diffinv                  package:ts                  R Documentation

Discrete Integrals: Inverse of Differencing

Description:

     Computes the inverse function of the lagged differences function
     `diff'.

Usage:

     diffinv(x, lag = 1, differences = 1,
             xi = rep(0.0, lag*differences*NCOL(x)), ...)

Arguments:

       x: a numeric vector, matrix, or time series.

     lag: a scalar lag parameter.

differences: an integer representing the order of the difference.

      xi: a numeric vector, matrix, or time series containing the
          initial values for the integrals.

     ...: arguments passed to or from other methods.

Details:

     `diffinv' is a generic function with methods for class `"ts"' and
     `default' for vectors and matrices.

     Missing values are not handled.

Value:

     A numeric vector, matrix, or time series representing the discrete
     integral of `x'.

Author(s):

     A. Trapletti

See Also:

     `diff'

Examples:

     s <- 1:10
     d <- diff(s)
     diffinv(d, xi = 1)

