Finding monthly changes in a data set

Hello

Given the below sample table and data, I am after a SQL script that can generate the sample output shown.

In a nutshell, I need to identify in a derived column, compared to the previous month, what's:

1) Not changed (e.g. 'A' in Feb)
2) Been removed (e.g. 'B' in Feb)
3) Been added (e.g. 'D' in Feb)

Can someone help with this? From what I remember Windows function would be ideal for this but it has been a long time since I used them...

CREATE TABLE [dbo].[Data](
	[MyDate] [date] NOT NULL,
	[MyText] [varchar](10) NOT NULL
) ON [PRIMARY]

GO
-- Jan
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Jan2014', 'A')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Jan2014', 'B')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Jan2014', 'C')

-- Feb - 'B' dropped, 'D' added
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Feb2014', 'A')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Feb2014', 'C')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Feb2014', 'D')

-- Mar - 'A' and 'C' dropped, 'E' and 'F' added
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Mar2014', 'D')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Mar2014', 'E')
INSERT INTO [dbo].[Data](MyDate,MyText) VALUES ('01Mar2014', 'F')

/* Sample required output
MyDate      MyText      State
2014-01-01	A        0
2014-01-01	B        0
2014-01-01	C        0

2014-02-01	A        0
2014-01-01	B       -1
2014-02-01	C        0
2014-02-01	D        1

2014-02-01	A       -1
2014-02-01	C       -1
2014-03-01	D        0
2014-03-01	E        1
2014-03-01	F        1

*/