Library: | multi |
See also: | tdiff |
Quantlet: | itediff | |
Description: | calculates the i^th difference of a time series |
Usage: | dy=itediff(ytt,i) | |
Input: | ||
ytt | k x n matrix, the transformed (and transposed) time series | |
i | integer | |
Output: | ||
dy | matrix, differenced time series |