diff command on matrix - Gretl-users - gretlml.univpm.it

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diff command on matrix

"*.show" command within if...endif

ar model

artur bala

Wednesday, 10 April 2013 Wed, 10 Apr '13

1:19 p.m.

Dear Allin, I'm using the "diff" comand on a (n x 1) matrix and the result is still a (n x 1) matrix which the 1st element equals 0. Is such a behaviour intended? I thought that the result should be a ((n-1) x 1) because of lagging (same as with series). Best Artur

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Allin Cottrell

Wednesday, 10 April Wed, 10 Apr

2:43 p.m.

On Wed, 10 Apr 2013, artur bala wrote:

Dear Allin, I'm using the "diff" comand on a (n x 1) matrix and the result is still a (n x 1) matrix which the 1st element equals 0. Is such a behaviour intended? I thought that the result should be a ((n-1) x 1) because of lagging (same as with series).

Well, it's as per the documentation for the diff() function: "If y is a matrix, differencing is done by columns and starting values are set to 0." You can easily trim the first row if you wish. matrix dy = diff(y) dy = dy[2:,] Actually, it might be nice if we supported dy = diff(y)[2:,] but we don't right now. Allin

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Allin Cottrell
artur bala