tfdiff {tframe} | R Documentation |
Difference a tframed object.
tfdiff(x, lag=1, differences=1) ## Default S3 method: tfdiff(x,lag=1, differences=1) ## S3 method for class 'tframe': tfdiff(x,lag=1, differences=1) ## S3 method for class 'tframed': diff(x,lag=1, differences=1, ...)
x |
a tframed object. |
lag |
difference calculated relative to lag periods previous. |
differences |
order of differencing. |
... |
arguments to be passed to other methods. |
A time framed object is created by differencing the number of times indicated by differences at a lagged number of periods indicated by lag. The default is take the difference from data one period previous.
z <- ts(rnorm(100), start=c(1982,1), frequency=12) tfstart(z) tfperiods(z) z <- tfdiff(z) tfstart(z) tfperiods(z)