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Would be nice to have a generic transform for the nth difference of a time series. Something like;
b = Difference(n, a) where b[i] = a[i+n] - a[i] where a is the vector we want the differences for, and n is the number of steps we want to take the difference over.
The text was updated successfully, but these errors were encountered:
Would be nice to have a generic transform for the nth difference of a time series. Something like;
b = Difference(n, a)
whereb[i] = a[i+n] - a[i]
wherea
is the vector we want the differences for, andn
is the number of steps we want to take the difference over.The text was updated successfully, but these errors were encountered: