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First-difference transformation

Source: R/firstdiff.R
firstdiff.Rd

Computes the first difference of a numeric vector or time series, i.e. x_t - x_{t-1}. Gaps in dates are ignored; the difference is always taken with respect to the immediately preceding observation.

Usage

firstdiff(TS)

Arguments

TS

A numeric vector or time series.

Value

A numeric vector of the same length as TS, with NA in the first position.