R包'timetk'中函数'diff_vec'中的参数'difference'如何理解？

Question

在R包'timetk'中，如何理解函数'diff_vec'中的参数'difference'？

library(timetk)
1:10 %>% diff_vec(lag=1)
#result: [1] NA  1  1  1  1  1  1  1  1  1

我尝试更改 'difference' 的值，但无法理解结果

#what's the usage of parameter 'difference'

1:10 %>% diff_vec(lag=1,difference = 1)
#result: [1] NA  1  1  1  1  1  1  1  1  1
1:10 %>% diff_vec(lag=1,difference = 2)
#result: [1] NA NA  0  0  0  0  0  0  0  0
1:10 %>% diff_vec(lag=1,difference = 3)
#result: [1] NA NA NA  0  0  0  0  0  0  0

Answer 1

使用(1:10)^2可能更容易理解。参数difference 是对连续值进行多次差分（微分）。

(1:10)^2 %>% diff_vec(lag=1,difference = 1)
[1] NA  3  5  7  9 11 13 15 17 19

对于difference = 2表示执行difference = 1两次。

(1:10)^2 %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1)
 [1] NA NA  2  2  2  2  2  2  2  2
(1:10)^2 %>% diff_vec(lag=1,difference = 2)
 [1] NA NA  2  2  2  2  2  2  2  2

同理，difference = 3表示执行3次difference = 1。

(1:10)^2 %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1) %>% diff_vec(lag=1,difference = 1)
 [1] NA NA NA  0  0  0  0  0  0  0
(1:10)^2 %>% diff_vec(lag=1,difference = 3)
 [1] NA NA NA  0  0  0  0  0  0  0

R包'timetk'中函数'diff_vec'中的参数'difference'如何理解？

In R package 'timetk', how to understand the parameter 'difference' in function 'diff_vec'?

r

timetk