first-order difference

first-order difference

[¦fərst ¦ȯrd·ər ′dif·rəns]
(mathematics)
A member of a sequence that is formed from a given sequence by subtracting each term of the original sequence from the next succeeding term.
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The test results of the unit root of the variable show that most of the data unit root tests are not significant, so we have a first-order difference unit root test for these data, the sequence of the first order difference unit root test results are obtained.
The results of the unit root test for first-order difference variables, except for that ofthe price index logarithm and trade liberalization logarithm, are shown in Table 2.
Table (2): unit root test for first-order difference Logarithm variables
Non-stationary time series data are normally predictive only within a shorter episode, hence are not considered the an appropriate tool in forecasting (Gujarati and Porter, (10)) If the original time series is non-stationary, the first-order difference often becomes stationary.
Mathematical topics covered include Markov chains, matrix algebra and linear and nonlinear first-order difference equations.
However, they said, "It seems clear that there is a first-order difference in the nature of Earth surface Cr cycling" before and after the rise of animals.
Hypothesis 1a: The first-order difference of the slope function with respect to time will be negative until [T.
So we should firstly implement difference on the series to get the first-order difference series graph (see figure 2).
Our Granger-causality tests are therefore conducted on the first-order difference of these time series.
This results in first-order noise evidenced by the first-order difference operation on Tstop.
The various first-order differences combine to produce a clearer pattern of difference between males and females for the second-order factors.

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