Difference the functional data at some lag and iteration. For the
\(\ell\)'th difference at lag \(m\), the differenced series is
defined as
\(
Y_i(t) = (1-B^m)^{\ell} X_i(t)
\)
where \(B\) is the backshift operator.
Usage
# S3 method for dfts
diff(x, lag = 1L, differences = 1L, ...)
Value
A dfts object with the differenced values.
Arguments
x
A dfts object or data which can be automatically converted to that
format. See dfts().
lag
An integer indicating which lag to use.
differences
An integer indicating the order of the difference.