Accepts primary and secondary input sources. The internal behavior is different based on whether one or two inputs are passed in. Result series is the same.
When one input source is passed in, the primary input ART_SPEC or SERIES_SPEC is used to reference a source containing a univariate or multivariate series previously differenced using TD_DIFF. The FUNC_PARAMETERS includes an INITIAL_VALUES list that provides the initial values necessary to undo the differencing operation. TD_UNDIFF then uses these initial values to undo the differencing, and reconstructs the original series.
When two input sources are passed in, the primary input ART_SPEC or SERIES_SPEC is used to reference a source containing univariate or multivariate series previously differenced using TD_DIFF. The secondary input is a SERIES_SPEC to reference the original undifferenced series. TD_UNDIFF uses the original series to compute the initial values. It then uses the computed initial values to undo the differencing, and reconstruct the original series.