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delts

differentiates a ts

CALLING SEQUENCE

tsout=delts(arg1[,arg2])

PARAMETERS

Input

* arg1 = the order of differenciation (optional, set to 1 if not provided, can be > 0, = 0 or < 0) or a ts

* arg2 = a time series if the first argument was set to the order of differentiation

 

Output

* tsout = the differenciated time series

DESCRIPTION

Computes x(t)-x(t-n) for a timeseries x. Equivalent, but a little bit quicker than x-lagts(n,x)

EXAMPLE

load(GROCERDIR+'/data\bdhenderic.dat')
y = delts(lm1)
// simple differentiation of the ts lm1
y = delts(1,lm1)
// simple differentiation of the ts lm1
y = delts(4,lm1)
// y=lm1-lm1(-4) (i.e: year on year difference)
y = delts(-3,lm1)
// y=lm1-lm1(+3)

AUTHOR

Eric Dubois 2002

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