TS_DIFF

The TS_DIFF function recursively computes the forward differences of an n -element time-series k times. The result is an n -element differenced time-series with its last k elements as zeros.

This routine is written in the IDL language. Its source code can be found in the file ts_diff.pro in the lib subdirectory of the IDL distribution.

Calling Sequence

Result = TS_DIFF( X, K )

Arguments

X

An n -element integer, single- or double-precision floating-point vector containing time-series samples.

K

A positive integer or long integer scalar that specifies the number of times X is to be differenced. K must be in the interval [1, N_ELEMENTS( X ) - 1].

Keywords

DOUBLE

Set this keyword to force the computation to be done in double-precision arithmetic.

Example

Define an n -element vector of time-series samples:

X = [389, 345, 303, 362, 412, 356, 325, 375, $

410, 350, 310, 388, 399, 362, 325, 382, $

399, 382, 318, 385, 437, 357, 310, 391]

PRINT, TS_DIFF(X, 2) ; Compute the second forward differences of X.

IDL prints:

2 101 -9 -106 25 81 -15 -95 20

118 -67 -48 0 94 -40 -34 -47 131

-15 -132 33 128 0 0