timeDate (version 4041.110)

diff: Lagged 'timeDate' differences

Description

Returns suitably lagged and iterated differences.

Usage

# S3 method for timeDate
diff(x, lag = 1, differences = 1, ...)

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.

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.

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)