, k_diff=1, k_seasonal_diff=None, seasonal_periods=1)[source]

Difference a series simply and/or seasonally along the zero-th 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.


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.


differenced : array

The differenced array.