TSSUB

Returns an array of the difference between two time series.

Syntax

TSSUB(X, Y)

X
is the first univariate time series data (a one dimensional array of cells (e.g. rows or columns)).

Y
is the second univariate time series data. If a single value is passed, it will be subtracted from all observations in the first time series.

The time series are homogeneous or equally spaced.
The two time series have an identical number of observations and time order, or the second series contains a single value.
In the case where the two time series are identically sized, the second series is subtracted from the first point-by-point:

$<br /> \left[z_t\right] = \left[x_t\right] - \left[y_t\right]<br />$

Where:
- $\left[z_t\right]$ is the difference time series.
- $\left[x_t\right]$ is the first time series.
- $\left[y_t\right]$ is the second time series.
In the case where the second time series is passed as a single value (), this constant is subtracted from all points in the first time series:

$<br /> \left[z_t\right] =\left[x_t\right] - \left[\alpha\right]<br />$

Where:
- $\left[z_t\right]$ is the difference time series.
- $\left[x_t\right]$ is the first time series.
- $\alpha$ is a constant value.
The returned array has the same size and time order as the first input time series.

Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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