| diff {base} | R Documentation |
Lagged Differences
Description
Returns suitably lagged and iterated differences.
Usage
diff(x, ...)
diff.default(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. |
Details
diff is a generic function with a default method and one for
class ts objects. NA's propagate.
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.
See Also
diff.ts from the ts package which you
may want anyway.
Examples
diff(1:10, 2)
diff(1:10, 2, 2)