TSDELTA: Time Series Lag Differences (Delta)

In bimets: Time Series and Econometric Modeling

Time Series Lag Differences (Delta)

Description

This function returns the O-order, L-lag differences of the input time series.

Usage

TSDELTA(x = NULL, L = 1, O = 1, avoidCompliance = FALSE, ...)

Arguments

x	Input time series that must satisfy the compliance control check defined in is.bimets.
L	Lag.
O	Order of the difference.
avoidCompliance	If TRUE, compliance control check of input time series will be skipped. See is.bimets
...	Backward compatibility.

Value

This function returns a BIMETS time series.

See Also

TSDELTAP
TSDELTALOG
TSLAG
MOVAVG
INTS
CUMSUM

Examples

	#random TS
	n<-10
	xArr<-rnorm(n)
	ts1<-TSERIES(xArr,START=c(2000,1),FREQ='A')
	TABIT(ts1,TSDELTA(ts1,1,1),TSDELTA(ts1,1,2),TSDELTA(ts1,1,3))

bimets documentation built on April 4, 2025, 5:15 a.m.