lag,timeSeries-method

lag.timeSeries

Compute a lagged version of a 'timeSeries' object.

chron

'S4' classes and various tools for financial time series:
Basic functions such as scaling and sorting, subsetting,
mathematical operations and statistical functions.

Georgi Boshnakov

timeSeries

Financial Time Series Objects (Rmetrics)

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

lag function

<dl> 
 <dt>k</dt>
<dd>[lagSeries] - 
 an integer value. The number of lags (in units of observations).
 By default 1.</dd>
 
 <dt>trim</dt>
<dd>a logical value. By default <code>TRUE</code>, the first missing 
 observation in the return series will be removed.</dd> <dt>units</dt>
<dd>an optional character string, which allows to overwrite the 
 current column names of a <code>timeSeries</code> object. By default 
 <code>NULL</code> which means that the column names are selected
 automatically.</dd> <dt>x</dt>
<dd>an object of class <code>timeSeries</code>.</dd>
 
 <dt>...</dt>
<dd>arguments passed to other methods.</dd> 
</dl>

Arguments

Lag a Time Series — lag

<dl>

 
 <dt>k</dt>
<dd>[lagSeries] - 
 an integer value. The number of lags (in units of observations).
 By default 1.</dd>
 
 <dt>trim</dt>
<dd>a logical value. By default <code>TRUE</code>, the first missing 
 observation in the return series will be removed.</dd>

 <dt>units</dt>
<dd>an optional character string, which allows to overwrite the 
 current column names of a <code>timeSeries</code> object. By default 
 <code>NULL</code> which means that the column names are selected
 automatically.</dd>

 <dt>x</dt>
<dd>an object of class <code>timeSeries</code>.</dd>
 
 <dt>...</dt>
<dd>arguments passed to other methods.</dd>

 
</dl>

lag: Lag a Time Series

Description

Usage

Value

Arguments

Examples