Language Reference
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
numerical matrix of time series data.
- lags
-
specifies integer lags. The lags argument can be an integer matrix with d elements. If so, the DIF function returns an
matrix where the ith column represents the difference between the time series and the lagged data for the ith 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;