First Difference

Given a time series of N values x₁, x₂, x₃, …, x_N, we can define a time series of first differences y_i where i runs from 1 to N - 1:

So in each time step, the first difference is the difference between the value in the next time step, and the value in that time step. An example for a temperature time series appears below.

In the Configure Dataset window you can create a calculated data column of the first differences of any data column.

The first difference is sometimes referred to as a 'running difference'.