Re: [R] reconstructing original series based on differenced data

2013-05-16 Thread Berend Hasselman
On 16-05-2013, at 11:52, Preetam Pal 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

[R] reconstructing original series based on differenced data

2013-05-16 Thread Preetam Pal
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? Any help is welcome. Thanks, Preetam -- Preetam Pal (+91)-9432212774 M-Stat 2nd Year,