diff(EXPR)
diff(EXPR,K)
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.
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})))