<< def_dailyform Time series delts >>

Grocer >> Time series > delda

delda

differentiates a ts ignoring NA values

CALLING SEQUENCE

tsout=delda(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 where all NA values are ignored (that is x(t-n) is the nth non NA value preceding x(t)). Equivalent, but a little bit quicker than x-lagts(n,x).

EXAMPLE

load('GROCERDIR\data\Daily_P.dat')
y = delda(P)
// simple differentiation of the daily ts P
y = delda(1,P)
// simple differentiation of the daily ts P
y = delda(4,P)
// y= P-P(-4)
y = delda(-3,x)
// y= P-P(+3)

AUTHOR

Eric Dubois 20007

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