DIF-deprecated: Differencing Transformation

Description

The DIF() function returns a simple or seasonal differencing transformation of the provided time series. DIF.rev() reverses the transformation. Wrapper functions for diff and diffinv of the stats package, respectively.

Usage

DIF(
  x,
  lag = ifelse(type == "simple", 1, stats::frequency(x)),
  differences = NULL,
  type = c("simple", "seasonal"),
  ...
)
DIF.rev(
  x,
  lag = ifelse(type == "simple", 1, stats::frequency(x)),
  differences = 1,
  xi,
  type = c("simple", "seasonal")
)

Value

x if differences is automatically selected, and is not set as greater than 0.

Same as diff otherwise.

Arguments

x: A numeric vector or univariate time series containing the values to be differenced.
lag: Integer indicating the lag parameter. Default set to 1 if type = "simple", or frequency(x) if type = "seasonal".
differences: Integer representing the order of the difference. If NULL, the order of the difference is automatically selected using ndiffs (if type = "simple") or nsdiffs (if type = "seasonal") from the forecast package.
xi: Numeric vector or time series containing the initial values for the integrals. If missing, zeros are used.
type: Character string. Indicates if the function should perform simple or seasonal differencing.
...: Additional arguments passed to ndiffs (if type = "simple") or nsdiffs (if type = "seasonal") from the forecast package.

Author

Rebecca Pontes Salles

References

R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting: principles and practice. OTexts.