timeDate (version 290.83)

diff: Lagged 'timeDate' Differences

Description

Returns suitably lagged and iterated differences.

Usage

## S3 method for class 'timeDate':
diff(x, lag = 1, differences = 1, \dots)

Arguments

x

an object of class timeDate.

lag

an integer indicating which lag to use.

differences

an integer indicating the order of the difference.

...

arguments passed to other methods.

Value

• For the function, diff.timeDate, 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.

Examples

## Create Character Vectors:
   dts = c("1989-09-28", "2001-01-15", "2004-08-30", "1990-02-09")
   dts
   tms = c(  "23:12:55",   "10:34:02",   "08:30:00",   "11:18:23")
   tms
   
## timeDate - 
   GMT = timeDate(dts, zone = "GMT", FinCenter = "GMT") + 24*3600
   GMT
   ZUR = timeDate(dts, zone = "GMT", FinCenter = "Europe/Zurich")
   ZUR

## diff - 
   # Suitably Lagged and Iterated Differences:
   diff(GMT)
   diff(GMT, lag = 2)
   diff(GMT, lag = 1, diff = 2)