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Returns suitably lagged and iterated differences.
diff(x, …)# S3 method for default
diff(x, lag = 1, differences = 1, …)
# S3 method for POSIXt
diff(x, lag = 1, differences = 1, …)
# S3 method for Date
diff(x, lag = 1, differences = 1, …)
a numeric vector or matrix containing the values to be differenced.
an integer indicating which lag to use.
an integer indicating the order of the difference.
further arguments to be passed to or from methods.
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.
diff
is a generic function with a default method and ones for
classes "ts"
, "POSIXt"
and
"Date"
.
NA
's propagate.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
# NOT RUN {
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)
# }
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