diff
Lagged Differences
Returns suitably lagged and iterated differences.
- Keywords
- arith
Usage
diff(x, ...)
"diff"(x, lag = 1, differences = 1, ...)
"diff"(x, lag = 1, differences = 1, ...)
"diff"(x, lag = 1, differences = 1, ...)Arguments
- x
- a numeric vector or matrix containing the values to be differenced.
- lag
- an integer indicating which lag to use.
- differences
- an integer indicating the order of the difference.
- ...
- further arguments to be passed to or from methods.
Details
diff is a generic function with a default method and ones for
classes "ts", "POSIXt" and
"Date".
NA's propagate.
Value
-
If
x is a vector of length n and differences = 1,
then the computed result is equal to the successive differences
x[(1+lag):n] - x[1:(n-lag)].If difference is larger than one this algorithm is applied
recursively to x.
Note that the returned value is a vector which is shorter than
x.If x is a matrix then the difference operations are carried out
on each column separately.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
See Also
Examples
library(base)
diff(1:10, 2)
diff(1:10, 2, 2)
x <- cumsum(cumsum(1:10))
diff(x, lag = 2)
diff(x, differences = 2)
diff(.leap.seconds)
Community examples
Looks like there are no examples yet.