Data Transformation: Differencing Detrending of Zoo Time Series

Differencing detrending via diff(). Returns randomm fluctuations from sample to sample not related to the overall trend of the time series.

Usage

f_detrend_difference(x = NULL, lag = 1, center = TRUE, ...)

Arguments

x

(required, zoo object) Zoo time series object to transform.

lag

(optional, integer)

center

(required, logical) If TRUE, the output is centered at zero. If FALSE, it is centered at the data mean. Default: TRUE

...

(optional, additional arguments) Ignored in this function.

Value

zoo object

See also

Other tsl_transformation: f_center(), f_detrend_linear(), f_hellinger(), f_list(), f_pca(), f_percentage(), f_proportion(), f_rescale(), f_scale(), f_slope(), f_smooth_window(), f_trend_linear()

Examples

x <- zoo_simulate(cols = 2)

y_lag1 <- f_detrend_difference(
  x = x,
  lag = 1
)

y_lag5 <- f_detrend_difference(
  x = x,
  lag = 5
)

if(interactive()){
  zoo_plot(x)
  zoo_plot(y_lag1)
  zoo_plot(y_lag5)
}