pandas.Series.pct_change

Series.pct_change(periods=1, fill_method='pad', limit=None, freq=None, **kwargs)[source]

Percentage change between the current and a prior element.

Computes the percentage change from the immediately previous row by default. This is useful in comparing the percentage of change in a time series of elements.

Parameters
periodsint, default 1

Periods to shift for forming percent change.

fill_methodstr, default ‘pad’

How to handle NAs before computing percent changes.

limitint, default None

The number of consecutive NAs to fill before stopping.

freqDateOffset, timedelta, or str, optional

Increment to use from time series API (e.g. ‘M’ or BDay()).

**kwargs

Additional keyword arguments are passed into DataFrame.shift or Series.shift.

Returns
chgSeries or DataFrame

The same type as the calling object.

See also

Series.diff

Compute the difference of two elements in a Series.

DataFrame.diff

Compute the difference of two elements in a DataFrame.

Series.shift

Shift the index by some number of periods.

DataFrame.shift

Shift the index by some number of periods.

Examples

Series

>>> s = pd.Series([90, 91, 85])
>>> s
0    90
1    91
2    85
dtype: int64
>>> s.pct_change()
0         NaN
1    0.011111
2   -0.065934
dtype: float64
>>> s.pct_change(periods=2)
0         NaN
1         NaN
2   -0.055556
dtype: float64

See the percentage change in a Series where filling NAs with last valid observation forward to next valid.

>>> s = pd.Series([90, 91, None, 85])
>>> s
0    90.0
1    91.0
2     NaN
3    85.0
dtype: float64
>>> s.pct_change(fill_method='ffill')
0         NaN
1    0.011111
2    0.000000
3   -0.065934
dtype: float64

DataFrame

Percentage change in French franc, Deutsche Mark, and Italian lira from 1980-01-01 to 1980-03-01.

>>> df = pd.DataFrame({
...     'FR': [4.0405, 4.0963, 4.3149],
...     'GR': [1.7246, 1.7482, 1.8519],
...     'IT': [804.74, 810.01, 860.13]},
...     index=['1980-01-01', '1980-02-01', '1980-03-01'])
>>> df
                FR      GR      IT
1980-01-01  4.0405  1.7246  804.74
1980-02-01  4.0963  1.7482  810.01
1980-03-01  4.3149  1.8519  860.13
>>> df.pct_change()
                  FR        GR        IT
1980-01-01       NaN       NaN       NaN
1980-02-01  0.013810  0.013684  0.006549
1980-03-01  0.053365  0.059318  0.061876

Percentage of change in GOOG and APPL stock volume. Shows computing the percentage change between columns.

>>> df = pd.DataFrame({
...     '2016': [1769950, 30586265],
...     '2015': [1500923, 40912316],
...     '2014': [1371819, 41403351]},
...     index=['GOOG', 'APPL'])
>>> df
          2016      2015      2014
GOOG   1769950   1500923   1371819
APPL  30586265  40912316  41403351
>>> df.pct_change(axis='columns', periods=-1)
          2016      2015  2014
GOOG  0.179241  0.094112   NaN
APPL -0.252395 -0.011860   NaN