Lag a Time Series
lag creates a lagged version of a time series, shifting the time base
forward by a given number of observations. Lag does exactly the
opposite, shifting the time base backwards by the given number of
observations. lag and Lag create a single lagged
series, while lags and Lags can create a multivariate
series with several lags at once.
## S3 method for class 'tis' lag(x, k = 1, ...) Lag(x, k = 1, ...) lags(x, lags, name = "") Lags(x, lags, name = "")
x |
A vector or matrix or univariate or multivariate time series
(including |
k |
The number of lags. For |
... |
further arguments to be passed to or from methods |
lags |
vector of lag numbers. For code |
name |
string or a character vector of names to be used in constructing column names for the returned series |
Vector or matrix arguments 'x' are coerced to time series.
For lags, column names are constructed as follows: If
name is supplied and has as many elements as x has
columns, those names are used as the base column names. Otherwise the
column names of x comprise the base column names, or if those
don't exist, the first ncols(x) letters of the alphabet are
used as base names. Each column of the returned series has a name
consisting of the basename plus a suffix indicating the lag number for
that column.
Both functions return a time series (ts or tis) object.
If the lags argument to the lags function argument has
more than one element, the returned object will have a column for each
lag, with NA's filling in where appropriate.
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