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 -[[image:1 769510529532-579.png]]91 +//GT= VT-VT-PVT-P//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image001.png]] 92 92 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. 93 +à 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 -| (% 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" %)505101 -| (% 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" %)-0.0098103 -| (% 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" %)0.0000106 -| (% style="width:427px" %)**Formula**|(%style="width:230px"%)|(%style="width:365px" %) |(%style="width:386px" %)[[image:1769510701118-480.png]]|(% style="width:322px" %)[[image:1769510718908-350.png]]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]] 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 →**|2011|(% rowspan="4" %)(((110 +|**Year à**|2011|(% rowspan="4" %)((( 111 111 **Transformed series:** 112 112 113 -REF_YEAR →2011113 +REF_YEAR à 2011 114 114 115 -OBS_VALUE →0.0100115 +OBS_VALUE à 0.0100 116 116 117 -TRANS_TYPE →G (Formula / VTL function)117 +TRANS_TYPE à G (Formula / VTL function) 118 118 119 -TRANS_PER →1119 +TRANS_PER à 1 120 120 ))) 121 121 |**GDP Level**|505 122 122 |**Growth rate, 123 123 period on period**|0.0100 124 -|**Formula**|[[image:1 769510755278-324.png]]124 +|**Formula**|//GT= V2011-V2011-1V2011-1//[[image:file:///C:/Users/axyli/AppData/Local/Temp/msohtmlclip1/01/clip_image007.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 ... ... @@ -152,130 +152,156 @@ 152 152 153 153 Example for composite CL_TIMETRANS: 154 154 155 -|(% 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" %) 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| 203 203 204 204 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. 205 205 206 -= 4.Annex: coded examples =207 += Annex: coded examples = 207 207 208 208 The table below shows coding example using all 3 options lined out above. 209 209 210 -| (% 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+Freq211 -| (% style="width:571px" %)Level series (non transformed data)|(% style="width:486px" %)(((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)|((( 212 212 FREQ=A or Q or M … 214 + 213 213 TYPE=N 216 + 214 214 PER=1 215 215 )))|((( 216 216 FREQ=A or Q or M … 220 + 217 217 TIMETRANS=N 218 218 )))|((( 219 219 FREQ=A or Q or M … 224 + 220 220 TIMETRANS=N 221 221 ))) 222 -| (% style="width:571px" %)Quarter on quarter growth rate|(% style="width:486px" %)(((227 +|Quarter on quarter growth rate|((( 223 223 FREQ=Q 229 + 224 224 TYPE=G 231 + 225 225 PER=1 226 226 )))|((( 227 227 FREQ=Q 235 + 228 228 TIMETRANS=G1 229 229 )))|((( 230 230 FREQ=Q or M … 239 + 231 231 TIMETRANS=G1Q 232 232 ))) 233 -| (% style="width:571px" %)Contribution to growth over 1 year (quarterly data)|(% style="width:486px" %)(((242 +|Contribution to growth over 1 year (quarterly data)|((( 234 234 FREQ=Q 244 + 235 235 TYPE=GC 246 + 236 236 PER=4 237 237 )))|((( 238 238 FREQ=Q 250 + 239 239 TIMETRANS=GC4 240 240 )))|((( 241 241 FREQ=Q 254 + 242 242 TIMETRANS=GC1Y 243 243 ))) 244 -| (% style="width:571px" %)Contribution to growth over 1 year (annual data)|(% style="width:486px" %)(((257 +|Contribution to growth over 1 year (annual data)|((( 245 245 FREQ=A 259 + 246 246 TYPE=GC 261 + 247 247 PER=1 248 248 )))|((( 249 249 FREQ=A 265 + 250 250 TIMETRANS=GC1 251 251 )))|((( 252 252 FREQ=A 269 + 253 253 TIMETRANS=GC1Y 254 254 ))) 255 -| (% style="width:571px" %)3 months moving average|(% style="width:486px" %)(((272 +|3 months moving average|((( 256 256 FREQ=M 257 -~|TYPE=A 274 + 275 +TYPE=A 276 + 258 258 PER=3 259 259 )))|((( 260 260 FREQ=M 280 + 261 261 TIMETRANS=A3 262 262 )))|((( 263 263 FREQ=Q or M … 284 + 264 264 TIMETRANS=A3M 265 265 ))) 266 -| (% style="width:571px" %)Annual index|(% style="width:486px" %)(((287 +|Annual index|((( 267 267 FREQ=A 289 + 268 268 TYPE=I 291 + 269 269 PER=1 270 270 )))|((( 271 271 FREQ=A 295 + 272 272 TIMETRANS=I1 273 273 )))|((( 274 274 FREQ=A or Q or M … 299 + 275 275 TIMETRANS=I1Y 276 276 ))) 277 277 278 278 304 + 279 279 ---- 280 280 281 281 {{putFootnotes/}}
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