[R] [R} seasonal differencing

Rau, Roland Rau at demogr.mpg.de
Fri Apr 3 11:11:28 CEST 2009


Hi, 

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Joseph Magagnoli
> Sent: Thursday, April 02, 2009 5:36 PM
> To: r-help at r-project.org
> Subject: [R] [R} seasonal differencing
> 
> Hi all,
> I was wondering how to construct a seasonal differenced time series
> variable.
> I used the following code to construct a 12 span seasonal difference
> 
> seasonal<-diff(V2, lag=12, differences=1)
> 
> is this correct?
> 
> thank you in advance
> joe
> 

I think this is fine. Just playing around (see below), I obtained what I
would expect. :-)

> V2 <- rep(x=1:12, times=5)
> seasonal <- diff(V2, lag=12, differences=1)
> V2
 [1]  1  2  3  4  5  6  7  8  9 10 11 12  1  2  3  4  5  6  7  8  9 10
11 12  1
[26]  2  3  4  5  6  7  8  9 10 11 12  1  2  3  4  5  6  7  8  9 10 11
12  1  2
[51]  3  4  5  6  7  8  9 10 11 12
> seasonal
 [1] 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 0 0 0
[39] 0 0 0 0 0 0 0 0 0 0
> 

Hope this helps,
Roland

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