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adifflog (Series)

Annnualized first difference of logs

Syntax

this = diff(this, ~shift)

Input arguments marked with a ~ sign may be omitted

Input arguments

this [ Series ]

Input time series.

~shift [ numeric ]

Number of periods over which the first difference of logarithms will be computed; y=this-this{shift}; shift is a negative number for the usual backward differencing; if omitted, shift=-1.

Output arguments

this [ Series ]

First difference of logarithms of the input time series.

Options

zzz=default [ zzz | ___ ]

Description

Description

Examples