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