Returns an array of the difference between two time series.

## Syntax

**TSSUB**(

**X**,

**Y**)

**X** is the first univariate time series data (a one dimensional array of cells (e.g. rows or columns)).

**Y** is the second univariate time series data. If a single value is passed, it will be subtracted from all observations in the first time series.

## Remarks

- The time series are homogeneous or equally spaced.
- The two time series have an identical number of observations and time order, or the second series contains a single value.
- In the case where the two time series are identically sized, the second series is subtracted from the first point-by-point:

$$ \left[z_t\right] = \left[x_t\right] - \left[y_t\right] $$

Where:

- $ \left[z_t\right]$ is the difference time series.
- $\left[x_t\right]$ is the first time series.
- $\left[y_t\right]$ is the second time series.

- In the case where the second time series is passed as a single value ($\alpha$), this constant is subtracted from all points in the first time series:

$$ \left[z_t\right] =\left[x_t\right] - \left[\alpha\right] $$

Where:

- $\left[z_t\right]$ is the difference time series.
- $\left[x_t\right]$ is the first time series.
- $\alpha$ is a constant value.

- The returned array has the same size and time order as the first input time series.

## Files Examples

## References

- Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
- Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740

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