[R} seasonal differencing

Hi,

-----Original Message-----
From: r-help-bounces at r-project.org 
[mailto:r-help-bounces at r-project.org] On Behalf Of Joseph Magagnoli
Sent: Thursday, April 02, 2009 5:36 PM
To: r-help at r-project.org
Subject: [R] [R} seasonal differencing

Hi all,
I was wondering how to construct a seasonal differenced time series
variable.
I used the following code to construct a 12 span seasonal difference

seasonal<-diff(V2, lag=12, differences=1)

is this correct?

thank you in advance
joe

I think this is fine. Just playing around (see below), I obtained what I
would expect. :-)

V2 <- rep(x=1:12, times=5)
seasonal <- diff(V2, lag=12, differences=1)
V2

[1]  1  2  3  4  5  6  7  8  9 10 11 12  1  2  3  4  5  6  7  8  9 10
11 12  1
[26]  2  3  4  5  6  7  8  9 10 11 12  1  2  3  4  5  6  7  8  9 10 11
12  1  2
[51]  3  4  5  6  7  8  9 10 11 12

seasonal

[1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0
[39] 0 0 0 0 0 0 0 0 0 0

Hope this helps,
Roland

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