Difference between dlog(x,0,1) and dlog(x(-1),0,1)

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JamieP
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Joined: Fri Nov 01, 2013 7:32 am

Difference between dlog(x,0,1) and dlog(x(-1),0,1)

Postby JamieP » Fri Nov 01, 2013 7:44 am

Hi, I'm new to time series and would like to ask a probably simple question.

I understand that in Eviews, dlog(x,n,s) refers to the n-th order difference of log x with a seasonal difference at s. So dlog(x,0,1) is equal to log x(t) - log x(t-1).

I have also come across dlog(x(-1),0,1). Is this equivalent to log x(t-1) - log x(t-2)?

Thanks in advance for any clarification!

EViews Gareth
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Re: Difference between dlog(x,0,1) and dlog(x(-1),0,1)

Postby EViews Gareth » Fri Nov 01, 2013 8:07 am

Yes.
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