G.4 Generalizations an dvariants

X(t) of the type il lustrated in Figure G . 1.1(a), it is sometimes useful

to work wi th the logar i thm of the increment ratio

rx(t) = X(t)/X(t - 1) = 1 + ix(t) (G.4.1)

where ix = [X{t) - X(t - 1)~}/X(t).