difflog

Difference of logarithms is finding the difference between two consecutive logarithm values of a time-series

Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data.
The package includes functions from existing R packages adapted for banking sector of Kazakhstan.
The purpose of the package is to optimize statistical functions for easier interpretation for bank analysts and non-statisticians.

Sultan Zhaparov

Toolkit for Regression Analysis of Kazakhstan Banking Sector
Data

Timur Abilkassymov

Shyngys Shuneyev

Alua Makhmetova

difflog function

<dl><dt>x</dt>
<dd>time-series vector</dd>
<dt>lag</dt>
<dd>lagged period</dd>
<dt>difference</dt>
<dd>difference between x items</dd></dl>

Arguments

Transforming time-series data to stationary — difflog

<dl>

<dt>x</dt>
<dd>time-series vector</dd>


<dt>lag</dt>
<dd>lagged period</dd>


<dt>difference</dt>
<dd>difference between x items</dd>

</dl>

difflog: Transforming time-series data to stationary

Description

Usage

Arguments

Examples