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Returns suitably lagged and iterated differences.

diff(x, …)# S3 method for default diff(x, lag = 1, differences = 1, …)# S3 method for POSIXt diff(x, lag = 1, differences = 1, …)# S3 method for Date diff(x, lag = 1, differences = 1, …)

# S3 method for default diff(x, lag = 1, differences = 1, …)

# S3 method for POSIXt diff(x, lag = 1, differences = 1, …)

# S3 method for Date diff(x, lag = 1, differences = 1, …)

a numeric vector or matrix containing the values to be differenced.

an integer indicating which lag to use.

an integer indicating the order of the difference.

further arguments to be passed to or from methods.

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)].

x

n

differences = 1

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.

difference

If x is a matrix then the difference operations are carried out on each column separately.

diff is a generic function with a default method and ones for classes "ts", "POSIXt" and "Date".

diff

"ts"

"POSIXt"

"Date"

NA's propagate.

NA

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

diff.ts, diffinv.

diff.ts

diffinv

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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