Returns a NumericalVariable whose observations are the difference between successive observations over intervals of observations.

Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public Function GetPeriodToDateDifferences ( _
	bounds As Integer(), _
	startBehavior As BoundaryIntervalBehavior, _
	endBehavior As BoundaryIntervalBehavior _
) As NumericalVariable
C#
public NumericalVariable GetPeriodToDateDifferences (
	int[] bounds,
	BoundaryIntervalBehavior startBehavior,
	BoundaryIntervalBehavior endBehavior
)
C++
public:
NumericalVariable^ GetPeriodToDateDifferences (
	array<int>^ bounds, 
	BoundaryIntervalBehavior startBehavior, 
	BoundaryIntervalBehavior endBehavior
)

Parameters

bounds ()
An integer array containing the indexes of the boundaries of the intervals.
startBehavior (Extreme.Statistics.BoundaryIntervalBehavior)
A BoundaryIntervalBehavior that specifies how to treat observations before the first entry in startOfSummaryPeriod.
endBehavior (Extreme.Statistics.BoundaryIntervalBehavior)
A BoundaryIntervalBehavior that specifies how to treat observations after the last entry in startOfSummaryPeriod.

Return Value

A NumericalVariable.

Remarks

A common use for this method is to obtain data for individual periods from a period-to-date time series variable. For example, if the variable contains quarter-to-date monthly earnings, you can use this method to calculate the actual monthly earnings.

The new variable gets the name pdiff(<name>), where <name> is the name of the original variable.

Exceptions

ExceptionCondition
ArgumentNullExceptionbounds is nullNothingnullptr.

See Also