The
TS_DIFF function recursively computes the
forward differences of an *
n*
-element
time-series *
k*
times. The result is an *
n*
-element differenced time-series with its last *
k*
elements as zeros.

This routine is written in the IDL language. Its source code can be found in the file ```
ts_diff.pro
```

in the ```
lib
```

subdirectory of the IDL distribution.

Define an *
n*
-element vector of time-series samples:

X = [389, 345, 303, 362, 412, 356, 325, 375, $

410, 350, 310, 388, 399, 362, 325, 382, $

399, 382, 318, 385, 437, 357, 310, 391]

PRINT, TS_DIFF(X, 2) *;
Compute the second forward differences of X.*

2 101 -9 -106 25 81 -15 -95 20