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: 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)

Example:
library("times")
x=(1:5)
y=tdiff(x,2)
y
Result:
Contents of y
[1,]   2 
[2,]   2 
[3,]   2 

Library: times

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: Rong Chen, Christian Hafner, 970725
(C) MD*TECH Method and Data Technologies, 17.8.2000