On 16-05-2013, at 11:52, Preetam Pal <lordpree...@gmail.com> wrote: > Hi all, > > I have a time series X_t which has been differenced thrice to get Y_t. > I know these y values only and nothing else. > Is there a function in R which can be used to lead back to the original > X_t's?
Brute force searching in Google for "inverse differences R" found http://stat.ethz.ch/R-manual/R-patched/library/stats/html/diffinv.html. In R do ?diffinv which can also be found indirectly by going to the help page of diff (link under See Also). Berend ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
