DIF-deprecated {TSPred} | R Documentation |
Differencing Transformation
Description
The DIF()
function returns a simple or seasonal differencing
transformation of the provided time series. DIF.rev()
reverses the
transformation. Wrapper functions for diff
and
diffinv
of the stats
package, respectively.
Usage
DIF(
x,
lag = ifelse(type == "simple", 1, stats::frequency(x)),
differences = NULL,
type = c("simple", "seasonal"),
...
)
DIF.rev(
x,
lag = ifelse(type == "simple", 1, stats::frequency(x)),
differences = 1,
xi,
type = c("simple", "seasonal")
)
Arguments
x |
A numeric vector or univariate time series containing the values to be differenced. |
lag |
Integer indicating the lag parameter. Default set to |
differences |
Integer representing the order of the difference. If
|
xi |
Numeric vector or time series containing the initial values for the integrals. If missing, zeros are used. |
type |
Character string. Indicates if the function should perform simple or seasonal differencing. |
... |
Additional arguments passed to |
Value
x
if differences
is automatically selected, and is not
set as greater than 0
.
Same as diff
otherwise.
Author(s)
Rebecca Pontes Salles
References
R.J. Hyndman and G. Athanasopoulos, 2013, Forecasting: principles and practice. OTexts.
R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.