diff {base}

R Documentation

Lagged Differences

Usage

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.

Value

If x is a vector of length n and differences=1, then the computed result is equal to the successive differences x[(1:n-lag)]-x[(lag:n)]. 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.

NA's propagate.

Examples

diff(1:10, 2)
diff(1:10, 2, 2)

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