Difference functions for natural logarithm of series.
• First difference function for natural logarithm of the series.
Syntax: dlog(x)
x: series
Computes
where
is the lag operator.
• n-th order difference function for natural logarithm of series.
Syntax: dlog(x, n)
x: series
n: integer, series
Return: series
Computes 
for integer
where
is the lag operator.
If
n is not an integer, the integer floor
will be used.
• n-th order difference function for natural logarithm of series with an s-th seasonal difference.
Syntax: dlog(x, n, s)
x: series
n: integer, series
s: integer, series
Return: series
Computes
for integer
where
is the lag operator.
If
n or
s are not integers, the integer floors
and
will be used.
These functions are panel aware.
Examples
show dlog(y,2)
is equivalent to d(log(y),2), the 2nd-order difference of the log of the series y.
Cross-references