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Differencing Time Series #257

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ParadaCarleton opened this issue May 26, 2022 · 0 comments
Open

Differencing Time Series #257

ParadaCarleton opened this issue May 26, 2022 · 0 comments

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@ParadaCarleton
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Similarly to lag, it's very common to use differenced time series in analysis. Would a differencing function be a good addition to the package? Where I think it could be especially useful is fractional or high-order differencing (which gets more complex than just x .- lag(x)).
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@ParadaCarleton