<< studentize Basic functions transdif >>

Grocer >> Basic functions > tdiff

tdiff

produce matrix differences

CALLING SEQUENCE

[dmat]=tdiff(x,k)

PARAMETERS

Input

* x = input matrix (or vector) of length nobs

* k = lagged difference order

 

Output

* dmat = matrix or vector, differenciated by k-periods, e.g. x(t) - x(t-k), of length nobs, (first k observations are zero)

DESCRIPTION

Produces matrix differences.

EXAMPLE

x1=ones(7,1);x2=[1:7]';y = tdiff([x1 x2],2)
//returns
//!   0.    0. !
//!   0.    0. !
//!   0.    2. !
//!   0.    2. !
//!   0.    2. !
//!   0.    2. !
//!   0.    2. !
 
dep = tdiff(r,1);
// Example taken from function cadf: vector r is differenciated once.

AUTHOR

Eric Dubois 2002

Report an issue
<< studentize Basic functions transdif >>