lag

From stats v3.2.2 by R-core R-core@R-project.org

Lag a Time Series

Compute a lagged version of a time series, shifting the time base back by a given number of observations. lag is a generic function; this page documents its default method.

Keywords: ts

Usage

lag(x, ...)
"lag"(x, k = 1, ...)

Arguments

x: A vector or matrix or univariate or multivariate time series
k: The number of lags (in units of observations).
...: further arguments to be passed to or from methods.

Details

Vector or matrix arguments x are given a tsp attribute via hasTsp.

Value

A time series object with the same class as x.

Note

Note the sign of k: a series lagged by a positive k starts earlier.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

Examples

library(stats)

lag(ldeaths, 12) # starts one year earlier

Documentation reproduced from package stats, version 3.2.2, License: Part of R 3.2.2

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lag