quantmod (version 0.4.28)

Lag: Lag a Time Series

Description

Create a lagged series from data, with NA used to fill.

Usage

Lag(x, k = 1)
# S3 method for quantmod.OHLC
Lag(x, k = 1)
# S3 method for zoo
Lag(x, k = 1)
# S3 method for data.frame
Lag(x, k = 1)
# S3 method for numeric
Lag(x, k = 1)

Value

The original x prepended with k

NAs and missing the trailing k values.

The returned series maintains the number of obs. of the original.

Arguments

x

vector or series to be lagged

k

periods to lag.

Author

Jeffrey A. Ryan

Details

Shift series k-periods down, prepending NAs to front of series.

Specifically designed to handle quantmod.OHLC and zoo series within the quantmod workflow.

If no S3 method is found, a call to lag in base is made.

See Also

lag

Examples

Stock.Close <- c(102.12,102.62,100.12,103.00,103.87,103.12,105.12)
Close.Dates <- as.Date(c(10660,10661,10662,10665,10666,10667,10668),origin="1970-01-01")
Stock.Close <- zoo(Stock.Close,Close.Dates)

Lag(Stock.Close)        #lag by 1 period
Lag(Stock.Close,k=1)    #same
Lag(Stock.Close,k=1:3)  #lag 1,2 and 3 periods