prep.detrend.differencing {predtoolsTS} | R Documentation |
Detrend with differencing method
Description
Performs differencing with lag=1.
Usage
prep.detrend.differencing(tserie, nd = NULL)
Arguments
tserie |
a |
nd |
number of differences to apply. As default its value is NULL; in this case, the function will perform an automatic estimation of |
Details
If no number of differences is specified, the function will make an estimation
of the number of differences needed based on unit root test provided by forecast::ndiffs
Value
A list is returned containing:
tserie |
Transformed ts object. |
nd |
Number of differencies applied. |
firstvalues |
Lost values after differencing. |
Examples
prep.detrend.differencing(AirPassengers)
prep.detrend.differencing(AirPassengers,nd=2)
[Package predtoolsTS version 0.1.1 Index]