| 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 | |