Statistics
Difference
compute lagged differences between elements in a data set
Calling Sequence
Parameters
Options
Description
Examples
Compatibility
Difference( X )
Difference( X, options )
X
-
data set, DataSeries, DataFrame, or TimeSeries; numeric list of values
options
(optional) equation(s) of the form option=value where option can be times or lag
times : posint; positive integer value indicating the number of times (order) to perform lagged differences. The default is 1.
lag : posint; positive integer value indicating the lag (staggering) of the differenced elements. The default is 1.
The Difference command is used to compute lagged differences between elements in a data set. If X is a vector of length n and times = 1, then the computed result is equal to the successive differences X[(1+lag)..n] - X[1..(n-lag)]. If X is a multi-column data set, then the differencing algorithm is run on each column of data individually.
withStatistics:
Define some data:
x≔seqi2,i=1..10
x≔
To compute the differences between terms in the data, the Difference command is used.
Differencex
The times option makes it possible to apply the difference multiple times.
Differencex,times=2
Note that this is equivalent to running:
DifferenceDifferencex
The lag option staggers the differencing. Using a lag of 2 subtracts the first value from the third value, the second from the fourth, and so on:
Differencex,lag=2
The Difference command can also be applied directly to TimeSeries data.
ts≔TimeSeriesAnalysis:-TimeSeries1,4,9,16
ts≔?
Differencets
?
GetData%
The Statistics[Difference] command was introduced in Maple 2019.
For more information on Maple 2019 changes, see Updates in Maple 2019.
See Also
TimeSeriesAnalysis[Difference]
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