R: Lagged Differences

diff {base} | R Documentation

## Lagged Differences

### Description

Returns suitably lagged and iterated differences.

### Usage

    diff(x, ...)

    ## Default S3 method:
    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.

### 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.

### 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

    diff(1:10, 2)
    diff(1:10, 2, 2)
    x <- cumsum(cumsum(1:10))
    diff(x, lag = 2)
    diff(x, differences = 2)

    diff(.leap.seconds)

[Package base version 2.15.1 Index]