Difference a time series manually or automatically
Usage
Differencing(ts, d, t.seg = 0.5, return.pvals = FALSE, verbose = TRUE)
Arguments
- ts
A `ts` object.
- d
Differencing order. Use 0 for none, integer for fixed, 'auto' for automatic.
- t.seg
Segment duration.
- return.pvals
Return KPSS p-values.
- verbose
Whether to print messages.
Value
A differenced `ts` object with metadata.