Simple inverse differencing is easy however, after differencing the natural log I cannot get the original data back. For instance, my data is in a timeseries:
des_rev_ts<-
Jan Feb Mar Apr May Jun Jul Aug Sep
2021 70522628 59767437 118271143 135205849 124415379 128579517 159797367
2022 189112589 239643807 305211630 261793324 303619377 272318109 230714682 211389213 212722519
2023 354727754 296675320 361912341
Oct Nov Dec
2021 173839195 143396322 73942001
2022 253461903 200651343 166996312
for the transformation I did the following:
ln_des<-log(des_rev_ts)
final<-diff(ln_des)
to reverse the transformation instead I did:
reverse<- diffinv(exp(ln_des))
which outputs:
Jan Feb Mar Apr May Jun Jul Aug
2021 0 70522628 130290065 248561208 383767057 508182436 636761953
2022 1376849427 1616493234 1921704864 2183498188 2487117565 2759435674 2990150356 3201539569
2023 4390099400 4686774720 5048687061
Sep Oct Nov Dec
2021 796559320 970398515 1113794837 1187736838
2022 3414262088 3667723991 3868375334 4035371646
2023
as you can see, it's completely different apart from the first month. What am I missing?
Thanks