diffx-rdiffx-ldiffx {transx}

Compute lagged differnces

Description

Returns suitably lagged and iterated difference

• diffx computes simple differences.

• rdffix computes percentage differences.

• ldiffx computes logged differences.

Usage

diffx(x, n = 1L, order = 1L, rho = 1, fill = NA)

rdiffx(x, n = 1L, order = 1L, rho = NULL, fill = NA)

ldiffx(x, n = 1L, order = 1L, rho = 1, fill = NA)

Arguments

x

⁠[univariate vector]⁠

Univariate vector, numeric or ts object with only one dimension.

n

⁠[positive integer(1): 1L]⁠

Value indicating which lag to use.

order

⁠[positive integer(1): 1L]⁠

Value indicating the order of the difference.

rho

⁠[numeric(1): NULL]⁠

Value indicating the autocorrelation parameter. The purpose of this parameter is to provide quasi-differencing assuming the value falls within 0 and 1.

fill

⁠[numeric or function: NA]⁠

Numeric value(s) or function used to fill observations.

Examples

x <- c(2, 4, 8, 20)
diffx(x)
rdiffx(x)
ldiffx(x)