Description
Compute a lagged version of a time series, shifting the time base
forward by a given number of observations. lag creates a single
lagged series, while lags can create several lags at once.Usage
## S3 method for class 'default':
lag(x, k = 1, ...)
## S3 method for class 'tis':
lag(x, k = 1, ...)
lags(x, lags, name = "")
Arguments
x
A vector or matrix or univariate or multivariate time series
(including tis series)
...
further arguments to be passed to or from methods
lags
vector of lag numbers
name
string or a character vector of names to be used in
constructing column names for the returned series
Value
- Both functions return a time series (
ts or tis) object.
If the lags argument to the lags function argument has
more than one element, the returned object will have a column for each
lag, with NA's filling in where appropriate.
Details
Vector or matrix arguments 'x' are coerced to time series.
For lags, column names are constructed as follows: If
name is supplied and has as many elements as x has
columns, those names are used as the base column names. Otherwise the
column names of x comprise the base column names, or if those
don't exist, the first ncols(x) letters of the alphabet are
used as base names. Each column of the returned series has a name
consisting of the basename plus a suffix indicating the lag number for
that column.