R - diff() Function

The R diff() function returns suitably lagged and iterated differences of the argument. The syntax for using this function is given below:

Syntax

diff(x, lag = 1, differences = 1)

Parameters

`x`	`Required.` Specify a numeric vector or matrix containing the values to be differenced.
`lag`	`Optional.` Specify an integer indicating which lag to use. Default is 1.
`differences`	`Optional.` Specify an integer indicating the order of the difference. Default is 1.

Return Value

Returns suitably lagged and iterated differences of the argument.

Example:

The example below shows the usage of diff() function.

vec <- c(11, 22, 34, 47, 61, 76, 92, 109)
 
cat("vec contains:", vec, "\n")

#calculating diff(vec)
cat("\ndiff(vec):", diff(vec), "\n")

#calculating diff(diff(vec)) which is equivalent
#to diff(vec, differences=2)
cat("\ndiff(diff(vec)):", diff(diff(vec)), "\n")
cat("diff(vec, differences=2):", diff(vec, differences=2), "\n")

#calculating diff(vec, lag=2)
cat("\ndiff(vec, lag=2):", diff(vec, lag=2), "\n")

The output of the above code will be:

vec contains: 11 22 34 47 61 76 92 109 

diff(vec): 11 12 13 14 15 16 17 

diff(diff(vec)): 1 1 1 1 1 1 
diff(vec, differences=2): 1 1 1 1 1 1 

diff(vec, lag=2): 23 25 27 29 31 33

Example:

Consider one more example where diff() function is used with a matrix.

mat <- matrix(c(11, 22, 34, 47, 61, 76, 92, 109, 127), nrow=3)

print(mat)
cat("\n")
print(diff(mat))

The output of the above code will be:

     [,1] [,2] [,3]
[1,]   11   47   92
[2,]   22   61  109
[3,]   34   76  127

     [,1] [,2] [,3]
[1,]   11   14   17
[2,]   12   15   18

❮ R Statistical Functions