R help - May 2013 - reconstructing original series based on differenced data

Hi all,

I have a time series X_t which has been differenced thrice to get Y_t.
I know these y values only and nothing else.
Is there a function in R which can be used to lead back to the original
X_t's?

Any help is welcome.

Thanks,
Preetam

-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

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On 16-05-2013, at 11:52, Preetam Pal <lordpreetam at gmail.com> wrote:
> Hi all,
> 
> I have a time series X_t which has been differenced thrice to get Y_t.
> I know these y values only and nothing else.
> Is there a function in R which can be used to lead back to the original
> X_t's?
Brute force searching in Google for "inverse differences R" found
http://stat.ethz.ch/R-manual/R-patched/library/stats/html/diffinv.html.

In R do

?diffinv

which can also be found indirectly by going to the help page of diff (link under
See Also).

Berend