DIFF Function (CREATE command)
DIFF
produces
new series based on nonseasonal differences of existing series.
- The specification on
DIFF
is the name or names of the existing series and the degree of differencing, in parentheses. - The degree of differencing must be specified; there is no default.
- Since one observation is lost for each order of differencing, system-missing values will appear at the beginning of the new series.
- You can specify only one degree of differencing per
DIFF
function. - If either of the pair of values involved in a difference computation is missing, the result is set to system-missing in the new series.
Example
CREATE ADIF2 = DIFF(VARA,2) /
YDIF1 ZDIF1 = DIFF(VARY VARZ,1).
- The series ADIF2 is created by differencing VARA twice.
- The series YDIF1 is created by differencing VARY once.
- The series ZDIF1 is created by differencing VARZ once.