diff

First difference pseudofunction

Syntax

diff(Expr)
diff(Expr,K)

Description

If the input argument K is not specified, this pseudofunction expands to

((Expr)-(Expr{-1}))

If the input argument K is specified, it expands to

((Expr)-(Expr{K}))

The two derived expressions, Expr{-1} and Expr{K}, are based on Expr, and have all its time subscripts shifted by --1 or by K periods, respectively.

Example

These two lines

diff(Z)
diff(log(X{1})-log(Y{-1}),-2)

will expand to

((Z)-(Z{-1}))
((log(X{1})-log(Y{-1}))-(log(X{-1})-log(Y{-3})))