lag

0th

Percentile

Lag a Time Series

Compute a lagged version of a 'timeSeries' object.

Keywords
chron
Usage
"lag"(x, k = 1, trim = FALSE, units = NULL, ...)
Arguments
k
[lagSeries] - an integer value. The number of lags (in units of observations). By default 1.
trim
a logical value. By default TRUE, the first missing observation in the return series will be removed.
units
an optional character string, which allows to overwrite the current column names of a timeSeries object. By default NULL which means that the column names are selected automatically.
x
an object of class timeSeries.
...
arguments passed to other methods.
Value

returns a lagged S4 object of class 'timeSeries'.

Aliases
  • lag
  • lag,timeSeries-method
  • lag.timeSeries
Examples
library(timeSeries) ## Load Micsrosoft Data Set - x = MSFT[1:20, "Open"] ## Lag the timeSeries Object: lag(x, k = -1:1)
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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