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 elemental aggregates
come from different sources of data, or use different index-number formulas.
Usage
# S3 method for chainable_piar_index
merge(x, y, ...)
# S3 method for direct_piar_index
merge(x, y, ...)
Value
A combined price index that inherits from the same class as x.
Arguments
x
A price index, as made by, e.g., elemental_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.
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()