diffx-rdiffx-ldiffx: Compute lagged differnces

In kvasilopoulos/transx: Transform Univariate Time Series

Description

Returns suitably lagged and iterated difference

• diffx computes simple differences.

• rdffix computes percentage differences.

• ldiffx computes logged differences.

Usage

diffx(x, n = 1L, order = 1L, rho = 1, fill = NA)

rdiffx(x, n = 1L, order = 1L, rho = NULL, fill = NA)

ldiffx(x, n = 1L, order = 1L, rho = 1, fill = NA)

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
n	[positive integer(1): 1L] Value indicating which lag to use.
order	[positive integer(1): 1L] Value indicating the order of the difference.
rho	[numeric(1): NULL] Value indicating the autocorrelation parameter. The purpose of this parameter is to provide quasi-differencing assuming the value falls within 0 and 1.
fill	[numeric or function: NA] Numeric value(s) or function used to fill observations.

Examples

x <- c(2, 4, 8, 20)
diffx(x)
rdiffx(x)
ldiffx(x)

kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.