tsibble (version 1.1.5)

difference: Lagged differences

Description

Usage

difference(x, lag = 1, differences = 1, default = NA, order_by = NULL)

Value

A numeric vector of the same length as x.

Arguments

x

A vector

lag

A positive integer indicating which lag to use.

differences

A positive integer indicating the order of the difference.

default

The value used to pad x back to its original size after the lag or lead has been applied. The default, NULL, pads with a missing value. If supplied, this must be a vector with size 1, which will be cast to the type of x.

order_by

An optional secondary vector that defines the ordering to use when applying the lag or lead to x. If supplied, this must be the same size as x.

See Also

dplyr::lead and dplyr::lag

Examples

# examples from base
difference(1:10, 2)
difference(1:10, 2, 2)
x <- cumsum(cumsum(1:10))
difference(x, lag = 2)
difference(x, differences = 2)
# Use order_by if data not already ordered (example from dplyr)
library(dplyr, warn.conflicts = FALSE)
tsbl <- tsibble(year = 2000:2005, value = (0:5)^2, index = year)
scrambled <- tsbl %>% slice(sample(nrow(tsbl)))

wrong <- mutate(scrambled, diff = difference(value))
arrange(wrong, year)

right <- mutate(scrambled, diff = difference(value, order_by = year))
arrange(right, year)