diff_mult {bootUR} | R Documentation |
Performs differencing of multiple time series, with possibly different orders for each time series.
diff_mult(data, d, keep_NAs = TRUE)
data |
A (TxN)-matrix of N time series with T observations. Data may also be in a time series format (e.g. |
d |
An N-dimensional vector containing the orders |
keep_NAs |
Logical indicator whether or not to keep the |
The appropriately differenced data in the same format as the original data.