do_difference: Do first-order and seasonal differencing (go from original...

Description Usage Arguments Value

View source: R/utils.R

Description

Do first-order and seasonal differencing (go from original time series to differenced time series).

Usage

1
do_difference(y, d = 0, D = 0, frequency = 1)

Arguments

y

a univariate time series or numeric vector.

d

order of first differencing

D

order of seasonal differencing

frequency

frequency of time series. Must be provided if y is not of class "ts" and D > 0. See the help for stats::ts for more.

Value

a differenced time series object (of class 'ts'), padded with leading NAs.


reichlab/sarima-utils documentation built on March 21, 2020, 3:45 a.m.