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)