DIF Function :: SAS/IML(R) 12.1 User's Guide

DIF Function

DIF (x <, lags> ) ;

The DIF function computes the differences between data values and one or more lagged (shifted) values for time series data. The arguments are as follows:

x: specifies a $n\times 1$ numerical matrix of time series data.
lags: specifies integer lags. The lags argument can be an integer matrix with elements. If so, the DIF function returns an $n\times d$ matrix where the th column represents the difference between the time series and the lagged data for the th lag. If the lags argument is not specified, a value of 1 is used.

The values of the lags argument are usually positive integers. A positive lag shifts the time series data backwards in time. A lag of 0 represents the original time series. A negative value for the lags argument shifts the time series data forward in time; this is sometimes called a lead effect. The DIF function is related to the LAG function.

For example, the following statements compute the difference between the time series and the lagged data:

x = {1,3,4,7,9};
dif = dif(x, {0 1 3});
print dif;

Figure 23.91: Differences between Data and Lagged Data

dif
0	.	.
0	2	.
0	1	.
0	3	6
0	2	6