diff(x, lag=1, differences=1)
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. |
x is a vector of length n and differences=1,
then the computed result is equal to the successive differences
x[(1:n-lag)]-x[(lag:n)].
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.
NA's propagate.