stats (version 3.3)

diffinv: Discrete Integration: Inverse of Differencing

Description

Computes the inverse function of the lagged differences function diff.

Usage

diffinv(x, ...)
## S3 method for class 'default':
diffinv(x, lag = 1, differences = 1, xi, \dots)
## S3 method for class 'ts':
diffinv(x, lag = 1, differences = 1, xi, \dots)

Arguments

x

a numeric vector, matrix, or time series.

lag

a scalar lag parameter.

differences

an integer representing the order of the difference.

xi

a numeric vector, matrix, or time series containing the initial values for the integrals. If missing, zeros are used.

...

arguments passed to or from other methods.

Value

• A numeric vector, matrix, or time series (the latter for the "ts" method) representing the discrete integral of x.

Details

diffinv is a generic function with methods for class "ts" and default for vectors and matrices.

Missing values are not handled.

See Also

diff

Examples

s <- 1:10
d <- diff(s)
diffinv(d, xi = 1)