Computes the inverse function of the lagged differences function
diff.
diffinv(x, ...)# S3 method for default
diffinv(x, lag = 1, differences = 1, xi, …)
# S3 method for ts
diffinv(x, lag = 1, differences = 1, xi, …)
a numeric vector, matrix, or time series.
a scalar lag parameter.
an integer representing the order of the difference.
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.
A numeric vector, matrix, or time series (the latter for the
"ts" method) representing the discrete integral of x.
diffinv is a generic function with methods for class "ts"
and default for vectors and matrices.
Missing values are not handled.
# NOT RUN {
s <- 1:10
d <- diff(s)
diffinv(d, xi = 1)
# }
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