NDK_DIFF

Returns an array of cells for the differenced time series (i.e. (1-L^S)^D).

Returns

status code of the operation

Return values

NDK_SUCCESS	Operation successful
NDK_FAILED	Operation unsuccessful. See Macros for full list.

Parameters

[in,out]	data	is the univariate time series data (a one dimensional array).
[in]	nSize	is the number of observations in data.
[in]	nLag	is the lag order (e.g. k=0 (no lag), k=1 (1st lag), etc.).
[in]	nDifference	is the number of repeated differencing (e.g. d=0 (none), d=1 (difference once), 2=(difference twice), etc.).

Remarks

1. The time series are homogeneous or equally spaced.
2. The two time series have an identical number of observations and time order, or the second series contains a single value.
3. In the case where the two time series are identically sized, the second series is subtracted from the first point-by-point: \[ \left[z_t\right] = \left[x_t\right] - \left[y_t\right] \] Where:
   • \( \left[z_t\right]\) is the difference time series.
   • \(\left[x_t\right]\) is the first time series.
   • \(\left[y_t\right]\) is the second time series.
4. In the case where the second time series is passed as a single value (\(\alpha\)), this constant is subtracted from all points in the first time series: \[ \left[z_t\right] =\left[x_t\right] - \left[\alpha\right] \] Where:
   • \(\left[z_t\right]\) is the difference time series.
   • \(\left[x_t\right]\) is the first time series.
   • \(\alpha\) is a constant value.
5. The returned array has the same size and time order as the first input time series.

Exceptions

Exception Type	Condition
None	N/A

Requirements

Namespace	NumXLAPI
Class	SFSDK
Scope	Public
Lifetime	Static
Package	NumXLAPI.DLL

Examples