Grocer Function

NAME

delts - differentiates a ts

CALLING SEQUENCE

tsout=delts(arg1[,arg2])

PARAMETERS

Input

Output

DESCRIPTION

Computes x(t)-x(t-n) for a timeseries x. Equivalent, but a little bit quicker than x-lagts(n,x)

EXAMPLE

if x is a ts:
1) y = del(x)
2) y = del(1,x)
3) y = del(4,x)
4) y = del(-3,x)

The first 2 examples are equivalent: y is the result of the differenciation of x. The result of the third one is the ts y = x- x(-4) and the result of the fourth one is the ts = x - x(+3). Note that del(2,x) is not the same as del(del(x)).

AUTHOR

Eric Dubois 2002