tslag

Creates a lagged or leading vector/matrix of selected order(s).

math

Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.

Georgi Boshnakov

fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

CRAN Team 

tslag function

<dl>
 <dt>k</dt>
<dd></dd>an integer value, the number of positions the new series is to lag
 or to lead the input series.
 <dt>x</dt>
<dd>a numeric vector or matrix, missing values are allowed.</dd> <dt>trim</dt>
<dd></dd>a logical flag, if TRUE, the missing values at the beginning ans/or
 end of the returned series will be trimmed. The default value is
 FALSE.
</dl>

Arguments

Lagged or leading vector/matrix — tslag

<dl>


 <dt>k</dt>
<dd>

an integer value, the number of positions the new series is to lag
 or to lead the input series.
</dd>

 <dt>x</dt>
<dd>a numeric vector or matrix, missing values are allowed.</dd>

 <dt>trim</dt>
<dd>

a logical flag, if TRUE, the missing values at the beginning ans/or
 end of the returned series will be trimmed. The default value is
 FALSE.
</dd>

</dl>

tslag: Lagged or leading vector/matrix

Description

Usage

Arguments

See Also

Examples