Lagged Differences
diff.Rd
Returns suitably lagged and iterated differences.
Usage
# diff.spam(x, lag = 1, differences = 1, ...)
# S4 method for class 'spam'
diff(x, lag = 1, differences = 1, ...)
Examples
# incidence matrix for a RW(3) model
D <- diff.spam(diag.spam(10), lag=1, differences=3)
t(D)%*%D
#> [1] 1 -3 3 -1 -3 10 -12 6 -1 3 -12 19 -15 6 -1 -1 6 -15 20
#> [20] -15 6 -1 -1 6 -15 20 -15 6 -1 -1 6 -15 20 -15 6 -1 -1 6
#> [39] -15 20 -15 6 -1 -1 6 -15 19 -12 3 -1 6 -12 10 -3 -1 3 -3
#> [58] 1
#> Class 'spam' (32-bit)