its (version 1.0.3)

itsLags: Lag Functions for Irregular Time-Series Objects

Description

Lag functions for objects of class "its".

Usage

lagIts(x,k=1)
lagdistIts(x,kmin,kmax)

Arguments

x

an object of class "its"

k, kmin, kmax

integer lag; positive value mean earlier data is assigned to a later timestamp

Value

• An object of class "its".

Details

lagIts returns an object with the same time-stamps, but with the data shifted. lagdistIts applies lagIts over a range of lags, and appends these columns

See Also

ts, POSIXct, itsFile, itsLags itsJoin itsTimes itsSubset itsFin itsDisp itsInfo itsCumdif itsArith itsInterp

Examples

b <- newIts(1:10)
lagIts(b)
lagdistIts(b[,1],1,3)