dynamac (version 0.1.4)

ldshift: Take the lagged first difference of a series.

Description

Take the lagged first difference of a series.

Usage

ldshift(x, l)

Arguments

x

a series to be differenced

l

the number of lags

Value

the lagged differenced series

Details

ldshift assumes that the series are ordered, that there is no missing data, and that the time intervals are even.

Examples

# NOT RUN {
x.var <- runif(50)
ld.1.x.var <- ldshift(x.var, 1)
ld.2.x.var <- ldshift(x.var, 2)
head(x.var)
head(ld.1.x.var)
head(ld.2.x.var)
# }