IMSL C# Numerical Library

Difference.Compute Method

Computes a Difference series.

public double[] Compute(
double[] z,
int[] periods
);

Parameters

z: A double array containing the time series.
periods: A int array containing the periods at which z is to be differenced.

Return Value

A double array containing the differenced series.

See Also

Difference Class | Imsl.Stat Namespace