data.py 文件源码

def first_difference(self):
        """
        Compute first differences of variables

        Returns
        -------
        diffs : PanelData
            Differenced values
        """
        diffs = self.panel.values
        diffs = diffs[:, 1:] - diffs[:, :-1]
        diffs = Panel(diffs, items=self.panel.items,
                      major_axis=self.panel.major_axis[1:],
                      minor_axis=self.panel.minor_axis)
        diffs = diffs.swapaxes(1, 2).to_frame(filter_observations=False)
        diffs = diffs.reindex(self._frame.index).dropna(how='any')
        return PanelData(diffs)