4.8.9.1.12. statsmodels.tsa.tsatools.unintegrate_levels¶

statsmodels.tsa.tsatools.unintegrate_levels(x, d)[source]¶

Returns the successive differences needed to unintegrate the series.

Parameters:

x : array-like

The original series

d : int

The number of differences of the differenced series.

Returns:

y : array-like

The increasing differences from 0 to d-1 of the first d elements of x.