| int __stdcall NDK_SUB | ( | double * | X, |
| size_t | N1, | ||
| const double * | Y, | ||
| size_t | N2 | ||
| ) |
Returns an array of the difference between two time series.
- Returns
- status code of the operation
- Return values
-
NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
- Parameters
-
[in,out] X is the univariate time series data (a one dimensional array). [in] N1 is the number of observations in X. [in] Y is the second univariate time series data (a one dimensional array). [in] N2 is the number of observations in Y.
- Remarks
-
- The time series are homogeneous or equally spaced.
- The two time series have an identical number of observations and time order, or the second series contains a single value.
- 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.
- 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.
- The returned array has the same size and time order as the first input time series.
- Requirements
-
Header SFSDK.H Library SFSDK.LIB DLL SFSDK.DLL
- Examples
-
| Namespace: | NumXLAPI |
| Class: | SFSDK |
| Scope: | Public |
| Lifetime: | Static |
| int NDK_SUB | ( | double[] | data1, |
| UIntPtr | nSize1, | ||
| double[] | data2, | ||
| UIntPtr | nSize2 | ||
| ) |
Returns an array of the difference between two time series.
- Returns
- status code of the operation
- Return values
-
NDK_SUCCESS Operation successful NDK_FAILED Operation unsuccessful. See Macros for full list.
- Parameters
-
[in,out] data1 is the univariate time series data (a one dimensional array). [in] nSize1 is the number of observations in data1. [in] data2 is the second univariate time series data (a one dimensional array). [in] nSize2 is the number of observations in nSize1.
- Remarks
-
- The time series are homogeneous or equally spaced.
- The two time series have an identical number of observations and time order, or the second series contains a single value.
- 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.
- 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.
- 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
-
- References
- * Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- * Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
- * D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
- * Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848
