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 ), performs the differencing operation
where diff, seasonal_periods, seasonal_diff, and 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 : array
The differenced array.