Module arima::util

Functions

center	Center vector, i.e. remove the mean from each element. Returns a tuple containing the centered vector and the mean.
cumsum	Calculate the cumulative sum of a vector.
diff	Returns a n-1 vector containing the pairwise difference x_t - x_t-1.
diff_log	Returns a n-1 vector containing the pairwise difference of log(x_t) - log(x_t-1).
diffinv	Calculate the inverse difference of a vector.
lag	Returns a n-tau vector containing the time series lagged by tau.
mean	Calculate the mean of a vector.