lag

0th

Percentile

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, …)

# S3 method for default 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.

See Also

diff, deltat

Aliases
  • lag
  • lag.default
Examples
library(stats) # NOT RUN { lag(ldeaths, 12) # starts one year earlier # }
Documentation reproduced from package stats, version 3.5.0, License: Part of R 3.5.0

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