diffKTS {KarsTS}

diffKTS: calculate differences of a time series

Description

This function creates a new time series by differencing the input time series.It is used through the button differences in the Time Series Menu

Details

The inputs are: time series, lag and center yes/not. In this context, center the time series means that the differenced time series will be interpolated, so that the output time series has same length and dates as the original time series.

Value

The differenced time series

Author(s)

Marina Saez Andreu