 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) 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

