smile-kotlin/smile.timeseries/diffStages

diffStages

fun diffStages(x: DoubleArray, lag: Int = 1, differences: Int = 1): Array<DoubleArray>(source)

Computes the intermediate differencing stages of a time series.

Return

the array of differencing stages.

Parameters

x

time series.

lag

the lag at which to difference.

differences

the order of differencing.

@JvmName(name = "diffStagesArray")
fun DoubleArray.diffStages(lag: Int = 1, differences: Int = 1): Array<DoubleArray>(source)

Intermediate differencing stages of this time series.

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