Removing trends in level by differencing
The first difference transformation of a time series \(z[t]\) consists of the differences (changes) between successive observations over time, that is \(z[t] - z[t-1]\).
Differencing a time series can remove a time trend. The function diff() will calculate the first difference or change series. A difference series lets you examine the increments or changes in a given time series. It always has one fewer observations than the original series.
The time series z has already been loaded, and is shown in the figure on the right.
Este ejercicio forma parte del curso
Time Series Analysis in R
Instrucciones del ejercicio
- Apply the
diff()function toz, saving the result asdz. - Use
ts.plot()to view a time series plot of the transformed seriesdz. - Use two calls of
length()to calculate the number of observations inzanddz, respectively.
Ejercicio interactivo práctico
Prueba este ejercicio completando el código de muestra.
# Generate the first difference of z
dz <-
# Plot dz
# View the length of z and dz, respectively