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.
- diff
int
,optional
The number of simple differences to perform. Default is 1.
- 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