diff(x, lag=1, differences=1)
bdTimeSeries object, a
bdSignalSeries object, a vector, a
bdTimeDate object, a
bdTimeSpan object, or a matrix.
Missing values (
NAs) are allowed.
bdTimeDate object, a
bdTimeSpan object, a matrix, a time series, a
bdTimeSeries object, or a
bdSignalSeries object that is the
nth
difference of lag
k for
x.
If y <- diff(x,k),
y[i] is
x[i]-x[i-k],
and
length(y) is
length(x)-k. In a time series or
bdTimeSeries, the first
k
times are dropped.
To construct an
nth difference, the procedure is iterated
n times.
This is a generic function. Methods exist for the time series
classes
"rts", and
"cts" and for objects of class
"dates".
Any operation on an
NA produces an
NA.
For matrices, the differences are performed on each column separately.
# second difference of lag 4: # the start date of d2x will be # 8 periods later than x freeny.rts<- as.rts(freeny.y) freeny.df2 <- diff(freeny.rts, 1,2) # 10th difference of an alternating series diff(rep(c(-1,1),10), 1, 10) [1] -1024 1024 -1024 1024 -1024 1024 -1024 1024 [9] -1024 1024 diff(range(x)) # max(x) - min(x)