difflog
(Series)
First difference of log
Syntax
x = difflog(x, ~shift)
Input arguments marked with a
~
sign may be omitted
Input arguments
x
[ Series ]
Input time series.
~shift
[ numeric ]
Number of periods over which the first difference will be computed;
y=log(x)-log(x{shift})
;shift
is a negative number for the usual backward differencing; if omitted,shift=-1
.
Output arguments
x
[ Series ]
First difference of the log of the input time series.
Options
zzz=default
[ zzz | ___ ]
Description
Description
Examples