Message-ID: <5B2F2CD24AD2764D898AF5A7B9A2ABBF011C6C02@hermes.demogr.mpg.de>
Date: 2009-04-03T09:11:28Z
From: Rau, Roland
Subject: [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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