Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: multi
See also: tdiff

Macro: itediff
Description: calculates the i^th difference of a time series

Usage: dy=itediff(ytt,i)
Input:
ytt k x n matrix, the transformed (and transposed) time series
i integer
Output:
dy matrix, differenced time series

Library: multi
See also: tdiff

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Christian Hafner, Stefan Sperlich 971215
(C) MD*TECH Method and Data Technologies, 17.8.2000