import pandas as pd
df = pd.read_csv('xx.csv', encoding='utf-8')
df.diff(2)
df.diff(1).diff(1)
df.diff(2)与df.diff(1).diff(1)不相同,
df.diff(2) : y_{t+2} - y_t
df.diff(1).diff(1):是数学意义上的二阶差分,即差分的差分
import pandas as pd
df = pd.read_csv('xx.csv', encoding='utf-8')
df.diff(2)
df.diff(1).diff(1)
df.diff(2)与df.diff(1).diff(1)不相同,
df.diff(2) : y_{t+2} - y_t
df.diff(1).diff(1):是数学意义上的二阶差分,即差分的差分