Name

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FIRST_DIFF

Purpose

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This function returns the first difference vector of the input.

Category

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Time Series Analysis

Calling Sequence

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Result = FIRST_DIFF( Vect )

Inputs

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Vect: A vector of type integer or floating point.

Keyword Parameters

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BACKWARD: Forces calculation of the backward difference. This
is the default.
FORWARD: Forces calculation of the forward difference. The
default is the backward difference.
CENTRED: Forces calculation of the centred difference. The
defalut is the backward difference.

Outputs

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Result: Returns the first difference of the input vector.

Procedure

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The function calculates the first difference of the values in
the input vector. Note that it cycles around and includes the
difference between the first and last elements.

Example

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Define a vector.
x = [1,2,3]
Calculate the forward first differenc of x.
result = first_diff( x )

Modification History

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  Written by: Daithi A. Stone, 2000-06-27.
Modified: Daithi A. Stone, 2000-07-06 (removed
LENGTH.pro).
Modified: Daithi A. Stone, 2000-07-10 (removed for loops).