statsmodels.tsa.statespace.tools.diff¶

statsmodels.tsa.statespace.tools.
diff
(series, k_diff=1, k_seasonal_diff=None, seasonal_periods=1)[source]¶ Difference a series simply and/or seasonally along the zeroth axis.
Given a series (denoted \(y_t\)), performs the differencing operation
\[\Delta^d \Delta_s^D y_t\]where \(d =\) diff, \(s =\) seasonal_periods, \(D =\) seasonal_diff, and \(\Delta\) is the difference operator.
 Parameters
series (array_like) – The series to be differenced.
diff (int, optional) – The number of simple differences to perform. Default is 1.
seasonal_diff (int or None, optional) – The number of seasonal differences to perform. Default is no seasonal differencing.
seasonal_periods (int, optional) – The seasonal lag. Default is 1. Unused if there is no seasonal differencing.
 Returns
differenced – The differenced array.
 Return type
array