Excludes observations lost due to differencing.
bool specifying whether or not to exclude lost observations due to differencing. If set to true, the observations lost due to differencing will be excluded. The differenced series will be the length of the number of observations minus the number of observations lost. If set to false, the observations lost due to differencing will be set to NaN (Not a number) and included in the differenced series. The default is to set the lost observations to NaN.
Difference Class | Imsl.Stat Namespace