Performs differencing of multiple time series, with possibly different orders for each time series.
Arguments
- data
A (\(T\)x\(N\))-matrix of \(N\) time series with \(T\) observations. Data may also be in a time series format (e.g.
ts,zooorxts) or data frame.- d
An \(N\)-dimensional vector containing the orders
- keep_NAs
Logical indicator whether or not to keep the
NAvalues resulting from differencing at the beginning of the sample. Default isTRUE. IfFALSE, the entire row containing theNAvalues is removed.