Library: | times |
Macro: | tdiff | |
Description: | a difference operator for time series allow multiple differences and seaonal difference |
Usage: | y = tdiff(x {,d [, k]}) | |
Input: | ||
x | vector | |
d (optional) | integer; the difference lag x(t)-x(t-d) default d=1 | |
k (optional) | integer; the number of differences | |
Output: | ||
y | vector; the differenced time series y(t)=(1-B^d)^k x(t) where BX(t)=X(t-1) |
library("times") x=(1:5) y=tdiff(x,2) y
Contents of y [1,] 2 [2,] 2 [3,] 2
Library: | times |