dfm: First difference matrix

View source: R/dfm.R

dfmR Documentation

First difference matrix

Description

It creates a matrix of first differences of order k.

Usage

dfm(k)

Arguments

k

size of the matrix

Value

D

first difference matrix

Author(s)

Francesco Bartolucci, Antonio Forcina

Examples

D = dfm(5)
x = runif(5)
(D%*%x)

extRC documentation built on Sept. 15, 2026, 1:07 a.m.