diffLog {dse1}R Documentation

Calculate the difference of log data

Description

Calculate the difference from lag periods prior for log of data.

Usage

    diffLog(x, lag=1, base = exp(1), ...)

Arguments

x A time series.
lag The difference is calculated relative to lag periods prior.
base Base to use when calculating logrithms.
... (further arguments, currently disregarded).

Value

A time series of the difference relative to lag periods prior for the log of the data. lag data points are lost from the beginning of the series. Negative values will result in NAs.

Examples

if(is.R()) data("eg1.DSE.data", package="dse1")
z <- diffLog(outputData(eg1.DSE.data))

[Package dse1 version 2006.1-1 Index]