transx (version 0.0.1)

diffx-rdiffx-ldiffx: Compute lagged differnces

Description

Returns suitably lagged and iterated difference

• diffx computes simple differences.

• rdffix computes percentage differences.

• ldiffx computes logged differences.

Usage

diffx(x, n = 1L, order = 1L, rho = 1, fill = NA)
rdiffx(x, n = 1L, order = 1L, rho = NULL, fill = NA)
ldiffx(x, n = 1L, order = 1L, rho = 1, fill = NA)

Arguments

x

[univariate vector]

Univariate vector, numeric or ts object with only one dimension.

n

[positive integer(1): 1L]

Value indicating which lag to use.

order

[positive integer(1): 1L]

Value indicating the order of the difference.

rho

[numeric(1): NULL]

Value indicating the autocorrelation parameter. The purpose of this parameter is to provide quasi-differencing assuming the value falls within 0 and 1.

fill

[numeric or function: NA]

Numeric value(s) or function used to fill observations.

Examples

# NOT RUN {
x <- c(2, 4, 8, 20)
diffx(x)
rdiffx(x)
ldiffx(x)

# }