Similarly to lag, it's very common to use differenced time series in analysis. Would a differencing function be a good addition to the package? Where I think it could be especially useful is fractional or high-order differencing (which gets more complex than just x .- lag(x)).
Similarly to
lag, it's very common to use differenced time series in analysis. Would a differencing function be a good addition to the package? Where I think it could be especially useful is fractional or high-order differencing (which gets more complex than justx .- lag(x)).