="width:976px" %) 177 +|(% style="width:227px" %)FO4|(% style="width:527px" %)Contribution to growth rate, flow over stock, over 4 periods|(% style="width:976px" %) 178 +|(% style="width:227px" %)FO6|(% style="width:527px" %)Contribution to growth rate, flow over stock, over 6 periods|(% style="width:976px" %) 179 +|(% style="width:227px" %)FO12|(% style="width:527px" %)Contribution to growth rate, flow over stock, over 12 periods|(% style="width:976px" %) 180 +|(% style="width:227px" %)FO16|(% style="width:527px" %)Contribution to growth rate, flow over stock, over 16 periods|(% style="width:976px" %) 181 +|(% style="width:227px" %)G2|(% style="width:527px" %)Growth rate, over two periods|(% style="width:976px" %)Period on period 182 +|(% style="width:227px" %)G3|(% style="width:527px" %)Growth rate over 3 periods|(% style="width:976px" %) 183 +|(% style="width:227px" %)**G4**|(% style="width:527px" %)**Growth rate over 4 periods**|(% style="width:976px" %) 184 +|(% style="width:227px" %)G6|(% style="width:527px" %)Growth rate over 6 periods|(% style="width:976px" %) 185 +|(% style="width:227px" %)G10|(% style="width:527px" %)Growth rate, over 10 periods|(% style="width:976px" %) 186 +|(% style="width:227px" %)G12|(% style="width:527px" %)Growth rate over 12 periods|(% style="width:976px" %) 187 +|(% style="width:227px" %)GR|(% style="width:527px" %)Growth rate, over reference year|(% style="width:976px" %) 188 +|(% style="width:227px" %)GO2|(% style="width:527px" %)Contribution to growth rate, over 2 periods|(% style="width:976px" %)Period on period 189 +|(% style="width:227px" %)GO3|(% style="width:527px" %)Contribution to growth rate, over 3 periods|(% style="width:976px" %) 190 +|(% style="width:227px" %)GO4|(% style="width:527px" %)Contribution to growth rate, over 4 periods|(% style="width:976px" %) 191 +|(% style="width:227px" %)GO6|(% style="width:527px" %)Contribution to growth rate, over 6 periods|(% style="width:976px" %) 192 +|(% style="width:227px" %)GO12|(% style="width:527px" %)Contribution to growth rate, over 12 periods|(% style="width:976px" %) 193 +|(% style="width:227px" %)LA|(% style="width:527px" %)Annualised levels|(% style="width:976px" %)This relates to stock versus flow series. For example, many countries publish their QNA at quarterly level, which means that annual GDP is the sum of the four quarters, whereas some countries publish their QNA at annual level (e.g. US), which means that annual GDP is the average of the four quarters. In order to present quarterly data in comparable levels across countries and to derive zone aggregates, quarterly data expressed at quarterly levels are “transformed” to annual levels (i.e. multiplied by four) and have this code. 194 +|(% style="width:227px" %)G1Y|(% style="width:527px" %)Growth rate, over 1 year|(% style="width:976px" %) 195 +|(% style="width:227px" %)F1Y|(% style="width:527px" %)Growth rate, flow over stock, over 1 year|(% style="width:976px" %) 196 +|(% style="width:227px" %)D1Y|(% style="width:527px" %)Difference, over 1 year|(% style="width:976px" %) 197 +|(% style="width:227px" %)G3Y|(% style="width:527px" %)Growth rate, over 3 years|(% style="width:976px" %) 198 +|(% style="width:227px" %)G4Y|(% style="width:527px" %)Growth rate, over 4 years|(% style="width:976px" %) 199 +|(% style="width:227px" %)GC5Y|(% style="width:527px" %)Compound growth rate, over 5 years|(% style="width:976px" %) 200 +|(% style="width:227px" %)GC10Y|(% style="width:527px" %)Compound growth rate, over 10 years|(% style="width:976px" %) 201 +|(% style="width:227px" %)GO1Y|(% style="width:527px" %)Contribution to growth rate, over 1 year|(% style="width:976px" %) 202 +|(% style="width:227px" %)C1Y|(% style="width:527px" %)Cumulated sum, over 1 year|(% style="width:976px" %) 204 204 205 205 The use of codes like G3Y introduces redundancy in the code list. G3Y equals G36 for monthly data, G12 for quarterly data and G3 for annual data. Thus introducing such extensions should be well justified by solid use cases and DSD guidelines should explain which of the two possibilities (GxY or Gx) are preferred and why. Machine-to-machine queries, formulas, validation rules or coding templates may require mappings between those possibilities, taking into account both the frequency of a series and the transformation code. 206 206 207 -= Annex: coded examples = 206 += 4. Annex: coded examples = 208 208 209 209 The table below shows coding example using all 3 options lined out above. 210 210 211 -|Statement|Normalised{{footnote}}For sake of readability the prefix TIMETRANS_ was not put in the table. The concepts are in fact called TIMETRANS_TYPE and TIMETRANS_PER.{{/footnote}}|Type+Period|Type+Period+Freq 212 -|Level series (non transformed data)|((( 210 +|(% style="width:571px" %)Statement|(% style="width:486px" %)Normalised{{footnote}}For sake of readability the prefix TIMETRANS_ was not put in the table. The concepts are in fact called TIMETRANS_TYPE and TIMETRANS_PER.{{/footnote}}|Type+Period|Type+Period+Freq 211 +|(% style="width:571px" %)Level series (non transformed data)|(% style="width:486px" %)((( 213 213 FREQ=A or Q or M … 214 - 215 215 TYPE=N 216 - 217 217 PER=1 218 218 )))|((( 219 219 FREQ=A or Q or M … 220 - 221 221 TIMETRANS=N 222 222 )))|((( 223 223 FREQ=A or Q or M … 224 - 225 225 TIMETRANS=N 226 226 ))) 227 -|Quarter on quarter growth rate|((( 222 +|(% style="width:571px" %)Quarter on quarter growth rate|(% style="width:486px" %)((( 228 228 FREQ=Q 229 - 230 230 TYPE=G 231 - 232 232 PER=1 233 233 )))|((( 234 234 FREQ=Q 235 - 236 236 TIMETRANS=G1 237 237 )))|((( 238 238 FREQ=Q or M … 239 - 240 240 TIMETRANS=G1Q 241 241 ))) 242 -|Contribution to growth over 1 year (quarterly data)|((( 233 +|(% style="width:571px" %)Contribution to growth over 1 year (quarterly data)|(% style="width:486px" %)((( 243 243 FREQ=Q 244 - 245 245 TYPE=GC 246 - 247 247 PER=4 248 248 )))|((( 249 249 FREQ=Q 250 - 251 251 TIMETRANS=GC4 252 252 )))|((( 253 253 FREQ=Q 254 - 255 255 TIMETRANS=GC1Y 256 256 ))) 257 -|Contribution to growth over 1 year (annual data)|((( 244 +|(% style="width:571px" %)Contribution to growth over 1 year (annual data)|(% style="width:486px" %)((( 258 258 FREQ=A 259 - 260 260 TYPE=GC 261 - 262 262 PER=1 263 263 )))|((( 264 264 FREQ=A 265 - 266 266 TIMETRANS=GC1 267 267 )))|((( 268 268 FREQ=A 269 - 270 270 TIMETRANS=GC1Y 271 271 ))) 272 -|3 months moving average|((( 255 +|(% style="width:571px" %)3 months moving average|(% style="width:486px" %)((( 273 273 FREQ=M 274 - 275 -TYPE=A 276 - 257 +~|TYPE=A 277 277 PER=3 278 278 )))|((( 279 279 FREQ=M 280 - 281 281 TIMETRANS=A3 282 282 )))|((( 283 283 FREQ=Q or M … 284 - 285 285 TIMETRANS=A3M 286 286 ))) 287 -|Annual index|((( 266 +|(% style="width:571px" %)Annual index|(% style="width:486px" %)((( 288 288 FREQ=A 289 - 290 290 TYPE=I 291 - 292 292 PER=1 293 293 )))|((( 294 294 FREQ=A 295 - 296 296 TIMETRANS=I1 297 297 )))|((( 298 298 FREQ=A or Q or M … 299 - 300 300 TIMETRANS=I1Y 301 301 ))) 302 302 303 303 304 - 305 305 ---- 306 306 307 307 {{putFootnotes/}}
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