diff

Differencing

diff will be removed in a future release. Use timetable instead. For more information, see Convert Financial Time Series Objects fints to Timetables.

Syntax

newfts = diff(oldfts)

Description

diff computes the differences of the data series in a financial time series object. It returns another time series object containing the difference.

newfts = diff(oldfts) computes the difference of all the data in the data series of the object oldfts and returns the result in the object newfts. newfts is a financial time series object containing the same data series (names) as the input oldfts.

Introduced before R2006a