tslag

The function `<code>tslag</code>` back- or foreshifts a time series and generates the lagged version of it.

Fundamental time series forecasting models such as autoregressive integrated moving average (ARIMA), exponential smoothing, and simple moving average are included. For ARIMA models, the output follows the traditional parameterisation by Box and Jenkins (1970, ISBN: 0816210942, 9780816210947). Furthermore, there are functions for detailed time series exploration and decomposition, respectively. All data and result visualisations are generated by 'ggplot2' instead of conventional R graphical output. For more details regarding the theoretical background of the models see Hyndman, R.J. and Athanasopoulos, G. (2021) <https://otexts.com/fpp3/>.

Ka Karl Wu

tsforecast

Time Series Forecasting Functions

Ka Yui Karl Wu

tslag function

<dl><dt>x</dt>
<dd>a univariate time series object.</dd>
<dt>lag</dt>
<dd>number of lags (in units of observations). Default is <code>1</code>. If multiple values are given as a vector, multiple lagged version of the series will be returned as a matrix.</dd>
<dt>return.matrix</dt>
<dd>optional. A boolean value indicating whether the lagged version of `<code>x</code>` should be returned as a matrix. Only meaningful if <code>lag</code> has only one value.</dd></dl>

Arguments

Author

Lag a Time Series — tslag

<dl>

<dt>x</dt>
<dd>a univariate time series object.</dd>


<dt>lag</dt>
<dd>number of lags (in units of observations). Default is <code>1</code>. If multiple values are given as a vector, multiple lagged version of the series will be returned as a matrix.</dd>


<dt>return.matrix</dt>
<dd>optional. A boolean value indicating whether the lagged version of `<code>x</code>` should be returned as a matrix. Only meaningful if <code>lag</code> has only one value.</dd>

</dl>

tslag: Lag a Time Series

Description

Usage

Value

Arguments

Author

Details

See Also

Examples