diff

fun diff(x: DoubleArray, lag: Int = 1, differences: Int = 1): DoubleArray(source)

Computes the differencing of a time series.

Return

the differenced series.

Parameters

x

time series.

lag

the lag at which to difference.

differences

the order of differencing.


@JvmName(name = "diffArray")
fun DoubleArray.diff(lag: Int = 1, differences: Int = 1): DoubleArray(source)

Differencing of this time series.