Need help for the syntax of first difference

Hi
I am working on King and Rebello (2000). I know I can use stoch_simul(HP_filter) to detrend with HP filter. Now, if I want to detrend by first difference, is there a syntax for this? OR I have to solve it by myself?
Thanks for help.

There is no dedicated syntax for doing this, you have to construct explicitely the variable containing the first difference.