Grocer Function
NAME
delts - differentiates a ts
CALLING SEQUENCE
tsout=delts(arg1[,arg2])
PARAMETERS
Input
-
arg1 = the order of differenciation (optional, set to 1 if not provided, can be >0, =0 or < 0) or a ts
-
arg2 = a time series if the first argument was set to the order of differentiation
Output
-
tsout = the differenciated time series
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