diff

Returns a TimeSeries with the absolute change values from one observation to the next.

Syntax

diff(var)

Example

input = TimeSeries("DAILY")
input.add("2020-11-01", 12.5)
input.add("2020-11-02", 12.75)
input.add("2020-11-03", 12.9)
input.add("2020-11-04", 11.5)
input.add("2020-11-05", 11.9)

d = diff(input)
print d.values

[
2020-11-02  0.250000
2020-11-03  0.150000
2020-11-04  -1.400000
2020-11-05  0.400000
]