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

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.

Examples

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

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