bimets: TSDELTA – R documentation

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TSDELTA

Time Series Lag Differences (Delta)

This function returns the O-order, L-lag differences of the input time series.

TSDELTA(x = NULL, L = 1, O = 1, avoidCompliance = FALSE, ...)

`x`	Input time series that must satisfy the compliance control check defined in `is.bimets`.
`L`	Lag.
`O`	Order of the difference.
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`
`...`	Backward compatibility.

This function returns a BIMETS time series.

#random TS
	n=10
	xArr=rnorm(n)
	ts1=TSERIES(xArr,START=c(2000,1),FREQ='A')
	TABIT(ts1,TSDELTA(ts1,1,1),TSDELTA(ts1,1,2),TSDELTA(ts1,1,3))

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04