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.

lag

lag(x, …)# S3 method for default lag(x, k = 1, …)

# S3 method for default lag(x, k = 1, …)

A vector or matrix or univariate or multivariate time series

The number of lags (in units of observations).

further arguments to be passed to or from methods.

A time series object with the same class as x.

x

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

tsp

hasTsp

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

diff, deltat

diff

deltat

# NOT RUN { lag(ldeaths, 12) # starts one year earlier # }

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