lag {stats}R Documentation

Lag a Time Series

Description

Compute a lagged version of a time series, shifting the time base back by a given number of observations.

lag is a generic function; this page documents its default method.

Usage

lag(x, ...)

## Default S3 method:
lag(x, k = 1, ...)

Arguments

x

A vector or matrix or univariate or multivariate time series

k

The number of lags (in units of observations).

...

further arguments to be passed to or from methods.

Details

Vector or matrix arguments x are given a tsp attribute via hasTsp.

Value

A time series object with the same class as x.

Note

Note the sign of k: a series lagged by a positive k starts earlier.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

diff, deltat

Examples

lag(ldeaths, 12) # starts one year earlier

[Package stats version 3.5.0 Index]