diffinv {stats} | R Documentation |
Computes the inverse function of the lagged differences function
diff
.
diffinv(x, ...)
## Default S3 method:
diffinv(x, lag = 1, differences = 1, xi, ...)
## S3 method for class 'ts'
diffinv(x, lag = 1, differences = 1, xi, ...)
x |
a numeric vector, matrix, or time series. |
lag |
a scalar lag parameter. |
differences |
an integer representing the order of the difference. |
xi |
a numeric vector, matrix, or time series containing the initial values for the integrals. If missing, zeros are used. |
... |
arguments passed to or from other methods. |
diffinv
is a generic function with methods for class "ts"
and default
for vectors and matrices.
Missing values are not handled.
A numeric vector, matrix, or time series (the latter for the
"ts"
method) representing the discrete integral of x
.
A. Trapletti
s <- 1:10
d <- diff(s)
diffinv(d, xi = 1)