tfdiff {tframe} | R Documentation

## Time Series Differencing

### Description

Difference a tframed object.

### Usage

        tfdiff(x, lag=1, differences=1)
        ## Default S3 method:
        tfdiff(x,lag=1, differences=1)
        ## S3 method for class 'tframe':
        tfdiff(x,lag=1, differences=1)
        ## S3 method for class 'tframed':
        diff(x,lag=1, differences=1, ...)

### Arguments

`x` | a tframed object.
`lag` | difference calculated relative to lag periods previous.
`differences` | order of differencing.
`...` | arguments to be passed to other methods.

### Details

A time framed object is created by differencing the number of times indicated by differences at a lagged number of periods indicated by lag. The default is take the difference from data one period previous.

### See Also

`diff`, `lag`

### Examples

        z <- ts(rnorm(100), start=c(1982,1), frequency=12)
        tfstart(z)
        tfperiods(z)
        z <- tfdiff(z)
        tfstart(z)
        tfperiods(z)

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