tsa.statespace.tools.diff()
statsmodels.tsa.statespace.tools.diff
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statsmodels.tsa.statespace.tools.diff(series, k_diff=1, k_seasonal_diff=None, seasonal_periods=1)
[source] -
Difference a series simply and/or seasonally along the zero-th axis.
Given a series (denoted ), performs the differencing operation
where
diff
,seasonal_periods
,seasonal_diff
, and is the difference operator.Parameters: series : array_like
The series to be differenced.
diff : int, optional
The number of simple differences to perform. Default is 1.
seasonal_diff : int or None, optional
The number of seasonal differences to perform. Default is no seasonal differencing.
seasonal_periods : int, optional
The seasonal lag. Default is 1. Unused if there is no seasonal differencing.
Returns: differenced : array
The differenced array.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.statespace.tools.diff.html