diff {base} | R Documentation |

## Lagged Differences

### Description

Returns suitably lagged and iterated differences.

### Usage

diff(x, ...)
## Default S3 method:
diff(x, lag = 1, differences = 1, ...)
## S3 method for class 'POSIXt':
diff(x, lag = 1, differences = 1, ...)
## S3 method for class 'Date':
diff(x, lag = 1, differences = 1, ...)

### Arguments

`x` |
a numeric vector or matrix containing the values to be
differenced. |

`lag` |
an integer indicating which lag to use. |

`differences` |
an integer indicating the order of the difference. |

`...` |
further arguments to be passed to or from methods. |

### Details

`diff`

is a generic function with a default method and ones for
classes `"ts"`

, `"POSIXt"`

and
`"Date"`

.

`NA`

's propagate.

### Value

If `x`

is a vector of length `n`

and `differences=1`

,
then the computed result is equal to the successive differences
`x[(1+lag):n] - x[1:(n-lag)]`

.

If `difference`

is larger than one this algorithm is applied
recursively to `x`

.
Note that the returned value is a vector which is shorter than
`x`

.

If `x`

is a matrix then the difference operations are carried out
on each column separately.

### References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
*The New S Language*.
Wadsworth & Brooks/Cole.

### See Also

`diff.ts`

, `diffinv`

.

### Examples

diff(1:10, 2)
diff(1:10, 2, 2)
x <- cumsum(cumsum(1:10))
diff(x, lag = 2)
diff(x, differences = 2)
diff(.leap.seconds)

[Package

*base* version 2.2.1

Index]