diff_cpp {simts}R Documentation

Lagged Differences in Armadillo

Description

Returns the ith difference of a time series of rth lag.

Usage

diff_cpp(x, lag, differences)

Arguments

x

A vec that is the time series

lag

A unsigned int that indicates the lag

differences

A dif that indicates how many differences should be taken

Value

A vector containing the differenced time series.

Author(s)

JJB


[Package simts version 0.2.2 Index]