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In R package 'timetk', how to understand the parameter 'difference' in function 'diff_vec'?

library(timetk)
1:10 %>% diff_vec(lag=1)
#result: [1] NA  1  1  1  1  1  1  1  1  1

I try to change the valus of 'difference', but can't understand the result

#what's the usage of parameter 'difference'

1:10 %>% diff_vec(lag=1,difference = 1)
#result: [1] NA  1  1  1  1  1  1  1  1  1
1:10 %>% diff_vec(lag=1,difference = 2)
#result: [1] NA NA  0  0  0  0  0  0  0  0
1:10 %>% diff_vec(lag=1,difference = 3)
#result: [1] NA NA NA  0  0  0  0  0  0  0
anderwyang
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1 Answers1

2

It might be easier to understand with (1:10)^2. Argument difference is perform difference(differential) between consecutive value multiple time.

(1:10)^2 %>% diff_vec(lag=1,difference = 1)
[1] NA  3  5  7  9 11 13 15 17 19

For difference = 2 means perform difference = 1 twice.

(1:10)^2 %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1)
 [1] NA NA  2  2  2  2  2  2  2  2
(1:10)^2 %>% diff_vec(lag=1,difference = 2)
 [1] NA NA  2  2  2  2  2  2  2  2

In the same way, difference = 3 means perform difference = 1 three times.

(1:10)^2 %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1)
 [1] NA NA NA  0  0  0  0  0  0  0
(1:10)^2 %>% diff_vec(lag=1,difference = 3)
 [1] NA NA NA  0  0  0  0  0  0  0
Park
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