timeSeries: stats-lag – R documentation

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stats-lag

Lag a Time Series

Compute a lagged version of a 'timeSeries' object.

## S4 method for signature 'timeSeries'
lag(x, k = 1, trim = FALSE, units = NULL, ...)

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

returns a lagged S4 object of class 'timeSeries'.

## Load Micsrosoft Data Set -
   x = MSFT[1:20, "Open"]
   
## Lag the timeSeries Object:
   lag(x, k = -1:1)

Financial Time Series Objects (Rmetrics)

v3062.100

GPL (>= 2)

Authors

Diethelm Wuertz [aut] (original code), Tobias Setz [cre], Yohan Chalabi [ctb], Martin Maechler [ctb] (<https://orcid.org/0000-0002-8685-9910>)

Initial release

2020-01-24