diff {base}
Description
Returns suitably lagged and iterated differences.
Usage
diff(x, ...) ## S3 method for class 'default': diff((x, lag = 1, differences = 1, ...)) ## S3 method for class 'POSIXt': diff((x, lag = 1, differences = 1, ...)) ## S3 method for class 'Date': 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.
- ...
- further arguments to be passed to or from methods.
Details
diff is a generic function with a default method and ones for classes "ts", "POSIXt" and "Date".
NA's propagate.
Values
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.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
See Also
diff.ts, diffinv.
Examples
Documentation reproduced from R 2.15.0. License: GPL-2.
