D: Difference of a Time Series

In cmann3/econ311: Functions for Intermediate Macroeconomics at UNL

Description

D calculates the difference between an xts time series and its lag.

Usage

D(x, lag = 1, diff = 1)

Arguments

x	'xts' time series variable
lag	numeric or character value indicating the number of periods to lag x. Defaults to one lag. Character inputs indicate the type of time period to lag. lag accepts 'y' years, 'q' quarters, 'm' months, 'w' weeks, and 'd' days. Number and character values can be combined.
diff	number of times the x is differenced

Value

differenced 'xts' object.

Examples

Y <- pwt(country = 'USA', series = 'gdp')
d_Y <- D(Y)           # GDP differenced by 1 period (quarter)
y_Y <- D(Y, 'y')      # GDP differenced by 1 year
D_Y <- D(Y, diff = 2) # GDP differenced twice
#Table(Y, d_y, y_Y, D_Y)

cmann3/econ311 documentation built on May 31, 2019, 1:14 p.m.