diffinv(x, lag = 1, differences = 1,
xi = rep(0.0, lag*differences*NCOL(x)))
x |
a numeric vector, matrix, or time series. |
lag |
a scalar lag parameter. |
differences |
an integer representing the order of the difference. |
xi |
a numeric vector, matrix, or time series containing the initial values for the integrals. |
Computes the inverse function of the lagged differences
diff.
Missing values are not handled.
diffinv is a generic function with methods for class "ts"
and default for vectors and matrices.
A numeric vector, matrix, or time series representing the discrete
integral of x.
A. Trapletti
s <- 1:10 d <- diff(s) diffinv(d,xi=1)