diffinv(x, lag = 1, differences = 1, xi = rep(0.0, lag*differences*NCOL(x)))
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. |
diff
.
Missing values are not handled.
diffinv
is a generic function with methods for class "ts"
and default
for vectors and matrices.x
.diff
s <- 1:10 d <- diff(s) diffinv(d,xi=1)