diff (Financial Time Series Toolbox)

Differencing

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.

See Also

diff in the MATLAB documentation

cumsum display