Grocer Function
NAME
tdiff - produce matrix differences
CALLING SEQUENCE
[dmat]=tdiff(x,k)
PARAMETERS
Input
-
x = input matrix (or vector) of length nobs
-
k = lagged difference order
Output
-
dmat = matrix or vector, differenciated by k-periods, e.g. x(t) - x(t-k), of length nobs, (first k observations are zero)
DESCRIPTION
Produces matrix differences.
EXAMPLE
1) x1=ones(7,1);x2=[1:7]';y = tdiff([x1 x2],2)
2) dep = tdiff(r,1);
Example 1 gives the matrix:
! 0. 0. !
! 0. 0. !
! 0. 2. !
! 0. 2. !
! 0. 2. !
! 0. 2. !
! 0. 2. !
In example 2, taken from cadf, vector r is differenciated once.
AUTHOR
Eric Dubois 2002