lag.zoo
Lags and Differences of zoo Objects
Methods for computing lags and differences of "zoo"
objects.
- Keywords
- ts
Usage
# S3 method for zoo
lag(x, k = 1, na.pad = FALSE, …)
# S3 method for zoo
diff(x, lag = 1, differences = 1, arithmetic = TRUE, na.pad = FALSE, …)
Arguments
- x
a
"zoo"
object.- k, lag
For
lag
the number of lags (in units of observations). Note the sign ofk
behaves as inlag
. Fordiff
it is the number of backward lags used (or if negative the number of forward lags.- differences
an integer indicating the order of the difference.
- arithmetic
logical. Should arithmetic (or geometric) differences be computed?
- na.pad
logical. If
TRUE
it adds any times that would not otherwise have been in the result with a value ofNA
. IfFALSE
those times are dropped.- …
currently not used.
Details
These methods for "zoo"
objects behave analogously to the default
methods. The only additional arguments are arithmetic
in diff
na.pad
in lag.zoo
which can also be specified in diff.zoo
as part of the dots.
Also, "k"
can be a vector of lags in which case the names of
"k"
, if any, are used in naming the result.
Value
The lagged or differenced "zoo"
object.
Note
Note the sign of k
: a series lagged by a positive k
is shifted earlier in time.
lag.zoo
and lag.zooreg
can give different results.
For a lag of 1 lag.zoo
moves points to the adjacent time point
whereas lag.zooreg
moves the time by deltat
. This
implies that a point in a zoo
series cannot be lagged to a time
point that is not already in the series whereas this is possible for
a zooreg
series.
See Also
Examples
# NOT RUN {
x <- zoo(11:21)
lag(x, k = 1)
lag(x, k = -1)
# this pairs each value of x with the next or future value
merge(x, lag1 = lag(x, k=1))
diff(x^3)
diff(x^3, -1)
diff(x^3, na.pad = TRUE)
# }