- statsmodels.tsa.statespace.tools.diff(series, k_diff=1, k_seasonal_diff=None, seasonal_periods=1)¶
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.
The series to be differenced.
The number of simple differences to perform. Default is 1.
The number of seasonal differences to perform. Default is no seasonal differencing.
The seasonal lag. Default is 1. Unused if there is no seasonal differencing.
The differenced array.