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:(nlag)]
.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)
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