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extRC (version 1.2)

dfm: First difference matrix

Description

It creates a matrix of first differences of order k.

Usage

dfm(k)

Value

D

first difference matrix

Arguments

k

size of the matrix

Author

Francesco Bartolucci, Antonio Forcina

Examples

Run this code
D = dfm(5)
x = runif(5)
(D%*%x)

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