diff_cpp

Returns the ith difference of a time series of rth lag.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

diff_cpp function

<dl><dt>x</dt>
<dd>A <code>vec</code> that is the time series</dd>
<dt>lag</dt>
<dd>A <code>unsigned int</code> that indicates the lag</dd>
<dt>differences</dt>
<dd>A <code>dif</code> that indicates how many differences should be taken</dd></dl>

Arguments

Author

Lagged Differences in Armadillo — diff_cpp

<dl>

<dt>x</dt>
<dd>A <code>vec</code> that is the time series</dd>


<dt>lag</dt>
<dd>A <code>unsigned int</code> that indicates the lag</dd>


<dt>differences</dt>
<dd>A <code>dif</code> that indicates how many differences should be taken</dd>

</dl>

Lagged Differences in Armadillo

diff_cpp: Lagged Differences in Armadillo

Description

Usage

Value

Arguments

Author