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Time Series
Associate
Difference
Make the time series stationary by replacing it with 1st or 2nd order discrete difference along its values.
Inputs
- Time series: Time series as output by As Timeseries widget.
Outputs
- Time series: Differences of input time series.
- Order of differencing. Can be 1 or 2.
- The shift before differencing. Value of 1 equals to discrete differencing. You can use higher values to compute the difference between now and this many steps ahead.
- Invert the differencing direction.
- Select the series to difference.
To integrate the differences back into the original series (e.g. the forecasts), use the Moving Transform widget.