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TSLAG

Lag Time Series

Description

This function lags the input time series by the specified number of time periods.

Usage

TSLAG(x = NULL, L = 1, avoidCompliance = FALSE, ...)

Arguments

x

Input time series that must satisfy the compliance control check defined in is.bimets.

L

Lag. Must be an integer, positive or negative.

avoidCompliance

If TRUE, compliance control check of input time series will be skipped. See is.bimets
...

Backward compatibility.

Value

This function returns a BIMETS time series built by lagging the input time series.

See Also

Examples

#DEFINE TS
	n=10
	ts1=TSERIES(n:1,START=c(2000,1),FREQ=1)
	ts1[5]=NA
	
	#print TSLAG
	TABIT(ts1,TSLAG(ts1,5))
	
	n=10
	ts1=TSERIES(n:1,START=c(2000,1),FREQ='D')
	ts1[5]=NA
	
	#print TSLAG
	TABIT(ts1,TSLAG(ts1,5))
bimets

Time Series and Econometric Modeling

v1.5.3
GPL-3
Authors
Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]
Initial release
2021-02-04

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