difflog: Transforming time-series data to stationary

difflogR Documentation

Transforming time-series data to stationary

Description

Difference of logarithms is finding the difference between two consecutive logarithm values of a time-series

Usage

difflog(x, lag = 1, difference = 1)

Arguments

x

time-series vector

lag

lagged period

difference

difference between x items

Examples

data (macroKZ)
new<-pct1(macroKZ)

AFR documentation built on Sept. 11, 2024, 9:09 p.m.