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arima_diff

Function arima_diff 

Source
pub fn arima_diff(data: &[f64], d: usize) -> Vec<f64>
Expand description

ARIMA(p,d,q) differencing step.

Applies first-order differencing d times to produce a stationary series. Returns the d-th order differenced series. After one round: result[i] = data[i+1] - data[i], length n-1. After d rounds: length n-d.