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\name{diff}
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\alias{diff}
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\alias{diff.default}
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\alias{diff.POSIXt}
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\alias{diff.Date}
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\title{Lagged Differences}
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\description{
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  Returns suitably lagged and iterated differences.
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}
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\usage{
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diff(x, \dots)
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\method{diff}{default}(x, lag = 1, differences = 1, \dots)
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\method{diff}{POSIXt}(x, lag = 1, differences = 1, \dots)
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\method{diff}{Date}(x, lag = 1, differences = 1, \dots)
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}
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\arguments{
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  \item{x}{a numeric vector or matrix containing the values to be
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    differenced.}
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  \item{lag}{an integer indicating which lag to use.}
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  \item{differences}{an integer indicating the order of the difference.}
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  \item{\dots}{further arguments to be passed to or from methods.}
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}
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\details{
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  \code{diff} is a generic function with a default method and ones for
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  classes \code{"\link[stats]{ts}"}, \code{"\link{POSIXt}"} and
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  \code{"\link{Date}"}.
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  \code{\link{NA}}'s propagate.
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}
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\value{
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  If \code{x} is a vector of length \code{n} and \code{differences=1},
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  then the computed result is equal to the successive differences
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  \code{x[(1+lag):n] - x[1:(n-lag)]}.
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  If \code{difference} is larger than one this algorithm is applied
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  recursively to \code{x}.
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  Note that the returned value is a vector which is shorter than
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  \code{x}.
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  If \code{x} is a matrix then the difference operations are carried out
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  on each column separately.
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}
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\references{
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  Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988)
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  \emph{The New S Language}.
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  Wadsworth \& Brooks/Cole.
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}
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\seealso{
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  \code{\link[stats]{diff.ts}}, \code{\link[stats]{diffinv}}.
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}
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\examples{
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diff(1:10, 2)
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diff(1:10, 2, 2)
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x <- cumsum(cumsum(1:10))
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diff(x, lag = 2)
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diff(x, differences = 2)
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diff(.leap.seconds)
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}
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\keyword{ts}
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\keyword{arith}