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Log-difference transformation

Source: R/logdiff.R
logdiff.Rd

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

Usage

logdiff(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.