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 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.
- Parameters:¶
- seriesarray_like
The series to be differenced.
- k_diff
int
,optional
The number of simple differences to perform. Default is 1.
- k_seasonal_diff
int
orNone
,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
ndarray
The differenced array.
- differenced
Last update:
Oct 03, 2024