It's not clear what it means for the differences to be "of increasing order" but if you simply mean the differences are increasing, perhaps something like this will work:
library(caTools) X = cumsum( 2*(runif(5e4) > 0.5) - 1) # Create a random Walk Y = runmean(X, 30, endrule = "mean", align = "right") D = X - Y # Create the difference series: # Now we need to find the ranges of increasing: to do this, we can just lag D sign(D - c(0, D[1:(length(D)-1)])) If you want to find the length of each run or to find runs of a certain length, try rle(). Michael On Tue, Nov 15, 2011 at 2:18 PM, Sarwarul Chy <sarwar.sha...@gmail.com> wrote: > Hello, > > Can you please help me with this? I am also stack in the same problem. > > Sam > > -- > View this message in context: > http://r.789695.n4.nabble.com/Difference-between-two-time-series-tp819843p4073800.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
