diffinv {stats} | R Documentation |

## Discrete Integration: Inverse of Differencing

### Description

Computes the inverse function of the lagged differences function
`diff`

.

### Usage

diffinv(x, ...)
## Default S3 method:
diffinv(x, lag = 1, differences = 1, xi, ...)
## S3 method for class 'ts':
diffinv(x, lag = 1, differences = 1, xi, ...)

### Arguments

`x` |
a numeric vector, matrix, or time series. |

`lag` |
a scalar lag parameter. |

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

`xi` |
a numeric vector, matrix, or time series containing the
initial values for the integrals. If missing, zeros are used. |

`...` |
arguments passed to or from other methods. |

### Details

`diffinv`

is a generic function with methods for class `"ts"`

and `default`

for vectors and matrices.

Missing values are not handled.

### Value

A numeric vector, matrix, or time series (the latter for the
`"ts"`

method) representing the discrete integral of `x`

.

### Author(s)

A. Trapletti

### See Also

`diff`

### Examples

s <- 1:10
d <- diff(s)
diffinv(d, xi = 1)

[Package

*stats* version 2.2.1

Index]