Thanks for the response.
I can figure out the 'lag' parameter to the function, but I dont understand
the 'differences' parameter.
differences - an integer indicating the order of the difference
What does the 'order of the difference' mean in English?
How are these numbers calculated?
> x <- iris
> x$Species = NULL
> x$Petal.Width = NULL
> x$Sepal.Width = NULL
> x$Sepal.Length = NULL
>
> x <- zoo(x)
>
> x <-
+ merge(orig = x
+ ,l1d1 = diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad =
TRUE)
+ ,l1d2 = diff(x, lag = 1, differences = 2, arithmetic = TRUE, na.pad =
TRUE)
+ ,l2d1 = diff(x, lag = 2, differences = 1, arithmetic = TRUE, na.pad =
TRUE)
+ ,l2d2 = diff(x, lag = 2, differences = 2, arithmetic = TRUE, na.pad =
TRUE)
+ )
>
> x
Petal.Length.orig Petal.Length.l1d1 Petal.Length.l1d2 Petal.Length.l2d1
Petal.Length.l2d2
1 1.4 NA NA NA
NA
2 1.4 0.0 NA NA
NA
3 1.3 -0.1 -1.000000e-01 -0.1
NA
4 1.5 0.2 3.000000e-01 0.1
NA
5 1.4 -0.1 -3.000000e-01 0.1
2.000000e-01
6 1.7 0.3 4.000000e-01 0.2
1.000000e-01
7 1.4 -0.3 -6.000000e-01 0.0
-1.000000e-01
8 1.5 0.1 4.000000e-01 -0.2
-4.000000e-01
9 1.4 -0.1 -2.000000e-01 0.0
0.000000e+00
10 1.5 0.1 2.000000e-01 0.0
2.000000e-01
11 1.5 0.0 -1.000000e-01 0.1
1.000000e-01
12 1.6 0.1 1.000000e-01 0.1
1.000000e-01
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