Last data update: 2014.03.03
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R: Lagged Differences
Lagged Differences
Description
Returns suitably lagged and iterated differences.
Usage
# diff.spam(x, lag = 1, differences = 1, ...)
## S4 method for signature 'spam'
diff(x, lag = 1, differences = 1, ...)
Arguments
x |
a spam matrix containing the values to be
differenced.
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lag |
an integer indicating which lag to use.
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differences |
an integer indicating the order of the difference.
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... |
further arguments to be passed to or from methods.
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Value
A spam matrix with elements similar to
as.spam(diff(as.matrix(x), ...)) .
Author(s)
Reinhard Furrer
See Also
diff in base , precmat .
Examples
# incidence matrix for a RW(3) model
D <- diff.spam(diag.spam(10), lag=1, differences=3)
t(D)
Results
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