# Next

##### Advance a Time Series

Create a new series with all values advanced forward one period.
The value of period 1, becomes the value at period 2,
value at 2 becomes the original value at 3, etc. The opposite
of `Lag`

. `NA`

is used to fill.

##### Usage

`Next(x, k = 1)`# S3 method for quantmod.OHLC
Next(x,k=1)

# S3 method for zoo
Next(x,k=1)

# S3 method for data.frame
Next(x,k=1)

# S3 method for numeric
Next(x,k=1)

##### Arguments

- x
vector or series to be advanced

- k
periods to advance

##### Details

Shift series k-periods up, appending `NA`

s to end 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,
with the indexing reversed to shift the time series forward.

##### Value

The original `x`

appended with `k`

`NA`

s and
missing the leading `k`

values.

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

Unlike `Lag`

, only one value for `k`

is allowed.

##### Note

This function's purpose is to get the “next” value of
the data you hope to forecast, e.g. a stock's closing value
at t+1. Specifically to be used within
the quantmod framework of `specifyModel`

, as a
functional wrapper to the LHS of the model equation.

It is not magic - and thus will not get tomorrow's values…

##### See Also

##### Examples

```
# NOT RUN {
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)
Next(Stock.Close) #one period ahead
Next(Stock.Close,k=1) #same
merge(Next(Stock.Close),Stock.Close)
# }
# NOT RUN {
# a simple way to build a model of next days
# IBM close, given todays. Technically both
# methods are equal, though the former is seen
# as more intuitive...ymmv
specifyModel(Next(Cl(IBM)) ~ Cl(IBM))
specifyModel(Cl(IBM) ~ Lag(Cl(IBM)))
# }
```

*Documentation reproduced from package quantmod, version 0.4-14, License: GPL-3*