

diffinv {ts}                                 R Documentation

_D_i_s_c_r_e_t_e _I_n_t_e_g_r_a_l_s_: _I_n_v_e_r_s_e _o_f _D_i_f_f_e_r_e_n_c_i_n_g

_D_e_s_c_r_i_p_t_i_o_n_:

     Computes the inverse function of the lagged differences
     function `diff'.

_U_s_a_g_e_:

     diffinv(x, lag = 1, differences = 1,
             xi = rep(0.0, lag*differences*NCOL(x)))

_A_r_g_u_m_e_n_t_s_:

       x: a numeric vector, matrix, or time series.

     lag: a scalar lag parameter.

differences: an integer representing the order of the dif-
          ference.

      xi: a numeric vector, matrix, or time series contain-
          ing the initial values for the integrals.

_D_e_t_a_i_l_s_:

     `diffinv' is a generic function with methods for class
     `"ts"' and `default' for vectors and matrices.

     Missing values are not handled.

_V_a_l_u_e_:

     A numeric vector, matrix, or time series representing
     the discrete integral of `x'.

_A_u_t_h_o_r_(_s_)_:

     A. Trapletti

_S_e_e _A_l_s_o_:

     `diff'

_E_x_a_m_p_l_e_s_:

     s <- 1:10
     d <- diff(s)
     diffinv(d,xi=1)

