difflog

First log-difference pseudofunction

Syntax

difflog(Expr)
difflog(Expr,K)

Description

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

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

If the input argument K is specified, it expands to

(log(Expr)-log(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

The following two lines of code

difflog(Z)
difflog(X{1}/Y{-1},-2)

will expand to

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