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.
...	further arguments to be passed to or from methods.

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+lag):n] - x[1:(n-lag)].

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.

Examples

diff(1:10, 2)
diff(1:10, 2, 2)
x <- cumsum(cumsum(1:10))
stopifnot(diff(x, lag = 2) == x[(1+2):10] - x[1:(10 - 2)],
          diff(x, lag = 2) == (3:10)^2,
          diff(diff(x))    == diff(x, differences = 2))

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