X = diff(X)
X = diff(X,K)
X
[ tseries ] - Input tseries object.
K
[ numeric ] - Number of periods over which the first difference will be computed; Y = X - X{K}
. Note that K
must be a negative number for the usual backward differencing. If not specified, K
will be set to -1
.
X
[ tseries ] - First difference of the input data.