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
lagthe number of lags (in units of observations). Note the sign ofkbehaves as inlag. Fordiffit 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
TRUEit adds any times that would not otherwise have been in the result with a value ofNA. IfFALSEthose 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)
# }