base (version 3.3.3)

diff: Lagged Differences

Description

Returns suitably lagged and iterated differences.

Usage

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, …)

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.

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.

Details

diff is a generic function with a default method and ones for classes "ts", "POSIXt" and "Date". NA's propagate.

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)