Difference (time-series) functions for series.

• First difference function for series.

Syntax: d(x)

x: series

Return: series

Computes where is the lag operator.

• n-th order difference function for series.

Syntax: d(x, n)

x: series

n: integer, series

Return: series

Computes where is the lag operator.

If n is not an integer, the integer floor will be used.

• n-th order difference function for series with an s-th seasonal difference.

Syntax: d(x, n, s)

x: series

n: integer

s: integer

Return: series

Computes where is the lag operator.

If n or s are not integers, the integer floors and will be used.

These functions are panel aware.

Examples

The code below produces a graph of a random walk process and its first difference:

wfcreate u 1000

series y = 0

smpl @first+1 @last

series y = y(-1) + nrnd

smpl @all

group g y d(y)

g.line

The first line creates an unstructured workfile containing a thousand observations. Lines two through five create the series y containing the realization of a random walk process initialized at 0. Lines six and seven graphs y and d(y) together.

Cross-references

See also
dlog.