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Statistics

  

Difference

  

compute lagged differences between elements in a data set

 

Calling Sequence

Parameters

Options

Description

Examples

Compatibility

Calling Sequence

Difference( X )

Difference( X, options )

Parameters

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

Options

• 

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.

Description

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.

Examples

withStatistics:

Define some data:

xseqi2,i=1..10

149162536496481100

(1)

To compute the differences between terms in the data, the Difference command is used.

Differencex

35791113151719

(2)

The times option makes it possible to apply the difference multiple times.

Differencex,times=2

22222222

(3)

Note that this is equivalent to running:

DifferenceDifferencex

22222222

(4)

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

812162024283236

(5)

The Difference command can also be applied directly to TimeSeries data.

tsTimeSeriesAnalysis:-TimeSeries1,4,9,16

tsTime seriesdata set4 rows of data:2016 - 2019

(6)

Differencets

Time seriesdata set (differenced)3 rows of data:2017 - 2019

(7)

GetData%

3.05.07.0

(8)

Compatibility

• 

The Statistics[Difference] command was introduced in Maple 2019.

• 

For more information on Maple 2019 changes, see Updates in Maple 2019.

See Also

Statistics

TimeSeriesAnalysis[Difference]