diff: Differencing of a vector

In yvesmauron/univariate-time-series-forecasting: Intelligent Algorithms to be Integrated in Business Intelligence solutions.

Description

Calculates the differences of time series over time.

Usage

diff(y, n.diffs = 1, auto = T, ...)

Arguments

y	vector which is correctly ordered with regards to time
n.diffs	integer (default: 1) of differences to be conducted
auto	boolean (default: T), whether number of differences should be defined automatically
...

Value

list with two members (res and param); where res is the preporcessed vector and param the used parameters

yvesmauron/univariate-time-series-forecasting documentation built on March 2, 2020, 12:20 a.m.