理解pct_change()&shift() in Python

• Overview

  理解offset in Python

• pct_change(periods=1, fill_method='pad', limit=None, freq=None, **kwargs)

  Percentage change between the current and a prior element.

  fill_method mean how to handle NAs before computing percent changes;

  limit also about the NA, mean the number of consecutive NAs to fill before stopping;

• shift(periods=1, freq=None, axis=0, fill_value=<object object>)

  Shift index by desired number of periods with an optional time freq.

  When freq is not passed, shift the index without realigning the data.

  If freq is passed (in this case, the index must be date or datetime, or it will raise a NotImplementedError), the index will be increased using the periods and the freq.

  fill_value is the scalar value to use newly introduced missing values. The default depends on the dtype of self(np.nan for numeric data, NaT for datetime, timedelta, period data)

  shift() 是针对index进行操作

• How to use freq in shift()?

  shift() shifting values with periods, and shifting time-series data with freq.

  df.shift(freq='10D')
  # is equal to 
  df.shift(period=10, freq='D')
  

  

• Summary

  针对shift(),不要用数据上下移动的思考角度，而是将shift()参数period或freq用于index相加。

  shift()是针对index的值进行增减操作的函数，index分为value或time dtype，才会有period和freq的区别，freq的使用要求index的dtype必须为time类型

• References

1. All the Pandas shift() you should know for data analysis