splusTimeSeries (version 1.5.5)

shift: Create a Shifted Time Series

Description

Returns a time series like the input but shifted in time.

Usage

shift(x, k=1)

Value

returns a time series with the same data as x, but with positions lagged by k steps.

Arguments

x

a univariate or multivariate regular time series. Missing values (NAs) are allowed.

k

the number of positions the input series is to lead the new series. That is, the resulting series is shifted forwards in time; negative values lag the series backwards in time. Non-integer values of k are rounded to the nearest integer.

Details

shift is a generic function. Its default method calls lag(x,-k).

shift also has a method for series objects, which works for both timeSeries and signalSeries objects.

• To align the times of several new-style time series, use seriesMerge.

• To align the times of several old-style time series, use ts.intersect or ts.union.

• To compute a lagged/leading series with same time position but shifted data slot, use seriesLag. (seriesLag also works for both timeSeries and signalSeries objects.)

See Also

seriesMerge, lag, lag.plot, ts.intersect, ts.union.

Examples

x <- signalSeries(data=data.frame(a=1:10, b=letters[1:10]), positions=1:10)
x5 <- shift(x,5)
seriesMerge(x, x5, pos="union")